Chaotic advection, diffusion, and reactions in open flows Tamás Tél, György Károlyi, Áron Péntek, István Scheuring, Zoltán Toroczkai, Celso Grebogi, and James Kadtke Citation: Chaos: An Interdisciplinary Journal of Nonlinear Science 10, 89 (2000); doi: 10.1063/1.166478 View online: http://dx.doi.org/10.1063/1.166478 View Table of Contents: http://scitation.aip.org/content/aip/journal/chaos/10/1?ver=pdfcov Published by the AIP Publishing This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 128.173.125.76 On: Mon, 24 Mar 2014 14:44:01 CHAOS VOLUME 10, NUMBER 1 MARCH 2000 Chaotic advection, diffusion, and reactions in open flows Tama´sTe´l Institute for Theoretical Physics, Eo¨tvo¨s University, P.O. Box 32, H-1518 Budapest, Hungary Gyo¨rgy Ka´rolyi Department of Civil Engineering Mechanics, Technical University of Budapest, Mu¨egyetem rpk. 3, H-1521 Budapest, Hungary A´ ron Pe´ntek Marine Physical Laboratory, Scripps Institution of Oceanography, University of California at San Diego, La Jolla, California 92093-0238 Istva´n Scheuring Department of Plant Taxonomy and Ecology, Research Group of Ecology and Theoretical Biology, Eo¨tvo¨s University, Ludovika te´r 2, H-1083 Budapest, Hungary Zolta´n Toroczkai Department of Physics, University of Maryland, College Park, Maryland 20742-4111 and Department of Physics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061-0435 Celso Grebogi Institute for Plasma Research, University of Maryland, College Park, Maryland 20742 James Kadtke Marine Physical Laboratory, Scripps Institution of Oceanography, University of California at San Diego, La Jolla, California 92093-0238 ͑Received 30 July 1999; accepted for publication 8 November 1999͒ We review and generalize recent results on advection of particles in open time-periodic hydrodynamical flows. First, the problem of passive advection is considered, and its fractal and chaotic nature is pointed out. Next, we study the effect of weak molecular diffusion or randomness of the flow. Finally, we investigate the influence of passive advection on chemical or biological activity superimposed on open flows. The nondiffusive approach is shown to carry some features of a weak diffusion, due to the finiteness of the reaction range or reaction velocity. © 2000 American Institute of Physics. ͓S1054-1500͑00͒02001-2͔ Advection of passive tracers in open nonstationary flows I. PASSIVE ADVECTION IN OPEN FLOWS is an interesting phenomenon because even in simple The advection of particles by hydrodynamical flows has time-periodic velocity fields the tracer particles can ex- attracted recent interest from the dynamical system hibit chaotic motion, and tracer ensembles display pro- community.1–32 nounced fractal patterns. As an illustrative numerical ex- If advected particles take on the velocity of the flow very periment we analyze a model of the von Ka´rma´n vortex rapidly, i.e., inertial effects are negligible, we call the advec- street, a time-periodic two-dimensional flow of a viscous tion passive and the particle a passive tracer. The equation fluid around a cylinder. First, we consider the problem of for the position r(t) of the particle is then passive advection, and discuss the chaoticity of the par- r˙ϭv͑r,t͒, ͑1͒ ticle dynamics and its relationship to the appearance of fractal patterns. Then we include weak diffusion and where v represents the velocity field that is assumed to be show that this leads to a washing out of the fine-scale known. The tracer dynamics is thus governed by a set of structure below a critical length scale, while still preserv- ordinary differential equations, e.g., like those of a driven ing fractal scaling above this scale. Finally, we study how anharmonic oscillator, whose solution is typically chaotic. chemical or biological processes superimposed on open A unique feature of chaotic advection in time-dependent planar incompressible flows is that the fractal structures flows are influenced by the properties of the underlying characterizing chaos in phase space become observable by nondiffusive passive advection. We present an elemen- the naked eye in the form of spatial patterns.1–4 In such cases tary derivation of the reaction equation that describes ␺ ͑ ͒ there exists a streamfunction ␮(t)(x,y) Ref. 33 whose de- accumulation of products along the unstable manifold. rivatives can be identified with the velocity components as Moreover, the similarity of this fattening of a fractal to ␺␮ ͑x,y͒ץ ␺␮ ͑x,y͒ץ that due to diffusion is discussed and analyzed, and our ͒ϭ (t) ͒ϭϪ (t) vx͑x,y,t , vy͑x,y,t , xץ yץ method is compared with the traditional description via reaction-advection-diffusion equations. ͑2͒ 1054-1500/2000/10(1)/89/10/$17.0089 © 2000 American