PHYSICS OF FLUIDS 23, 072106 (2011)

Particle accumulation on periodic orbits by repeated free surface collisions

Ernst Hofmanna) and Hendrik C. Kuhlmannb)
Institute of Fluid Mechanics and Heat Transfer, Vienna University of Technology, Resselgasse 3, A-1040 Vienna, Austria

(Received 8 September 2010; accepted 27 June 2011; published online 27 July 2011) The motion of small particles suspended in cylindrical thermocapillary liquid bridges is investigated numerically in order to explain the experimentally observed particle accumulation structures (PAS) in steady two- and time-dependent three-dimensional ows. Particles moving in this ow are modeled as perfect tracers in the bulk, which can undergo collisions with the free surface. By way of free-surface collisions the particles are transferred among different streamlines which represents the particle trajectories in the bulk. The inter-streamline transfer-process near the free surface together with the passive transport through the bulk is used to construct an iterative map that can describe the accumulation process as an attraction to a stable xed point which represents PAS. The ow topology of the underlying azimuthally traveling hydrothermal wave turns out to be of key importance for the existence of PAS. In a frame of reference exactly rotating with the hydrothermal wave the three-dimensional ow is steady and exhibits co-existing regular and chaotic streamlines. We nd that particles are attracted to accumulation structures if a closed regular streamline exists in the rotating frame of reference which closely approaches the free surface locally. Depending on the closed streamline and the particle radius PAS can arise as a specic trajectory which winds about the closed regular streamline or as the surface of a particular C stream tube containing the closed streamline. V 2011 American Institute of Physics. [doi:10.1063/1.3614552]
I. INTRODUCTION

Particle-laden ows are of great importance for natural phenomena and industrial applications. A fundamental aspect is to understand the process of dispersion of the particulate phase and its spatial distribution. The clustering of inertial particles leading to Lagrangian coherent structures (LCS) is a rapidly emerging eld of uid mechanics and has recently received considerable attention1 and references cited therein. LCS are strongly related to topological uid mechanics.2 But even in the absence of inertial effects small particles can accumulate in incompressible ows. In an experiment on thermocapillary ow in a differentially heated cylindrical liquid bridge Schwabe et al.3 observed that the tracer particles used for ow visualization in a liquid did not remain randomly distributed in the liquid volume. Under certain conditions, they accumulate along a closed thread which moves in the three-dimensional unsteady ow. Schwabe et al.3 called this phenomenon dynamic particle accumulation structure (PAS). Dynamic PAS can take various shapes, depending on the Reynolds number.47 Typically, a closed thread of particles seems to be wound, once or several times, around a virtual toroid and rotates azimuthally about the symmetry axis of the toroid [an axial projection of PAS is shown in Fig. 4(a)]. An experiment under zero gravity conditions conrmed that gravity is not required for PAS to occur.8 A necessary prerequisite for dynamic PAS, however, is an underlying ow in form of an azimuthally traveling hydrothermal wave.9,10 Yet, the fundaa)

b)

Electronic mail: ernst.hofmann@tuwien.ac.at. Electronic mail: h.kuhlmann@tuwien.ac.at.

mental mechanism by which PAS comes into existence has remained obscured. Particle migration and segregation can be caused by different mechanisms. The migration in shear ow due to inertia-induced lift forces is known as the SegreSilberberg effect.1113 Particle banding has been observed to occur in rimming ows.14 Jin and Acrivos15 suggested an explanation of the particle accumulation patterns in terms of a modied effective viscosity which depends on the particle concentration. Different from PAS, however, the structures consists of a quasi-continuous variation of the particle concentration and do not represent a complete de-mixing. Shinbrot et al.16 reported clustering of very small inertial tracers by exclusively transient effects in volume-conserving ows. Such a phenomenon can arise when tracers temporarily become more buoyant than the surrounding uid due to, e.g., a change of the particle density caused by external heating via radiation. The motion of very small particles suspended in a liquid depends very much on the underlying ow eld. For that reason the ow topology has been an important issue in transport and mixing problems.17 Sapsis and Haller18 have proven that, under certain conditions, inertial particles cluster on particular invariant manifolds, which are located close to certain two-dimensional closed stream surfaces, typically toroidal surfaces. They derived existence conditions for clustering in the limit of a small inertia parameter. Since, only a few elementary types of motion are available in closed-form solution, the focus has been on the particle motion in Stokes ow or in inviscid ows where viscosity is taken into account only for the particle motion. The exact knowledge of the ow eld, as opposed to numerical data on a grid,
C V 2011 American Institute of Physics

1070-6631/2011/23(7)/072106/14/$30.00

23, 072106-1

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-2

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

enables high accuracy calculations of streamlines and trajectories of minute particles. Kroujiline and Stone,19 for instance, considered regular and chaotic streamlines in a steady three-dimensional ow inside a sphere which corresponds to an axisymmetric spherical vortex (Hills vortex) superposed by two solid-body rotations, one about the axis of symmetry of Hills vortex and the other one at an oblique angle. Depending on the oblique rotation rate, the regular tori of motion for the rotating Hills vortex break up and chaotic streamlines are generated into which regions of regular streamlines on tori are embedded. The basic steady two-dimensional thermocapillary ow in a liquid bridge is topologically similar to Hills vortex (both are steady and axisymmetric). If the liquid bridge is rotated very slowly about its axis, all streamlines wind regularly on nested toroidal surfaces. A perturbation of such a steady axisymmetric basic ow by a hydrothermal wave9,20 may act in a similar way and break up the invariant tori to create a sea of chaotic streamlines coexisting with the regular motion. In the axisymmetric rotated Hills vortex only bubbles (qp < qf ) can accumulate due to the centripetal forces on the circle dening the center of the toroidal vortex, dense particles (qp > qf ) cannot cluster. Provided that the behavior of particles in Hills vortex and in the steady axisymmetric ow in a thermocapillary liquid bridge is similar, a clustering surface should not appear for dense particles. However, toroidal clustering or 2D-PAS has been observed21 for dense particles. This result suggests that other effects should be responsible for the clustering. Likewise, the inertial clustering in three-dimensional ows (LCS) is different from 3D-PAS in thermocapillary liquid bridges. While the clustering surface in the former is typically toroidal, they are line-like in the latter case (PAS). Moreover, clustering in an incompressible ows is only possible if the density of the particles differ from that of the uid,22 whereas PAS has also been found for density-matched particles. The structure of PAS in thermocapillary ow is nearly the same for a wide range of particle densities.5 These observations underline the general trend that while LCS strongly depend on the particle-to-uid density ratio 3D-PAS does not. These difference suggest that other mechanisms are responsible for PAS. The aim of the present investigation is an explanation of PAS based on physical arguments. We are interested in the principle and general mechanisms that lead to the observed particle clustering along a closed rotating thread. To achieve this goal certain simplifying assumptions will have to be made, since the fully nonlinear three-dimensional and timedependent ow is only available numerically which limits certain direct analyses due to error accumulation. In Sec. II the problem is formulated. The governing equations for the uid motion and the motion of small particles are presented discussing different approximations of the MaxeyRiley equation.23 Moreover, a model for the interaction of particles with the boundaries of the domain will be introduced. Section III deals with the numerical methods used to compute the ow and the particle motion. Results for PAS in a threedimensional thermocapillary ow are presented in Sec. IV. Based on an analysis of the ow topology a physical model is presented which can explain the demixing of density-

matched particles. The results are summarized and discussed in Sec. VI.
II. FORMULATION OF THE PROBLEM A. Fluid flow

