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Physica 25D (1987) 233-260

North-Holland, Amsterdam

SPATIALLY GROWING WAVES, INTERMITTENCY, AND CONVECTIVE CHAOS IN AN


OPEN-FLOW SYSTEM
Robert J. DEISSLER*
Center for Nonlinear Studies, MS B258, Los Alamos National Laboratory, Los Alamos, New Mexico 87545, USA
Received 19 February 1986
Revised manuscript received 2 July 1986

Many flows in nature are "open flows" (e.g. fluid flow in a pipe). Here we study a model open-flow system: the
time-dependent generalized Ginzburg-Landau equation under conditions when it is convectively (i.e. spatially) unstable. This
equation is a partial differential equation which results from a reduction of the fluid equations of motion for a number of fluid
systems. In the presence of low-level external noise, this system exhibits a selective spatial amplification of noise resulting in
spatially growing waves. These waves in turn result in the formation of a dynamic structure. Three distinct spatial regions are
found: 1) A linear region in which spatially growing waves are formed; 2) a transition region characterized by the transition
from the spatially growing wave frequencies of the linear region to the turbulent frequencies of the fully developed region; and
3) a fully developed region in which the nonlinear dynamics dominates. In the transition region, the microscopic noise plays an
important role in the macroscopic dynamics of the system. In particular, the external noise initiates the transition to
turbulence and is responsible for the intermittent turbulent behavior observed in the transition region. Power spectra and
correlation functions are calculated and analytical expressions are derived for these quantities in the linear region. Similarities
between this system and fluid systems are discussed. Also, a few analytical results for coupled-map lattices are derived.

1. Introduction

Although much has been learned about turbulent fluid flow since Reynolds' classic 1883 experiment on turbulent flow in a pipe [1], turbulent
fluid flow is still not well understood. This lack of
understanding is due to the complexity of the
equations of motion for fluid flow, the NavierStokes equations. In hopes of gaining a better
understanding of turbulent flow, approximations
are sometimes made to reduce the fluid equations
(i.e. the continuity equations, the Navier-Stokes
equations, and, for heat-convection systems, the
energy equation) to a simpler set of equations.
These reductions are more tractable for study than
the original fluid equations while hopefully preserving the essential features under study. For
*Also at: Physics Department, 307 Nat Sci II, University of
California at Santa Cruz, Santa Cruz, CA 95064, USA.
,Present and mailing address: National Center for Atmospheric Research, P. O. Box 3000, Boulder, CO 80307, USA.

incompressible fluid flow the Navier-Stokes equations in tensor notation are


3u,
3t

bu~
+ uj,--3xj - p V 2 u i =

3p
3x i '

where u i are the components of the velocity, p is


the kinematic pressure (i.e. the pressure divided by
the density), and u is the kinematic viscosity. The
continuity equation is O u J O x i -- O.
One reduction of the fluid equations is the
well-known Lorenz system [2]. This system consists of three coupled nonlinear ordinary differential equations which result from a truncation of a
modal expansion of the fluid equations for a
heat-convection system. Although the Lorenz system is extremely simple, much insight has been
gained about the behavior of the more complex
fluid systems. In particular the Lorenz system
exhibits deterministic chaos-random behavior
generated directly by the equations of motion-

0167-2789/87/$03.50 Elsevier Science Publishers B.V.


(North-Holland Physics Publishing Division)

234

R.J. Deissler / Convective ehaos in an open-flow system

which is believed to be an essential feature of fluid


turbulence.
An important feature of fluids is the existence
of complex spatial structure (e.g. irregular behavior in space), a feature which the simple Lorenz
system is incapable of modeling. Therefore, to
model some of the more complex behavior associated with spatial structure, a different reduction of
the fluid equations is needed. One such reduction
is the time-dependent generalized GinzburgLandau equation

o-7 =

vg- - +

~X 2 - c112,

(1)

where the dependent variable qJ(x, t) is in general


complex; a, b, and c are constants which are in
general complex; vg is the group velocity; and
br > 0. Real and imaginary parts of quantities are
subscripted with r and i, respectively, or denoted
by Re and Im, respectively. This equation results
from expanding the variables of interest in powers
of R - R c, where the control parameter R is near
the critical value Re. The control parameter may
be, for example, the Reynolds number, the Taylor
number (Taylor-Couette flow), or the Rayleigh
number (Rayleigh-B6nard convection).
To give the reader an indication of the meaning
of ~ in eq. (1) for a physical system, we note that
for two-dimensional plane Poiseuille flow (flow
between two parallel planes) the stream function
to first order in ( = ~/[R - Re[ is [5]

((x,y,t)
= y - y 3 / 3 + 2( Re [+ (X, ~') q~(Y) ei(k . . . . t)].
Here x and y are the spatial coordinates parallel
and perpendicular to the planes, respectively; X =
cx and ~-= (2t are slowly varying space and time
variables; k c and ~0c are the wavenumber and
frequency corresponding to the critical Reynolds
number Rc; y-y3/3 is the unperturbed laminar
state; and ~ ( y ) is a function of y only and is
determined by a differential equation in y. In eq.
(1), a and c are of the order of e2; and vg and b

are of the order of e . The velocity components


parallel and perpendicular to the planes, respectively, are u = - ( 0 ~ ) / ( 0 y )
and v=(O~)/(Ox).
Since +(X, T) is the slowly varying amplitude of a
plane wave, eq. (1) is often referred to as an
amplitude equation. For more details the reader is
referred to refs. 3-6.
Being a partial differential equation eq. (1) is
capable of exhibiting complex spatial structure.
The term with the first-order spatial derivative is a
convective term which causes a "mean flow". This
convective term may be unfamiliar since vg = 0 for
many of the systems which can be reduced to eq.
(1). Also, even for systems with vg 0, eq. (1) is
often written in a frame of reference moving at
velocity vg which means the convective term will
not appear. Some fluid systems which have been
reduced to eq. (1) are Rayleigh-Brnard convection (% = 0) [3], Taylor-Couette flow (% -- 0) [4],
plane Poiseuille flow (v g4: 0) [5], and wind-induced water waves (% 4: 0) [6]. Depending on
parameter values and boundary conditions eq. (1)
can model either a "closed-flow" or an "open-flow"
system [7]. Eq. (1) is very easy to solve numerically
compared with the original fluid equations and, as
we shall see, shares many of the features of real
fluid systems. Studying this equation can therefore
provide insights into the workings of real fluid
systems and indicate directions of study for
numerical and experimental studies of turbulent
fluid flow.
The first-two fluid systems mentioned above
(i.e. Rayleigh-Brnard convection and TaylorCouette flow) are examples of closed-flow systems.
In a closed-flow system the flow "closes back on
itself" and no fluid enters or leaves the system
under consideration. For example, in TaylorCouette flow the system consists of the fluid within
the region enclosed by the concentric cylinders
and the end plates; and in Rayleigh-Brnard convection the system consists of the fluid within a
box across which there is a temperature difference.
The fluid constantly recirculates within these regions. Therefore, any small growing perturbation
will be recirculated in the flow and eventually

R.J. Deissler / Convective chaos in an open-flow system

contaminate the entire flow. With vg = 0 eq. (1)


models a closed-flow system (or a portion of an
open-flow system in a moving frame of reference).
Also, with periodic boundary conditions eq. (1)
models a closed-flow system.
The second-two fluid systems mentioned above
(i.e. plane Poiseuille flow and wind-induced water
waves) are examples of open-flow systems. In order
for these to be open-flow systems the boundary
conditions cannot be periodic or else the systems
will be closed flows. Other examples of open-flow
systems are fluid flow over a flat plate, fluid flow
in a pipe, fluid flow in a channel, jets, and smoke
rising from a cigarette. In contrast to a closed-flow
system, an open-flow system is open to mass flux
and fluid enters and leaves the system under consideration. For example, in pipe flow the system
consists of the fluid within the pipe; and in flatplate flow the system consists of the fluid above
the plate. The fluid enters one end and leaves at
the opposite end. A typical characteristic of openflow systems (in contrast to closed flows) is the
spatial development of the flow. For example, in
flat-plate flow there are distinct spatial regions
starting from the leading edge of the plate: a
laminar region, spatially growing waves, nonlinear
breakdown resulting in turbulent spots, and fully
developed turbulence. Also, in contrast to closed
flows, instabilities are typically convective in nature for open flows*. For example, in flat-plate
flow a small localized growing perturbation will be
convected downstream with the flow [28]. With vg
greater than some critical velocity so that the state
~p= 0 is convectively unstable, eq. (1)(with nonperiodic boundary conditions) models an openflow system* *.
Prior to the work described in ref. 8, the
Ginzburg-Landau equation had only been studied
for Vg= 0 [9-13]. Therefore those studies [9-13]
*One exception to this is shear flows where the flow may be
either absolutely unstable or convectively unstable [30].
**The converse, however, is not necessarily true since some
open-flow fluid systems (e.g. shear flows [30]) can have laminar
solutions which are absolutely unstable. Also, all amplitude
equations are not of the form of eq. (1).

