arXiv subjects

Guy Metcalfe

Publications and source records attributed to Guy Metcalfe.

16 recordsLinked to original sources

arXiv2024

Linking Dispersion and Stirring in Randomly Braiding Flows

Many random flows, including 2D unsteady and stagnation-free 3D steady flows, exhibit non-trivial braiding of pathlines as they evolve in time or space. We show that these random flows belong to a pathline braiding \emph{universality class} that quantitatively links dispersion and chaotic stirring, meaning that the Lyapunov exponent can be estimated from the purely advective transverse dispersivity. We verify this quantitative link for both unsteady 2D and steady 3D random flows. This result uncovers a deep connection between transport and mixing over a broad class of random flows.

physics.flu-dyn↗

arXiv2024

Is Chaotic Advection Inherent to Heterogeneous Darcy Flow?

At all scales, porous materials stir interstitial fluids as they are advected, leading to complex distributions of matter and energy. Of particular interest is whether porous media naturally induce chaotic advection at the Darcy scale, as these stirring kinematics profoundly impact basic processes such as solute transport and mixing, colloid transport and deposition and chemical, geochemical and biological reactivity. While many studies report complex transport phenomena characteristic of chaotic advection in heterogeneous Darcy flow, it has also been shown that chaotic dynamics are prohibited in a large class of Darcy flows. In this study we rigorously establish that chaotic advection is inherent to steady 3D Darcy flow in all realistic models of heterogeneous porous media. Anisotropic and heterogenous 3D hydraulic conductivity fields generate non-trivial braiding of stream-lines, leading to both chaotic advection and (purely advective) transverse dispersion. We establish that steady 3D Darcy flow has the same topology as unsteady 2D flow, and so use braid theory to establish a quantitative link between transverse dispersivity and Lyapunov exponent in heterogeneous Darcy flow. We show that chaotic advection and transverse dispersion occur in both anisotropic weakly heterogeneous and in heterogeneous weakly anisotropic conductivity fields, and that the quantitative link between these phenomena persists across a broad range of conductivity anisotropy and heterogeneity. The ubiquity of macroscopic chaotic advection has profound implications for the myriad of processes hosted in heterogeneous porous media and calls for a re-evaluation of transport and reaction methods in these systems.

physics.flu-dyn↗

arXiv2022

A Primer on the Dynamical Systems Approach to Transport in Porous Media

Historically, the dominant conceptual paradigm of porous media flow, solute mixing and transport was based on steady two-dimensional flows in heterogeneous porous media. Although it is now well recognised that novel transport phenomena can arise in unsteady and/or three-dimensional flows at both the pore- or Darcy-scales, appropriate methods for analysis and understanding of these more complex flows have not been widely employed. In this primer we advocate for methods borrowed from dynamical systems (chaos) theory, which aim to uncover the \emph{Lagrangian kinematics} of these flows: namely how fluid particle trajectories (which form a dynamical system) are organized and interact and the associated impacts on solute transport and mixing. This dynamical systems approach to transport is inherently Lagrangian, and the Lagrangian kinematics form Lagrangian coherent structures (LCSs), special sets of trajectories that divide the Lagrangian frame into chaotic mixing regions, poorly mixing hold-up regions (and in some cases non-mixing ``islands'') and the transport barriers that organise these regions. Hence the dynamical systems approach provides insights into flows that may exhibit chaotic, regular (non-chaotic) or mixed Lagrangian kinematics, and also into how LCSs organize solute transport and mixing. Novel experimental methods are only recently permitting visualization of LCSs are in porous media flows. In this primer we review the dynamical systems approach to porous media flow and transport and connect the associated tools and techniques with the latest research findings from pore to Darcy scales. This primer provides an introduction to the methods and tools of dynamical systems theory. Once familiar with these approaches, porous media researchers will be better positioned to know when to expect complex Lagrangian kinematics, how to uncover and understand LCSs and their impacts ...

physics.flu-dyn↗

arXiv2020

Lagrangian complexity persists with multimodal flow forcing in poroelastic systems