We consider the incompressible ow in a liquid bridge under zero gravity conditions (Fig. 1). The liquid with density qf and kinematic viscosity  is suspended between two  parallel, coaxial rigid disks of dimensional radius R separated by a distance d and kept at a constant temperature difference DT. The liquid is kept in place by its surface tension r. The uid motion is governed by the NavierStokes, continuity and energy equations @u u ru rp r2 u; @t r u 0; @T 1 u rT r2 T; @t Pr (1a) (1b) (1c)

where ur; u; z; t uer veu wez is the velocity eld in cylindrical coordinates r; u; z with unit vectors er ; eu ; ez , p is the pressure eld and T is the temperature eld. The Prandtl number is Pr =j with j being the thermal diffusivity of the liquid. Equations (1) have been scaled using the scales d, d 2 =, =d, qf  2 =d 2 and DT for length, time, velocity, pressure, and temperature, respectively. We consider the asymptotic limit of large surface tension r such that all dynamic surface deformations are absent and the shape of the free surface is given by its static equilibrium shape.24 This condition can be cast more precisely into a vanishing capillary number Ca cDT=r ! 0 where c @r=@T is the negative surface-tension coefcient. For  simplicity, we consider a liquid volume of V pR2 d and contact lines pinned to the edges of the supporting disks such that the liquid shape is exactly upright cylindrical. This assumption is justied, because PAS is relatively insensitive to the precise shape of the free surface.7 Due to the absence of gravity the ow is driven by thermocapillary forces only. Neglecting the viscosity of the ambient gas and assuming adiabatic free surface conditions the unknown eld variables must satisfy the free-surface bound ary conditions at r R 1=C, with C d=R being the aspect ratio,

FIG. 1. Sketch of the liquid bridge.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-3

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

S er ReI er er rT 0; er rT 0:

(2a) (2b)

Here, S ru ruT is the viscous part of the dimensionless stress tensor and I the identity. A measure for the strength of the ow is the thermocapillary Reynolds number Re cDTd : qf  2 (3)

The remaining boundary conditions on the rigid disks at z 61=2 are no-slip and constant temperatures, hence u0 and 1 T6 : 2 (4)

 to Stexp 103 . This limit was obtained using a 25 lm, . 1:8 and a time scale sf 0:2 s estimated from what they called the time of the action of the cold spot. Using the material data of Schwabe et al.5 we nd the relation between their and the present Stokes number as Stexp St d2 = 0:2 s St 36. Thus, we shall consider < St $ 105 in the following. A very important experimental observation is the existence of PAS for density-matched . 1 particles. Even more, PAS formation is most rapid for density-matching.5 This observation suggests to investigate the dynamics of density-matched particles. Under zero gravity and for a steady ow Eq. (5) reduces to y 2 _ y u u ru: 3St (7)

It remains to solve the transport equations (1) subject to the boundary conditions (2) and (4), respectively, inside the ow domain V fx j r R; 1=2 z 1=2g.
B. Particle motion 1. Inertial particle

The steady ow assumption will be justied in Sec. III B.

2. Point tracer

According to Schwabe et al.,5 particleparticle interaction does not play any major role in the formation of PAS. In addition, we assume one-way coupling for the motion of a small spherical particle suspended in the liquid bridge. This is consistent with the assumption that the particles are sufciently small and dilute, such that the MaxeyRiley equation23 represents a good model for the motion of the particles. We employ the model of Babiano et al.25 which represents a simplied version of the MaxeyRiley equation. Taking into account the pressure gradient, the added mass and the Stokes drag, the equation of motion for the particle in the absence of gravity reads ! 1 . 3 Du _ u : (5) y y St 2 Dt .1 2 Here, yt is the position of the particles center of mass, u ux yt; t is the uid velocity at the current particle position, . qp =qf is the particle-to-uid density ratio and D=Dt @=@t u r is the substantial derivative with respect to the uid motion. The magnitude of the Stokes drag is measured by the Stokes number St 2.2 =9sf , a  where a is the (dimensional) radius of the particle (assumed to be spherical) and sf the characteristic time of the ow. In Eq. (5) we use the dimensionless velocity eld u from Eq. (1). Therefore, we have to employ the same viscous diffusion time scale sf d 2 = as for the uid motion and obtain the Stokes number in the form St 2.2 a : 9d 2 (6)

For particles with St O105 an initially large particleow velocity mismatch will decay exponentially fast due to the large Stokes drag. Therefore, it is justied to use particleow velocity-matching as the initial condition _ yt0 ux yt0 ; t0 with t0 0. Furthermore, this initial condition together with . 1 yields a vanishing Stokes drag for all times and Eq. (7) reduces to y u ru, which is the equation of motion for a uid element in a steady ow, thus _ y u: (8)

Hence, particle trajectories and streamlines are in excellent agreement for density-matched and initially velocitymatched particles with St ( 1. Such particles will behave as ideal passive tracers, from now on called point tracers. Point tracers can move in the full domain V occupied by the liquid. Due to the incompressibility of the ow, point tracers cannot form dynamic PAS in form of a closed thread. Because otherwise PAS would represent an attracting streamline and attractors cannot appear in incompressible ows.26 For that reason the point tracer is not an appropriate model to explain PAS, hence we introduce the model of a nite-size tracer.
3. Finite-size tracer

Equation (5) holds true in the combined limit of a small  dimensionless particle radius a a=d ( 1 and a small parti_ cle Reynolds number Rep ajy uj= ( 1. Schwabe et al.5 found PAS experimentally for a wide range of the Stokes numbers. Their experiments were limited

Due to the absence of inertial effects in Eq. (8) and the absence of attractors r u 0 the only remaining possibility for PAS formation is a particle transfer from one streamline to another until a stable conguration, namely PAS, is reached. Experiments4,5 indicate that PAS touches the free surface, while PAS does not contact the rigid top and bottom disks. Such particlefree-surface interactions are likely to take place frequently, because the streamlines are very dense in the vicinity of the free surface due to the cylindrical geometry and the thermocapillary surface forces. To account for these particlefree-surface interactions, we devise an interaction model that takes into account the

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-4

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

nite size of the tracer. Within this model the tracer is assumed to be a sphere of radius a. Due to the non-zero radius, the center of the tracer corresponding to y cannot penetrate into a layer of thickness a covering all boundaries of the ow domain V. Hence the reduced domain for the tracer z z g, where motion is V fx jr R ; z R R a; 1 z 6 a: 6 2 (9a) (9b)

2. Basic particle transfer process

Even if the particle is treated as a point tracer in the bulk by employing Eq. (8), i.e., by disregarding the effects of Stokes number and particle size, the restriction of the tracer motion to the domain V , owing to its nite size, will cause important consequences. The particle model dened by Eq. (8) together with the restricted domain of motion V shall be called nite-sizetracer model. We will show that PAS follows naturally from this model by a sequence of particlefree-surface interactions. A similar particle model has also been suggested by Kawamura.27

C. Particle-transfer model 1. Particleboundary interaction model

Based on the nite-size tracer motion together with the partially elastic reection model, the expected particle motion in the steady axisymmetric thermocapillary ow of a liquid bridge is illustrated in Fig. 2. If the tracer, moving along a streamline, gets in contact with the free surface it will slide along the free surface as long as the radial component of the ow is positive, i.e., u ! 0. During sliding, the center of the spherical tracer moves on a cylinder of radius R . By this process the tracer is continuously transferred from one streamline to another. It is released to the bulk again at a release point P on R for which u 0 [Fig. 2 (a)]. Thereafter, it will perfectly follow the streamline through P . All nite-size tracers initially located in the light grayshaded region in Fig. 2(a) of the liquid bridge, a subset of V , will undergo a free surface collision, slide and detach from the free surface at P . Thus, all those tracers will end up on the streamline being tangent to R in P . This streamline represents the 2D-PAS-trajectory LPAS for nite-size tracers. In a real thermocapillary ow, the radial velocity u typically changes its sign as indicated in Fig. 2(b), where three points satisfy ur R 0. The release point P then lies on the innermost corresponding streamline.

