Finite-Time Mixing and Coherent Structures G. Haller Division of Applied Mathematics Lefschetz Center for Dynamical Systems Brown University Collaborators: A. Banaszuk (UTRC), C. Coulliet (Caltech), F. Lekien (Caltech), I. Mezic (Harvard), A. Poje (CUNY), H. Salman (Brown/UTRC), G. Tadmor (Northeastern), Y. Wang (Brown), G.-C. Yuan (Brown) 1 Fundamental observation: In 2D turbulence coherent structures emerge What is a coherent structure? • region of concentrated vorticity that retains its structure for longer times (Provenzale [1999]) • energetically dominant recurrent pattern (Holmes, Lumley, and Berkooz [1996]) • set of fluid particles with distinguished statistical properties (Elhmaidi, Provenzale, and Babiano [1993]) • larger eddy of a turbulent flow (Tritton [1987]) • dynamical systems: no conclusive answer for turbulent flows - spatio-temporal complexity - finite-time nature 2 Absolute dispersion plot for the 2D QG equations A Lagrangian Approach to Coherent Structures Particle mixing in 2D turbulence stretching: fluid blob opens up along a material line repelling material line folding: fluid blob spreads out along a material line attracting material line swirling/shearing: fluid blob encircled/enclosed by neutral material lines Approach coherent structures through material stability 3 Stability of material lines l (t ) is repelling over the time interval Iu if vectors normal to it grow in arbitrarily short times within Iu. F (x0 ) N (x0 ) h h F (x0 ) : l (t0 ) N (x 0 ) x(t ) l (t ) deformation field N (x0 ) : unit normal Attracting material line: repelling in backward time 4 Definitions of hyperbolic Lagrangian structures: A stretch line is a material line that is repelling for locally the longest/shortest time in the flow openflow: Tu is locally maximal near wall(no- slip) : Tu is locallyminimal A fold line is a material line that is attracting for locally the longest/shortest time in the flow 5 How do we find stretch and fold lines lines from data? Numerical approaches: Miller, Jones, Rogerson & Pratt [Physica D, 110, 1997]: “straddle” near instantaneous saddle-type stagnation points of the velocity field Bowman [preprint, 1999], Winkler [thesis, Brown, 2000]: use relative dispersion plots Poje, Haller, & Mezic [Phys. Fluids A,11, 1999]: use Lagrangian mean velocity plots Couillette & Wiggins [Nonlin. Proc. Geophys., 8, 2001]: straddling near boundary points Joseph & Legras [J. Atm. Sci., submitted, 2000]: finite-size Lyapunov exponent plots … 6 How do we find stretch and fold lines lines from data? Analytic view: stability of a fluid trajectory x(t) is governed by ξ u(x(t ), t )ξ O ( ξ 2 ). Linear part is solved by: ξ(t ) F (x0 )ξ 0 . t Simplest approach: look for stretch lines as places of maximal stretching: Theorem (necessary criterion): Stretch lines at t=0 maximize the scalar field t (x0 ) max Ft (x0 )* Ft (x0 ) (DLE algorithm, Haller [Physica D, 149, 2001]) 7 Example 1: velocity data 2D geophysical turbulence q , q 4 4 q F , t u 0, • q 2 • `is the potential vorticity 2 10 is the scaled inverse of the Rossby deformation radius • 4 5 107 denotes the coefficient of hyperviscosity • x [0,2 ] [0,2 ] 8 QG equations in 2D. •pseudo-spectral code of A. Provenzale •particle tracking with VFTOOL of P. Miller by G-C. Yuan Eulerian view on coherent structures: potential vorticity gradient Contour plot of | q | Contour plot of q 9 Eulerian view on coherent structures: Okubo-Weiss partition Elliptic regions: Hyperbolic regions: Contour plot of q 22 s 22 s s 2 ( xux yu y )2 (Y ux xu y )2 ; 2 ( xu y yux )2 10 Stretch lines from DLE analysis Stretch lines at t=50 Contour plot of q at t=50 (= locally strongest finite-time stable manifolds) 11 Fold lines from DLE analysis Fold lines at t=50 Contour plot of q at t=50 (= locally strongest finite-time unstable manifolds) 12 Example 2: HF radar data from Monterey Bay Image by Chad Coulliet & Francois Lekien (MANGEN, http://transport.caltech.edu) DLE analysis of surface velocity log t ( x 