235

modeled a closed-flow system (or a portion of an


open-flow system in a moving flame of reference).
However as was shown in ref. 8, the behavior of
eq. (1) [in the stationary (i.e. laboratory) flame of
reference] is very different under conditions when
the system is convectively (i.e. spatially) unstable.
When a system is convectively unstable, a small
perturbation will eventually damp at any given
stationary point but a moving frame of reference
may be found in which the perturbation is growing. In particular, under such conditions, low levels
of external noise can be selectively and spatially
amplified forming spatially growing waves, which
saturate at some spatial point forming a dynamic
structure. Typically there are three distinct spatial
regions: 1) A linear region in which spatially
growing waves are formed; 2) a transition region
in which nonlinear effects come into play (this
region may exhibit intermittent turbulent behavior
in which the external noise plays a crucial role); 3)
a "fully developed turbulent" region in which the
nonlinear dynamics dominates. These types of behavior are typical for experimental open-flow systems.
Some points of ref. 8 were: 1) Under conditions
when the system was convectively unstable, the
external noise (or other perturbation) was essential for the formation of a structure - no noise ~ no
structure. 2) The external microscopic noise played
an important role in the macroscopic dynamics of
the system (e.g. the intermittency) [14]. 3) Since
in the deterministic limit (i.e. no noise) the state of
the system is at rest (i.e. ~ = 0), the chaotic behavior is not associated with a strange attractor. 4)
Since low levels of external noise can play an
important role in the macroscopic dynamics of
systems, it can be crucial to include external noise
in the modeling of some systems.
Although the convectively unstable GinzburgLandau equation is an ideal model for an openflow system in the sense that it results from a
reduction of the fluid equations, the first simple
model for an open-flow system was introduced in
ref. 16. There the author studied a system of
points coupled with logistic maps. Although this

236

R.J. Deissler / Convective chaos in an open-flow system

system does not result from a reduction of the


fluid equations it nonetheless exhibits behavior
characteristic of many open-flow systems (e.g. a
spatial amplification of external noise resulting in
a dynamic structure). Also, the notion of noisesustained structure was introduced in this reference and the study of this system originally lead
the author in a search for a more realistic (but still
simple) model for an open-flow system (i.e. the
G i n z b u r g - L a n d a u equation). Although the majority of the discussion will be on the GinzburgLandau equation since it's behavior corresponds
more closely to real fluid systems, we still include
an appendix on convectively unstable coupled-map
lattices in order to present a few analytic results
that the author derived since ref. 16.
In sections 2 and 3 of this paper we discuss
linear stability and noise-sustained structure. Much
of the content of these two sections may be found
in ref. 8. In sections 4 and 5 the linear and
transition regions are discussed. In particular we
calculate power spectra and correlation functions
and derive analytical expressions for the power
spectra and correlation functions in the linear
region. Also we look in more detail at the intermittency which occurs in the transition region. In
section 6 we discuss the fully developed region
and also discuss and somewhat extend some of the
ideas and results of ref. 15, where a measure of
chaos for the fully developed region was given. In
section 7 we discuss features that the GinzburgLandau system has in common with actual fluid
systems and suggest possible avenues of research
for numerical and experimental open-flow fluid
systems. In appendix A we discuss the discrete
Fourier transform and derive some relationships.
In appendix B we discuss a few generalizations of
eq. (1). In appendix C we present a few analytic
results for convectively unstable coupled-map
lattices.

2. Linear stability
We first study the linear stability of the solution
= 0 of eq. (1). Therefore we consider the equa-

't=0
/~
. ~

t'>0

ABSOLUTELY
UNSTABLE

t=0
~\
t >0

ABSOLUTELY
STABLE

t=0

/A\

CONVECTIVELY
UNSTABLE

Fig. 1. Schematic illustration of the three different types of


behavior for a perturbation given in eqs. (3)-(5). The convectively unstable case results in the spatial amplification of noise.

tion

a=a~a
Ot
vg~x

q-

ba2+

OX 2"

(2)

Let ~ k 0 ( x ) = + ( x , 0 ) be a small initial localized


perturbation about the equilibrium state ~k= 0. As
shown in refs. 8, 17, 18 a perturbation can undergo three basic types of behavior. These three
types of behavior are schematically illustrated in
fig. 1 and defined below. We find that these three
different types of behavior occur for solutions of
eq. (2). In the following definitions the boundaries
are taken to be at x = - o 0 and x = oo. The first
type of behavior is defined by
lim I ( x , t)l ~ oo

(3)

for an arbitrary fixed value of x. Condition (3)


corresponds to the system being absolutely unstable. If this condition is satisfied the perturbation is
growing and spreading such that its edges are
moving in opposite directions. This is the type of
instability with which most of us are familiar. The
second type of behavior is defined by
lim I~(X+vt, t ) [ ~ O

(4)

t~OO

for any v and for an arbitrary fixed value of X.


Condition (4) corresponds to the system being

R.J. Deissler / Convective chaos in an open-flow system

absolutely stable. If this condition is satisfied the


perturbation is damped in any frame of reference.
The third type of behavior is defined by
lim [ ~ p ( x , t ) [ ~ 0

t ---*Or3

and

lim [~(X+vt, t ) l ~ o o

t---~oC

(5)
for some v and for arbitrary fixed values of x and
X, respectively. Condition (5) corresponds to the
system being convectively unstable (i.e. spatially
unstable). If this condition is satisfied the perturbation is damped (as t ~ oo) at any given stationary point, but a moving frame of reference
may be found in which the perturbation is growing. Therefore, even though the perturbation is
growing and spreading, the perturbation is moving
at a sufficiently large velocity such that both edges
of the perturbation are moving in the same direction, thus allowing the system behind the perturbation to return to its undisturbed state. This is
the type of instability in which we are mainly
interested in this paper since it will result, as also
noted by ref. 18, in the amplification of noise. For
the cases considered in this paper the "any v" of
condition (4) and the "some v" of condition (5)
may be replaced by "v = %", where vg is the
group velocity of the perturbation.
Taking the boundaries at x--- - o o and x = oo,
the subsequent evolution of the perturbation for
the linear eq. (2) is given by

__

e at
2(~rbt)l/2

foo
) e-(X-Vt-X')2/(4bt).
_ oo d x ' @ 0 ( x '

(6)
This comes from simply writing ~p as a Fourier
integral and performing the integral over wave
number (see eq. (32) in appendix B). Applying the
conditions (3)-(5) to eq. (6), and noting that it is
easier to take the limit before taking the magnitude, we find that the equilibrium solution ~ - - 0

237

of eq. (2) is absolutely unstable if

v~br
at-

4[b[-----~>0;

(7)

absolutely stable if
ar<0

(8)

and convectively unstable if

v2br
ar

<0

and

a r>0.

(9)

41bl 2

The first part of condition (9) may be written as


]%1 > 21bl(ar/br) 1/2 which simply says that the
magnitude of the group velocity of the perturbation must be greater than the magnitude of the
velocity at which it spreads (i.e. speed of an edge
relative to the co-moving frame). This critical
velocity is the same as that given by the
Dee-Langer marginal-stability condition [11, 19],
which gives the velocity of a pattern front. Note
that, since b r > 0, a r > 0 if condition (7) is satisfied
and ar-vEbr/(41bl2)<O if condition (8) is
satisfied. It may be instructive to note that for an
initial Gaussian perturbation, ~b0(x ) = A e -~x2,
eat

- a ( x - vt)2/(1 + 4abt)

~p(x, t) = A (1 +4abt) 1/2 e


The three types of behavior become particularly
clear in examining this solution.
As noted in ref. 8, another method to determine
whether or not a system (with a given set of
nonperiodic boundary conditions) is convectively
unstable is to first calculate the eigenvalues of the
system with the given set of boundary conditions,
and to then calculate the eigenvalues of the system
with periodic boundary conditions imposed instead. If Re[?~g] < 0, where ~,g is the eigenvalue
with the largest real part for the given set of
boundary conditions, and Re[Xp] > 0 where ?% is
the eigenvalue with the largest real part for the

238

R.J. Deissler / Convective chaos in an open-flow system

system with periodic boundary conditions imposed instead, then the system will be convectively
unstable. This follows from the fact that a spatially growing perturbation which would have
otherwise traveled out through a boundary of a
convectively unstable system, will be fed back
through the other boundary if the boundary conditions are instead periodic. Note that Re[Xg] > 0
implies an absolute instability and that Re [X p] < 0
implies an absolute stability. It is assumed here
that the dimensions of the system are large enough
such that a perturbation can grow significantly
before leaving the boundaries of the system.

3. Noise-sustained structure

As previously noted, eq. (1) with vg = 0 has been


numerically studied by a number of researchers. If
a r > 0 this system is absolutely unstable. If the
equilibrium solution + = 0 is given a small (microscopic) local perturbation for a r > 0, the perturbation will grow with time eventually reaching
macroscopic proportion. If c r > 0 the amplitude
will saturate and thus the perturbation will grow
to a finite size producing a structure, which will
most likely be changing with time (i.e. dynamic).
Periodic, quasi-periodic, and chaotic structures
have been observed. The main point here is that a
single perturbation is sufficient to produce a structure for all time.
In contrast, if vg is nonzero and sufficiently
large, the perturbation and resultant structure will
move spatially such that the structure will eventually leave the boundaries of the system. Thus the
system will return to the equilibrium state. A
single perturbation will therefore produce only a
temporary structure. However if the system is continuously perturbed by microscopic fluctuations
the system will be unable to return to the equilibrium state and a new state will be established
which is sustained by the presence of the fluctuations. We refer to such a state as a noise-sustained
state and the corresponding structure as a noisesustained structure. We assume that the spatial

growth factor of the fluctuations and the length of


the system are large enough such that the fluctuations will reach macroscopic proportion and produce a structure before they leave the boundaries
of the system. From the previous discussion on
linear stability it is clear that a necessary condition for noise-sustained structure is that the system is convectively unstable. For example, if vg is
sufficiently large and small fluctuations are introduced into the left boundary, the fluctuations will
grow spatially until nonlinear effects enter which
will cause the fluctuations to saturate (assuming
c r > 0), forming a structure.
We now show some numerical results. Secondorder R u n g e - K u t t a is used in the time differencing and fourth-order differencing is used in the
space differencing [20], except at the grid points
adjacent to the boundaries where second-order
differencing is used. The distance between spatial
grid points is Ax = 0.3, and the time step is At =
0.01. The boundary conditions are }(0, t) = 0 and
~b"(L, t ) = 0 (to approximate an open boundary
[45]), where a prime denotes a spatial derivative*.
External noise is introduced into the left boundary
by letting q~r(0, t) and qJi(0, t) equal (at each time
step) random numbers uniformly distributed between - r and r. Introducing the noise in this
fashion allows for some analytical results and does
not change the qualitative behavior of the system
from that of ref. 8 (where the noise was added to
all grid points except the left boundary).** Cray
single precision (14 digit accuracy) is used in the
calculations. We start with the initial equilibrium
state q~ = 0 and allow the system to evolve in the
presence of this small amount of external noise to
a state for which transients have settled down (i.e.
to a statistically steady state).
Fig. 2 shows plots of the real and imaginary
parts of ~ as a function of x for a given value of
*This boundary condition was chosen mainly for aesthetic
reasons. Even if the right boundary is fixed, the behavior of the
system changes only near that boundary.
**If other types of noise (e.g. Gaussian white noise) are
used, the qualitative behavior of the system remains unchanged.