Finite-size tracers will collide with the boundary of the restricted domain V if they move on streamlines intersecting R or z . Realistic models for particlefree-surface 6 interactions must take into account the wetting properties (contact angle) and surface deections, see e.g., Refs. 28 and 29. The numerical effort for the implementation of these models is very high. Thus, we only implement a simple but practical approach which allows to explicitly compute trajectories of many individual tracers, as it was already done by Domesi.30 Particle collisions with the solid heated disks do not occur for particles on PAS. Thus, the particlewall collision model seems to be only of minor importance. Particles on PAS, however, approach the free surface very closely and a particlefree-surface interaction model may be important. For the following considerations we have chosen the socalled partially elastic reection model. If a particle hits a boundary, say at r R , the radial momentum is annihilated and forced to zero as long as the radial component of the velocity eld is positive at the particles center of mass y, thus uy > 0, i.e., as long as the ow is directed outward. As a result, the particle will be subject to a transfer process as shown in the Sec. II C 2. The partially elastic reection model seems to be justied, in particular for particlefree-surface collisions, since a small particle cannot pierce out of a wetting liquid due to the high capillary pressure that would be associated with a surface bulging on the small scale of the particle radius a. The model is also consistent with the assumption of an asymptotically large mean surface tension Ca ! 0 made for the ow. In addition the model, implies a perfect wettability of the particle by the liquid.

FIG. 2. (Color online) (a) Sketch of the transfer of nite-size tracers to a single streamline (full line) tangent to R in P (dot). (b) In thermocapillary ows typically three streamlines are tangent to R . The boundaries of the light gray area indicate V and the dark area delineates VnV .

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-5

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

In three dimensions the three points P ; P1 ; P2 that satisfy ur R 0 become curves on the cylindrical surface R , which we call from now on C0, C1, and C2. The most important curve for the following investigations will be the release line C0. In the particular case of steady axisymmetric ow all curves Ci are circles on R and the axial coordinate of all release points is constant, thus zCi u const:
III. NUMERICAL METHODS A. Flow field

u0 x0 ux; t1 X x:

(11)

To obtain a perfect traveling wave, according to Eq. (10), the numerical solution is ltered. During ltering every velocity component is Fourier transformed with respect to u and inverse Fourier transformed using Eq. (10). Hence, all small non-harmonic contributions caused by aliasing are eliminated and the ltered ow eld becomes strictly periodic with period 2p=m.
B. Particle motion

The primary thermocapillary ow in a liquid bridge is stationary and two-dimensional as long as the Reynolds number is below the critical value Rec which marks the onset of three-dimensional ow. For supercritical driving > Re > Rec and sufciently large Prandtl numbers Pr $ 1, hydrothermal waves exist as secondary ows.20 Here, we are interested in the time-asymptotic state of a traveling hydrothermal wave, because experiments have shown that the existence of a pure traveling hydrothermal wave is a necessary condition for PAS to occur. For the model described in Sec. II A, Leypoldt et al.31 have shown that traveling hydrothermal waves are stable immediately above < the onset of instability if Pr $ 8, whereas standing hydrothermal waves are stable immediately above the onset if > Pr $ 8. Therefore, we consider Pr 4 which ensures the existence of traveling hydrothermal waves at moderate supercritical driving. To compute the velocity eld ux; t of the hydrothermal wave we employ the code of Leypoldt et al.10 It is based on nite volumes in r and z and on a pseudospectral Fourier method in u. The resolution is set to Nr Nz Nu 100 66 32 with grid stretching in r and z. The traveling-wave state is obtained by simulation after imposing initial wave-like perturbations onto the unstable twodimensional basic steady state solution. The relaxation to the traveling-wave state is terminated at t1 after the transient relative peak-to-peak oscillations of the Nusselt numbers on the hot and on the cold wall are both less than 103 . In the inertial frame of reference K, a pure traveling hydrothermal wave has the form ux; t
1 X n0; n mod m

To obtain the equation of motion for the particle in the rotating frame of reference K0 , we transform Eq. (5) into K0 , rotating with X, and obtain ! 1 . 0 3 0 0 0 0 _ y y u u r u 2 . 1 St 2     3 3 0 0 0 _ u X X y 1 ; 2X y 2. 1 2. 1 (12)
0

where y0 t is the particles center of mass in the rotating frame of reference K0 and u0 u0 x0 y0 t the uid velocity of the hydrothermal wave at the current particle position in K0 . The second and third term of the equation represents Coriolis and centrifugal accelerations, respectively. With the choice of density-matching and particleow velocitymatching as initial condition we nd again, in a one-to-one analogy to Eq. (8), _ y0 u0 : (13)

e un r; z einuxn t c:c:

(10)

After having computed the asymptotic ow eld, Eq. (13) is integrated using the solver ode15s of MATLAB. The ODE-solvers tolerances are both set to AbsTol RelTol 106 . A further decrease of the tolerances does not affect the results. The particleboundary interaction is detected using the built-in function events. For the integration of Eq. (13) the ow eld is required at an arbitrary point of the volume. This is accomplished by linear interpolation.
C. Simulation parameters

e with complex Fourier amplitudes un including the relative phases. All Fourier components are harmonics of the fundamental mode m and propagate at the same azimuthal phase velocity xn =n (no dispersion),10 such that the ow eld rotates like a rigid body with the constant angular velocity X xn =nez Xez . By a coordinate transformation into a rotating frame of reference K0 , rotating with X, the hydrothermal wave becomes a stationary three-dimensional ow. Thus, we only need a snapshot of the fully developed asymptotic hydrothermal-wave state ux; t1 for all particle calculations in the rotating frame of reference. This liberates us from numerically simulating the ow in addition to the particle motion and saves an enormous amount of computing time. The ow eld in the rotating frame of reference K0 is

For a representative supercritical simulation we assume zero gravity, an adiabatic non-deformable free surface, Pr 4, C 0:66, and Re 1800. For the values Pr and C selected the critical Reynolds number10,20 is Rec % 1080 and hydrothermal waves for Re > Rec have a fundamental wave number of m 3. We consider density-matched, spherical particles with radius a 0:015 corresponding to a Stokes number St 5 105 . Furthermore, we employ the model of a nite-size tracer and integrate Eq. (13) within the restricted domain V . Particlefree-surface collisions are treated as partially elastic reections. Note that from now on all considerations refer to the rotating frame of reference K0 .

