Turbulence, Fractals, and Mixing
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Mixing, Chaotic Advection, and Turbulence
Annual Reviews www.annualreviews.org/aronline Annu. Rev. Fluid Mech. 1990.22:207-53 Copyright © 1990 hV Annual Reviews Inc. All r~hts reserved MIXING, CHAOTIC ADVECTION, AND TURBULENCE J. M. Ottino Department of Chemical Engineering, University of Massachusetts, Amherst, Massachusetts 01003 1. INTRODUCTION 1.1 Setting The establishment of a paradigm for mixing of fluids can substantially affect the developmentof various branches of physical sciences and tech- nology. Mixing is intimately connected with turbulence, Earth and natural sciences, and various branches of engineering. However, in spite of its universality, there have been surprisingly few attempts to construct a general frameworkfor analysis. An examination of any library index reveals that there are almost no works textbooks or monographs focusing on the fluid mechanics of mixing from a global perspective. In fact, there have been few articles published in these pages devoted exclusively to mixing since the first issue in 1969 [one possible exception is Hill’s "Homogeneous Turbulent Mixing With Chemical Reaction" (1976), which is largely based on statistical theory]. However,mixing has been an important component in various other articles; a few of them are "Mixing-Controlled Supersonic Combustion" (Ferri 1973), "Turbulence and Mixing in Stably Stratified Waters" (Sherman et al. 1978), "Eddies, Waves, Circulation, and Mixing: Statistical Geofluid Mechanics" (Holloway 1986), and "Ocean Tur- bulence" (Gargett 1989). It is apparent that mixing appears in both indus- try and nature and the problems span an enormous range of time and length scales; the Reynolds numberin problems where mixing is important varies by 40 orders of magnitude(see Figure 1). -
Stat 8112 Lecture Notes Stationary Stochastic Processes Charles J
Stat 8112 Lecture Notes Stationary Stochastic Processes Charles J. Geyer April 29, 2012 1 Stationary Processes A sequence of random variables X1, X2, ::: is called a time series in the statistics literature and a (discrete time) stochastic process in the probability literature. A stochastic process is strictly stationary if for each fixed positive integer k the distribution of the random vector (Xn+1;:::;Xn+k) has the same distribution for all nonnegative integers n. A stochastic process having second moments is weakly stationary or sec- ond order stationary if the expectation of Xn is the same for all positive integers n and for each nonnegative integer k the covariance of Xn and Xn+k is the same for all positive integers n. 2 The Birkhoff Ergodic Theorem The Birkhoff ergodic theorem is to strictly stationary stochastic pro- cesses what the strong law of large numbers (SLLN) is to independent and identically distributed (IID) sequences. In effect, despite the different name, it is the SLLN for stationary stochastic processes. Suppose X1, X2, ::: is a strictly stationary stochastic process and X1 has expectation (so by stationary so do the rest of the variables). Write n 1 X X = X : n n i i=1 To introduce the Birkhoff ergodic theorem, it says a.s. Xn −! Y; (1) where Y is a random variable satisfying E(Y ) = E(X1). More can be said about Y , but we will have to develop some theory first. 1 The SSLN for IID sequences says the same thing as the Birkhoff ergodic theorem (1) except that in the SLLN for IID sequences the limit Y = E(X1) is constant. -
Pointwise and L1 Mixing Relative to a Sub-Sigma Algebra