239

R.J, Deissler / Convective chaos in an open-flow system

50

100

150

200

2..50

'J

,.500

,?

'
300

i
320

'

I
540

'

[
560

'

I
380

'
400

~o

k
IL/

50

100

150

200

250

300

Fig. 2. Plots of tpr a n ~i as a function of x for a given t


( t = 200) after the system has reached a statistically steady
state, a = 2, vg = 5.2, br = 1.8, b i = - 1 , c r = 0 . 5 , c i = 1. Noise
level = r = 10-7. The microscopic noise at the left boundary
grows spatially to macroscopic proportion resulting in the
observed structure. The spatial point at which the structure
becomes irregular changes with time.

300

320

340

360

380

400

t. W e see t h a t the f l u c t u a t i o n s at the left b o u n d a r y


g r o w s p a t i a l l y to m a c r o s c o p i c p r o p o r t i o n r e s u l t i n g
i n t h e o b s e r v e d structure. T h e s t r u c t u r e i n fig. 2 is
a n o i s e - s u s t a i n e d structure. If the e x t e r n a l n o i s e is

.I

r e m o v e d , t h e s t r u c t u r e m o v e s o u t t h r o u g h the
fight b o u n d a r y a n d the s y s t e m r e t u r n s to the state

v,
300

320

340

360

380

400

~k = 0 e v e r y w h e r e , except for s o m e slight ( <


10 - 1 ) f l u c t u a t i o n s d u e to c o m p u t e r r o u n d o f f .
C o n d i t i o n (9) is satisfied since vg = 5.2 is greater
t h a n the critical velocity 2 [ b l ( a r / b r ) a/2 w h i c h
e q u a l s 4.341 for the p a r a m e t e r v a l u e s of fig. 2. W e
see t h a t t h e r e are d i s t i n c t spatial r e g i o n s as m e n t i o n e d i n t h e i n t r o d u c t i o n . W e n o w s t u d y each
region separately.

m
o

lv\i!
300 d

320

v
340

vllvl
360

380

400

4. The linear region


Fig. 3. Plots of ~bf as a function of t for different values of x
T h e l i n e a r r e g i o n is t h a t r e g i o n w h e r e the
f l u c t u a t i o n s are small e n o u g h to b e c o n s i d e r e d
l i n e a r . F r o m fig. 2 we see that this r e g i o n e x t e n d s
f r o m x - 0 to a b o u t x = 35. Fig. 3 shows plots of

in

the

linear

region,

a = 2, vg = 5.2, b r = 1.8, b i = - 1, c r =

0.5, ci = l . a) x = 0 ; b) x = 3 ; c) x = 6 ; d) x=30. Thesignal


becomes more regular for larger values of x as a result of the
selective amplification of the noise introduced at x = 0. Note
the change in vertical scale.

240

R.J. Deissler / Convective chaos in an open-flow system

r as a function of t for various values of x in the


linear region. We see that the noise at the left
boundary (fig. 3a) is selectively amplified thus
causing the time series to be more regular for
larger values of x *
This selective amplification can be more clearly
seen in fig. 4 (vertical lines) which shows the
power spectra at the same values of x as those of
fig. 3. Writing

~(x, t) ----- ~

Bk(X)e -i''kt,

(10)

the power spectrum is defined by S(ok)= B~B k.


Here ~0k = 2~rk/T, where T is the length of the
time series taken and the * denotes the complex
conjugate. Fast Fourier transforms were used to
calculate the spectra. The sampling rate was A t =
0.01 (equal to the time step in the numerical
integration), and 61 averages were done (with 75%
overlap). The number of points in each of the
series that were averaged was N = 4096. The
frequency resolution is therefore A~o = 2~r/(NAt)
= 0.153 (equal to the separation between the vertical lines). The height of the vertical line gives the
amount of power in that particular mode (at
frequency 0k). With more averages the spectra
would become smoother. As can be seen in fig. 4a
the noise is a good approximation to white noise.
For larger values of x the frequency band becomes more narrow which agrees with the behavior seen in fig. 3.
We can get an analytic expression for the power
spectrum in the linear region in the following
fashion. A solution of eq. (2) is

~(x,t)=

~
k=

Ake#~e i,~,t.

(11)

ao

Putting this solution into eq. (2) we find that

*The amplitude of the signal in fig. 3b is less than that in fig.


3a as a result of the damping of the high frequencies over a
small spatial region.

-- iw k = a

- flkUg ..~ flk2b.

Solving for

flk gives

Bk= --~[Vg-- ~Vg--4b(a+ i~Ok)],

(12)

where the principal value of the square root is


taken (i.e. Re ( > 0) and it is assumed that vg is
positive and that condition (9) is satisfied. Comparing eq. (11) with eq. (10) we seen that the
power spectrum is S k - ~ * ~ ,,2arkx
T o determine AkA ~ we have q,(0, t ) =
ors
--i~kt
~-~k=-~Ake
which we approximate as qJjl~=0
S~N/2 1 A ~ iwk A t j
,.,k=_U/2,~k~
where t=jAt and Wk=
2~rk/(Nat). We also have that the discrete autocorrelation function (see eqs. (29) and (30) in
appendix A) is
I N 1
N/2-1
CI= N E ~?~j+l =
E
d*d
j =0
k = - N/2

o-2rikl/N

(13)
At x = O, lpr and i are random numbers. Therefore, assuming that the random numbers are uncorrelated and that N is sufficiently large so that
the only significant contribution to C t occurs at
l = 0 we have
1 N-1

c,=

E +N0+
j=O

1 N--1
= N

[~rj--i~ij][~r(j+l)-k-i~i(j+l)]

j=0
1

N 1
j=O

Since the random numbers are uniformly distributed between - r and r the last expression can be
evaluated in the limit as N ~ ~ as follows:
1

N-1
1 N-1
r2 N~I ( j ) 2
2
2
Z ~ r y = N " Z LPij= Nj=0
j=0
j~0

r 2 N ( N - 1 ) ( 2 N - 1)
6N(N - 1) 2

r2

=~-.

R.J. Deissler / Convective chaos in an open-flow system

241

' 0 ~.
v--

O3

O3

cq-

c5
-15

-10

-5

10

15

-15

-10

-5

10

15

b2

~O to
,--r<
.It-

,0o
U3

(/3

o.

-15

-10

-5

10

15

. . . .

-15

. . . .

-10

. . . .

-5

'

'

. . . .

10

. . . .

15

Fig. 4. Plots of the power, S(oJ), for different values of x in the linear region. The vertical lines correspond to the numerical
calculation (see discussion following eq. (10) in text) and the solid line corresponds to the analytic calculation (given by eq. (14) in
text), a = 2, vg = 5.2, br = 1.8, b i = - 1 , c r = 0.5, c i = 1. a) x = 0; b) x = 3; c) x = 6; d) x = 30. F o r the numerical power spectra, the
height of the vertical line gives the power in that particular mode. The b r o a d - b a n d noise at x = 0 is seen to be selectively amplified as
x is increased. The analytic power spectra agree well with the numerical power spectra.

We thus find C, = ~r28ol. Putting this value for C l


into eq. (13) we find that AkAk= 2rE/3N and
finally
s(to

) =

3N ~

will be damped and those frequencies for which


fir > 0 will be amplified. The frequency that is
amplified the most occurs at the maximum of fir
which (from ref. 8) is

(14)

to = _ ai +/~iOg _ ( f12 _
where fl(tok) is given by eq. (12), r is the noise
level, and N is the number of points in the time
series. This equation gives the power at frequency
Oak.

Fig. 5 shows a plot of fir and fli as a function of


to [eq. (12)]. Those frequencies for which fir < 0

fl2)b i _ 2flrflibr,

(15)

where

br [

fir = 2lb[ 2 % -

( 2-4a Iblz]l/2]
vg

r br ]

(16)

242

R.J. Deissler / Convective chaos in an open-flow system


tq.

10 ~-

~_?

t'-.

\
.

. . . .

-15

. . . .

-10

. . . .

-5

. . . .

. . . .

. . . .

10

15
.

-10

'

'

-5

'

'

'

'

~LJ

'

'

10

(%

(.9

cJ
-10

-20
' ' ' 1

-15

. . . .

-10

I ' ' ' ' 1

-5

. . . .

. . . .

10

. . . .