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-6

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

D. Initial conditions

In a direct approach to PAS in three-dimensions one would typically simulate a sufcient number of particles initially regularly or randomly distributed in the restricted domain V . Guided by the result for two-dimensional PAS and the experimental nding that PAS touches the free surface we consider, instead, particular initial conditions for the nite-size tracers. For the three-dimensional ow of a hydrothermal wave the curves C0, C1, and C2 are no longer circles, as for axisymmetric ows. They form closed wavy curves on r R as shown in Fig. 3. The tracers are then introduced to the liquid equidis0 tantly distributed along a circle sector at r0 ; z00 R ; 0:4. The height z00 is chosen, such that the radial ow velocity is guaranteed to be positive for all tracers, i.e. z00 0:4 > max z0C0 u0 . Hence, all tracers introduced will initially slide along R . Due to the azimuthal periodicity of the ow, the tracers are only introduced in the interval 0; 2p=m, equidistantly distributed with Du00 2p=360. The plane u0 0 is dened by the angle at which the free surface temperature of the fundamental harmonic m 3 takes its maximum at the midplane z0 0 on the given discrete mesh. The dashed line in Fig. 3 indicates the initial positions.

FIG. 4. (a) Axial view of PAS with period m 3 in an experiment (Ref. 5) and (b) numerical result for LPAS (full line) for nite-size tracers with C 0:66, Pr 4, Re 1800, and a 0:015. The ow eld is shown in the laboratory frame K for z 0. The direction of rotation of the pattern (in K) is indicated by arrows.

IV. RESULTS A. Three-dimensional PAS

After t 8 the majority of the tracers, i.e. 106 out of 120, have been attracted to the PAS trajectory LPAS shown in Fig. 4(b). The spatio-temporal structure of LPAS agrees qualitatively with the experimental observations.46 Figure 5 shows a birds-eye view of the liquid bridge with a representative trajectory of a nite-size tracer on the PAS trajectory LPAS . The collision and release points are shown as circles. One can clearly see that all three release points P lie on the wavy release line C0. The distance between a collision and a release point is the short sliding section on R . While the hydrothermal wave travels clockwise with the constant angular velocity X 10:142 ez in the laboratory frame K, indicated by the arrow in in Fig. 4(b), the averaged  angular velocity of every PAS tracer in K0 is x0PAS % 14:5 e0z .

Hence, the net movement of all PAS tracers in the laboratory   frame K, given by xPAS x0PAS X > 0, is anticlockwise opposing the azimuthal direction of propagation of the hydrothermal wave. This result is consistent with the experiments of Ueno et al.,6 and the analysis of Leypoldt et al.10 Quite generally we nd that if the tracerfree-surface interaction takes place in one of three particular azimuthal sectors the tracer rapidly converges to PAS. This is demonstrated by the Poincare map for the intersection of tracer tra jectories with the plane z0 0. Figure 6 shows the mapping of the azimuthal angles u0n for consecutive intersection points. The gure shows the dynamic evolution of all tracers with an initial angle lying in the azimuthal interval   u00 2 30 ; 83 . The two other equivalent intervals, which we call sectors are located periodically, due to the period m 3. The three sectors and the free-surface collision points are shown in Fig. 7. We conclude that a nite-size tracer is unconditionally transferred to PAS if and only if the tracer is released from C0 in one of the three sectors. The remaining 14 tracers are found (for t 8) in a more or less regular secondary structure shown together with LPAS in Fig. 7. This secondary structure is approximately a thread which is nearly periodic with period 4p. The tracers on the

FIG. 3. Unrolled cylinder surface at R . The curves from C0 to C2 are solutions of ur R 0 for the hydrothermal wave obtained for C 0:66, Pr 4, Re 1800 and nite-size tracers with a 0:015. The dashed line at z0 0:4 indicates the initial positions of the tracers.

FIG. 5. (Color online) Birds-eye view of the liquid bridge and LPAS . The collision and release points (P ), both shown as dots, are displayed together with the wavy release line C0. The dashed lines represent the plane u0 0 and the marker symbol indicates the reference point x0: r 0 ; u0 ; z0 R; 0; 0.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-7

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

FIG. 6. (Color online) Poincare return map u0n ! u0n1 for the dynamics of nite-size tracers near one of the three m 3 xed points of the periodic orbit representing PAS in the plane z0 0. Shown are the trajectories with   initial angles of the interval u00 30 ; 83 (rst sector).

secondary structure move with the averaged angular velocity   x0 anticlockwise in K0 where jx0 j < jXj. Hence, the net movement of all secondary-structure tracers is clockwise in K in contrast to the tracers of LPAS .
B. Flow topology

Two-dimensional PAS of nite-size tracers is identical to a closed streamline. In the three-dimensional hydrothermal-wave state LPAS is similar to a closed streamline in the rotating frame of reference K0 , because LPAS is identical to streamline segments in the bulk which are only disrupted by very small segments of sliding motion on R (Fig. 5). It is natural, therefore, to inquire about the existence of exactly closed streamlines in the hydrothermal-wave state in K0 . To that end, we cover the r 0 ; z0 -plane at u0 0 (Fig. 5) by equidistant grid points and grid spacing Dr0 Dz0 0:01. For every grid point we determine the corresponding streamline by integration of Eq. (13) within the full domain V of the uid ow. The streamlines emerging from ri0 ; z0j 0 at u00 0 are computed up to u01 2p=3 where they end at ri0 ; z0j 1 . Rather than integrating the streamlines for one full azimuthal revolution, we account for the periodicity of the ow and evaluate the data at u01 2p=3. This keeps the accumulation

of numerical errors to a minimum. From the data we obtain 1 0 the discrete offset functions dri r0 i r0 i and 0 1 0 0 dzj z j z j . Interpolating the zeros of the offset functions dri and dzj we identify streamlines with azimuthal periodicity of 2p=3 by the simultaneous zeros dr dz 0. These streamlines are closed, because they are also 2p periodic. The result is shown in Fig. 8(a). Closed streamlines exist in the rotating frame of reference. Four of them are unambiguously identied and indicated by dots in Fig. 8(a). The corresponding streamlines, projected to z0 0, are shown below in Fig. 8(b). In the Poincare section at u0 0, shown in Fig. 9, these closed streamlines appear as xed points, i.e., the intersection points of the respective periodic orbits. Three of the periodic orbits are clearly surrounded by quasi-periodic orbits, i.e., streamlines that spiral on nested closed stream tubes representing invariant tori of the ow eld in the rotating frame of reference. These streamlines are shown in Fig. 8(b) as full curves. For each of these closed orbits a critical torus exists. It is the largest invariant torus before break up, marking the border to the chaotic sea. The remaining orbit, shown as dashed curve in Fig 8(b), seems to lie within the chaotic sea. However, it is most likely that this streamline is again encapsulated by invariant stream tubes which are too small to be resolved numerically. The streamlines on any of the closed stream tubes (invariant tori) are open in general and wind around the toroidal tube in an incommensurate fashion such that the stream tube is densely covered by a single streamline. This is

FIG. 7. (Color online) Axial view of all 120 trajectories for the period t 2 7; 8 within the rotating frame of reference K0 showing LPAS and the secondary structure. The gray areas indicate the sectors and the circles represent free-surface collision points.