POINTWISE AND L1 MIXING RELATIVE TO A SUB-SIGMA ALGEBRA DANIEL J. RUDOLPH Abstract. We consider two natural definitions for the no- tion of a dynamical system being mixing relative to an in- variant sub σ-algebra H. Both concern the convergence of |E(f · g ◦ T n|H) − E(f|H)E(g ◦ T n|H)| → 0 as |n| → ∞ for appropriate f and g. The weaker condition asks for convergence in L1 and the stronger for convergence a.e. We will see that these are different conditions. Our goal is to show that both these notions are robust. As is quite standard we show that one need only consider g = f and E(f|H) = 0, and in this case |E(f · f ◦ T n|H)| → 0. We will see rather easily that for L1 convergence it is enough to check an L2-dense family. Our major result will be to show the same is true for pointwise convergence making this a verifiable condition. As an application we will see that if T is mixing then for any ergodic S, S × T is relatively mixing with respect to the first coordinate sub σ-algebra in the pointwise sense. 1. Introduction Mixing properties for ergodic measure preserving systems gener- ally have versions “relative” to an invariant sub σ-algebra (factor algebra). For most cases the fundamental theory for the abso- lute case lifts to the relative case. For example one can say T is relatively weakly mixing with respect to a factor algebra H if 1) L2(µ) has no finite dimensional invariant submodules over the subspace of H-measurable functions, or Date: August 31, 2005. -
On Li-Yorke Measurable Sensitivity
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 143, Number 6, June 2015, Pages 2411–2426 S 0002-9939(2015)12430-6 Article electronically published on February 3, 2015 ON LI-YORKE MEASURABLE SENSITIVITY JARED HALLETT, LUCAS MANUELLI, AND CESAR E. SILVA (Communicated by Nimish Shah) Abstract. The notion of Li-Yorke sensitivity has been studied extensively in the case of topological dynamical systems. We introduce a measurable version of Li-Yorke sensitivity, for nonsingular (and measure-preserving) dynamical systems, and compare it with various mixing notions. It is known that in the case of nonsingular dynamical systems, a conservative ergodic Cartesian square implies double ergodicity, which in turn implies weak mixing, but the converses do not hold in general, though they are all equivalent in the finite measure- preserving case. We show that for nonsingular systems, an ergodic Cartesian square implies Li-Yorke measurable sensitivity, which in turn implies weak mixing. As a consequence we obtain that, in the finite measure-preserving case, Li-Yorke measurable sensitivity is equivalent to weak mixing. We also show that with respect to totally bounded metrics, double ergodicity implies Li-Yorke measurable sensitivity. 1. Introduction The notion of sensitive dependence for topological dynamical systems has been studied by many authors; see, for example, the works [3, 7, 10] and the references therein. Recently, various notions of measurable sensitivity have been explored in ergodic theory; see for example [2, 9, 11–14]. In this paper we are interested in formulating a measurable version of the topolog- ical notion of Li-Yorke sensitivity for the case of nonsingular and measure-preserving dynamical systems. -
Chaos Theory
By Nadha CHAOS THEORY What is Chaos Theory? . It is a field of study within applied mathematics . It studies the behavior of dynamical systems that are highly sensitive to initial conditions . It deals with nonlinear systems . It is commonly referred to as the Butterfly Effect What is a nonlinear system? . In mathematics, a nonlinear system is a system which is not linear . It is a system which does not satisfy the superposition principle, or whose output is not directly proportional to its input. Less technically, a nonlinear system is any problem where the variable(s) to be solved for cannot be written as a linear combination of independent components. the SUPERPOSITION PRINCIPLE states that, for all linear systems, the net response at a given place and time caused by two or more stimuli is the sum of the responses which would have been caused by each stimulus individually. So that if input A produces response X and input B produces response Y then input (A + B) produces response (X + Y). So a nonlinear system does not satisfy this principal. There are 3 criteria that a chaotic system satisfies 1) sensitive dependence on initial conditions 2) topological mixing 3) periodic orbits are dense 1) Sensitive dependence on initial conditions . This is popularly known as the "butterfly effect” . It got its name because of the title of a paper given by Edward Lorenz titled Predictability: Does the Flap of a Butterfly’s Wings in Brazil set off a Tornado in Texas? . The flapping wing represents a small change in the initial condition of the system, which causes a chain of events leading to large-scale phenomena. -