15

10

20

50

40

20

30

40

O
*

Fig. 5. Plots of flr(~0) and ill(tO) as given by eq. (12). fir is the
spatial growth factor and fli is the wavenumber. Only those
frequencies such that fir > 0 will be amplified. The frequency
that is most amplified corresponds to the m a x i m u m of firC9

o~

and

fli =

_[

b,

21bl 20g

t 4aXj21
r

b, ]

J"

(17)

-2 0

-10
C

Eqs. (16) and (17) give the spatial growth factor


and the wavenumber corresponding to the
frequency that is most amplified Inserting the
parameter values from the figures we find ~0 =
1.111 which agrees well with the frequencies seen
in figs. 3d and 4d.
Fig. 4 (solid curve) shows plots of the power
spectra from eq. (14). We see that the analytical

10
"7-

Fig. 6. Plots of the magnitude of the correlation function


( G ( r ) = I C ( r ) l ) between two different spatial points x 1 and
x 2 in the linear region as a function of the lag time (see eq.
(13) in text). The solid curve corresponds to the numerical
calculation and the dashed curve corresponds to the analytic
calculation (given by eq. (18) in text), a = 2, vg = 5.2, br =
1.8, bi = - 1 , Cr = 0 . 5 , c i = 1. a) X l = 0 , x 2 = 3; b) xl = 0 , x2 =
30; c) x 1 = 3, x 2 = 30. The time series at some spatial point is
seen to be correlated with the noise The analytic expression
agrees well with the numerical calculation.

R.J. Deissler / Convective chaos in an open-flow system

power spectra agree well with the numerical power


spectra.
Fig. 6 (solid curve) shows plots of the magnitude of the correlation function between two different spatial points (see appendix A). These were
calculated by using fast Fourier transforms to first
calculate the Fourier transforms at two different
spatial points x 1 and x 2 [i.e. Bk(Xl) and Bk(x2)
in eq. (10)] and then calculating the inverse Fourier transform of B~(xl)B~(x2) giving the correlation function. The number of points used in the
transforms was 65536 and the sampling rate was
again At = 0.01. As expected, we see that the time
series at some point x is correlated with the noise
at x = 0 with the maximum occurring at some
delay ~-. This means that the irregularities (i.e.
variations of amplitude, frequency, a n d / o r phase)
in the time series at the point x is the direct result
of the external noise.
We now get an analytical expression for
the correlation function between two different
spatial points in the linear region. First we find
B~(xa)Bk(x2) = (2r2/(3N))e ~xl+~x2 in a fashion similar to and with the same assumptions as
the derivation leading to eq. (14). Therefore the
correlation function between the points x I and x 2
is
2r 2 N/2-1

C12( )=3N

e xl+ X2e-i ",

(181

k = - N/2

where flk is given by eq. (12), r is the noise level,


and N is the number of points in the time series.
The sum (or an integral approximation to it) cannot be done in closed form but can be calculated
using fast Fourier transforms. Fig. 6 (dashed curve)
shows plots of the correlation function from eq.
(18). We see that the agreement for the maximum
peaks is good.
To summarize, we find that the linear region is
characterized by a selective and spatial amplification of the external noise resulting in the formation of spatially growing waves.

243

5. The transition region


The transition region is the region between the
spatial point where the nonlinearities first become
important and the spatial point where the flow
becomes fully developed. In other words it is the
spatial region where the flow makes a transition
from spatially growing waves to a "fully developed turbulence". For the flow of fig. 2 this region
is between x = 35 and x = 270.
Fig. 7 shows plots of q'r as a function of t for
various values of x. We see that low-frequency
and high-frequency signals are interspersed, the
high frequencies being generated by the nonlinear
dynamics. For larger values of x the fraction of
time that the signal is high frequency increases
until it is high frequency at all times (i.e. fully
developed). As x is increased, the frequencies in
the time series therefore make a transition from
the spatially growing wave frequencies to the "fully
developed turbulent" frequencies.
This transition from spatially growing wave frequencies to turbulent frequencies can be seen in
fig. 8 which shows the power spectra at the same
values of x as those in fig. 7. The spectra were
calculated in the same way as those in the linear
region. At x = 60 the signal is still dominated by
the spatially growing wave frequencies, as can be
seen by comparing fig. 8a with fig. 4d. As x is
increased the spectra gradually shift to the
turbulent frequencies until at x = 270 the peak
corresponding to the spatially growing wave frequencie s can no longer be seen and the signal is
dominated by the nonlinear dynamics, corresponding to a "fully developed turbulence".
As the system evolves, the extent of the coherent structure (i.e. sinusoidal structure) seen in fig.
2 changes with time, at times there being only a
few regular waves and at other times there being
many. Whenever the structure is coherent at a
given spatial point, the time series at that point
will be at the spatially growing wave frequencies
since these are the frequencies at which the structure is driven. When the structure is irregular at a

244

R.J. Deissler /Convective chaos in an open-flow system


I,Q

300

320

340

360

380

400

300

eO

340

360

380

400

560

380

400

360

380

400

~'3

-2o

_~o
300

320

340

360

380

400

300

320

340

--2o
~)

320

`2o
T

'

300

'

320

'

340

360

'

380

'

400

300

320

340

Fig. 7. Plots of ~r as a function of t for different values of x in the transition region and the fully developed region.
a = 2 , vg=5.2, br = l . 8 , b i = - l , c r=0.5,c i = l . a ) x = 6 0 ; b ) x=120;c) x = 1 8 0 ; d ) x = 2 1 0 ; e ) x = 2 4 0 ; f ) x=270. Highandlow
frequencies are seen to be interspersed. The fraction of the time that the signal is high frequency increases for larger values of x. The
high frequency signals beginning at about t = 325, t = 350, and t = 385 (as seen in fig. 7b) are initiated by the more serious
irregularities in the spatially growing waves (as seen in fig. 3d) beginning at about t = 310, t = 335, and t = 370.

g i v e n s p a t i a l p o i n t , the t i m e series at t h a t p o i n t
will c o n s i s t o f the high f r e q u e n c i e s g e n e r a t e d b y
the n o n l i n e a r d y n a m i c s . T h u s the net effect will b e
the i n t e r s p e r s i o n of high a n d low frequencies
in the t i m e series as seen in fig. 7.
If we a s s u m e a p l a n e - w a v e s o l u t i o n

i c l A [ 2. S o l v i n g for k a n d [A I gives ( f r o m ref. 8)


og

[ ,lrc', )(
o~

-- b i

ai

t1

k =

2( brc---~i-Crb i )
(20)
and

~/( x , t ) = A e (ikx-i~t)

(19)

IAI= + (
to eq. (1) w h e r e k a n d ~o are real, we find t h a t ~0,
k, a n d IA I are r e l a t e d b y ~ o = i a + k v - i k 2 b -

a~-K

.2-,1/2
br)
.

(21)

P u t t i n g the p a r a m e t e r values f r o m the figures i n t o

R.J. Deissler / Convective chaos in an open-flow system

245

0o

o
o
d

....
-15

i , , , , I ....
-10
-5

_.~1
,
0

, , , ~ ....
5

i ....
10

o
q
o
15

-15

--10

-5

co

0
GJ

10

15

~t
d

X
d

(/)o

CO

q
o

q
o
--15

-10

-5

10

-15

15

-10

-5

10

15

o
d

o
d-15

-10

-5

10

15

-15

-10

-5

10

15

Fig. 8. P l o t s o f the p o w e r , S(t0), f o r different values o f x in the l i n e a r region, a = 2, vg = 5.2, b = 1.8, b i = - 1, c~ = 0.5, c i = 1. a)
x = 60; b) x = 120; c) x = 180; d) x = 210; e) x = 240; f) x = 270. A s x is i n c r e a s e d , there is a t r a n s i t i o n f r o m the s p a t i a l l y g r o w i n g
w a v e f r e q u e n c i e s o f the l i n e a r region to the t u r b u l e n t f r e q u e n c i e s o f the fully d e v e l o p e d region.

246

R.J. Deissler / Convective chaos in an open-flow system

these equations, where the negative sign in eq. (20)


is used and where ~0 is given by eq. (15), gives
k = -0.408 and I A I = 1.844. These values agree
well with the wavenumber and amplitude of the
coherent portion of the structure seen in fig. 2. An
important point here is that the wavenumber and
amplitude of the coherent pattern formed depend
on the frequency of the spatially growing waves,
since this is the frequency at which the pattern is
driven.
We can inquire into the stability of the coherent
portion of the structure seen in fig. 2 just as we
inquired into the stability of the equilibrium state
q~= 0. The coherent portion of the structure is
clearly not absolutely unstable since, if it were, the
irregular portion of the structure would work its
way back until the whole structure were irregular.
Also it dearly isn't absolutely stable since, if it
were, the entire structure would be coherent.
Therefore we conclude that the coherent portion
of the structure is convectively unstable (i.e. a
secondary convective instability).
Ref. 21 gives conditions to determine whether
or not eq. (19) with periodic boundary conditions
is a stable solution of eq. (1) (actually they treat
the case of Vg= 0 but since the boundary conditions are periodic the stability criteria will be
independent of %). As noted previously, the
coherent portion of the structure in fig. 2 is convectively unstable. If periodic boundary conditions were instead imposed the structures would
be absolutely unstable. Therefore if the stability
conditions in ref. 21 were applied we would expect
that they would give the result that the structures
are unstable. For the parameter values of this
paper we have 1 + bici/brc r < 0 (see eqs. (5.2) and
(5.7) of ref. 21) which means that a sinusoidal
structure of any wavenumber is unstable. This
agrees with the previous observation that the
coherent portion of the structure of fig. 2 is convectively unstable.
If the structure were driven by a single frequency
corresponding to the pure spatially growing wave