0 ) maxlog t ( x 0 ) Data by Jeff Paduan, Naval Postgraduate School • Lagrangian separation point • instantaneous stagnation point 13 Example 3: Experiments by Greg Voth and Jerry Gollub (Haverford) Mixing of dye in charged fluid, forced periodically in time by magnets Dye Dye+fold lines 14 Dye+stretch lines Room for improvement: • Occasional slow convergence • Shear gradients show up as stretch lines (finite time!) • Nonhyperbolic Lagrangian structures? (jets, vortex cores,…) • What do we learn? What is missing? The Eulerian physics Question: What is the objective Eulerian signature of intense Lagrangian mixing or non-mixing? Available frame-dependent results: Haller and Poje [Physica D, 119, 1998], Haller and Yuan [Physica D, 147, 2000], Lapeyre, Hua, and Legras [J. Atm. Sci., submitted, 2000], Haller [Physica D, 149, 2001. (3D flows)] 15 Consider S(x, t ) 12 u(x, t ) u(x, t )* , M S 2Su, where M is the strain acceleration tensor (Rivlin derivative of S) Notation: M |Z positive def . M |Z positive semidef. Z(x,t) : directions of zero strain M |Z : restriction of M to Z Definitions: M |Z indefinite S0 Hyperbolic region: H (t ) ={M |Z pos.def.} P (t ) ={M |Z pos. semidef.} Parabolic region: E(t ) ={M |Z indef. or S=0} Elliptic region: True instantaneous flow geometry 16 EPH partition of 2D turbulence over a finite time interval I Fully objective picture, i.e., invariant under time-dependent rotations and translations 17 MAIN RESULTS (Haller [Phys. Fluids A., 2001,to appear]) Theorem 1 (Sufficient cond. for Lagrangian hyperbolicity) Assume that x(t) remains in H (t ) over the time interval I. Then x(t) is contained in a hyperbolic material line over I. Theorem 2 (Necessary cond. for Lagrangian hyperbolicity) Assume that x(t) is contained in a hyperbolic material line over I. Then x(t) can • intersect P (t ) only at discreet time instances • stay in E(t ) only for short enough time intervals J satisfying , M J S dt Theorem 3 (Sufficient cond. for Lagrangian ellipticity) Assume that x(t) remains in E(t ) over I and , M , M local eddy dt 2 I S turnover time! S Then x(t) is contained in an elliptic material line over I. 18 Example 1: Lagrangian coherent structures in barotropic turbulence simulations Time spent in E(t ) 19 Fastest converging: Plot of (t , x0 ) | S(x(t ), t ) |, 0, t=60 Earlier result from DLE x(t ) H (t ), x(t ) E(t ), local flux! t=85 Local minimum curves are stretch lines (finite-time stable manifolds) 20 Example 2: HF radar data from Monterey Bay Image by Chad Coulliet & Francois Lekien (MANGEN, http://transport.caltech.edu) (t, x0 ) | S(x(t ), t ) |, 0, x(t ) H (t ), x(t ) E(t ), Data by Jeff Paduan, Naval Postgraduate School Filtering by Bruce Lipphardt & Denny Kirwan (U. of Delaware) 21 How are Lagrangian coherent structures related to the governing equations? Answer for 2D, incompressible Navier-Stokes flows: ( Haller [Phys. Fluids A, 2001, to appear] ) Theorem (Sufficient dynamic condition for Lagrangian hyperbolicity) Consider the time-dependent physical region defined by 2 s 1 max ( p' ' ) max ( 2S) 12 max f f * . 2 All trajectories in the above region are contained in finitetime hyperbolic material lines . 22 Towards understanding Lagrangian structures in 3D flows Hyperbolic Lagrangian structures fall into 10 categories Existing analytic results in 3D: • DLE algorithm extends directly • frame-dependent approach has been extended (Haller [Physica D, 149, 2001]) 23 An example: Lagrangian coherent structures in the ABC flow x A sin z C cos y, y B sin x A cos z, z C sin y B cos x. Henon [1966], Dombre et al. [1986]: Poincare map for A=1, B= 2 / 3 , C= 1 / 3 1200 iterations used 3D DLE analysis 24 Some open problems (work in progress): • Survival of Lagrangian structures (obtained from filtered data) in the “true” velocity field • Lagrangian structures in 3D (objective approach) • Dynamic mixing criteria for other fluids equations and different constitutive laws • Relevance for mixing of diffusive/active tracers 25