Blocking Conductance and Mixing in Random Walks
Blocking conductance and mixing in random walks Ravindran Kannan Department of Computer Science Yale University L´aszl´oLov´asz Microsoft Research and Ravi Montenegro Georgia Institute of Technology Contents 1 Introduction 3 2 Continuous state Markov chains 7 2.1 Conductance and other expansion measures . 8 3 General mixing results 11 3.1 Mixing time estimates in terms of a parameter function . 11 3.2 Faster convergence to stationarity . 13 3.3 Constructing mixweight functions . 13 3.4 Explicit conductance bounds . 16 3.5 Finite chains . 17 3.6 Further examples . 18 4 Random walks in convex bodies 19 4.1 A logarithmic Cheeger inequality . 19 4.2 Mixing of the ball walk . 21 4.3 Sampling from a convex body . 21 5 Proofs I: Markov Chains 22 5.1 Proof of Theorem 3.1 . 22 5.2 Proof of Theorem 3.2 . 24 5.3 Proof of Theorem 3.3 . 26 1 6 Proofs II: geometry 27 6.1 Lemmas . 27 6.2 Proof of theorem 4.5 . 29 6.3 Proof of theorem 4.6 . 30 6.4 Proof of Theorem 4.3 . 32 2 Abstract The notion of conductance introduced by Jerrum and Sinclair [JS88] has been widely used to prove rapid mixing of Markov Chains. Here we introduce a bound that extends this in two directions. First, instead of measuring the conductance of the worst subset of states, we bound the mixing time by a formula that can be thought of as a weighted average of the Jerrum-Sinclair bound (where the average is taken over subsets of states with different sizes). -
Chaos and Chaotic Fluid Mixing
Snapshots of modern mathematics № 4/2014 from Oberwolfach Chaos and chaotic fluid mixing Tom Solomon Very simple mathematical equations can give rise to surprisingly complicated, chaotic dynamics, with be- havior that is sensitive to small deviations in the ini- tial conditions. We illustrate this with a single re- currence equation that can be easily simulated, and with mixing in simple fluid flows. 1 Introduction to chaos People used to believe that simple mathematical equations had simple solutions and complicated equations had complicated solutions. However, Henri Poincaré (1854–1912) and Edward Lorenz [4] showed that some remarkably simple math- ematical systems can display surprisingly complicated behavior. An example is the well-known logistic map equation: xn+1 = Axn(1 − xn), (1) where xn is a quantity (between 0 and 1) at some time n, xn+1 is the same quantity one time-step later and A is a given real number between 0 and 4. One of the most common uses of the logistic map is to model variations in the size of a population. For example, xn can denote the population of adult mayflies in a pond at some point in time, measured as a fraction of the maximum possible number the adult mayfly population can reach in this pond. Similarly, xn+1 denotes the population of the next generation (again, as a fraction of the maximum) and the constant A encodes the influence of various factors on the 1 size of the population (ability of pond to provide food, fraction of adults that typically reproduce, fraction of hatched mayflies not reaching adulthood, overall mortality rate, etc.) As seen in Figure 1, the behavior of the logistic system changes dramatically with changes in the parameter A. -
Generalized Bernoulli Process with Long-Range Dependence And