~b(x, t) = Ce(# ~-i''),

(22)

where ~ is real and fir > 0, the entire structure


would be coherent [satisfying eq. (19)] with a
wavenumber and amplitude given by eqs. (20)
and (21)[8]. However, since the coherent portion
of the structure is convectively unstable, any deviation in the driving frequency from that of a pure
spatially growing wave will cause the structure
to break up at some spatial point. Referring to
figs. 3d and 4d, we see that the structure of fig. 2 is
not driven by a single frequency but is driven by
a band of frequencies, the band being narrow
enough to allow for the coherent portion of the
structure seen in fig. 2. This band of frequencies
corresponds to irregularities in the spatially
growing waves (i.e. deviations from a pure spatially
growing wave), which in turn correspond to
variations in the amplitude, frequency, a n d / o r
phase in the time series at a given spatial
point (as can be seen in fig. 3d). These irregularities will travel down the structure (after being
somewhat modified by the nonlinearity) and be
spatially amplified (since the structure is convectively unstable) causing the structure to break up
at some spatial point as seen in fig. 2. Now the
point at which the structure breaks up will depend
on the degree to which the spatially growing waves
deviate from a pure spatially growing wave. As
seen in fig. 3d, the degree of deviation from a pure
spatially growing wave changes with time, causing the spatial point at which the structure
breaks up to change with time. The result is intermittency.
For example, stretches of fairly constant
frequency and amplitude can be seen in fig. 3d
[which result in the formation of a fairly long
coherent portion of the structure] interrupted by
more serious changes in the frequency and amplitude [which will break up the coherent structure
(at some spatial point) which was previously
formed by the fairly regular stretch]. Comparing
fig. 7b with fig. 3d, the more serious irregularities
beginning at about t = 310, t = 335, and t = 370
in fig. 3d, for example, initiate the high-frequency
signals beginning at about t = 325, t = 350, and
t = 385, respectively, in fig. 7b.

R.J. Deissler / Convective chaos in an open-flow system

(.9

-20

20

40

60

(_9

~5
-2(

20

40

60

80

40

60

80

"r

o
IC) o

,--06

(..9

-20

20
"T

Fig. 9. Plots of the magnitude of the correlation function


between the noise at x] = 0 and a point x 2 in the transition
region as a function of the lag time. a = 2, vg = 5.2, br = 1.8, b i
= - l , c r = 0 . 5 , c i = l . a) x 2 = 6 0 ; b) x 2 = 1 2 0 ; c) x 2 = 1 8 0 .
The time series at a point in the transition region is seen to be
correlated with the noise. This occurs since the noise initiates
the transition to turbulence. For much larger values of x the
nonlinear dynamics dominates and no correlation can be seen.

247

Since the transition to turbulence is initiated by


the external noise we would expect that the time
series at a point in the structure would be correlated with the external noise at the left boundary.
Fig. 9 shows plots of the magnitude of the correlation function between various points in the structure and the point at the left boundary. The
correlation functions were calculated in the same
way as those in the linear region. We indeed see
that the time series in the structure are correlated
with the noise at the left boundary with a maximum in the correlation function at some lag time
~-. Thus the intermittency is the result of the
external noise since it is the irregularities in the
structure (at a spatial point previous to the breakup) which causes the breakup, and the irregularities are a result of the external noise as demonstrated by the correlation function. For large values of x the time series in the structure are
uncorrelated with the external noise since the nonlinear dynamics dominates.
To get a better feel for this intermittency mechanism, we now drive the structure with a spatially
growing wave which is pure except for an irregularity that occurs at regular intervals. We would
then expect that intermittency would occur at
regular intervals. This is done by perturbing the
left boundary in the following fashion: ~br(0, t) =
Asin(c0t) and ~i(O,t)=Acos(~ot); and; in addition, introducing an irregularity by increasing
the amplitude of ~r(0, t) for one cycle every five
cycles. We use A = 0.02 and ~0 = 1.111 as given by
eq. (15).
Fig. 10a shows a plot of ~br(0, t)(i.e, the driving
signal) as a function of t. Fig. 10b shows a plot of
~Pr(X, t) as a function of t for x = 150. As expected, the intermittency is seen to occur at regular intervals. Note that there is a time delay
between the time when an irregularity occurs in
fig. 10a and the time when the high-frequency
signal associated with this irregularity begins to
occur. Also, since no noise is introduced here, the
above supports the fact that the primary role of
the noise in the generation of the high frequency
signals seen in figs. 7 and 8 is in the initiation of

R.J. Deissler /Convective chaos in an open-flow system

248

5'

20

40

~-I

'
0

60

80

100

i
20

'

i
40

'

i
60

'

i
80

'

/
100

Fig. 10. P l o t s o f ~ r as a f u n c t i o n o f t a f t e r a s t a t i s t i c a l l y
s t e a d y s t a t e h a s b e e n r e a c h e d . T h e d r i v i n g is s i n u s o i d a l e x c e p t
f o r a n i r r e g u l a r i t y a t p e r i o d i c i n t e r v a l s , a = 2, vg = 5.2, bf =
1.8, b i = - 1, c r = 0.5, c i = 1. a) x = 0; b ) x = 150. T h e i n t e r m i t t e n c y o c c u r s a t r e g u l a r i n t e r v a l s (as s e e n in b) s i n c e t h e
i r r e g u l a r i t y i n t h e d r i v i n g f r e q u e n c y ( s e e n in a) o c c u r s at
regular intervals.

the high frequencies via the irregularities in the


spatially growing waves and via the secondary
instability. The high-frequency signals themselves
are generated mainly by the nonlinear dynamics
and not by amplification of high-frequency components of the noise. In fact, as seen in fig. 4d, the
only significant frequencies present at a spatial
point previous to the nonlinear region are in a
narrow low-frequency band.
If other types of noise (such as Gaussian white
noise or colored noise) are used the overall qualitative behavior of the system will remain unchanged. This is clear since any type of noise
(assuming it contains some band of frequencies
that will be amplified) will result in spatially growing waves with irregularities that change randomly
with time. The only significant changes in the
behavior of the system will occur in the linear and
transition regions. For example, the power spectra
in the linear region may be altered and the length
of the transition region may be altered.

The intermittency mechanism can be summarized as follows [8]: Under conditions when the
equilibrium state q~= 0 (i.e. the laminar state) is
convectively unstable, external noise will be selectively and spatially amplified resulting in the formation of spatially growing waves. At a position
sufficiently far into the flow (where the waves are
sufficiently large), nonlinear effects will come into
play and the waves will saturate forming a dynamic structure. If the spatially growing waves (at
a position where the nonlinear effects just become
significant) are sufficiently regular, at least a portion of the structure will be coherent (i.e. regular).
If this portion of the coherent structure is convectively unstable (i.e. a secondary convective instability), the coherent portion will break up at some
spatial point as a result of irregularities (i.e. variations of amplitude, frequency, and/or phase) in
the spatially growing waves. Since the source of
the spatially growing waves is random noise, the
irregularities in the spatially growing waves will
change with time causing the point at which the
structure breaks up to change with time. The
result will be intermittency.
To summarize, we find that the transition region
is characterized by a transition from the spatially
growing wave frequencies of the linear region to
the turbulent frequencies of the "fully developed
turbulent" region. Although the turbulent frequencies are generated by the nonlinear dynamics,
the transition to turbulence is initiated by the
irregularities in the spatially growing waves and
therefore ultimately initiated by the external noise.

6. The fully developed region


The fully developed region corresponds to that
region where the nonlinear dynamics dominates
and the influence of the external noise is no longer
important. For the parameter values of this paper
this region corresponds to about x > 270, judging
from the power spectra (fig. 8f) at this x value. If
we extend the system to much larger values of x

249

R.J. Deissler / Convective chaos in an open-flow system

we would expect little change in the behavior of


the time series as x is increased.
The time series in fig. 7f indicates the existence
of chaotic behavior in the fully developed region.
Considering that in the deterministic limit (i.e. no
external noise) the system is at rest (i.e. , = 0),
does the notion of deterministic chaos even apply
to such a system? As long as we restrict ourselves
to the fully developed region, the answer to this
question appears to be yes. For even though the
structure is sustained by the presence of external
noise, once this noise-sustained state is established
we can restrict ourselves to the fully developed
region where the overall macroscopic behavior is
determined by the nonlinear dynamics.
Since perturbations can grow or decay depending on the frame of reference, one may expect
problems in applying the usual measure of
c h a o s - Liapunov exponents. In fact, as was demonstrated in ref. 15, if we were to naively apply
the usual definition of Liapunov exponents to the
system of fig. 2 we would find negative values for
all the exponents even though a portion of the
flow appears to be chaotic*. This occurs for the
following reason: Even though two nearby trajectories may exponentially converge on the average
in the stationary (i.e. laboratory) frame of reference, a moving frame of reference may exist in
which nearby trajectories exponentially diverge on
the average.
To make these ideas more concrete, we reiterate
the definition of chaos for an open-flow system
given in ref. 15. Let 8~k(x, t) be an infinitesimal
perturbation about the state ~k(x, t). This perturbation satisfies the following equation:
38~ = aS~ - v o~ff + b ~2~ - 2cl~lz/t~
Ot
g-b-T
Ox2
_

(23)

*The reason that the exponents are negative is not due to a


portion of the structure being regular, since if nearby trajectories are separating in any portion of a flow (in the stationary
frame), the largest exponent for the whole system will be
positive.