We extend previous analyses of the origins of complex transport dynamics in poroelastic media to the case where the input transient signal at a boundary is generated by a multimodal spectrum. By adding harmonic and anharmonic modal frequencies as perturbations to a fundamental mode we examine how such multimodal signals affect the Lagrangian complexity of poroelastic flow. While the results apply to all poroelastic media (industrial, biological and geophysical), for concreteness we couch the discussion in terms of unpumped coastal groundwater systems having a discharge boundary forced by tides. Particular local regions of the conductivity field generate saddles that hold up and braid (mix) trajectories, resulting in unexpected behaviours of groundwater residence time distributions and topological mixing manifolds near the tidal boundary. While increasing spectral complexity can reduce the occurrence of periodic points, especially for anharmonic spectra with long characteristic periods, other signatures of Lagrangian complexity persist. The action of natural multimodal tidal signals on confined groundwater flow in heterogeneous aquifers can induce exotic flow topologies and mixing effects that are profoundly different to conventional concepts of groundwater discharge processes. Taken together, our results imply that increasing spectral complexity results in more complex Lagrangian structure in flows through poroelastic media.

physics.flu-dyn↗

arXiv2019

Global Organization of Three-Dimensional, Volume-Preserving Flows: Constraints, Degenerate Points, and Lagrangian Structure

Global organization of 3-dimensional (3D) Lagrangian chaotic transport is difficult to infer without extensive computation. For 3D time-periodic flows with one invariant we show how constraints on deformation that arise from volume-preservation and periodic lines result in resonant degenerate points that periodically have zero net deformation. These points organize all Lagrangian transport in such flows through coordination of lower-order and higher-order periodic lines and prefigure unique transport structures that arise after perturbation and breaking of the invariant. Degenerate points of periodic lines and the extended 3D structures associated with them are easily identified through the trace of the deformation tensor calculated along periodic lines. These results reveal the importance of degenerate points in understanding transport in one-invariant fluid flows.

physics.flu-dyn↗

arXiv2019

When Do Complex Transport Dynamics Arise in Natural Groundwater Systems?

In a recent paper (Trefry et al., 2019) we showed that the interplay of aquifer heterogeneity and poroelasticity can produce complex transport in tidally forced aquifers, with significant implications for solute transport, mixing and reaction. However, what was unknown was how broadly these transport dynamics can arise in natural groundwater systems, and how these dynamics depend upon the aquifer properties, tidal and regional flow characteristics. In this study we answer these questions through parametric studies of these governing properties. We uncover the mechanisms that govern complex transport dynamics and the bifurcations between transport structures with changes in the governing parameters, and we determine the propensity for complex dynamics to occur in natural aquifer systems. These results clearly demonstrate that complex transport structures and dynamics may arise in natural tidally forced aquifers around the world, producing solute transport and mixing behaviour that is very different to that of the conventional Darcy flow picture. Key Points: * Transient Darcy flows can generate complex transport dynamics in heterogeneous compressible aquifers. * This complex transport can trap dispersing solutes for many years. * Global tidal maps indicate widespread potential for complex transport dynamics in coastal zones.

physics.flu-dyn↗

arXiv2019

Lagrangian transport and chaotic advection in three-dimensional laminar flows

Transport and mixing of scalar quantities in fluid flows is ubiquitous in industry and Nature. Turbulent flows promote efficient transport and mixing by their inherent randomness. Laminar flows lack such a natural mixing mechanism and efficient transport is far more challenging. However, laminar flow is essential to many problems and insight into its transport characteristics of great importance. Laminar transport, arguably, is best described by the Lagrangian fluid motion (`advection') and the geometry, topology and coherence of fluid trajectories. Efficient laminar transport being equivalent to `chaotic advection' is a key finding of this approach. The Lagrangian framework enables systematic analysis and design of laminar flows. However, the gap between scientific insights into Lagrangian transport and technological applications is formidable primarily for two reasons. First, many studies concern two-dimensional (2D) flows yet the real world is three dimensional (3D). Second, Lagrangian transport is typically investigated for idealised flows yet practical relevance requires studies on realistic 3D flows. The present review aims to stimulate further development and utilisation of know-how on 3D Lagrangian transport and its dissemination to practice. To this end 3D practical flows are categorised into canonical problems. First, to expose the diversity of Lagrangian transport and create awareness of its broad relevance. Second, to enable knowledge transfer both within and between scientific disciplines. Third, to reconcile practical flows with fundamentals on Lagrangian transport and chaotic advection. This may be a first incentive to structurally integrate the `Lagrangian mindset' into the analysis and design of 3D practical flows.

