arXiv subjects

Bérengère Dubrulle

Publications and source records attributed to Bérengère Dubrulle.

34 records · Page 2Linked to original sources

arXiv2014

Statistical early-warning indicators based on Auto-Regressive Moving-Average processes

We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two indicators representing the total order and the total persistence of the process, linked, respectively, to the shape and to the characteristic decay time of the autocorrelation function of the process. We successfully test the method to detect transitions in a Langevin model and a 2D Ising model with nearest-neighbour interaction. We then apply the method to complex systems, namely for dynamo thresholds and financial crisis detection.

physics.data-an↗

arXiv2014

A zero-mode mechanism for spontaneous symmetry breaking in a turbulent von Kármán flow

We suggest that the dynamical spontaneous symmetry breaking reported in a turbulent swirling flow at $Re=40~000$ by Cortet et al., Phys. Rev. Lett., 105, 214501 (2010) can be described through a continuous one parameter family transformation (amounting to a phase shift) of steady states and could be the analogue of the Goldstone mode of the vertical translational symmetry in an ideal system. We investigate a possible mechanism of emergence of such spontaneous symmetry breaking in a toy model of our out-equilibrium system, derived from its equilibrium counterpart. We show that the stationary states are solution of a linear differential equation. For a specific value of the Reynolds number, they are subject to a spontaneous symmetry breaking through a zero-mode mechanism. These zero-modes obey a Beltrami property and their spontaneous fluctuations can be seen as the "phonon of turbulence".

physics.flu-dyn↗

arXiv2014

Eckhaus-like instability of large scale coherent structures in a fully turbulent von Kármán flow

The notion of instability of a turbulent flow is introduced in the case of a von Kármán flow thanks to the monitoring of the spatio-temporal spectrum of the velocity fluctuations, combined with projection onto suitable Beltrami modes. It is shown that the large scale coherent fluctuations of the flow obeys a sequence of Eckhaus instabilities when the Reynolds number $\mathrm{Re}$ is varied from $10^2$ to $10^6$. This sequence results in modulations of increasing azimuthal wavenumber. The basic state is the laminar or time-averaged flow at an arbitrary $\mathrm{Re}$, which is axi-symmetric, i.e. with a $0$ azimuthal wavenumber. Increasing $\mathrm{Re}$ leads to non-axisymmetric modulations with increasing azimuthal wavenumber from $1$ to $3$. These modulations are found to rotate in the azimuthal direction. However no clear rotation frequency can be established until $\mathrm{Re}\approx 4\times 10^3$. Above, they become periodic with an increasing frequency. We finally show that these modulations are connected with the coherent structures of the mixing shear layer. The implication of these findings for the turbulence parametrization is discussed. Especially, they may explain why simple eddy viscosity models are able to capture complex turbulent flow dynamics.

physics.flu-dyn↗

arXiv2013

Statistical mechanics of the 3D axi-symmetric Euler equations in a Taylor-Couette geometry

In the present paper, microcanonical measures for the dynamics of three dimensional (3D) axially symmetric turbulent flows with swirl in a Taylor-Couette geometry are defined, using an analogy with a long-range lattice model. We compute the relevant physical quantities and argue that two kinds of equilibrium regimes exist, depending on the value of the total kinetic energy. For low energies, the equilibrium flow consists of a purely swirling flow whose toroidal profile depends on the radial coordinate only. For high energies, the typical toroidal field is uniform, while the typical poloidal field is organized into either a single vertical jet or a large scale dipole, and exhibits infinite fluctuations. This unusual phase diagram comes from the poloidal fluctuations not being bounded for the axi-symmetric Euler dynamics, even though the latter conserve infinitely many ''Casimir invariants''. This shows that 3D axially symmetric flows can be considered as intermediate between 2D and 3D flows.

cond-mat.stat-mech↗

arXiv2013

Forcing-dependent stability of steady states in a turbulent swirling flow

We study the influence of the forcing on the steady turbulent states of a von Kármán swirling flow, at constant impeller speed, or at constant torque. We find that the different forcing conditions change the nature of the stability of the steady states and reveal dynamical regimes that bear similarities with low-dimensional systems. We suggest that this forcing dependence may be an out- of-equilibrium analogue of the ensemble inequivalence, valid for long-range interacting statistical systems, and that it may be applicable to other turbulent systems.

