Computational Method for Phase Space Transport with Applications to Lobe Dynamics and Rate of Escape

Lobe dynamics and escape from a potential well are general frameworks introduced to study phase space transport in chaotic dynamical systems. While the former approach studies how regions of phase space are transported by reducing the flow to a two-dimensional map, the latter approach studies the phase space structures that lead to critical events by crossing periodic orbit around saddles. Both of these frameworks require computation with curves represented by millions of points-computing intersection points between these curves and area bounded by the segments of these curves-for quantifying the transport and escape rate. We present a theory for computing these intersection points and the area bounded between the segments of these curves based on a classification of the intersection points using equivalence class. We also present an alternate theory for curves with nontransverse intersections and a method to increase the density of points on the curves for locating the intersection points accurately.The numerical implementation of the theory presented herein is available as an open source software called Lober. We used this package to demonstrate the application of the theory to lobe dynamics that arises in fluid mechanics, and rate of escape from a potential well that arises in ship dynamics.Comment: 33 pages, 17 figure

Lagrangian transport and chaos in the near wake of the flow around an obstacle: a numerical implementation of lobe dynamics

In this paper we study Lagrangian transport in the near wake of the flow around an obstacle, which we take to be a cylinder. In this case, for the range of Reynolds numbers investigated, the flow is two-dimensional and time periodic. We use ideas and methods from transport theory in dynamical systems to describe and quantify transport in the near wake. We numerically solve the Navier-Stokes equations for the velocity field and apply these methods to the resulting numerical representation of the velocity field. We show that the method of lobe dynamics can be used in conjunction with computational fluid dynamics methods to give very detailed and quantitative information about Lagrangian transport. In particular, we show how the stable and unstable manifolds of certain saddle-type stagnation points on the cylinder, and one in the wake, can be used to divide the flow into three distinct regions, an upper wake, a lower wake, and a wake cavity. The significance of the division using stable and unstable manifolds lies in the fact that these invariant manifolds form a template on which the transport occurs. Using this, we compute fluxes from the upper and lower wakes into the wake cavity using the associated turnstile lobes. We also compute escape time distributions as well as compare transport properties for two different Reynolds numbers

Chaotic transport in the homoclinic and heteroclinic tangle regions of quasiperiodically forced two-dimensional dynamical systems

The authors generalize notions of transport in phase space associated with the classical Poincare map reduction of a periodically forced two-dimensional system to apply to a sequence of nonautonomous maps derived from a quasiperiodically forced two-dimensional system. They obtain a global picture of the dynamics in homoclinic and heteroclinic tangles using a sequence of time-dependent two-dimensional lobe structures derived from the invariant global stable and unstable manifolds of one or more normally hyperbolic invariant sets in a Poincare section of an associated autonomous system phase space. The invariant manifold geometry is studied via a generalized Melnikov function. Transport in phase space is specified in terms of two-dimensional lobes mapping from one to another within the sequence of lobe structures, which provides the framework for studying several features of the dynamics associated with chaotic tangles

An analytical study of transport, mixing and chaos in an unsteady vortical flow

We examine the transport properties of a particular two-dimensional, inviscid incompressible flow using dynamical systems techniques. The velocity field is time periodic and consists of the field induced by a vortex pair plus an oscillating strainrate field. In the absence of the strain-rate field the vortex pair moves with a constant velocity and carries with it a constant body of fluid. When the strain-rate field is added the picture changes dramatically; fluid is entrained and detrained from the neighbourhood of the vortices and chaotic particle motion occurs. We investigate the mechanism for this phenomenon and study the transport and mixing of fluid in this flow. Our work consists of both numerical and analytical studies. The analytical studies include the interpretation of the invariant manifolds as the underlying structure which govern the transport. For small values of strain-rate amplitude we use Melnikov's technique to investigate the behaviour of the manifolds as the parameters of the problem change and to prove the existence of a horseshoe map and thus the existence of chaotic particle paths in the flow. Using the Melnikov technique once more we develop an analytical estimate of the flux rate into and out of the vortex neighbourhood. We then develop a technique for determining the residence time distribution for fluid particles near the vortices that is valid for arbitrary strainrate amplitudes. The technique involves an understanding of the geometry of the tangling of the stable and unstable manifolds and results in a dramatic reduction in computational effort required for the determination of the residence time distributions. Additionally, we investigate the total stretch of material elements while they are in the vicinity of the vortex pair, using this quantity as a measure of the effect of the horseshoes on trajectories passing through this region. The numerical work verifies the analytical predictions regarding the structure of the invariant manifolds, the mechanism for entrainment and detrainment and the flux rate