Consider an initial perturbation 8~k(x,0) localized


in the region {x 1, x2}. We may define a velocitydependent Liapunov exponent (the largest one) as
follows:

t-.~

f ( v , x 1,x 2,0)

'

(24)

where
~'(v, xl, x 2 , t ) =

x2+vt

12dx

Here v refers to the velocity of the frame of


reference from which the system is observed. For
v > 0 the definition assumes that the system is
unbounded in the + x direction. For v = 0 and for
x 1 and x 2 corresponding to the boundaries of the
system this definition reduces to the usual definition for the largest Liapunov exponent. Let vm be
that v which gives the maximum value of
~ ( V ; X1, X2). If ~(Vm; X1, X2) > 0, we say that the
system is chaotic in the region { x 1 + vmt, x 2 + vmt }
and that k(Vn~; x 1, x2) is a measure of that chaos.
The term chaos is appropriate in this definition
since the separation of trajectories - in some frame
of r e f e r e n c e - i s generated by the deterministic
dynamics. Also, this definition should only be
applied to the fully developed region of a flow.
Finally, Ix2 - Xl[ is usually taken sufficiently large
so that k is independent of x 2 and x r
As previously noted the usual definition of the
Liapunov exponent gives a negative value. For the
parameter values here we get k(0; 0, 300) = - 0.89
_+ 0.01 for the usual Liapunov exponent. This
value was calculated by solving eq. (23) along with
eq. (1). The noise is only added to eq. (1) and not
to eq. (23) since the noise added to eq. (1) is
independent of ~k and therefore does not contribute a term to eq. (23) when ~b is varied. The reason
that this value is negative is that, even though the
perturbation 8~k may be initially growing, the
perturbation is moving at a sufficiently large velocity so that both edges of the perturbation are
moving in the same direction, allowing 8~k

250

R.J. Deissler / Convective chaos in an open-flow system

behind the perturbation to approach zero (i.e.


l i m t _ ~ 8 ~ ( x , t ) ~ 0 for an arbitrary fixed value
of x in the interval (Xl, x2}). Thus the bulk of the
perturbation eventually moves out through the
right boundary leaving only its trailing edge which
decreases with time.
Now allow the system of fig. 2 to extend to
infinity in the + x direction. We can then let the
region {x 1 + vt, x 2 + vt} move at different velocities v > 0. Remember that the perturbation 6qJ is
initially localized within this region. If o is too
small, the perturbation will "outrun" the region
and X will be negative. If v is too large, the region
will " o u t r u n " the perturbation and ?~will again be
negative. Therefore, ~ will have a maximum for
some intermediate value of v. If this maximum
value is positive, the fully developed region is
defined as being chaotic with ~ as a measure of
this chaos. Here we'll refer to this type of chaos
(which is associated with perturbations growing
only in a moving frame of reference) as convective
chaos to distinguish it from the usual type of
chaos.
As pointed out in ref. 15, it is impractical to
directly apply this definition to eq. (1) since the
system would have to extend very far in the + x
direction in order to get an accurate value for
)~(v). In that reference, this problem was circumvented by transforming the equation of motion [i.e. eq. (1)] into a frame of reference moving
at velocity % and approximating open boundary
conditions at both ends in order to simulate
" m o v i n g with the fluid". This then gave a positive
value of k. More generally, however, there may
not be an obvious frame of reference in which to
transform. We may generalize the idea of imposing periodic boundary conditions on a system in
order to determine whether the system is convectively unstable (see last paragraph in section 2) as
follows: If the largest Liapunov exponent ()~g) is
negative for a given set of boundary conditions
and the largest Liapunov exponent (hp) is positive
for periodic boundary conditions imposed instead,
then the fully developed portion of the flow is
convectively chaotic and )~p is a measure of that

'

50

100

150

'

200

'

250

'

300

X
Fig. 11. P l o t o f ~/r as a f u n c t i o n o f x f o r p e r i o d i c b o u n d a r y
conditions after a statistically steady state has been reached.
a = 2, vg = 5.2, b r = 1.8, b i ~ - 1, c r = 0.5, c i = 1. T h i s s i m u l a t e s
a region far downstream.

chaos*. We assume that the dimensions of the


system are sufficiently large so that part of the
flow is fully developed.
As noted previously, for the parameter values of
this paper h g = - 0 . 8 9 + 0.01. Putting periodic
boundary conditions on the system, we find k p =
0.38 + 0.01. Since )~g < 0 and hp > 0, we conclude
that the fully developed portion of the flow is
convectively chaotic and that hp = 0.38 + 0.01 is a
measure of that chaos.
In putting periodic boundary conditions on the
system, we are simulating a region in the fully
developed portion of the flow. Calculating the
power spectra with periodic boundary conditions
will then indicate the power spectra for the open
flow at a point far down stream. Fig. 11 shows a
plot of ~b as a function of x at a particular time t.
Figs. 12 and 13 show plots of the time series and
the power spectrum, respectively, at a point in the
flow with periodic boundary conditions. Comparing fig. 13 with fig. 8f we see that there is some
difference in the spectra indicating that the power
spectra may change somewhat if we extend the
system of fig. 2 to larger x values and examine a
point further downstream. Nevertheless we will
still characterize the flow at x = 270 as being fully
developed since the bulk of the frequencies in figs.
8f and 13 lie in the same region and the peak

*If there is more than one basin of attraction, care must be


taken to ensure that the flow with periodic boundary conditions is in the basin that correctlydescribes the fullydeveloped
portion of the flow with the given set of boundary conditions.

R.J. Deissler / Convectioe chaos in an open-flow system

251

r~

20

40

60

80

100

~1 1
0

'

i
20

'

1
40

F i g . 12. P l o t o f ~k~ a s a f u n c t i o n o f t a t x = 150 f o r p e r i o d i c


conditions,

[
60

'

i
80

'

]
100

boundary

a = 2, vg = 5.2, b r = 1.8, b i ~ - 1, c r =

0.5, c i = 1. T h i s s i m u l a t e s a t i m e s e r i e s f a r d o w n s t r e a m .

Fig. 14. Plot of ~kr as a function of t at x = 150 for periodic


boundary conditions (with v = 0). a = 2, vg = 0, br = 1.8, b i
- 1 , c~ =0.5, ci = 1. This simulates a time series far downstream in a co-moving frame of reference.

o.
o

-15

-10

-5

10

15

CA

Fig. 13. Plot of the power as a function of frequency corresponding to the time series seen in fig. 12. a = 2, vg = 5.2, br
1.8, b~ = - 1, c~ = 0.5, ci = 1.

c o r r e s p o n d i n g to the spatially growing wave freq u e n c i e s is n o t seen in fig. 8f. Since no external
noise was a d d e d in the run with p e r i o d i c b o u n d a r y
c o n d i t i o n s , the a b o v e s u p p o r t s the fact that the
high frequencies seen in figs. 7 a n d 8 are generated
m a i n l y b y the n o n l i n e a r d y n a m i c s a n d n o t b y
a m p l i f i c a t i o n o f high-frequency c o m p o n e n t s of the
noise.
It m a y also b e of interest to calculate the spect r a for the flow in a moving f r a m e of reference.
This is d o n e b y t r a n s f o r m i n g eq. (1) to a frame of
r e f e r e n c e m o v i n g at velocity vg, which is equivalent
to solving eq. (1) without the convective term. W e
a g a i n i m p o s e p e r i o d i c b o u n d a r y conditions. Figs.
14 a n d 15 s h o w a time series a n d the resulting
p o w e r s p e c t r u m , respectively. C o m p a r i n g these
with figs. 12 a n d 13, we see that the time series in

d
-15

-10

-5

0
CA

10

15

Fig. 15. Plot of the power as a function of frequency corresponding to the time series seen in fig. 14. a = 2, vg = O, br =
1.8, b i = - 1, C r = 0 . 5 , C i = L

the m o v i n g f l a m e is m o r e regular than that in the


s t a t i o n a r y f l a m e of reference a n d also that the
s p e c t r u m is m o r e narrow. The reason that the time
series in the s t a t i o n a r y frame is m o r e irregular is
d u e to the s p a t i a l structure (fig. 11) being very
irregular. T h e r e f o r e as this irregular structure
m o v e s b y with velocity vg (as observed in the
s t a t i o n a r y f r a m e o f reference), the time series at a
s t a t i o n a r y p o i n t will be very irregular.
It is i n t e r e s t i n g to ask questions (similar to
those a b o v e ) a b o u t the flow when the left b o u n d a r y
is p e r t u r b e d p e r i o d i c a l l y as in fig. 10a. I n this case,
even t h o u g h the time series at a p o i n t far d o w n s t r e a m (in the s t a t i o n a r y frame of reference) will
b e high frequency, the signal will have a basic
p e r i o d e q u a l to the basic p e r i o d of the driving

252

RJ. Deissler / Convective chaos in an open-flow system

signal (fig. 10a). However, in a moving frame of


reference the time series will be chaotic since
nearby trajectories are diverging*. Therefore, we
have the interesting case of a time series which is
periodic in the stationary frame of reference, yet
chaotic in a moving frame of reference. This assumes that there is no external noise in the system.
If there is in addition some external noise in the
system, noise will be amplified as it moves downstream (since nearby trajectories are diverging in a
moving frame) and the time series will then be
aperiodic in the stationary frame at a point sufficiently far downstream. In other words, in order
to have an aperiodic signal at some point (sufficiently far downstream) in the stationary frame of
reference, there must be at least some aperiodic
component in the external driving.
To summarize, the fully developed region is
characterized by high frequency turbulence which
is generated by the deterministic equations of
motion. The separation of nearby trajectories- indicating chaos - may only occur in a moving frame
of reference.
7. Fluid systems
The behavior seen in this system is very similar
to that seen in some open-flow fluid systems. For
example, fluid flow over a flat plate also exhibits
three distinct spatial regions: 1) a linear region in
which Tollmien-Schlichting waves form as a result of a spatial and selective amplification of
random background fluctuations [22-25]; 2) a
transition region in which intermittent turbulence
occurs [23, 24]; and 3) a fully developed turbulent
region.
In the transition region high and low frequencies are seen to be interspersed, with the high
frequencies occurring for a greater fraction of the
time at a point further downstream from the leading edge of the plate. This sort of behavior is
identical with the behavior occurring in the system
*This assumes (and it has been observed) that the structure
is aperiodic in space at a given time.