Institute of Physics This article is copyrighted as indicated in the article. Reuse of AIP content is subject to the terms at: http://scitation.aip.org/termsconditions. Downloaded to IP: 128.173.125.76 On: Mon, 24 Mar 2014 14:44:01 90 Chaos, Vol. 10, No. 1, 2000 Te´l et al. and whose level curves provide the streamlines. The sub- follow some of the periodic orbits for awhile and later turn to script ␮(t) indicates the set of all parameters determining the follow another one. This wandering among periodic ͑or, streamfunction, which is generally time dependent. Note that more generally, nonescaping͒ orbits results in the chaotic Eq. ͑2͒ is a consequence of incompressibility because it im- motion of passive tracers. Indeed, as long as the tracers are in ͒ ͑ ͒ ͑ ϭ ٌ plies •v 0. Combining Eq. 2 with Eq. 1 for a planar the mixing region, their trajectories possess a positive aver- ϭ ϭ flow, where r (x,y) and v (vx ,vy), one notices that the age Lyapunov exponent ␭. Hence the union of all nonescap- equations of motion have canonical character, with ing orbits is called the chaotic saddle. It has a unique fractal ␺␮ (x,y) playing the role of the Hamiltonian and x and y (saddle) (t) dimension D0 on a stroboscopic map, independent of being the canonical coordinates and momenta ͑or vice versa͒, the time instant at which the snapshot is taken. respectively. Thus, the plane of the flow coincides with the While many of the tracers spend a long time in the mix- particles’ phase space. This property makes passive advec- ing region, the overwhelming majority of particles leaves tion in planar incompressible flows especially interesting and this region sooner or later. The decay of their number in a a good candidate for an experimental observation of patterns fixed frame is typically exponential with a positive exponent that are typically hidden in an abstract phase space. In sta- ␬ (Ͻ␭), which is independent of the frame. This quantity is ␺ ͑ ͒ tionary flows when is independent of t, the system 1 and the escape rate from the saddle ͑or the mixing region͒. The ͑ ͒ 2 is integrable and the particle trajectories coincide with the reciprocal of the escape rate can also be considered as the streamlines. In time-dependent cases, however, particle tra- average lifetime of chaos, and therefore the chaotic advec- jectories and streamlines are different, and the former ones tion of passive tracers in open flows is transient chaos.34 can only be obtained by solving Eqs. ͑1͒ and ͑2͒ numerically. The chaotic saddle is the set of nonescaping orbits which Here we consider passive advection in open flows. This tracer particles can follow for an arbitrarily long time. Each means that there is a net current flowing through the obser- orbit of the set, and therefore the set as a whole, has a stable vation region where the velocity field is time dependent. In and an unstable manifold. The stable manifold is a set of the far upstream and far downstream regions the flow is con- points along which the saddle can be reached after an infi- sidered stationary. In such cases complicated tracer move- nitely long time. The unstable manifold is the set along ments are restricted to a finite region. This will be called the mixing region outside of which the time dependence of ␺ is which particles lying infinitesimally close to the saddle will negligible. It is worth emphasizing that a complicated flow eventually leave it in the course of time. Viewed on a stro- field ͑turbulence͒ inside the mixing region is not required for boscopic map, these manifolds are fractal curves, winding in a complex tracer dynamics or for the appearance of fractal a complicated manner. By looking at different snapshots of patterns. Even simple forms of time dependence, e.g., a pe- these curves we can observe that they move periodically with riodic repetition of the velocity field with some period T,is the period T of the flow. Their fractal dimension D0 (1 Ͻ Ͻ ͓ sufficient. However, the periodicity of such flows allows for D0 2) is, however, independent of the snapshot. The a simpler presentation of the chaotic advection dynamics via stable and unstable manifolds have identical fractal dimen- the so-called stroboscopic map. It is a discrete map M ␮ de- sion due to the tracer dynamics’ time reversal invariance, and (saddle)ϭ Ϫ fined by the sequence of snapshots taken at time instants D0 2(D0 1).] separated by T connecting the coordinates (xn ,y n) of the The unstable manifold plays a special role since it is the particle at snapshot n with those at the next one as only manifold which can be directly observed in an experi- ment. Let us consider a droplet ͑ensemble͒ of a large number ͑ ͒ϭ ͑ ͒ ͑ ͒ xnϩ1 ,y nϩ1 M ␮ xn ,y n .