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On the role of inviscid invariants in shell models of turbulence

Non-positive definite, global inviscid invariants similar to helicity are discussed for two types of shell models and evidence for a new role for helicity in Navier-Stokes turbulence is presented. It is suggested that the extra invariants play the role of triggering the intermittent cascade of energy to small scales characterized by pulses. These invariants also determine where a transition to chaos appears. New analysis of numerical experiments with existing models is suggested and a new class of shell-models where the dynamical interactions of a second quadratic invariant are closer to those of helicity in the Navier-Stokes equations is introduced. The place of the popular GOY model within this class is discussed.

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Dynamical Simulation of Fluidized Beds --- Hydrodynamically Interacting Granular Particles

A numerical simulation of a gas-fluidized bed is performed without introduction of any empirical parameters. Realistic bubbles and slugs are observed in our simulation. It is found that the convective motion of particles is important for the bubbling phase and there is no convection in the slugging phase. From the simulation results, non-Gaussian distributions are found in the particle velocities and the relation between the deviation from Gaussian and the local density of particles is suggested. It is also shown that the power spectra of particle velocities obey power laws. A brief explanation on the relationship between the simulation results and the Kolmogorov scaling argument is discussed.

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Multiple Transitions to Chaos in a Damped Parametrically Forced Pendulum

We study bifurcations associated with stability of the lowest stationary point (SP) of a damped parametrically forced pendulum by varying $ω_0$ (the natural frequency of the pendulum) and $A$ (the amplitude of the external driving force). As $A$ is increased, the SP will restabilize after its instability, destabilize again, and so {\it ad infinitum} for any given $ω_0$. Its destabilizations (restabilizations) occur via alternating supercritical (subcritical) period-doubling bifurcations (PDB's) and pitchfork bifurcations, except the first destabilization at which a supercritical or subcritical bifurcation takes place depending on the value of $ω_0$. For each case of the supercritical destabilizations, an infinite sequence of PDB's follows and leads to chaos. Consequently, an infinite series of period-doubling transitions to chaos appears with increasing $A$. The critical behaviors at the transition points are also discussed.

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Decay of Classical Chaotic Systems - the Case of the Bunimovich Stadium

The escape of an ensemble of particles from the Bunimovich stadium via a small hole has been studied numerically. The decay probability starts out exponentially but has an algebraic tail. The weight of the algebraic decay tends to zero for vanishing hole size. This behaviour is explained by the slow transport of the particles close to the marginally stable bouncing ball orbits. It is contrasted with the decay function of the corresponding quantum system.

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Levy Diffusion and Classes of Universal Parametric Correlations

A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be labeled by a parameter $α\in (0,2]$, in a manner analogous to Lévy diffusion. Universality is obtained after scaling by the (anomalous) diffusion constant $D_α$ (the usual scaling is divergent for $α<2$). For each $α$, correlation functions are universal, and distinct. The previous results in the literature correspond to the limiting case of superdiffusion, $α=2$.

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Predictability in Systems with Many Characteristic Times: The Case of Turbulence

In chaotic dynamical systems, an infinitesimal perturbation is exponentially amplified at a time-rate given by the inverse of the maximum Lyapunov exponent $λ$. In fully developed turbulence, $λ$ grows as a power of the Reynolds number. This result could seem in contrast with phenomenological arguments suggesting that, as a consequence of `physical' perturbations, the predictability time is roughly given by the characteristic life-time of the large scale structures, and hence independent of the Reynolds number. We show that such a situation is present in generic systems with many degrees of freedom, since the growth of a non-infinitesimal perturbation is determined by cumulative effects of many different characteristic times and is unrelated to the maximum Lyapunov exponent. Our results are illustrated in a chain of coupled maps and in a shell model for the energy cascade in turbulence.

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Information-theoretic characterization of quantum chaos

Hypersensitivity to perturbation is a criterion for chaos based on the question of how much information about a perturbing environment is needed to keep the entropy of a Hamiltonian system from increasing. We demonstrate numerically that hypersensitivity to perturbation is present in the following quantum maps: the quantum kicked top, the quantum baker's map, the quantum lazy baker's map, and the quantum sawtooth and cat maps.

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Lyapunov spectral analysis of a nonequilibrium Ising-like transition

By simulating a nonequilibrium coupled map lattice that undergoes an Ising-like phase transition, we show that the Lyapunov spectrum and related dynamical quantities such as the dimension correlation length~$ξ_δ$ are insensitive to the onset of long-range ferromagnetic order. As a function of lattice coupling constant~$g$ and for certain lattice maps, the Lyapunov dimension density and other dynamical order parameters go through a minimum. The occurrence of this minimum as a function of~$g$ depends on the number of nearest neighbors of a lattice point but not on the lattice symmetry, on the lattice dimensionality or on the position of the Ising-like transition. In one-space dimension, the spatial correlation length associated with magnitude fluctuations and the length~$ξ_δ$ are approximately equal, with both varying linearly with the radius of the lattice coupling.

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Chaos for Liouville probability densities

Using the method of symbolic dynamics, we show that a large class of classical chaotic maps exhibit exponential hypersensitivity to perturbation, i.e., a rapid increase with time of the information needed to describe the perturbed time evolution of the Liouville density, the information attaining values that are exponentially larger than the entropy increase that results from averaging over the perturbation. The exponential rate of growth of the ratio of information to entropy is given by the Kolmogorov-Sinai entropy of the map. These findings generalize and extend results obtained for the baker's map [R. Schack and C. M. Caves, Phys. Rev. Lett. 69, 3413 (1992)].