physics.flu-dyn↗

arXiv2018

Natural Groundwater Systems Can Display Chaotic Mixing at the Darcy Scale

Although steady, isotropic Darcy flows are inherently laminar and non-mixing, it is well understood that transient forcing via engineered pumping schemes can induce rapid, chaotic mixing in groundwater. In this study we explore the propensity for such mixing to arise in natural groundwater systems subject to cyclical forcings, e.g. tidal or seasonal influences. Using a conventional linear groundwater flow model subject to tidal forcing, we show that under certain conditions these flows generate Lagrangian transport and mixing phenomena (chaotic advection) near the tidal boundary. We show that aquifer heterogeneity, storativity, and forcing magnitude cause reversals in flow direction over the forcing cycle which, in turn, generate coherent Lagrangian structures and chaos. These features significantly augment fluid mixing and transport, leading to anomalous residence time distributions, flow segregation, and the potential for profoundly altered reaction kinetics. We define the dimensionless parameter groups which govern this phenomenon and explore these groups in connection with a set of well-characterised coastal systems. The potential for Lagrangian chaos to be present near discharge boundaries must be recognized and assessed in field studies.

physics.flu-dyn↗

arXiv2018

Chaos and the Flow Capture Problem: Polluting is Easy, Cleaning is Hard

Cleaning pollution from a heterogeneous flow environment is far from simple. We consider the flow capture problem, which has flows and sinks in a heterogeneous environment, and investigate the problem of positioning pollutant capture units. We show that arrays of capture units carry a high risk of failure without accounting for environmental heterogeneity and chaos in their placement, design, and operation. Our idealized 2-dimensional models reveal salient features of the problem. Maximum capture efficiency depends on the required capture rate: long term efficiency decreases as the number of capture units increases, whereas short term efficiency increases. If efficiency is important, the capture process should begin as early as feasible. Knowledge of transport controlling flow structures offers predictability for unit placement. We demonstrate two heuristic approaches to near-optimally position capture units.

physics.soc-ph↗

arXiv2017

The Mathematics of Market Timing

Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios using index mutual fund data for perfectly timed (by hindsight) all or nothing quarterly switching between two asset classes, US stocks and bonds over the time period 1993--2017. The historical optimal timing path of switches is shown to be indistinguishable from a random sequence. The key result is that the probability distribution function of market timing returns is asymetric, that the highest probability outcome for market timing is a below median return. Put another way, simple math says market timing is more likely to lose than to win---even before accounting for costs. The median of the market timing return probability distribution can be directly calculated as a weighted average of the returns of the model assets with the weights given by the fraction of time each asset has a higher return than the other. For the time period of the data the median return was close to, but not identical with, the return of a static 60:40 stock:bond portfolio. These results are illustrated through Monte Carlo sampling of timing paths within the feasible set and by the observed return paths of several market timing mutual funds.

q-fin.PM↗

arXiv2017

Frontiers of chaotic advection

This work reviews the present position of and surveys future perspectives in the physics of chaotic advection: the field that emerged three decades ago at the intersection of fluid mechanics and nonlinear dynamics, which encompasses a range of applications with length scales ranging from micrometers to hundreds of kilometers, including systems as diverse as mixing and thermal processing of viscous fluids, microfluidics, biological flows, and oceanographic and atmospheric flows.

nlin.CD↗

arXiv2017

Localized shear generates three-dimensional transport

Understanding the mechanisms that control three-dimensional (3D) fluid transport is central to many processes including mixing, chemical reaction and biological activity. Here a novel mechanism for 3D transport is uncovered where fluid particles are kicked between streamlines near a localized shear, which occurs in many flows and materials. This results in 3D transport similar to Resonance Induced Dispersion (RID); however, this new mechanism is more rapid and mutually incompatible with RID. We explore its governing impact with both an abstract 2-action flow and a model fluid flow. We show that transitions from one-dimensional (1D) to two-dimensional (2D) and 2D to 3D transport occur based on the relative magnitudes of streamline jumps in two transverse directions.

nlin.CD↗

arXiv2016

Bifurcations and degenerate periodic points in a three dimensional chaotic fluid flow

