The Magnetohydrodynamic Kelvin-Helmholtz Instability: A Three-Dimensional Study of Nonlinear Evolution

We investigate through high resolution 3D simulations the nonlinear evolution of compressible magnetohydrodynamic flows subject to the Kelvin-Helmholtz instability. We confirm in 3D flows the conclusion from our 2D work that even apparently weak magnetic fields embedded in Kelvin-Helmholtz unstable plasma flows can be fundamentally important to nonlinear evolution of the instability. In fact, that statement is strengthened in 3D by this work, because it shows how field line bundles can be stretched and twisted in 3D as the quasi-2D Cat's Eye vortex forms out of the hydrodynamical motions. In our simulations twisting of the field may increase the maximum field strength by more than a factor of two over the 2D effect. If, by these developments, the Alfv\'en Mach number of flows around the Cat's Eye drops to unity or less, our simulations suggest magnetic stresses will eventually destroy the Cat's Eye and cause the plasma flow to self-organize into a relatively smooth and apparently stable flow that retains memory of the original shear. For our flow configurations the regime in 3D for such reorganization is $4\lesssim M_{Ax} \lesssim 50$, expressed in terms of the Alfv\'en Mach number of the original velocity transition and the initial Alfv\'en speed projected to the flow plan. For weaker fields the instability remains essentially hydrodynamic in early stages, and the Cat's Eye is destroyed by the hydrodynamic secondary instabilities of a 3D nature. Then, the flows evolve into chaotic structures that approach decaying isotropic turbulence. In this stage, there is considerable enhancement to the magnetic energy due to stretching, twisting, and turbulent amplification, which is retained long afterwards. The magnetic energy eventually catches up to the kinetic energy, and the nature of flows become magnetohydrodynamic.Comment: 11 pages, 12 figures in degraded jpg format (2 in color), paper with original quality figures available via ftp at ftp://ftp.msi.umn.edu/pub/users/twj/mhdkh3dd.ps.gz or ftp://canopus.chungnam.ac.kr/ryu/mhdkh3dd.ps.gz, to appear in The Astrophysical Journa

Extraction of coherent structures in a rotating turbulent flow experiment

The discrete wavelet packet transform (DWPT) and discrete wavelet transform (DWT) are used to extract and study the dynamics of coherent structures in a turbulent rotating fluid. Three-dimensional (3D) turbulence is generated by strong pumping through tubes at the bottom of a rotating tank (48.4 cm high, 39.4 cm diameter). This flow evolves toward two-dimensional (2D) turbulence with increasing height in the tank. Particle Image Velocimetry (PIV) measurements on the quasi-2D flow reveal many long-lived coherent vortices with a wide range of sizes. The vorticity fields exhibit vortex birth, merger, scattering, and destruction. We separate the flow into a low-entropy ``coherent'' and a high-entropy ``incoherent'' component by thresholding the coefficients of the DWPT and DWT of the vorticity fields. Similar thresholdings using the Fourier transform and JPEG compression together with the Okubo-Weiss criterion are also tested for comparison. We find that the DWPT and DWT yield similar results and are much more efficient at representing the total flow than a Fourier-based method. Only about 3% of the large-amplitude coefficients of the DWPT and DWT are necessary to represent the coherent component and preserve the vorticity probability density function, transport properties, and spatial and temporal correlations. The remaining small amplitude coefficients represent the incoherent component, which has near Gaussian vorticity PDF, contains no coherent structures, rapidly loses correlation in time, and does not contribute significantly to the transport properties of the flow. This suggests that one can describe and simulate such turbulent flow using a relatively small number of wavelet or wavelet packet modes.Comment: experimental work aprox 17 pages, 11 figures, accepted to appear in PRE, last few figures appear at the end. clarifications, added references, fixed typo

On the small-scale structure of turbulence and its impact on the pressure field

Understanding the small-scale structure of incompressible turbulence and its implications for the non-local pressure field is one of the fundamental challenges in fluid mechanics. Intense velocity gradient structures tend to cluster on a range of scales which affects the pressure through a Poisson equation. Here we present a quantitative investigation of the spatial distribution of these structures conditional on their intensity for Taylor-based Reynolds numbers in the range [160, 380]. We find that the correlation length, the second invariant of the velocity gradient, is proportional to the Kolmogorov scale. It also is a good indicator for the spatial localization of intense enstrophy and strain-dominated regions, as well as the separation between them. We describe and quantify the differences in the two-point statistics of these regions and the impact they have on the non-locality of the pressure field as a function of the intensity of the regions. Specifically, across the examined range of Reynolds numbers, the pressure in strong rotation-dominated regions is governed by a dissipation-scale neighbourhood. In strong strain-dominated regions, on the other hand, it is determined primarily by a larger neighbourhood reaching inertial scales.Comment: Accepted for publication by the Journal of Fluid Mechanic