FIG. 8. (Color) (a) Interpolated isolines dr 0 (black) and dz 0 (red) for Pr 4, Re 1800 and C 0:66. The color indicates the absolute value of p the offset d dr 2 dz2 . The red and green markers indicate closed streamlines. (b) Closed streamlines corresponding to the dots in (a): dashed (red dot), full (green dots) and the streamline related to LPAS (thick).

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-8

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

FIG. 10. (Color online) Sketch of the ow topology of an incompressible ow in the vicinity of a closed streamline LC (center). LC is encapsulated by an innite number of invariant stream tubes. Two of them are shown. On the outer stream tube a streamline (arrows) is shown to illustrate the winding about the closed one.

FIG. 9. (Color) Poincare section at u0 0 showing intersection points of regular streamlines which lie on tori (black, green, and blue symbols) and of chaotic streamlines (red symbols).

illustrated schematically in Fig. 10. Again, this topology applies to the rotating frame of reference. The closed streamline corresponding to the green dot at r0 ; z0 % 0:62; 0:12 in Fig. 8(a), drawn as thick curve in Fig. 8(b) and enclosed by the green stream tubes in Fig. 9 will be denoted LC in the following. By comparing Figs. 7 and 8(b), LC seems to be identical to the PAS trajectory LPAS . We shall show below that LPAS and LC are similar in general but identical in a certain limit. We nd, moreover, that the secondary structure (see Fig. 7) is similar to the dashed streamline in Fig. 8(b). Figure 11 shows 60 streamlines forming the maximum reconstructible invariant stream tube around the closed streamline LC which is also shown as the closed curve in the center of the stream tube. The streamlines are computed from u0 0 to u0 2p=3. The start and end points are indicated as blue curves. To illustrate the three-dimensional movement of a single passive tracer (uid element), one streamline is highlighted in red.
V. MECHANISM OF PAS FORMATION

Based on the nite-size-tracer model we propose a mechanism for PAS formation. The nite-size-tracer model precludes bulk-ow effects from being responsible for PAS. We thus inquire into the role of surface collisions. The fact that PAS has only been found, to date, in thermocapillary systems and that all PAS seem to touch the free surface also suggest the importance of particlefree-surface collisions. To understand the PAS mechanism one has to clearly distinguish between (a) the asymptotic trajectory LPAS of nite-size tracers forming PAS which is determined by Eq. (13) within the reduced domain V (with surface interaction) and (b) the closed streamline LC in the vicinity of LPAS which is determined by Eq. (13) within the full domain V (point tracer without free surface interaction). If PAS is observed, these two orbits are very close to each other. But both trajectories are in general distinct. Consider a nite-size tracer which collides with the free surface. After the rst contact with the free surface the tracer will slide on R for a short distance. After sliding, it leaves

the surface at the release point P01 which lies on the wavy release line C0. Due to the passive motion of the tracer in the bulk the tracer trajectory is identical with the streamline emerging from P01 . Let this streamline be denoted L1. The tracer crosses the bulk on L1, hits the free surface again, slides along R and detaches from the free surface at the release point P02 . The corresponding streamline L2 will, in general, be different from L1. Hence, the particlefree-surface interaction has transferred the tracer from streamline L1 to streamline L2. This sequence of collision and transport through the bulk will occur repeatedly. During each particle free-surface interaction the nite-size tracer will be transferred from one streamline to another. For a given ow topology and under certain conditions this process may lead to PAS (see e.g. Fig. 6) and the release points P0n will converge to the PAS release point: limn!1 P0n P . In the following, we shall consider the convergence to PAS using certain simplifying but generic assumptions about the local ow topology near the free surface (see Fig. 13). To derive the models to be presented in the subsequent sections we assume that the closed streamline LC is tangent or nearly tangent to the cylindrical surface R . Let QC be the point of LC with the largest distance from the axis r 0. We then dene the collision plane as the plane perpendicular to LC in point QC . This is illustrated in Fig. 12 for the case when QC lies within V . Based on the close proximity of LPAS and LC we consider, moreover, slender stream tubes about LC such that part of the volume of the stream tubes extends beyond R . Let Vtube be the volume occupied by the largest-diameter stream tube considered. The part of Vtube that is located outside of R , i.e., Vtube nV , is assumed to have a maximum linear extension b such that it is small compared to the length scale of the ow, i.e. b ( d. This assumption is justied by the slenderness of the invariant stream tubes and the proximity of LC and R . Under these conditions, nite-size tracers on invariant stream tubes can collide with the free surface only on the small area Vtube \ R (see e.g., the elliptical shaped blue area in Fig. 13) and in the vicinity of the collision plane which is also contained in Vtube . If a nite-size tracer is released from the wavy release line C0 on R in the vicinity of the collision plane, it will move in a winding fashion on an invariant stream tube through the bulk of the uid and may collide again with the surface in Vtube \ R and in the vicinity of the collision plane. Since the sliding distance on R is very short, the winding about the closed streamline can be neglected for the sliding fraction of the trajectory. Moreover, the short sliding justies that the collision point, say P , and the n

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-9

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

FIG. 11. (Color)(a) Side view of the maximum reconstructible stream tube for u0 0; 2p=3 around the closed streamline LC which is also shown as closed curve. The red streamline illustrates the motion of a uid element along this invariant stream tube for the estimation of the winding angle as g % p (introduced below). The horizontal lines indicate the top and bottom disks. (b) Side view as indicated in (a).

release point P0n of a single collision process can be projected onto the point Pn in the collision plane. The dynamics of the nite-size tracer can now be described entirely by a twodimensional map M : R2 ! R2 dened by Pn ! Pn1 . It remains to determine the map M. This map is composed of two parts: One part reects the motion of a point tracer through the bulk. This motion is restricted to invariant ~ stream tubes. Hence, the image Pn of Pn must lie on the same cross section of the invariant stream tube as Pn. The other part of the map M concerns the collision. If the image ~ Pn lies outside of R a collision of a nite-size tracer must have taken place. In that case the collision part of the map is ~ just the orthogonal projection of Pn onto R . Thus, if the cross sections of the invariant stream tubes were known, the map M would be completely dened by specifying the accumulated effect of the winding about LC of a point tracer released at an arbitrary point Pn from the collision plane as it travels through the bulk. The cumulative effect of the winding in the bulk is given by the cumulative winding angle, in the following just called winding angle h. The construction of approximations to the map M is our primary interest. It contains all the information about the motion of nite-size tracers near LC . Note that the details of the ow all along the invariant stream tubes are not of concern: the particle dynamics can be completely described by the shape of the cross sections of the invariant stream tubes in the collision plane and the winding angle. In the absence of precise knowledge about the shape of the invariant stream tubes, and thus about the true map M we shall make reasonable assumptions regarding the shape of the cross sections of the invariant stream tubes and the winding angle in the collision plane. Since, we consider slender stream tubes, the

winding angle will be approximated by a constant value which corresponds to the lowest-order term of a Taylor series expansion of h around QC .
A. Stream tubes of circular cross section

As a rst qualitative approximation, we shall assume circular cross sections of the nested stream tubes around LC in the collision plane. This assumption about the shape of the stream tubes will be relaxed further below to stream tubes which have elliptic cross sections in the region of the particlefree-surface interaction.
1. Tangent case

If the particle size is such that its radius a R R equals the minimum distance between LC and the free surface, the closed streamline LC is exactly tangent to the surface R . In that case all regular stream tubes around LC intersect with R . This is illustrated in Fig. 13 showing a three-dimensional sketch of the collision process with nested stream tubes of circular cross sections. We consider the asymptotic case of a small distance from the point QC . In that case the surface r R is represented by the x; t -plane and the collision plane results as the x; y-plane. The corresponding unit vectors of this local coordinate system are the tangential unit vector et u0 QC =ju0 QC j, the unit vector of y corresponding to the radial direction, thus ey e0 r , and ex which is perpendicular to both, ey and et . A tracer

FIG. 12. (Color online) Denition of the collision plane.