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Anomalous Scaling in a Model of Passive Scalar Advection: Exact Results

Kraichnan's model of passive scalar advection in which the driving velocity field has fast temporal decorrelation is studied as a case model for understanding the appearance of anomalous scaling in turbulent systems. We demonstrate how the techniques of renormalized perturbation theory lead (after exact resummations) to equations for the statistical quantities that reveal also non perturbative effects. It is shown that ultraviolet divergences in the diagrammatic expansion translate into anomalous scaling with the inner length acting as the renormalization scale. In this paper we compute analytically the infinite set of anomalous exponents that stem from the ultraviolet divergences. Notwithstanding, non-perturbative effects furnish a possibility of anomalous scaling based on the outer renormalization scale. The mechanism for this intricate behavior is examined and explained in detail. We show that in the language of L'vov, Procaccia and Fairhall [Phys. Rev. E {\bf 50}, 4684 (1994)] the problem is ``critical" i.e. the anomalous exponent of the scalar primary field $Δ=Δ_c$. This is precisely the condition that allows for anomalous scaling in the structure functions as well, and we prove that this anomaly must be based on the outer renormalization scale. Finally, we derive the scaling laws that were proposed by Kraichnan for this problem, and show that his scaling exponents are consistent with our theory.

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Thermodynamic Description of the Relaxation of Two-Dimensional Euler Turbulence Using Tsallis Statistics

Euler turbulence has been experimentally observed to relax to a metaequilibrium state that does not maximize the Boltzmann entropy, but rather seems to minimize enstrophy. We show that a recent generalization of thermodynamics and statistics due to Tsallis is capable of explaining this phenomenon in a natural way. The maximization of the generalized entropy $S_{1/2}$ for this system leads to precisely the same profiles predicted by the Restricted Minimum Enstrophy theory of Huang and Driscoll. This makes possible the construction of a comprehensive thermodynamic description of Euler turbulence.

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Cascades and statistical equilibrium in shell models of turbulence

We study the GOY shell model simulating the cascade processes of turbulent flow. The model has two inviscid invariants governing the dynamical behavior. Depending on the choice of interaction coefficients, or coupling parameters, the two invariants are either both positive definite, analogous to energy and enstrophy of 2D flow, or only one is positive definite and the other not, analogous to energy and helicity of 3D flow. In the 2D like model the dynamics depend on the spectral ratio of enstrophy to energy. That ratio depends on wave-number as $k^α$. The enstrophy transfer through the inertial sub-range can be described as a forward cascade for $α< 2$ and a diffusion in a statistical equilibrium for $α> 2$. The $α=2$ case, corresponding to 2D turbulence, is a borderline between the two descriptions. The difference can be understood in terms of the ratio of typical timescales in the inertial sub-range and in the viscous sub-range. The multi fractality of the enstrophy dissipation also depends on the parameter $α$, and seems to be related to the ratio of typical timescales of the different shell velocities.

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Chaos and Noise in a Truncated Toda Potential

Results are reported from a numerical investigation of orbits in a truncated Toda potential which is perturbed by weak friction and noise. Two significant conclusions are shown to emerge: (1) Despite other nontrivial behaviour, configuration, velocity, and energy space moments associated with these perturbations exhibit a simple scaling in the amplitude of the friction and noise. (2) Even very weak friction and noise can induce an extrinsic diffusion through cantori on a time scale much shorter than that associated with intrinsic diffusion in the unperturbed system.

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Turbulence in Globally Coupled Maps

The phenomenon of turbulence is investigated in the context of globally coupled maps. The local dynamics is given by the Chaté-Manneville minimal map previously used in studies of spatiotemporal intermittency in locally coupled map lattices. New features arise in the globally coupled system; for instance, the transition to turbulence takes place discontinuously at some critical values of the parameters of the system. The critical boundaries between different regimes (laminar, turbulent and fully turbulent) of the system are calculated on the parameter space. Windows of turbulence are present on some ranges of the coupling parameter. The system also exhibits nontrivial collective behavior. A map for the instantaneous fraction of turbulent elements is proposed. This map describes many of the observed properties of the system.

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A new scaling property of turbulent flows

We discuss a possible theoretical interpretation of the self scaling property of turbulent flows (Extended Self Similarity). Our interpretation predicts that, even in cases when ESS is not observed, a generalized self scaling, must be observed. This prediction is checked on a number of laboratory experiments and direct numerical simulations.

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Statistical properties of random scattering matrices

We discuss the properties of eigenphases of S--matrices in random models simulating classically chaotic scattering. The energy dependence of the eigenphases is investigated and the corresponding velocity and curvature distributions are obtained both theoretically and numerically. A simple formula describing the velocity distribution (and hence the distribution of the Wigner time delay) is derived, which is capable to explain the algebraic tail of the time delay distribution observed recently in microwave experiments. A dependence of the eigenphases on other external parameters is also discussed. We show that in the semiclassical limit (large number of channels) the curvature distribution of $S$--matrix eigenphases is the same as that corresponding to the curvature distribution of the underlying Hamiltonian and is given by the generalized Cauchy distribution.

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Anomalous Scaling in the N-Point Functions of Passive Scalar

A recent analysis of the 4-point correlation function of the passive scalar advected by a time-decorrelated random flow is extended to the N-point case. It is shown that all stationary-state inertial-range correlations are dominated by homogeneous zero modes of singular operators describing their evolution. We compute analytically the zero modes governing the N-point structure functions and the anomalous dimensions corresponding to them to the linear order in the scaling exponent of the 2-point function of the advecting velocity field. The implications of these calculations for the dissipation correlations are discussed.

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Scale Anomaly and Quantum Chaos in the Billiards with Pointlike Scatterers

We argue that the random-matrix like energy spectra found in pseudointegrable billiards with pointlike scatterers are related to the quantum violation of scale invariance of classical analogue system. It is shown that the behavior of the running coupling constant explains the key characteristics of the level statistics of pseudointegrable billiards.

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