Predictability: a way to characterize Complexity

Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a characterization of the unpredictability of a system gives a measure of its complexity. Adopting this point of view, we review some developments in the characterization of the predictability of systems showing different kind of complexity: from low-dimensional systems to high-dimensional ones with spatio-temporal chaos and to fully developed turbulence. A special attention is devoted to finite-time and finite-resolution effects on predictability, which can be accounted with suitable generalization of the standard indicators. The problems involved in systems with intrinsic randomness is discussed, with emphasis on the important problems of distinguishing chaos from noise and of modeling the system. The characterization of irregular behavior in systems with discrete phase space is also considered.Comment: 142 Latex pgs. 41 included eps figures, submitted to Physics Reports. Related information at this http://axtnt2.phys.uniroma1.i

Synchronization of spatio-temporal chaos as an absorbing phase transition: a study in 2+1 dimensions

The synchronization transition between two coupled replicas of spatio-temporal chaotic systems in 2+1 dimensions is studied as a phase transition into an absorbing state - the synchronized state. Confirming the scenario drawn in 1+1 dimensional systems, the transition is found to belong to two different universality classes - Multiplicative Noise (MN) and Directed Percolation (DP) - depending on the linear or nonlinear character of damage spreading occurring in the coupled systems. By comparing coupled map lattice with two different stochastic models, accurate numerical estimates for MN in 2+1 dimensions are obtained. Finally, aiming to pave the way for future experimental studies, slightly non-identical replicas have been considered. It is shown that the presence of small differences between the dynamics of the two replicas acts as an external field in the context of absorbing phase transitions, and can be characterized in terms of a suitable critical exponent.Comment: Submitted to Journal of Statistical Mechanics: Theory and Experimen

Active vs passive scalar turbulence

Active and passive scalars transported by an incompressible two-dimensional conductive fluid are investigated. It is shown that a passive scalar displays a direct cascade towards the small scales while the active magnetic potential builds up large-scale structures in an inverse cascade process. Correlations between scalar input and particle trajectories are found to be responsible for those dramatic differences as well as for the behavior of dissipative anomalies.Comment: Revised version, Phys. Rev. Lett., in pres

Front speed enhancement in cellular flows

The problem of front propagation in a stirred medium is addressed in the case of cellular flows in three different regimes: slow reaction, fast reaction and geometrical optics limit. It is well known that a consequence of stirring is the enhancement of front speed with respect to the non-stirred case. By means of numerical simulations and theoretical arguments we describe the behavior of front speed as a function of the stirring intensity, $U$. For slow reaction, the front propagates with a speed proportional to $U^{1/4}$, conversely for fast reaction the front speed is proportional to $U^{3/4}$. In the geometrical optics limit, the front speed asymptotically behaves as $U/\ln U$.Comment: 10 RevTeX pages, 10 included eps figure

Transport in finite size systems: an exit time approach

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of recirculation zones a description by mean of asymptotic quantities (such as the eddy diffusivity) is not appropriate. The non asymptotic properties of dispersion are characterized by means of the exit time statistics, which shows strong sensitivity on initial conditions. This yields a probability distribution function with long tails, making impossible a characterization in terms of a unique typical exit time.Comment: 16 RevTeX pages + 6 eps-figures include

Shear effects on passive scalar spectra

The effects of a large-scale shear on the energy spectrum of a passively advected scalar field are investigated. The shear is superimposed on a turbulent isotropic flow, yielding an Obukhov-Corrsin $k^{-5/3}$ scalar spectrum at small scales. Shear effects appear at large scales, where a different, anisotropic behavior is observed. The scalar spectrum is shown to behave as $k^{-4/3}$ for a shear fixed in intensity and direction. For other types of shear characteristics, the slope is generally intermediate between the -5/3 Obukhov-Corrsin's and the -1 Batchelor's values. The physical mechanisms at the origin of this behaviour are illustrated in terms of the motion of Lagrangian particles. They provide an explanation to the scalar spectra shallow and dependent on the experimental conditions observed in shear flows at moderate Reynolds numbers.Comment: 10 LaTeX pages,3 eps Figure

Large-scale effects on meso-scale modeling for scalar transport

The transport of scalar quantities passively advected by velocity fields with a small-scale component can be modeled at meso-scale level by means of an effective drift and an effective diffusivity, which can be determined by means of multiple-scale techniques. We show that the presence of a weak large-scale flow induces interesting effects on the meso-scale scalar transport. In particular, it gives rise to non-isotropic and non-homogeneous corrections to the meso-scale drift and diffusivity. We discuss an approximation that allows us to retain the second-order effects caused by the large-scale flow. This provides a rather accurate meso-scale modeling for both asymptotic and pre-asymptotic scalar transport properties. Numerical simulations in model flows are used to illustrate the importance of such large-scale effects.Comment: 19 pages, 8 figure