Depend. Model. 2021; 9:1–12 Research Article Open Access Jeonghwa Lee* Generalized Bernoulli process with long-range dependence and fractional binomial distribution https://doi.org/10.1515/demo-2021-0100 Received October 23, 2020; accepted January 22, 2021 Abstract: Bernoulli process is a nite or innite sequence of independent binary variables, Xi , i = 1, 2, ··· , whose outcome is either 1 or 0 with probability P(Xi = 1) = p, P(Xi = 0) = 1 − p, for a xed constant p 2 (0, 1). We will relax the independence condition of Bernoulli variables, and develop a generalized Bernoulli process that is stationary and has auto-covariance function that obeys power law with exponent 2H − 2, H 2 (0, 1). Generalized Bernoulli process encompasses various forms of binary sequence from an independent binary sequence to a binary sequence that has long-range dependence. Fractional binomial random variable is dened as the sum of n consecutive variables in a generalized Bernoulli process, of particular interest is when its variance is proportional to n2H , if H 2 (1/2, 1). Keywords: Bernoulli process, Long-range dependence, Hurst exponent, over-dispersed binomial model MSC: 60G10, 60G22 1 Introduction Fractional process has been of interest due to its usefulness in capturing long lasting dependency in a stochas- tic process called long-range dependence, and has been rapidly developed for the last few decades. It has been applied to internet trac, queueing networks, hydrology data, etc (see [3, 7, 10]). Among the most well known models are fractional Gaussian noise, fractional Brownian motion, and fractional Poisson process. Fractional Brownian motion(fBm) BH(t) developed by Mandelbrot, B. -
Fractal Geometry and Applications in Forest Science
ACKNOWLEDGMENTS Egolfs V. Bakuzis, Professor Emeritus at the University of Minnesota, College of Natural Resources, collected most of the information upon which this review is based. We express our sincere appreciation for his investment of time and energy in collecting these articles and books, in organizing the diverse material collected, and in sacrificing his personal research time to have weekly meetings with one of us (N.L.) to discuss the relevance and importance of each refer- enced paper and many not included here. Besides his interdisciplinary ap- proach to the scientific literature, his extensive knowledge of forest ecosystems and his early interest in nonlinear dynamics have helped us greatly. We express appreciation to Kevin Nimerfro for generating Diagrams 1, 3, 4, 5, and the cover using the programming package Mathematica. Craig Loehle and Boris Zeide provided review comments that significantly improved the paper. Funded by cooperative agreement #23-91-21, USDA Forest Service, North Central Forest Experiment Station, St. Paul, Minnesota. Yg._. t NAVE A THREE--PART QUE_.gTION,, F_-ACHPARToF:WHICH HA# "THREEPAP,T_.<.,EACFi PART" Of:: F_.AC.HPART oF wHIct4 HA.5 __ "1t4REE MORE PARTS... t_! c_4a EL o. EP-.ACTAL G EOPAgTI_YCoh_FERENCE I G;:_.4-A.-Ti_E AT THB Reprinted courtesy of Omni magazine, June 1994. VoL 16, No. 9. CONTENTS i_ Introduction ....................................................................................................... I 2° Description of Fractals .................................................................................... -
Fractal-Based Methods As a Technique for Estimating the Intrinsic Dimensionality of High-Dimensional Data: a Survey
INFORMATICA, 2016, Vol. 27, No. 2, 257–281 257 2016 Vilnius University DOI: http://dx.doi.org/10.15388/Informatica.2016.84 Fractal-Based Methods as a Technique for Estimating the Intrinsic Dimensionality of High-Dimensional Data: A Survey Rasa KARBAUSKAITE˙ ∗, Gintautas DZEMYDA Institute of Mathematics and Informatics, Vilnius University Akademijos 4, LT-08663, Vilnius, Lithuania e-mail: [email protected], [email protected] Received: December 2015; accepted: April 2016 Abstract. The estimation of intrinsic dimensionality of high-dimensional data still remains a chal- lenging issue. Various approaches to interpret and estimate the intrinsic dimensionality are deve- loped. Referring to the following two classifications of estimators of the intrinsic dimensionality – local/global estimators and projection techniques/geometric approaches – we focus on the fractal- based methods that are assigned to the global estimators and geometric approaches. The compu- tational aspects of estimating the intrinsic dimensionality of high-dimensional data are the core issue in this paper. The advantages and disadvantages of the fractal-based methods are disclosed and applications of these methods are presented briefly. Key words: high-dimensional data, intrinsic dimensionality, topological dimension, fractal dimension, fractal-based methods, box-counting dimension, information dimension, correlation dimension, packing dimension. 