arXiv subjects
Publications and source records attributed to Y. Charles Li.
We believe the following three ingredients are enough to explain the mystery of the arrow of time: (1). equations of dynamics of gas molecules, (2). chaotic instabilities of the equations of dynamics, (3). unavoidable perturbations to the gas molecules. The level of physical rigor or mathematical rigor that can be reached for such a theory is unclear.
Sommerfeld paradox (turbulence paradox) roughly says that mathematically the Couette linear shear flow is linearly stable for all values of the Reynolds number, but experimentally transition from the linear shear to turbulence occurs under perturbations of any size when the Reynolds number is large enough. In [Li, Lin 2011], we offered a resolution of this paradox. The aim of this paper is to provide a numerical implementation of the resolution. The main idea of the resolution is that even though the linear shear is linearly stable, slow orbits (also called quasi-steady states) in arbitrarily small neighborhoods of the linear shear can be linearly unstable. The key is that in infinite dimensions, smallness in one norm does not mean smallness in all norms. Our study here focuses upon a sequence of 2D oscillatory shears which are the Couette linear shear plus small amplitude and high frequency sinusoidal shear perturbations. In the fluid velocity variable, the sequence approaches the Couette linear shear (e.g. in $L^2$ norm of velocity), thus it can be viewed as Couette linear shear plus small noises; while in the fluid vorticity variable, the sequence does not approaches the Couette linear shear (e.g. in $H^1$ norm of velocity). Unlike the Couette linear shear, the sequence of oscillatory shears has inviscid linear instability; furthermore, with the sequence of oscillatory shears as potentials, the Orr-Sommerfeld operator has unstable eigenvalues when the Reynolds number is large enough, this should lead to transient nonlinear growth which manifests as transient turbulence as observed in experiments. The main result of this paper verifies this transient growth.
Sommerfeld paradox roughly says that mathematically Couette linear shear is linearly stable for all Reynolds number, but experimentally arbitrarily small perturbations can induce the transition from the linear shear to turbulence when the Reynolds number is large enough. The main idea of our resolution of this paradox is to show that there is a sequence of linearly unstable shears which approaches the linear shear in the kinetic energy norm but not in the enstrophy (vorticity) norm. These oscillatory shears are single Fourier modes in the Fourier series of all the shears. In experiments, such linear instabilities will manifest themselves as transient nonlinear growth leading to the transition from the linear shear to turbulence no matter how small the intitial perturbations to the linear shear are. Under the Euler dynamics, these oscillatory shears are steady, and cat's eye structures bifurcate from them as travelling waves. The 3D shears $U(y,z)$ in a neighborhood of these oscillatory shears are linearly unstable too. Under the Navier-Stokes dynamics, these oscillatory shears are not steady rather drifting slowly. When these oscillatory shears are viewed as frozen, the corresponding Orr-Sommerfeld operator has unstable eigenvalues which approach the corresponding inviscid eigenvalues when the Reynolds number tends to infinity. All the linear instabilities mentioned above offer a resolution to the Sommerfeld paradox, and an initiator for the transition from the linear shear to turbulence.
There are two types of 3D shears in channel flows: ($U(y,z),0,0$) and ($U(y),0,W(y)$). Both are important in organizing the phase space structures of the channel flows. Stability criteria of the type I 3D shears were studied in [Li, 2010]. Here we study the stability criteria of the type II 3D shears. We also provide more support to the idea of resolution of a turbulence paradox, introduced in [Li and Lin, 2010], by studying a sequence of type II 3D shears.
I will prove a recurrence theorem which says that any $H^s$ ($s>2$) solution to the 2D inviscid channel flow returns repeatedly to an arbitrarily small $H^0$ neighborhood. Periodic boundary condition is imposed along the stream-wise direction. The result is an extension of an early result of the author [Li, 09] on 2D Euler equation under periodic boundary conditions along both directions.
We test a Markov chain approximation to the segment description (Li, 2007) of chaos (and turbulence) on a tent map, the Minea system, the Hénon map, and the Lorenz system. For the tent map, we compute the probability transition matrix of the Markov chain on the segments for segment time length (iterations) $T = 1, 2, 3, 100$. The matrix has $1, 2, 4$ tents corresponding to $T = 1, 2, 3$; and is almost uniform for $T = 100$. As $T \ra +\infty$, our conjecture is that the matrix will approach a uniform matrix (i.e. every entry is the same). For the simple fixed point attractor in the Minea system, the Reynolds average performs excellently and better than the maximal probability Markov chain and segment linking. But for the strange attractors in the Hénon map, and the Lorenz system, the Reynolds average performs very poorly and worse than the maximal probability Markov chain and segment linking.