FIG. 13. (Color) Three-dimensional sketch of the collision process and particle transfer process if LC is tangent to R , here represented by the x; tplane. The blue and green horizontal surfaces in the x; t -plane indicate cuts through the two stream tubes made by R . The vertical x; y -plane represents the collision plane which cuts the invariant stream tubes at their apex. The sliding distance P P01 is short in reality. More details are given 1 in the text.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-10

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

approaching R on the outer (blue) stream tube will collide with R at P . Thereafter, it slides on R (black arrow in Fig. 1 13) until it is released to the bulk at P01 . Point P01 however, lies on a stream tube (green) fully contained in the larger outer (blue) stream tube. The nite-size tracer cannot reach ~ P1 beyond R , which could only be reached by a point tracer. The nite tracer size thus leads to a displacement of the tracer from an outer stream tube to an inner stream tube. Since the length of the sliding phase (black arrow) is negligibly small compared to the length of the closed streamline LC , the winding of the streamline about LC can be neglected for the collision process. Hence, the normal projection of a collision point P and its corresponding release point P0n onto the n collision plane will coincide both with Pn. Therefore, it is justied to reduce the discussion from now on to the collision plane. To nd the map M, we analyze the situation given in Fig. 13 for successive collisions within the collision plane, as shown in Fig. 14. A tracer that is released to the bulk from y 0 (corresponding to R ) on some stream tube at P0 will move on that stream tube and experiences a certain winding about the closed streamline LC as it travels through the bulk. Due to the winding, the tracer will return to the free surface at a different angle h 6 0. Again, let h be this constant winding angle between successive returns to the free surface. Then a ~ point tracer would return to the collision plane at point P1 . A nite-size tracer, however, will collide with the free surface and its center of mass will not cross R . After being released from R at point P1 the process (motion through the bulk and collision) repeats itself. By successive collisions, any tracer on a closed stream tube will nally be transferred to LPAS which is identical to LC in this tangent case.
2. Intersecting case

xn1 xn cos h yn sin h; yn1 minA; xn sin h yn cos h

(14a) (14b)

maps the coordinates Pn xn ; yn (see Fig. 15) of a tracer released from y A, or a non-colliding tracer with y < A, to those of the next release point Pn1 xn1 ; yn1 after one return to the free surface. This iterative map models the colli~ sion process as a projection of the point Pn to the current release point Pn on R if yn1 > A. In case yn1 < A no collision occurs for the current return to the free surface. The map (14) has the trivial periodic xed points xn1 xn 1k for h kp, k 2 Z where the location of the periodic points depend on the initial release-point coordinate x1. For A 0, i.e., if LC is tangent to or intersects with R , the map also has a non-trivial, stable xed point ! A ;A : (15) x ; y tanh=2 All tracers on a closed stream tube about LC and initially on R will converge, after repeated collisions, to Eq. (15) corresponding to the release point P of LPAS . An example is shown in Fig. 17(a). For certain intermediate ranges of the winding angle h, convergence is very rapid and merely a few collisions are required to transfer the nite-size tracer to PAS. For winding angles near h kp convergence slows down. In the intersecting case LPAS originating from P does no longer coincide with the closed streamline LC originating from QC .
3. Non-intersecting case

Next we consider the more general case that the closed streamline LC intersects with R . By denition of the collision plane, the distance A represents the maximum distance between QC and R , as shown in Fig. 15. With coordinates centered in QC ,

Finally, we consider the case when the closed streamline approaches R up to the distance A > 0, see Fig. 16. For A > 0 only the trivial periodic xed points exists. However, for h 6 kp, k 2 Z, all initial conditions are rapidly attracted to the stream tube around QC which is tangent to R . Particles then accumulate on the invariant torus represented by this stream tube. We call this accumulation structure tubular PAS. The convergence to the stream tube with radius r A is illustrated in Fig. 17(b). While the x and y coordinates scatter

FIG. 14. (Color online) Schematic representation of the mapping in the collision plane. A nite-size tracer encounters free surface collisions if the closed streamline LC is tangent to R in QC P . The white area indicates the liquid and the gray shaded area indicates the out-of-reach region for nite-size tracers.

FIG. 15. (Color online) Schematic representation of the mapping of a nitesize tracer encountering free surface collisions. The iterated release point Pn1 is already close to the xed point P .

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-11

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

FIG. 16. (Color online) Same as Fig. 14, but for a closed stream tube tangent to R enclosing the closed streamline LC .

already very close to the critical stream tube. The Poincare section is taken at z0 0:312 which is the vertical position of the maximum distance between LC and the axis r 0. For simplicity, the plane for the Poincare section has been selected normal to the z-axis instead of being normal to LC . The gure unambiguously shows that the stream tubes get radially squeezed near the free surface. Thus, a better model can be expected by assuming an elliptic shape of the cross sections of the invariant stream tubes in the collision plane. For the winding bulk motion about LC we use again the lowest-order approximation of a constant winding angle h between two successive returns to ^ ^ the free surface. If we dene the axes ratio as E a=b, ^ are the major and the minor semi axes in x^ where a and b and y-direction, respectively, the iterated map in the collision plane takes the form xn1 xn cos h yn E sin h; h x i n yn1 min A; sin h yn cos h : E (16a) (16b)

in the range A; A, the distance from the origin dN shows a rapid convergence to A.
B. Stream tubes of elliptic cross section

The invariant stream tubes of the hydrothermal wave in the rotating frame of reference do not have circular cross sections in the collision plane. Fig. 18 shows a Poincare sec tion of the maximum reconstructible stream tube, which is

The axes ratio E enters as an additional parameter. For E 1, Eq. (14) is recovered. Again, Eq. (16) has trivial periodic xed points xn xn 1k for h kp, k 2 Z. The nontrivial stable xed point, in analogy to Eq. (15) and in case LC intersects with R A < 0, is given by ! AE ;A : (17) x ; y tanh=2 The winding angle h must not to be confused with the polar angle of the ellipse g, as shown in Fig. 19. The relation between these angles is tan h E tan g: (18)

The representation of Eq. (16) using h has been used for its compact form and to enable a comparison with Eq. (14) in the limit of E ! 1. If the closed streamline intersects with R , we nd rapid convergence to the xed point Eq. (17) in analogy to the circular case. If the closed streamline does not intersect with R

FIG. 17. (Color online) Coordinates xN =Rc (circles) and yN =Rc (squares) after N 20 iterations of Eq. (14) using the initial vector x0 =Rc 0:8; A. (a) A=Rc 0:3. The line indicates the exact value of the xed point coordinate x =Rc according to Eq. (15). c 0:3. The diamonds indicate the p (b) A=R distance from the origin dN x2 y2 =Rc . N N