1. Introduction In real applications, we confront with data that are of a very high dimensionality. For ex- ample, in image analysis, each image is described by a large number of pixels of different colour. The analysis of DNA microarray data (Kriukien˙e et al., 2013) deals with a high dimensionality, too. The analysis of high-dimensional data is usually challenging. -
Irena Ivancic Fraktalna Geometrija I Teorija Dimenzije
SveuˇcilišteJ.J. Strossmayera u Osijeku Odjel za matematiku Sveuˇcilišninastavniˇckistudij matematike i informatike Irena Ivanˇci´c Fraktalna geometrija i teorija dimenzije Diplomski rad Osijek, 2019. SveuˇcilišteJ.J. Strossmayera u Osijeku Odjel za matematiku Sveuˇcilišninastavniˇckistudij matematike i informatike Irena Ivanˇci´c Fraktalna geometrija i teorija dimenzije Diplomski rad Mentor: izv. prof. dr. sc. Tomislav Maroševi´c Osijek, 2019. Sadržaj 1 Uvod 3 2 Povijest fraktala- pojava ˇcudovišnih funkcija 4 2.1 Krivulje koje popunjavaju ravninu . 5 2.1.1 Peanova krivulja . 5 2.1.2 Hilbertova krivulja . 5 2.1.3 Drugi primjeri krivulja koje popunjavaju prostor . 6 3 Karakterizacija 7 3.1 Fraktali su hrapavi . 7 3.2 Fraktali su sami sebi sliˇcnii beskonaˇcnokompleksni . 7 4 Podjela fraktala prema stupnju samosliˇcnosti 8 5 Podjela fraktala prema naˇcinukonstrukcije 9 5.1 Fraktali nastali iteracijom generatora . 9 5.1.1 Cantorov skup . 9 5.1.2 Trokut i tepih Sierpi´nskog. 10 5.1.3 Mengerova spužva . 11 5.1.4 Kochova pahulja . 11 5.2 Kochove plohe . 12 5.2.1 Pitagorino stablo . 12 5.3 Sustav iteriranih funkcija (IFS) . 13 5.3.1 Lindenmayer sustavi . 16 5.4 Fraktali nastali iteriranjem funkcije . 17 5.4.1 Mandelbrotov skup . 17 5.4.2 Julijevi skupovi . 20 5.4.3 Cudniˇ atraktori . 22 6 Fraktalna dimenzija 23 6.1 Zahtjevi za dobru definiciju dimenzije . 23 6.2 Dimenzija šestara . 24 6.3 Dimenzija samosliˇcnosti . 27 6.4 Box-counting dimenzija . 28 6.5 Hausdorffova dimenzija . 28 6.6 Veza izmedu¯ dimenzija . 30 7 Primjena fraktala i teorije dimenzije 31 7.1 Fraktalna priroda geografskih fenomena . -
Power Spectra and Mixing Properties of Strange Attractors
POWER SPECTRA AND MIXING PROPERTIES OF STRANGE ATTRACTORS Doync Farmer, James Crutchfield. Harold Froehling, Norman Packard, and Robert Shaw* Dynamical Systems Group Physics Board of Studies University of California, Santa Cruz Santa Cruz. California 95064 INTRODUCTION Edward Lorenz used the phrase “deterministic nonperiodic flow” to describe the first example of what is now known as a “strange” or “chaotic” attra~tor.’-~ Nonperiodicity, as reflected by a broadband component in a power spectrum of a time series, is the characteristic by which chaos is currently experimentally identified. In principle, this identification is straightforward: Systems that are periodic or quasi- periodic have power spectra composed of delta functions; any dynamical system whose spectrum is not composed of delta functions is chaotic. We have found that, to the resolution of our numerical experiments, some strange attractors have power spectra that are superpositions of delta functions and broad backgrounds. As we shall show, strange attractors with this property, which we call phase coherence, are chaotic, yet, nonetheless. at least approach being periodic or quasi-periodic in a statistical sense. Under various names, this property has also been noted by Lorenz (“noisy peri~dicity”),~Ito et al. (“nonmixing ~haos”),~and the authors6 The existence of phase coherence can make it difficult to discriminate experimentally between chaotic and periodic behavior by means of a power spectrum. In this paper, we investigate the geometric basis of phase coherence and