Compressed Exponential Relaxation as Superposition of Dual Structure in Pattern Dynamics of Nematic Liquid Crystals

Soft-mode turbulence (SMT) is the spatiotemporal chaos observed in homeotropically aligned nematic liquid crystals, where non-thermal fluctuations are induced by nonlinear coupling between the Nambu-Goldstone and convective modes. The net and modal relaxations of the disorder pattern dynamics in SMT have been studied to construct the statistical physics of nonlinear nonequilibrium systems. The net relaxation dynamics is well-described by a compressed exponential function and the modal one satisfies a dual structure, dynamic crossover accompanied by a breaking of time-reversal invariance. Because the net relaxation is described by a weighted mean of the modal ones with respect to the wave number, the compressed-exponential behavior emerges as a superposition of the dual structure. Here, we present experimental results of the power spectra to discuss the compressed-exponential behavior and the dual structure from a viewpoint of the harmonic analysis. We also derive a relationship of the power spectra from the evolution equation of the modal autocorrelation function. The formula will be helpful to study non-thermal fluctuations in experiments such as the scattering methods.Comment: 17pages, 3 figures, to be published on AIP conference proceedings for "The 4th International Symposium on Slow Dynamics in Complex Systems

Large-scale anisotropy in scalar turbulence

The effect of anisotropy on the statistics of a passive tracer transported by a turbulent flow is investigated. We show that under broad conditions an arbitrarily small amount of anisotropy propagates to the large scales where it eventually dominates the structure of the concentration field. This result is obtained analytically in the framework of an exactly solvable model and confirmed by numerical simulations of scalar transport in two-dimensional turbulence

Heterogeneous volatility cascade in financial markets

Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time period is a measure of the response function of the market participants. This correlation shows explicitly the heterogeneous structure of the market according to the characteristic time horizons of the differents agents. It reveals a volatility cascade from long to short time horizons, with a structure different from the one observed in turbulence. Moreover, we have developed a new ARCH-type model which incorporates the different groups of agents, with their characteristic memory. This model reproduces well the empirical response function, and allows us to quantify the importance of each group.Comment: 10 pages, 2 figures, To be published in Physica

Endogeneous Versus Exogeneous Shocks in Systems with Memory

Systems with long-range persistence and memory are shown to exhibit different precursory as well as recovery patterns in response to shocks of exogeneous versus endogeneous origins. By endogeneous, we envision either fluctuations resulting from an underlying chaotic dynamics or from a stochastic forcing origin which may be external or be an effective coarse-grained description of the microscopic fluctuations. In this scenario, endogeneous shocks result from a kind of constructive interference of accumulated fluctuations whose impacts survive longer than the large shocks themselves. As a consequence, the recovery after an endogeneous shock is in general slower at early times and can be at long times either slower or faster than after an exogeneous perturbation. This offers the tantalizing possibility of distinguishing between an endogeneous versus exogeneous cause of a given shock, even when there is no ``smoking gun.'' This could help in investigating the exogeneous versus self-organized origins in problems such as the causes of major biological extinctions, of change of weather regimes and of the climate, in tracing the source of social upheaval and wars, and so on. Sornette, Malevergne and Muzy have already shown how this concept can be applied concretely to differentiate the effects on financial markets of the Sept. 11, 2001 attack or of the coup against Gorbachev on Aug., 19, 1991 (exogeneous) from financial crashes such as Oct. 1987 (endogeneous).Comment: Latex document of 14 pages with 3 eps figure

Anomalous transport in Charney-Hasegawa-Mima flows

Transport properties of particles evolving in a system governed by the Charney-Hasegawa-Mima equation are investigated. Transport is found to be anomalous with a non linear evolution of the second moments with time. The origin of this anomaly is traced back to the presence of chaotic jets within the flow. All characteristic transport exponents have a similar value around $\mu=1.75$, which is also the one found for simple point vortex flows in the literature, indicating some kind of universality. Moreover the law $\gamma=\mu+1$ linking the trapping time exponent within jets to the transport exponent is confirmed and an accumulation towards zero of the spectrum of finite time Lyapunov exponent is observed. The localization of a jet is performed, and its structure is analyzed. It is clearly shown that despite a regular coarse grained picture of the jet, motion within the jet appears as chaotic but chaos is bounded on successive small scales.Comment: revised versio