physics.flu-dyn↗

arXiv2012

Statistical mechanics of quasi-geostrophic flows on a rotating sphere

Statistical mechanics provides an elegant explanation to the appearance of coherent structures in two-dimensional inviscid turbulence: while the fine-grained vorticity field, described by the Euler equation, becomes more and more filamented through time, its dynamical evolution is constrained by some global conservation laws (energy, Casimir invariants). As a consequence, the coarse-grained vorticity field can be predicted through standard statistical mechanics arguments (relying on the Hamiltonian structure of the two-dimensional Euler flow), for any given set of the integral constraints. It has been suggested that the theory applies equally well to geophysical turbulence; specifically in the case of the quasi-geostrophic equations, with potential vorticity playing the role of the advected quantity. In this study, we demonstrate analytically that the Miller-Robert-Sommeria theory leads to non-trivial statistical equilibria for quasi-geostrophic flows on a rotating sphere, with or without bottom topography. We first consider flows without bottom topography and with an infinite Rossby deformation radius, with and without conservation of angular momentum. When the conservation of angular momentum is taken into account, we report a case of second order phase transition associated with spontaneous symmetry breaking. In a second step, we treat the general case of a flow with an arbitrary bottom topography and a finite Rossby deformation radius. Previous studies were restricted to flows in a planar domain with fixed or periodic boundary conditions with a beta-effect. In these different cases, we are able to classify the statistical equilibria for the large-scale flow through their sole macroscopic features. We build the phase diagrams of the system and discuss the relations of the various statistical ensembles.

cond-mat.stat-mech↗

arXiv2012

Phase transitions and marginal ensemble equivalence for freely evolving flows on a rotating sphere

The large-scale circulation of planetary atmospheres like that of the Earth is traditionally thought of in a dynamical framework. Here, we apply the statistical mechanics theory of turbulent flows to a simplified model of the global atmosphere, the quasi-geostrophic model, leading to non-trivial equilibria. Depending on a few global parameters, the structure of the flow may be either a solid-body rotation (zonal flow) or a dipole. A second order phase transition occurs between these two phases, with associated spontaneous symmetry-breaking in the dipole phase. This model allows us to go beyond the general theory of marginal ensemble equivalence through the notion of Goldstone modes.

physics.flu-dyn↗

arXiv2011

Entropy production and multiple equilibria: the case of the ice-albedo feedback

Nonlinear feedbacks in the Earth System provide mechanisms that can prove very useful in understanding complex dynamics with relatively simple concepts. For example, the temperature and the ice cover of the planet are linked in a positive feedback which gives birth to multiple equilibria for some values of the solar constant: fully ice-covered Earth, ice-free Earth and an intermediate unstable solution. In this study, we show an analogy between a classical dynamical system approach to this problem and a Maximum Entropy Production (MEP) principle view, and we suggest a glimpse on how to reconcile MEP with the time evolution of a variable. It enables us in particular to resolve the question of the stability of the entropy production maxima. We also compare the surface heat flux obtained with MEP and with the bulk-aerodynamic formula.

physics.ao-ph↗

arXiv2008

Fluctuation-Dissipation Relations and statistical temperatures in a turbulent von Kármán flow

We experimentally characterize the fluctuations of the non-homogeneous non-isotropic turbulence in an axisymmetric von Kármán flow. We show that these fluctuations satisfy relations analogous to classical Fluctuation-Dissipation Relations (FDRs) in statistical mechanics. We use these relations to measure statistical temperatures of turbulence. The values of these temperatures are found to be dependent on the considered observable as already evidenced in other far from equilibrium systems.

physics.flu-dyn↗

arXiv2008

Slow decay of concentration variance due to no-slip walls in chaotic mixing

Chaotic mixing in a closed vessel is studied experimentally and numerically in different 2-D flow configurations. For a purely hyperbolic phase space, it is well-known that concentration fluctuations converge to an eigenmode of the advection-diffusion operator and decay exponentially with time. We illustrate how the unstable manifold of hyperbolic periodic points dominates the resulting persistent pattern. We show for different physical viscous flows that, in the case of a fully chaotic Poincare section, parabolic periodic points at the walls lead to slower (algebraic) decay. A persistent pattern, the backbone of which is the unstable manifold of parabolic points, can be observed. However, slow stretching at the wall forbids the rapid propagation of stretched filaments throughout the whole domain, and hence delays the formation of an eigenmode until it is no longer experimentally observable. Inspired by the baker's map, we introduce a 1-D model with a parabolic point that gives a good account of the slow decay observed in experiments. We derive a universal decay law for such systems parametrized by the rate at which a particle approaches the no-slip wall.