FIG. 18. (Color online) Poincare section at z0 0:312 of the maximum reconstructible stream tube for Pr 4, Re 1800, and C 0:66. The axes ratio is E % 50. The circular arcs indicate R and R . Since the piercing point of the closed streamline (dot) lies between R and R we have an intersecting case.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-12

E. Hofmann and H. C. Kuhlmann

Phys. Fluids 23, 072106 (2011)

FIG. 19. (Color online) Sketch to illustrate the winding angle h and the polar angle g.

we nd attraction to a toroid of elliptic cross section in the x; y-plane. In that case and in the limit n ! 1, the iterated release point xn ; yn wanders on an ellipse of E 50 and ^ b A about the apex QC of the closed streamline.
C. Real stream tubes

The above elliptical model has been constructed to elucidate the principle mechanisms of PAS formation. It cannot reproduce all details of the real ow. A closer look at the real ow reveals its complexity and the remaining deviations of the PAS formation process from our model. Figure 20 shows again the cross section (normal to z) of the maximum reconstructible stream tube at z0 0:312 as in Fig. 18. For clarity, the gure is stretched in y-direction and rotated such that the intersection point QC of LC , indicated by the central (red online) dot, is located at x 0. This representation illustrates the deviation in the collision plane of the maximum reconstructible stream tube from an ellipse assumed in the model: the bending due to the cylindrical free surface and the asymmetry with respect to the plane x 0 which is due to the foreaft asymmetry of the traveling hydrothermal wave.

To compare the motion of point tracers in the real ow with those predicted by our model we release point tracers from the circle through QC . Such a release would correspond to the tangential case when the release line passes through QC and should thus yield an estimate of the value of h and indicate whether this winding angle is approximately constant as assumed in our model. The initial conditions for the motion of the point tracers are indicated by open dots in Fig. 20. Streamlines are then computed up to their rst intersections with z0 0:312 (return to the free surface). These return points are indicated by full dots and rotated by 2p=3 to compare their locations relative to their respective initial points. The streamlines originating from points 1, 2, etc., return to the plane z0 0:312 at points 10 , 20 , etc., respectively. The remaining doublets of initial and nal points can be identied by the sequence of pairs of points which results if the two sets of points are correlated following the directions of the two arrows in Fig. 20. On a rst sight, the polar winding angle seems to be close to g % p for all streamlines (stream tubes). To a rst approximation one would thus expect g % p % h. From Eq. (16) this value would yield an oscillatory behavior and not the experimentally and numerically observed rapid convergence to PAS. A closer inspection shows that all streamlines originating from x > 0 on the central curve through QC end above the central curve at x < 0. Hence, they experience a more or less constant polar winding angle g which is slightly less than p. All streamlines emerging from x < 0 end, even more pronounced, below the central curve, corresponding as well to a polar winding angle slightly below p. This small systematic deviation from p is important in view of Eq. (18): The winding angle h depends sensitively on g in the vicinity of p if the axes ratio E is large. Thus, if E ) 1 and the winding angle g is slightly above or below p, then one nds for the cumulative winding angle h % const: % p=2 at which the iteration Eq. (16) converges most rapidly. This is another strong indication for the robustness of PAS and will favor PAS at even higher Reynolds numbers for which even larger axes ratios can be expected.
VI. DISCUSSION AND CONCLUSIONS

We have developed a simple model for PAS. The model is aimed at incorporating the physical key effects that cause PAS. It is based on the following experimental observations. 1. In all experiments reported, PAS is touching the free surface. Thus, the particlefree-surface interaction must be taken into account. 2. PAS has been found for a wide range of particle sizes and densities, including neutral density.5 This observation suggests that the mechanism for PAS does not qualitatively depend on the particle size and density. Moreover, the PAS trajectory is very similar to a streamline.4 This indicates that inertia effects are very small. 3. PAS has not been observed in systems other than thermocapillary ows in which the streamlines are very crowded near the free surface. Hence, streamlines and transported particles can closely approach the free surface.

FIG. 20. (Color online) Poincare section at z0 0:312 of the maximum reconstructible stream tube for Pr 4, Re 1800, and C 0:66 (closed curve, blue online). Shown is the mapping of point tracers (open dots) released on the cylindrical surface (inner arc) through QC (dot at x 0, red online) and their rst return to this plane (full dots). The free surface at R is indicated by the outer arc.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-13

Particle accumulation on periodic orbits

Phys. Fluids 23, 072106 (2011)

These observations suggest that PAS is made possible by particlefree-surface interactions. To investigate this hypothesis, we have exploited the density matched case. From there we have developed the nite-size tracer model. In the rotating frame of reference, in which the propagating hydrothermal wave is stationary, we unraveled the ow topology and discovered a closed streamline which approaches the free surface very closely. Finite-size tracers moving on streamlines near the closed streamline are likely to undergo free-surface collisions. Taking into account the ow topology in the vicinity of the closed streamline and using a sliding model for the particlefree-surface interaction of nite-size tracers, we suggest a model for the transfer of particles between different streamlines by way of particlefree-surface collisions. Each collision transfers the particle from a closed (invariant) stream tube to another, smaller closed stream tube which is fully embedded in the original stream tube. Repeated collisions can be described as an iterative map for the release point of the particle from the free surface. This map is dened in the introduced and so called collision plane. If the ow in the vicinity of the closed streamline is regular, the iterated map exhibits either a nontrivial xed point (corresponding to line-like PAS) or a certain distance from the closed streamline remains constant (corresponding to tubular PAS). The results obtained from the iterated map strongly suggest that PAS is indeed governed by the same qualitative mechanisms. The only properties of the bulk ow that enter the iterative map for the particlefree-surface collision are the shapes of the invariant stream tubes and the cumulative winding angle h about the closed streamline LC between two successive returns of the particle to the free surface. For simplicity, we have assumed elliptic cross sections of the stream tubes in the collision plane, which are topologically similar to the cross sections of the real stream tubes, and a constant winding angle for all nested invariant stream tubes. Within our model, a tracer is transferred to an inner stream tube upon collision and remains on the original stream tube if no collision occurs. Some further remarks are in order. Gravity is not included in the model and is not an essential factor for the mechanism of PAS. This has been demonstrated by the semi-quantitative agreement between PAS on ground and in zero gravity.8 Gravity forces do, however, modify PAS indirectly by perturbing the motion of non-density-matched tracer particles such that the trajectories are no longer identical with the streamlines. Moreover, buoyancy modies the underlying ow and shape of the liquid bridge and will thus change the invariant stream tubes. These factors, if sufciently strong, may even lead to a complete suppression of PAS. A corresponding analysis cannot be easily done for inertial particles, since the ow eld could no longer be directly exploited to gain information on the particle trajectories. An analysis may be possible, however, along the lines of Sapsis and Haller.18 Similar as in the present case they showed that particles cluster on a toroidal surface which lies entirely inside of the toroidal stream tube of the regular motion (KAM torus) of ABC ow for A2 1, B2 2=3, and