Analysis of the periodic points of a conservative periodic dynamical system uncovers the basic kinematic structure of the transport dynamics, and identifies regions of local stability or chaos. While elliptic and hyperbolic points typically govern such behaviour in 3D systems, degenerate (parabolic) points play a more important role than expected. These points represent a bifurcation in local stability and Lagrangian topology. In this study we consider the ramifications of the two types of degenerate periodic points that occur in a model 3D fluid flow. (1) Period-tripling bifurcations occur when the local rotation angle associated with elliptic points is reversed, creating a reversal in the orientation of associated Lagrangian structures. Even though a single unstable point is created, the bifurcation in local stability has a large influence on local transport and the global arrangement of manifolds as the unstable degenerate point has three stable and three unstable directions, similar to hyperbolic points, and occurs at the intersection of three hyperbolic periodic lines. The presence of period-tripling bifurcation points indicates regions of either chaos or confinement depending on the nature of the associated manifold intersections. (2) The second type of bifurcation occurs when periodic lines become tangent to local or global invariant surfaces. This bifurcation creates both saddle-centre bifurcations which can create both chaotic and stable regions, and period-doubling bifurcations which are a common route to chaos in 2D systems. We provide conditions for the occurrence of these tangent bifurcations in 3D conservative systems, as well as constraints on the possible types of tangent bifurcation that can occur based on topological considerations.

physics.flu-dyn↗

arXiv2016

Chaotic Advection at the Pore Scale: Mechanisms, Upscaling and Implications for Macroscopic Transport

The macroscopic spreading and mixing of solute plumes in saturated porous media is ultimately controlled by processes operating at the pore scale. Whilst the conventional picture of pore-scale mechanical dispersion and molecular diffusion leading to persistent hydrodynamic dispersion is well accepted, this paradigm is inherently two-dimensional (2D) in nature and neglects important three-dimensional (3D) phenomena. We discuss how the kinematics of steady 3D flow at the porescale generate chaotic advection, involving exponential stretching and folding of fluid elements,the mechanisms by which it arises and implications of microscopic chaos for macroscopic dispersion and mixing. Prohibited in steady 2D flow due to topological constraints, these phenomena are ubiquitous due to the topological complexity inherent to all 3D porous media. Consequently 3D porous media flows generate profoundly different fluid deformation and mixing processes to those of 2D flow. The interplay of chaotic advection and broad transit time distributions can be incorporated into a continuous-time random walk (CTRW) framework to predict macroscopic solute mixing and spreading. We show how these results may be generalised to real porous architectures via a CTRW model of fluid deformation, leading to stochastic models of macroscopic dispersion and mixing which both honour the pore-scale kinematics and are directly conditioned on the pore-scale tomography.

physics.flu-dyn↗

arXiv2016

Mixing of discontinuously deforming media

Mixing of materials is fundamental to many natural phenomena and engineering applications. The presence of discontinuous deformations - such as shear banding or wall slip - creates new mechanisms for mixing and transport beyond those predicted by classical dynamical systems theory. Here we show how a novel mixing mechanism combining stretching with cutting and shuffling yields exponential mixing rates, quantified by a positive Lyapunov exponent, an impossibility for systems with cutting and shuffling alone or bounded systems with stretching alone, and demonstrate it in a fluid flow. While dynamical systems theory provides a framework for understanding mixing in smoothly deforming media, a theory of discontinuous mixing is yet to be fully developed. New methods are needed to systematize, explain and extrapolate measurements on systems with discontinuous deformations. Here we investigate 'webs' of Lagrangian discontinuities and show that they provide a template for the overall transport dynamics. Considering slip deformations as the asymptotic limit of increasingly localised smooth shear we also demonstrate exactly how some of the new structures introduced by discontinuous deformations are analogous to structures in smoothly deforming systems.

nlin.CD↗

arXiv2014

Kinematics of Clustering

The dynamical system for inertial particles in fluid flow has both attracting and repelling regions, the interplay of which can localize particles. In laminar flow experiments we find that particles, initially moving throughout the fluid domain, can undergo an instability and cluster into subdomains of the fluid when the flow Reynolds number exceeds a critical value that depends on particle and fluid inertia. We derive an expression for the instability boundary and for a universal curve that describes the clustering rate for all particles.

physics.flu-dyn↗