Lagrangian heat transport in turbulent three-dimensional convection

Spatial regions that do not mix effectively with their surroundings and thus contribute less to the heat transport in fully turbulent three-dimensional Rayleigh-B\'{e}nard flows are identified by Lagrangian trajectories that stay together for a longer time. These trajectories probe Lagrangian coherent sets (CS) which we investigate here in direct numerical simulations in convection cells with square cross section of aspect ratio $\Gamma = 16$, Rayleigh number $Ra = 10^{5}$, and Prandtl numbers $Pr = 0.1, 0.7$ and $7$. The analysis is based on $N=524,288$ Lagrangian tracer particles which are advected in the time-dependent flow. Clusters of trajectories are identified by a graph Laplacian with a diffusion kernel, which quantifies the connectivity of trajectory segments, and a subsequent sparse eigenbasis approximation (SEBA) for cluster detection. The combination of graph Laplacian and SEBA leads to a significantly improved cluster identification that is compared with the large-scale patterns in the Eulerian frame of reference. We show that the detected CS contribute by a third less to the global turbulent heat transport for all investigated $Pr$ compared to the trajectories in the spatial complement. This is realized by monitoring Nusselt numbers along the tracer trajectory ensembles, a dimensionless local measure of heat transfer.Comment: 8 pages, 5 figure

Identification of individual coherent sets associated with flow trajectories using coherent structure coloring

We present a method for identifying the coherent structures associated with individual Lagrangian flow trajectories even where only sparse particle trajectory data are available. The method, based on techniques in spectral graph theory, uses the Coherent Structure Coloring vector and associated eigenvectors to analyze the distance in higher-dimensional eigenspace between a selected reference trajectory and other tracer trajectories in the flow. By analyzing this distance metric in a hierarchical clustering, the coherent structure of which the reference particle is a member can be identified. This algorithm is proven successful in identifying coherent structures of varying complexities in canonical unsteady flows. Additionally, the method is able to assess the relative coherence of the associated structure in comparison to the surrounding flow. Although the method is demonstrated here in the context of fluid flow kinematics, the generality of the approach allows for its potential application to other unsupervised clustering problems in dynamical systems such as neuronal activity, gene expression, or social networks. In recent years, there has been a proliferation of techniques that aim to characterize fluid flow kinematics on the basis of Lagrangian trajectories of collections of tracer particles. Most of these techniques depend on the presence of tracer particles that are initially closely spaced, in order to compute local gradients of their trajectories. In many applications, the requirement of close tracer spacing cannot be satisfied, especially when the tracers are naturally occurring and their distribution is dictated by the underlying flow. Moreover, current methods often focus on determination of the boundaries of coherent sets, whereas in practice it is often valuable to identify the complete set of trajectories that are coherent with an individual trajectory of interest. We extend the concept of Coherent Structure Coloring, an approach based on spectral graph theory, to achieve identification of the coherent set associated with individual Lagrangian trajectories. The method does not require a priori determination of the number of coherent structures in the flow, nor does it require heuristics regarding the eigenvalue spectrum corresponding to the generalized eigenvalue problem. Importantly, although the method is demonstrated here in the context of fluid flow kinematics, the generality of the approach allows for its potential application to other unsupervised clustering problems in dynamical systems such as neuronal activity, gene expression, or social networks

Identification of individual coherent sets associated with flow trajectories using coherent structure coloring