Thirty Years of Turnstiles and Transport

To characterize transport in a deterministic dynamical system is to compute exit time distributions from regions or transition time distributions between regions in phase space. This paper surveys the considerable progress on this problem over the past thirty years. Primary measures of transport for volume-preserving maps include the exiting and incoming fluxes to a region. For area-preserving maps, transport is impeded by curves formed from invariant manifolds that form partial barriers, e.g., stable and unstable manifolds bounding a resonance zone or cantori, the remnants of destroyed invariant tori. When the map is exact volume preserving, a Lagrangian differential form can be used to reduce the computation of fluxes to finding a difference between the action of certain key orbits, such as homoclinic orbits to a saddle or to a cantorus. Given a partition of phase space into regions bounded by partial barriers, a Markov tree model of transport explains key observations, such as the algebraic decay of exit and recurrence distributions.Comment: Updated and corrected versio

Chaotic transport by a turnstile mechanism in 4D symplectic maps

Many systems in nature, e.g. atoms, molecules and planetary motion, can be described as Hamiltonian systems. In such systems, the transport between different regions of phase space determines some of their most important properties like the stability of the solar system and the rate of chemical reactions. While the transport in lower-dimensional systems with two degrees of freedom is well understood, much less is known for the higher-dimensional case. A central new feature in higher-dimensional systems are transport phenomena due to resonance channels. In this thesis, we clarify the complex geometry of resonance channels in phase space and identify a turnstile mechanism that dominates the transport out of such channels. To this end, we consider the coupled standard map for numerical investigations as it is a generic example for 4D symplectic maps. At first, we visualize resonance channels in phase space revealing their highly non-trivial geometry. Secondly, we study the transport away from such channels. This is governed by families of hyperbolic 1D-tori and their stable and unstable manifolds. We provide an approach to measure the volume of a turnstile in higher dimensions as well as the corresponding transport. From the very good agreement of the two measurements we conclude that these structures are a suitable generalization of the well-known 2D turnstile mechanism to higher dimensions.Viele Systeme in der Natur, z.B. Atome, Moleküle und Planetenbewegungen, können als Hamilton'sche Systeme beschrieben werden. In solchen Systemen bestimmt der Transport zwischen verschiedenen Regionen des Phasenraums einige ihrer wichtigsten Eigenschaften wie die Stabilität des Sonnensystems und die Geschwindigkeit chemischer Reaktionen. Während der Transport in niedrigdimensionalen Systemen mit zwei Freiheitsgraden gut verstanden ist, ist für den höherdimensionalen Fall deutlich weniger bekannt. Eine zentrales neues Merkmal von höherdimensionalen Systemen sind Transportphänomene aufgrund von Resonanzkanälen. In dieser Arbeit verdeutlichen wir die komplexe Geometrie von Resonanzkanälen im Phasenraum und identifizieren einen Drehkreuzmechanismus, der den Transport aus einem solchen Kanal heraus dominiert. Zu diesem Zweck betrachten wir die gekoppelte Standardabbildung für numerische Untersuchungen, da sie ein generisches Beispiel für 4D symplektische Abbildungen ist. Zuerst visualisieren wir Resonanzkanäle im Phasenraum und zeigen ihre höchst nicht-triviale Geometrie. Zweitens untersuchen wir den Transport weg von solchen Kanälen. Dieser wird durch Familien von hyperbolischen 1D-Tori sowie deren stabile und instabile Mannigfaltigkeiten bestimmt. Wir stellen einen Ansatz zur Messung sowohl des eingeschlossenen Volumens in höheren Dimensionen als auch des entsprechenden Transports vor. Aus der sehr guten Übereinstimmung der beiden Messungen schließen wir, dass diese Strukturen eine geeignete Verallgemeinerung des bekannten 2D Drehkreuzmechanismus in höheren Dimensionen sind

Lagrangian transport through an ocean front in the North-Western Mediterranean Sea

We analyze with the tools of lobe dynamics the velocity field from a numerical simulation of the surface circulation in the Northwestern Mediterranean Sea. We identify relevant hyperbolic trajectories and their manifolds, and show that the transport mechanism known as the `turnstile', previously identified in abstract dynamical systems and simplified model flows, is also at work in this complex and rather realistic ocean flow. In addition nonlinear dynamics techniques are shown to be powerful enough to identify the key geometric structures in this part of the Mediterranean. In particular the North Balearic Front, the westernmost part of the transition zone between saltier and fresher waters in the Western Mediterranean is interpreted in terms of the presence of a semipermanent ``Lagrangian barrier'' across which little transport occurs. Our construction also reveals the routes along which this transport happens. Topological changes in that picture, associated with the crossing by eddies and that may be interpreted as the breakdown of the front, are also observed during the simulation.Comment: 34 pages, 6 (multiple) figures. Version with higher quality figures available from http://www.imedea.uib.es/physdept/publications/showpaper_en.php?indice=1764 . Problems with paper size fixe