studied in this paper. The question then arises as


to the importance of the small fluctuations (near
the leading edge of the plate) in the intermittency
observed. A very similar intermittency mechanism
could be occurring here with the irregularities in
the Tollmien-Schlichting waves causing the waves
in the nonlinear region to break up at different
spatial points depending on the degree of irregularity in the ToUmien-Schlichting waves. In
fact, experiments by Schubauer and Klebanoff
[23] indicate that turbulent bursts are associated
with variations in amplitude of the TollmienSchlichting waves.
Also, although the question of external noise is
not addressed and no distinction is made between
absolute and convective instabilities, the studies
done in refs. 26 and 27 on some fluid systems lend
strong support to this intermittency mechanism.
Quoting ref. 26, the instability process examined
there involved essentially three steps: 1) "primary
(linear) instability of the basic shear flow"; 2)
"nonlinear saturation of the primary instability
and formation of a secondary flow"; 3) "seeondary instability, i.e. linear instability of the secondary flow". These three steps occur in the
Ginzburg-Landau system studied in this paper.
In addition, the experimental studies of refs. 28
and 29 discuss the existence of secondary instabilities. In particular, quoting ref. 29 (which deals
with plane Poiseuille flow), the results there have
"conclusively verified the validity of the concept
of secondary instability." Finally, ref. 28 found
that the length of the transition region became
much shorter if very regular Tollmien-Schlichting
waves were introduced by means of a vibrating
ribbon (compared to the transition region of the
naturally occurring Tollmien-Schlichting waves).
This supports the intermittency mechanism since
the irregularities in the more regular waves would
vary less causing the spatial point at which the
waves break up to vary less resulting in a shorter
transition region.
It may be worthwhile to restate the intermittency mechanism in slightly different terms. In a

R.J. Deissler / Convective chaos in an open-flow system

system for which the laminar state is convectively


unstable, random background fluctuations are
spatially and Selectively amplified resulting in the
formation of spatially growing waves. Since the
source of the spatially growing waves is random
noise, the spatially growing waves will have irregularities (i.e. variations in frequency, amplitude,
and or phase) that change with time. When the
amplitude of the spatially growing waves becomes
sufficiently large, nonlinear effects enter and a
secondary flow is formed which itself is convectively unstable. Due to the fact that it is convectively unstable, the secondary flow will break up
at some spatial point causing higher-frequency
components to be generated by the nonlinear dynamics. Since the spatially growing waves have
irregularities that change with time, the point
where the secondary flow breaks up will change
with time resulting in intermittency.
Also, as suggested by ref. 26, in fluid systems
there may also be tertiary instabilities and so on.
This would mean that the convectively unstable
structure of the last paragraph would bifurcate
into a new convectively unstable structure and so
on until the last convectively unstable structure
bifurcates into a turbulent structure. The same
basic intermittency mechanism can still apply with
the irregularities in each succeeding structure causing the point where one structure bifurcates into
the next to change with time.
A few points should be mentioned about fluid
systems. First, the nature of many of the instabilities in fluid flow is inherently three dimensional, a
property which the one-dimensional GinzburgLandau equation is incapable of modeling. Nevertheless, the above-mentioned intermittency
mechanism can still apply with the spatial point at
which turbulent bursts form varying also in a
direction perpendicular to the flow (depending on
irregularities in the spatially growing waves perpendicular to the flow). Second, even if there were
no irregularities in the spatially growing waves
(i.e. a pure spatially growing wave) for a fluid
system, the secondary (or tertiary, etc.) flow which

253

forms would probably still break up*. In this case,


the spatial points at which the bursts form would
not change with time and the bursts would occur
at a frequency related to the frequencies present in
the flow at a spatial point previous to breakup
(e.g. the spatially growing wave frequency). However, for a fluid system with irregular spatially
growing waves the intermittency mechanism of the
previous paragraphs can again still apply if the
irregularities in the spatially growing waves are
sufficiently large. The positions at which the bursts
form would then change with time. The possibility
of the second point is supported by ref. 28 where
it was found, as previously noted [three paragraphs ago], that the transition region is much
shorter if very regular Tollmien-Schlichting waves
are introduced by means of a vibrating ribbon
(compared to the transition region of the naturally
occurring Tollmien-Schlichting waves).
There are a number of ways to study whether
the random background fluctuations are responsible for the intermittency observed in experimental
fluid systems. One would be a numerical simulation of the fluid equations in the presence of
external noise for a system such as plane Poiseuille
flow, fluid flow over a flat plate, or channel flow.
Such a simulation, however, may be very difficult
with the existing computer systems. With experimental fluid systems it may be possible to measure
the correlation function between a point in the
transition region and a point in the linear region.
Also one may be able to artificially introduce very
regular spatially growing waves with controlled
irregularities as was done in this paper.
As mentioned in the introduction, plane
Poiseuille flow [5] and wind-induced water waves
*For example, this type of behavior occurs in the
Ginzburg-Landau equation if a small term proportional to ~2
is added to eq. (1). In this case a plane wave is no longer an
exact solution and the regular structure will break up into
higher frequencies at some spatial point even if the structure is
driven by a pure spatially growing wave. However, just as in
the discussion near the end of section 6, the high frequency
signal will have a basic period equal to the period of the
driving signal.

254

R.J. Deissler / Convective chaos in an open-flow system

[6] both can be reduced to eq. (1).* Putting the


parameter values from those references into the
stability condition (9) gives that these systems are
convectively unstable by a large margin (at least
near the critical Reynolds number). Therefore, if
the incompressible Navier-Stokes equations are
solved for these systems one would expect the
formation of noise-sustained structures. To see
how the Reynolds number appears in eq. (1) for a
physical system, for wind-induced water waves the
parameter values in eq. (1) are related to the
corresponding parameters of ref. [6] as follows:
a = [ R - R c ] d l ; %= - a l ; b = a 2 ; and c = ] R R}dlrx, where R~ is the critical Reynolds number
and the parameter values are given in tables 7-10
of ref. 6.
Refs. 17, 18 and 30 develop formalism to determine whether plasma and fluid systems are
convectively unstable. Therefore these references
can be used to determine the likelihood of noisesustained structures in certain plasma and fluid
systems.
Since Reynolds 1883 experiment was concerned
with fluid flow in a pipe with circular cross section, a few words about this type of flow may be
in order. Circular pipe flow differs from plane
Poiseuille flow and the Ginzburg-Landau system
studied in this paper in that the laminar state can
only be linearly convectively unstable in a region
where the profile is not yet fully developed (i.e. the
inlet region), assuming that the fully developed
laminar flow is (as is generally believed) linearly
absolutely stable for all Reynolds numbers [31].
Therefore for the fully developed flow there are
two basins of attraction (for sufficiently high
Reynolds number). One corresponds to the laminar
state and the other corresponds to a turbulent
state. If a disturbance in fully developed laminar
circular pipe flow is below a certain level, it will
damp and settle into the laminar basin. If the
disturbance is above a certain level, it will grow
*For plane Poiseuille flow c r < 0 and therefore the solution
of eq. (1) does not saturate. However, the stability condition
(9) involves only the lineafized equation.

and settle into the turbulent basin. This type of


behavior has been observed experimentally [32,
33]. The fact that there are two basins allows for
the existence of alternating laminar and turbulent
regions along the length of the pipe. The turbulent
regions are called slugs and were first observed by
Reynolds [1]. Even though the flow is convectively
unstable only in the inlet region, ideas presented
in this paper can still apply. First, spatially growing waves (with irregularities that change with
time) can still form in the inlet region as a result
of the selective spatial amplification of small
fluctuations originating near the pipe entrance.
Second, the spatial points at which turbulent spots
form may depend on the irregularities in the spatially growing waves. However, instead of more
spots forming and coalescing further downstream
(as, for example, in flat-plate flow), the spots will
grow into turbulent slugs [34] (i.e. settle into the
turbulent basin), while the waves between the
spots will damp and form the laminar regions (i.e.
settle into the laminar basin).
The above behavior may be modeled in a generalization of the Ginzburg-Landau equation by
changing the sign of the cubic term in eq. (1) to
cause explosive growth and by adding a quintic
term to cause saturation [44]. In one spatial region
the coefficient of the linear term can be taken
positive (producing an "inlet region") and in
another region it can be taken negative (resulting
in two basins of attraction and the existence of
slugs).
Before closing this section it may be relevant to
mention a point about experimental fluid systems.
In experimental setups, the turbulence downstream can modify the fluctuations at a point
upstream due to pressure waves (produced by the
turbulence) which will travel upstream and possibly due to vibration of the apparatus caused by
the turbulence. This adds a richness-and complexity- not present in the system considered in
this paper. An interesting question is whether or
not the pressure waves produced by turbulent
spots and slugs can significantly modify the
fluctuations further upstream and therefore have a

R.J. Deissler/ Convectivechaos in an open-flowsystem

significant effect on the dynamics of spot and slug


formation. For example, although this is highly
speculative, an interplay between the turbulence
downstream and the fluctuations upstream could,
in some cases, play a role in the formation of
turbulent slugs. In this scenario, the fluctuation
level near the entrance to the pipe would be
modulated by the turbulent slugs further downstream (via pressure waves). When the fluctuation
level is above a certain level, the fluctuations would
be amplified sufficiently in the inlet region for the
system to settle into the turbulent basin further
downstream and produce a slug. When the
fluctuation level is below a certain level, the
fluctuations would not be sufficiently amplified
and the system would settle into the laminar basin
and produce a laminar region.