We present a method for identifying the coherent structures associated with individual Lagrangian flow trajectories even where only sparse particle trajectory data are available. The method, based on techniques in spectral graph theory, uses the Coherent Structure Coloring vector and associated eigenvectors to analyze the distance in higher-dimensional eigenspace between a selected reference trajectory and other tracer trajectories in the flow. By analyzing this distance metric in a hierarchical clustering, the coherent structure of which the reference particle is a member can be identified. This algorithm is proven successful in identifying coherent structures of varying complexities in canonical unsteady flows. Additionally, the method is able to assess the relative coherence of the associated structure in comparison to the surrounding flow. Although the method is demonstrated here in the context of fluid flow kinematics, the generality of the approach allows for its potential application to other unsupervised clustering problems in dynamical systems such as neuronal activity, gene expression, or social networks. In recent years, there has been a proliferation of techniques that aim to characterize fluid flow kinematics on the basis of Lagrangian trajectories of collections of tracer particles. Most of these techniques depend on the presence of tracer particles that are initially closely spaced, in order to compute local gradients of their trajectories. In many applications, the requirement of close tracer spacing cannot be satisfied, especially when the tracers are naturally occurring and their distribution is dictated by the underlying flow. Moreover, current methods often focus on determination of the boundaries of coherent sets, whereas in practice it is often valuable to identify the complete set of trajectories that are coherent with an individual trajectory of interest. We extend the concept of Coherent Structure Coloring, an approach based on spectral graph theory, to achieve identification of the coherent set associated with individual Lagrangian trajectories. The method does not require a priori determination of the number of coherent structures in the flow, nor does it require heuristics regarding the eigenvalue spectrum corresponding to the generalized eigenvalue problem. Importantly, although the method is demonstrated here in the context of fluid flow kinematics, the generality of the approach allows for its potential application to other unsupervised clustering problems in dynamical systems such as neuronal activity, gene expression, or social networks

Network Measures of Mixing

Transport and mixing processes in fluid flows can be studied directly from Lagrangian trajectory data, such as obtained from particle tracking experiments. Recent work in this context highlights the application of graph-based approaches, where trajectories serve as nodes and some similarity or distance measure between them is employed to build a (possibly weighted) network, which is then analyzed using spectral methods. Here, we consider the simplest case of an unweighted, undirected network and analytically relate local network measures such as node degree or clustering coefficient to flow structures. In particular, we use these local measures to divide the family of trajectories into groups of similar dynamical behavior via manifold learning methods

Fast and robust computation of coherent Lagrangian vortices on very large two-dimensional domains

We describe a new method for computing coherent Lagrangian vortices in two-dimensional flows according to any of the following approaches: black-hole vortices [Haller & Beron-Vera, 2013], objective Eulerian Coherent Structures (OECSs) [Serra & Haller, 2016], material barriers to diffusive transport [Haller et al., 2018, Haller et al., 2019], and constrained diffusion barriers [Haller et al., 2019]. The method builds on ideas developed previously in [Karrasch et al., 2015], but our implementation alleviates a number of shortcomings and allows for the fully automated detection of such vortices on unprecedentedly challenging real-world flow problems, for which specific human interference is absolutely infeasible. Challenges include very large domains and/or parameter spaces. We demonstrate the efficacy of our method in dealing with such challenges on two test cases: first, a parameter study of a turbulent flow, and second, computing material barriers to diffusive transport in the global ocean.Comment: 25 pages, 10 figures (partially of very low quality due to size constraint by arxiv.org), postprin

From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data

One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are time-parametrized families of sets with unlikely transport to and from their surroundings under small or vanishing random perturbations of the dynamics. Here we propose, as a measure of transport and mixing for purely advective (i.e., deterministic) flows, (semi)distances that arise under vanishing perturbations in the sense of large deviations. Analogously, for given finite Lagrangian trajectory data we derive a discrete-time and space semidistance that comes from the "best" approximation of the randomly perturbed process conditioned on this limited information of the deterministic flow. It can be computed as shortest path in a graph with time-dependent weights. Furthermore, we argue that coherent sets are regions of maximal farness in terms of transport and mixing, hence they occur as extremal regions on a spanning structure of the state space under this semidistance---in fact, under any distance measure arising from the physical notion of transport. Based on this notion we develop a tool to analyze the state space (or the finite trajectory data at hand) and identify coherent regions. We validate our approach on idealized prototypical examples and well-studied standard cases.Comment: J Nonlinear Sci, 201