cond-mat.soft↗

arXiv2007

A turbulent model of torque in von Karman swirling flow

A stochastic model is derived to predict the turbulent torque produced by a swirling flow. It is a simple Langevin process, with a colored noise. Using the unified colored noise approximation, we derive analytically the PDF of the fluctuations of injected power in two forcing regimes: constant angular velocity or constant applied torque. In the limit of small velocity fluctuations and vanishing inertia, we predict that the injected power fluctuates twice less in the case of constant torque than in the case of constant angular velocity forcing. The model is further tested against experimental data in a von Karman device filled with water. It is shown to allow for a parameter-free prediction of the PDF of power fluctuations in the case where the forcing is made at constant torque. A physical interpretation of our model is finally given, using a quasi-linear model of turbulence.

physics.flu-dyn↗

arXiv2006

The turbulent dynamo as an instability in a noisy medium

We study an example of instability in presence of a multiplicative noise, namely the spontaneous generation of a magnetic field in a turbulent medium. This so-called turbulent dynamo problem remains challenging, experimentally and theoretically. In this field, the prevailing theory is the Mean-Field Dynamo (Krause and Rädler, 1980) where the dynamo effect is monitored by the mean magnetic field (other possible choices would be the energy, flux,...). In recent years, it has been shown on stochastic oscillators that this type of approach could be misleading. In this paper, we develop a stochastic description of the turbulent dynamo effect which permits us to define unambiguously a threshold for the dynamo effect, namely by globally analyzing the probability density function of the magnetic field instead of a given moment.

astro-ph↗

arXiv2006

Intermittency in the homopolar disk-dynamo

We study a modified Bullard dynamo and show that this system is equivalent to a nonlinear oscillator subject to a multiplicative noise. The stability analysis of this oscillator is performed. Two bifurcations are identified, first towards an `` intermittent\rq\rq state where the absorbing (non-dynamo) state is no more stable but the most probable value of the amplitude of the oscillator is still zero and secondly towards a `` turbulent\rq\rq (dynamo) state where it is possible to define unambiguously a (non-zero) most probable value around which the amplitude of the oscillator fluctuates. The bifurcation diagram of this system exhibits three regions which are analytically characterized.

nlin.CD↗

arXiv2006

Dynamics and thermodynamics of axisymmetric flows: I. Theory

We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We derive relaxation equations which can be used as numerical algorithm to construct stable stationary solutions of axisymmetric flows. In a second part, we develop a thermodynamical approach to the equilibrium states at some fixed coarse-grained scale. We show that the resulting distribution can be divided in a universal part coming from the conservation of robust invariants and one non-universal determined by the initial conditions through the fragile invariants (for freely evolving systems) or by a prior distribution encoding non-ideal effects such as viscosity, small-scale forcing and dissipation (for forced systems). Finally, we derive a parameterization of inviscid mixing to describe the dynamics of the system at the coarse-grained scale.

physics.flu-dyn↗

arXiv2006

Influence of turbulence on the dynamo threshold

We use direct and stochastic numerical simulations of the magnetohydrodynamic equations to explore the influence of turbulence on the dynamo threshold. In the spirit of the Kraichnan-Kazantsev model, we model the turbulence by a noise, with given amplitude, injection scale and correlation time. The addition of a stochastic noise to the mean velocity significantly alters the dynamo threshold. When the noise is at small (resp. large) scale, the dynamo threshold is decreased (resp. increased). For a large scale noise, a finite correlation time reinforces this effect.

physics.flu-dyn↗

arXiv2000

Scaling laws and vortex profiles in 2D decaying turbulence

We use high resolution numerical simulations over several hundred of turnover times to study the influence of small scale dissipation onto vortex statistics in 2D decaying turbulence. A self-similar scaling regime is detected when the scaling laws are expressed in units of mean vorticity and integral scale, as predicted by Carnevale et al., and it is observed that viscous effects spoil this scaling regime. This scaling regime shows some trends toward that of the Kirchhoff model, for which a recent theory predicts a decay exponent $ξ=1$. In terms of scaled variables, the vortices have a similar profile close to a Fermi-Dirac distribution.

cond-mat.stat-mech↗