Do Finite-Size Lyapunov Exponents Detect Coherent Structures?

Ridges of the Finite-Size Lyapunov Exponent (FSLE) field have been used as indicators of hyperbolic Lagrangian Coherent Structures (LCSs). A rigorous mathematical link between the FSLE and LCSs, however, has been missing. Here we prove that an FSLE ridge satisfying certain conditions does signal a nearby ridge of some Finite-Time Lyapunov Exponent (FTLE) field, which in turn indicates a hyperbolic LCS under further conditions. Other FSLE ridges violating our conditions, however, are seen to be false positives for LCSs. We also find further limitations of the FSLE in Lagrangian coherence detection, including ill-posedness, artificial jump-discontinuities, and sensitivity with respect to the computational time step.Comment: 22 pages, 7 figures, v3: corrects the z-axis labels of Fig. 2 (left) that appears in the version published in Chao

Spatial Patterns in Chemically and Biologically Reacting Flows

We present here a number of processes, inspired by concepts in Nonlinear Dynamics such as chaotic advection and excitability, that can be useful to understand generic behaviors in chemical or biological systems in fluid flows. Emphasis is put on the description of observed plankton patchiness in the sea. The linearly decaying tracer, and excitable kinetics in a chaotic flow are mainly the models described. Finally, some warnings are given about the difficulties in modeling discrete individuals (such as planktonic organisms) in terms of continuous concentration fields.Comment: 41 pages, 10 figures; To appear in the Proceedings of the 2001 ISSAOS School on 'Chaos in Geophysical Flows

Lagrangian coherent structures in n-dimensional systems

Numerical simulations and experimental observations reveal that unsteady fluid systems can be divided into regions of qualitatively different dynamics. The key to understanding transport and stirring is to identify the dynamic boundaries between these almost-invariant regions. Recently, ridges in finite-time Lyapunov exponent fields have been used to define such hyperbolic, almost material, Lagrangian coherent structures in two-dimensional systems. The objective of this paper is to develop and apply a similar theory in higher dimensional spaces. While the separatrix nature of these structures is their most important property, a necessary condition is their almost material nature. This property is addressed in this paper. These results are applied to a model of Rayleigh-Bénard convection based on a three-dimensional extension of the model of Solomon and Gollub

Reduced-order Description of Transient Instabilities and Computation of Finite-Time Lyapunov Exponents

High-dimensional chaotic dynamical systems can exhibit strongly transient features. These are often associated with instabilities that have finite-time duration. Because of the finite-time character of these transient events, their detection through infinite-time methods, e.g. long term averages, Lyapunov exponents or information about the statistical steady-state, is not possible. Here we utilize a recently developed framework, the Optimally Time-Dependent (OTD) modes, to extract a time-dependent subspace that spans the modes associated with transient features associated with finite-time instabilities. As the main result, we prove that the OTD modes, under appropriate conditions, converge exponentially fast to the eigendirections of the Cauchy--Green tensor associated with the most intense finite-time instabilities. Based on this observation, we develop a reduced-order method for the computation of finite-time Lyapunov exponents (FTLE) and vectors. In high-dimensional systems, the computational cost of the reduced-order method is orders of magnitude lower than the full FTLE computation. We demonstrate the validity of the theoretical findings on two numerical examples

Evidence for a k^{-5/3} spectrum from the EOLE Lagrangian balloons in the low stratosphere

The EOLE Experiment is revisited to study turbulent processes in the lower stratosphere circulation from a Lagrangian viewpoint and resolve a discrepancy on the slope of the atmospheric energy spectrum between the work of Morel and Larcheveque (1974) and recent studies using aircraft data. Relative dispersion of balloon pairs is studied by calculating the Finite Scale Lyapunov Exponent, an exit time-based technique which is particularly efficient in cases where processes with different spatial scales are interfering. Our main result is to reconciliate the EOLE dataset with recent studies supporting a k^{-5/3} energy spectrum in the range 100-1000 km. Our results also show exponential separation at smaller scale, with characteristic time of order 1 day, and agree with the standard diffusion of about 10^7 m^2/s at large scales. A still open question is the origin of a k^{-5/3} spectrum in the mesoscale range, between 100 and 1000 km.Comment: 19 pages, 1 table + 5 (pdf) figure

Chaotic advection of reacting substances: Plankton dynamics on a meandering jet

We study the spatial patterns formed by interacting populations or reacting chemicals under the influence of chaotic flows. In particular, we have considered a three-component model of plankton dynamics advected by a meandering jet. We report general results, stressing the existence of a smooth-filamental transition in the concentration patterns depending on the relative strength of the stirring by the chaotic flow and the relaxation properties of planktonic dynamical system. Patterns obtained in open and closed flows are compared.Comment: 5 pages, 3 figues, latex compiled with modegs.cl