Various issues with regard to chaos and recurrence in infinite dimensions are discussed. The doctrine we are trying to derive is that Sobolev spaces over bounded spatial domains do host chaos and recurrence, while Sobolev spaces over unbounded spatial domains are lack of chaos and recurrence. Local Sobolev spaces over unbounded spatial domains can host chaos and are natural phase spaces e.g. for fluid problems, but are very challenging to study.
The classical plane Couette flow, plane Poiseuille flow, and pipe Poiseuille flow share some universal 3D steady coherent structure in the form of "streak-roll-critical layer". As the Reynolds number approaches infinity, the steady coherent structure approaches a 3D limiting shear of the form ($U(y,z), 0, 0$) in velocity variables. All such 3D shears are steady states of the 3D Euler equations. This raises the importance of investigating the stability of such inviscid 3D shears in contrast to the classical Rayleigh theory of inviscid 2D shears. Several general criteria of stability for such inviscid 3D shears are derived. In the Appendix, an argument is given to show that a 2D limiting shear can only be the classical laminar shear.
This is a survey on the recent theory of chaos in partial differential equations.
Flux dynamics in an annular long Josephson junction is studied. Three main topics are covered. The first is chaotic flux dynamics and its prediction via Melnikov integrals. It turns out that DC current bias cannot induce chaotic flux dynamics, while AC current bias can. The existence of a common root to the Melnikov integrals is a necessary condition for the existence of chaotic flux dynamics. The second topic is on the components of the global attractor and the bifurcation in the perturbation parameter measuring the strength of loss, bias and irregularity of the junction. The global attractor can contain co-existing local attractors e.g. a local chaotic attractor and a local regular attractor. In the infinite dimensional phase space setting, the bifurcation is very complicated. Chaotic attractors can appear and disappear in a random fashion. Three types of attractors (chaos, breather, spatially uniform and temporally periodic attractor) are identified. The third topic is ratchet effect. Ratchet effect can be achieved by a current bias field which corresponds to an asymmetric potential, in which case the flux dynamics is ever lasting chaotic. When the current bias field corresponds to a symmetric potential, the flux dynamics is often transiently chaotic, in which case the ratchet effect disappears after sufficiently long time.
We derive necessary conditions that traveling wave solutions of the Navier-Stokes equations must satisfy in the pipe, Couette, and channel flow geometries. Some conditions are exact and must hold for any traveling wave solution irrespective of the Reynolds number ($Re$). Other conditions are asymptotic in the limit $Re\to\infty$. The exact conditions are likely to be useful tools in the study of transitional structures. For the pipe flow geometry, we give computations up to $Re=100000$ showing the connection of our asymptotic conditions to critical layers that accompany vortex structures at high $Re$.
I shall briefly survey the current status on more rigorous studies of chaos in fluids by focusing along the line of chaos phenotypes: sensitive dependence on initial data, and recurrence.
We study the spin dynamics of a long nanomagnet driven by an electrical current. In the case of only DC current, the spin dynamics has a sophisticated bifurcation diagram of attractors. One type of attractors is a weak chaos. On the other hand, in the case of only AC current, the spin dynamics has a rather simple bifurcation diagram of attractors. That is, for small Gilbert damping, when the AC current is below a critical value, the attractor is a limit cycle; above the critical value, the attractor is chaotic (turbulent). For normal Gilbert damping, the attractor is always a limit cycle in the physically interesting range of the AC current. We also developed a Melnikov integral theory for a theoretical prediction on the occurrence of chaos. Our Melnikov prediction seems performing quite well in the DC case. In the AC case, our Melnikov prediction seems predicting transient chaos. The sustained chaotic attractor seems to have extra support from parametric resonance leading to a turbulent state.
I will briefly survey the most important results obtained so far on chaos in partial differential equations. I will also survey progresses and make some comments on Navier-Stokes equations and turbulence.
Recent experimental and theoretical studies on the magnetization dynamics driven by an electric current have uncovered a number of unprecedented rich dynamic phenomena. We predict an intrinsic chaotic dynamics that has not been previously anticipated. We explicitly show that the transition to chaotic dynamics occurs through a series of period doubling bifurcations. In chaotic regime, two dramatically different power spectra, one with a well-defined peak and the other with a broadly distributed noise, are identified and explained.
Nadirashvili presented a beautiful example showing that the Poincaré recurrence does not occur near a particular solution to the 2D Euler equation of inviscid incompressible fluids. Unfortunately, Nadirashvili's setup of the phase space is not appropriate, and details of the proof are missing. This note fixes that.
In this article, I will prove a recurrence theorem which says that any $H^s(\mathbb{T}^2)$ (s>2) solution to the 2D Euler equation returns repeatedly to an arbitrarily small $H^0(\mathbb{T}^2)$ neighborhood.
We propose a segment description for turbulent solutions to evolution equations in an effort to develop an effective description rather than the classical Reynolds average. The new description has connections with symbolic dynamics and shadowing technique. The challenge of future study is how to effectively implement the description numerically.