C2 1=3 which is non-integrable exhibiting coexisting regular and chaotic streamlines32 as in the present ow eld in the rotating frame. In the absence of any theory, however, room is left for further numerical simulations of PAS with inertial particles. On the one hand, it may be expected that particlefree-surface collisions are promoted, in zero gravity, for particles heavier than the liquid due to the centrifugal forces. On the other hand, strong inertial effects could move particles too far away from their initial stream tube and the convergence of the iterative map might be degraded. This may explain the global minimum of the PAS formation time for . 1 found in the experiments of Schwabe et al.5 An additional complication is posed by the slight variation of the liquid density due to the thermal expansion33,34 which is frequently disregarded in numerical simulations, but which cannot be avoided in experiments. Finally, it should be mentioned that a sufciently high accuracy of the numerically computed ow eld is indispensable. Otherwise, error accumulation can perturb the particle motion on the closed stream tubes and may fake a PAS-like phenomenon which would not be present otherwise or even prevent PAS from appearing in the numerical simulation. H.C.K. gratefully acknowledges support from BMVIT through the Austrian Space Application Programme under Grant No. 819714.
T. Peacock and J. Dabiri, Introduction to focus issue: Lagrangian coherent structures, Chaos 20, 017501 (2010). 2 Topological Fluid Mechanics, edited by H. K. Moffatt and A. Tsinober, (Cambridge University Press, Cambridge, UK, 1990). 3 D. Schwabe, P. Hintz, and S. Frank, New features of thermocapillary convection in oating zones revealed by tracer particle accumulation structures (PAS), Microgravity Sci. Technol. 9, 163 (1996). 4 S. Tanaka, H. Kawamura, I. Ueno, and D. Schwabe, Flow structure and dynamic particle accumulation in thermocapillary convection in a liquid bridge, Phys. Fluids 18, 067103 (2006). 5 D. Schwabe, A. I. Mizev, M. Udhayasankar, and S. Tanaka, Formation of dynamic particle accumulation structures in oscillatory thermocapillary ow in liquid bridges, Phys. Fluids 19, 072102 (2007). 6 I. Ueno, Y. Abe, K. Noguchi, and H.Kawamura, Dynamic particle accumulation structure (PAS) in half-zone liquid bridgereconstruction of particle motion by 3-D PTV, Adv. Space Res. 41, 2145 (2008). 7 Y. Abe, I. Ueno, and H. Kawamura, Dynamic particle accumulation structure due to thermocapillary effect in noncylindrical half-zone liquid bridge, Ann. N. Y. Acad. Sci. 1161, 240 (2009). 8 D. Schwabe, S. Tanaka, A. Mizev, and H. Kawamura, Particle accumulation structures in time-dependent thermocapillary ow in a liquid bridge under microgravity conditions, Microgravity Sci. Technol. 18, 117 (2006). 9 M. K. Smith and S. H. Davis, Instabilities of dynamic thermocapillary liquid layers. Part 1. Convective instabilities, J. Fluid Mech. 132, 119 (1983). 10 J. Leypoldt, H. C. Kuhlmann, and H. J. Rath, Three-dimensional numerical simulation of thermocapillary ows in cylindrical liquid bridges, J. Fluid Mech. 414, 285 (2000). 11 G. Segre and A. Silberberg, Radial particle displacements in Poiseuille ow of suspensions, Nature (London) 189, 209 (1961). 12 L. G. Leal, Particle motions in a viscous uid, Annu. Rev. Fluid Mech. 12, 435 (1980). 13 J.-Ph. Matas, V. Glezer, E. Guazzelli, and J. F. Morris, Trains of particles in nite-Reynolds-number pipe ow, Phys. Fluids 16, 4192 (2004). 14 M. Tirumkudulu, A. Tripathi, and A. Acrivos, Particle segregation in monodisperse sheared suspensions, Phys. Fluids 11, 507 (1999). 15 B. Jin and A. Acrivos, Theory of particle segregation in rimming ows of suspensions containing neutrally buoyant particles, Phys. Fluids 16, 641 (2004).
1

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp

072106-14
16

E. Hofmann and H. C. Kuhlmann

25

Phys. Fluids 23, 072106 (2011) A. Babiano, J. H. E. Cartwright, O. Piro, and A. Provenzale, Dynamics of a small neutrally buoyant sphere in a uid and targeting in Hamiltonian systems, Phys. Rev. Lett. 84, 5764 (2000). 26 H. G. Schuster, Deterministic Chaos: An Introduction (Wiley-VCH, Weinheim, 2005). 27 H. Kawamura, private communication (2004). 28 Nikolina D. Vassileva, D. van den Ende, F. Mugele, and J. Mellema, Capillary forces between spherical particles oating at a liquidliquid interface, Langmuir 21, 11190 (2005). 29 M. Do-Quang and G. Amberg, The splash of a solid sphere impacting on a liquid surface: Numerical simulation of the inuence of wetting, Phys. Fluids 21, 022102 (2009). 30 S. Domesi, Numerical analysis of particle dynamics in the thermocapillary ow of liquid bridges, Ph.D. thesis, (University of Bremen, 2008). 31 J. Leypoldt, H. C. Kuhlmann, and H. J. Rath, Stability of hydrothermalwave states, Adv. Space Res. 29, 645 (2002). 32 T. Dombre, U. Frisch, J. M. Greene, M. Henon, A. Mehr, and A. M. Soward, Chaotic streamlines in the ABC ows, J. Fluid Mech. 167, 353 (1986). 33 Zh. Kozhoukharova, H. C. Kuhlmann, M. Wanschura, and H. J. Rath, Inuence of variable viscosity on the onset of hydrothermal waves in thermocapillary liquid bridges, Z. Angew. Math. Mech. 79, 535 (1999). 34 D. E. Melnikov, V. M. Shevtsova, and J. C. Legros, Numerical simulation of hydro-thermal waves in liquid bridges with variable viscosity, Adv. Space Res. 29, 661 (2002).

T. Shinbrot, M. M. Alvarez, J. M. Zalc, and F. J. Muzzio, Attraction of minute particles to invariant regions of volume preserving ows by transients, Phys. Rev. Lett. 86, 1207 (2001). 17 J. M. Ottino, The Kinematics of Mixing: Stretching, Chaos, and Transport, Cambridge Texts in Applied Mathematics (Cambridge University Press, Cambridge, 1989). 18 T. Sapsis and G. Haller, Clustering criterion for inertial particles in twodimensional time-periodic and three-dimensional steady ows, Chaos 20, 017515 (2010). 19 D. Kroujiline and H. A. Stone, Chaotic streamlines in steady bounded three-dimensional Stokes ows, Physica D 130, 105 (1999). 20 M. Wanschura, V. S. Shevtsova, H. C. Kuhlmann, and H. J. Rath, Convective instability mechanisms in thermocapillary liquid bridges, Phys. Fluids 7, 912 (1995). 21 D. Schwabe and S. Frank, Particle accumulation structures (pas) in the toroidal thermocapillary vortex of a oating-zone model for a step in planet formation? Adv. Space Res. 23, 1191 (1999). 22 G. Haller and T. Sapsis, Where do inertial particles go in uid ows?. Physica D 237, 573(2008). 23 M. R. Maxey and J. J. Riley, Equation of motion for a small rigid sphere in a nonuniform ow, Phys. Fluids 26, 883 (1983). 24 H. C. Kuhlmann and C. Nienhuser, in Interfacial Fluid Dynamics and Transport Processes, Lecture Notes in Physics, Vol. 628, edited by R. Narayanan and D. Schwabe (Springer, Berlin, Heidelberg, 2003), pp. 213239.

Author complimentary copy. Redistribution subject to AIP license or copyright, see http://phf.aip.org/phf/copyright.jsp