8. Conclusions
The time-dependent generalized GinzburgLandau equation was studied under conditions
when it was convectively unstable. Under these
conditions it models an open-flow system. In the
presence of low-level external noise, this system
exhibited three distinct spatial regions: 1) A linear
region which is characterized by the selective and
spatial amplification of the external noise resulting
in the formation of spatially growing waves. 2) A
transition region which is characterized by the
transition from spatially growing wave frequencies
to turbulent frequencies. In particular this region
exhibits intermittency in which the random nature
of the external noise plays a crucial role. 4) A fully
developed region which is characterized by high
frequency turbulence which is generated by the
nonlinear dynamics. This region may be convectively chaotic which means that the separation of
nearby trajectories only occurs in a moving frame
of reference.
A few other points are: 1) Since low-level (microscopic) external noise can play an important
role in the macroscopic behavior of open-flow
systems (e.g. the intermittency), it can be crucial

255

to include external noise in the modeling of these


systems. In particular, open-flow fluid systems are
many times studied in a co-moving frame of reference. Thus the effects that continuous external
noise may have on the system are not included
and much of the physics may be lost. 2) The
behavior of the Ginzburg-Landau system is very
similar to the behavior of some open-flow fluid
systems. Therefore the study of this system can
give insights into the workings of actual fluid
systems and indicate directions for further research into turbulent fluid systems.

Acknowledgements
The author thanks R.G. Deissler, J. Farmer, K.
Kaneko, W. Kerr, P. Lomdahl, and G. MayerKress for helpful conversations. He also thanks R.
Blackwelder, M. Goldstein, P. Huerre, and W.
Saric for pointing out useful references and thanks
R.G. Deissler, D. Farmer, P. Scott, and the referees
for their reading of and helpful comments on the
manuscript. This work was partially supported by
the Air Force Office of Scientific Research under
AFOSR grant #ISSA-84-00017.

Appendix A
The discrete Fourier transform

Consider a complex time series Z ( t ) for the


time interval from t = 0 to t = T. Then we may
write

z(t)=

Wke -2"ik'/T

(25)

k=-o

and the inverse


Wk= L fTz(t)e
TJ o

2~rikt/T

(26)

The frequencies are given by ~k = 2 ~ r k / T and the


power at frequency tok is given by S k = W~' W k.

256

R.J. Deissler / Convective chaos in an open-flow s y s t e m

If we sample the time every time step At then


we can write t =jAt and T = NAt where j is the
discrete time index and N is the number of points
in the time series. The discrete-time version of eqs.
(25) and (26) is then

(30) to calculate Q. If Zaj and Z 2 j are the same


time series then eq. (29) is the auto-correlation
function.

Appendix B
N/2-

Zj=

(27)
A few generalizations

k = - N/2

and its inverse


I N 1

Wk= ~ ~_. Zje 2'~ijk/N.

(28)

j=O

Since Wk is periodic with period N (i.e. Wk =


Wk +N) we may write the sum in eq. (27) over any
interval of N consecutive values of k. Since the
fast Fourier transform is written from k = 0 to
N - 1, the negative frequencies will appear in the
interval N/2 to N - 1. The value of Wk for the
negative frequencies can be found from the relation Wk = Wk+ N" We note that the negative frequencies are important here since the signal is
complex and therefore the power spectrum, in
general, is not symmetric about ~0 = 0.
Now consider two complex discrete time series
Z U and Z2j over intervals from j = 0 to N - 1.
Define the discrete correlation function as follows:

In this section we note the stability conditions


for a few generalizations of eq. (1). First consider
a nonlinear partial differential equation which after
linearization about the state + = 0 gives

0+

0--/- = j=Z"oaYJOx
~"

(31)

Then the solution of this equation may be written

+ ( x , t ) = / ~ d k A ( k ) e i k X e ~(k)t,

(32)

where
1

A(k) = ~-~ f

o~
-- OQ

dx'+o(x')e -ikx'

and
J

a ( k ) = Y'. a j ( i k ) j.

1 N-1

C,= -~ Z Z~Zz(j+,)"

(29)

j~0

j=O

It then follows that


N/2 - 1

C/

--Y" eWlkWZk
- -, .. . . .

- 2=ikt/lv ,

(30)

k = - N/2

where Wlk and W2k are given by eq. (28). Eq. (29)
can be easily shown by plugging Wlk and Wzk
(from eq. (28)) into eq. (30) and using the relation
~N/2
1 e 2~rik(j-j')/N=
NSj/. Fast Fourier transk ~ -- N / 2
forms can be used to calculate the correlation
function between two time series by first calculating Wtk and W2k from eq. (28) and then using eq.

Here ~k0(x) is an initial localized perturbation


about the state ~b= 0. We assume that ar(k ) --*
- ~ and k ~ o and as k --* - ~ . The stability
conditions may be found using the method of
steepest descent. Since a clear derivation is given
in ref. 8, here we just quote the results. The system
is absolutely unstable if
Re [a(k~)] > 0;

absolutely stable
R e [oL(km) ] ~ 0;

(33)
if
(34)

R.J. Deissler / Convective chaos in an open-flow system

and convectively unstable if


Re[a(k~)]<0

and

Re[a(km)]>0.

(35)

Here k~ is the saddle point in the complex k


plane and k m is the value of k on the real axis
that gives the maximum value of a~. Therefore k~
is determined from d a / d k = 0 (k complex) and
k m is determined from d a r / d k = 0 (k real). If a
derivative gives more than one value for k, that
value which gives the maximum % is chosen. For
eq. (2) [where a(k ) = a - ikv - k2b], conditions
(33) to (35) reduce to conditions (7) to (9).
A generalization of eq. (1) to two dimensions is

a#
0~- =

Vs-~- + h

i)x 2

+ d 02# - cl~bl2g,. (36)


i)y 2

Neglecting the nonlinear term, the solution of the


linearized equation is

t~(x, y , t ) =

257

one would expect behavior similar to that of eq.


(1). However, as a result of the added dimension,
there can also be intermittency in the y direction
which would be qualitatively more similar to fluid
systems.

Appendix C
Coupled maps
A coupled-map lattice is a spatially-extended
system that is discrete in both time and space [16,
35-43]. Although these systems do not result from
a reduction of the fluid equations, they nevertheless can exhibit behavior similar to fluid systems
and are very easily solved on a computer. Here we
present a few analytical results that the author
derived since ref. 16.
Consider the coupled-map lattice

e at

4~rt ( bd )t/z

~'Xk+lY(l): F ( g(k I), ~'kY(I-1), X k ( l + l ) ) .

Here k is discrete time, I is discrete space, and the


number of points on the lattice is M (i.e. 1 < I <
M). Let X0(1) be a fixed-point solution of eq. (38).
Then we may inquire into the linear stability of
this solution by letting X~ ~) = X<ot) + 8X~/). 8X~ o
will then satisfy the following equation:

--~

dx'f --00 dy' 0(x', y')

e-(X-Vt-X')2/4bt
X e -(y-y')z/4d',

(37)

where ~P0(x, y) is an initial localized perturbation


about the state + = 0. This is derived in the same
manner as eq. (6), except that there is a double
Fourier integral. Applying the stability conds. (3),
(4), and (5) (with the y variable included) we find
that the stability conditions are identical with
those of one space dimension [i.e. eqs. (7)-(9)].
Note that the moving frame of reference is in the
x direction since the convective term in eq. (36)
only depends on the first derivative in x thus
causing a flow in the x direction. Also notice that
the full nonlinear eq. (36) has a plane wave solution of the form A e (ikxx+ik>'y-i~t) and that the
linearized eq. (36) has a spatially growing wave
solution of the form Ce(Bx+ik. vy-i~t). Therefore

6x(t)

k+l =

a6X~l) + bSg(kl-1) +

.1i(/+1)
t'~'~k
'

(38)

(39)

where a = 3 F / 3 X t k t), b=~F/3Xtk I-1), and c =


3F/~Xtk 11). These derivatives are evaluated at the
fixed point X0u).
Let 2tg be the eigenvalue with the largest magnitude (for the given boundary conditions) and let
h p be the eigenvalue with the largest magnitude
(for periodic boundary conditions imposed instead). Then using the criteria given in the last
paragraph of section 2 and in ref. 8, the equilibrium state will be absolutely unstable if
I~g[ > 1;

(40)

R.J. Deissler / Convective chaos in an open-flow system

258

absolutely stable if

(41)

I)~pl < 1;
and convectively unstable if
IXgl < 1

and

]S~ l) = ~keiBt implies ~ = a + b e -iB. In general,


given an initial perturbation 8X0~t), the solution is
then
8X} t) = f02~d]3A(j3)(a + b e-i/~) k e it~',

I)~pl > 1.

(45)

(42)
where

Note that the magnitude of the eigenvalue is the


relevant quantity here since we are dealing with
maps (discrete time).
If the given boundary conditions of eq. (38) are
fixed boundary conditions at both ends (which
implies that 8X~ I) = 0 at l = 0 and l = M + 1) then
the Jacobian matrix will be the tridiagonal matrix
( b, a, e } where a are the diagonal elements and b
and c are the elements below and above the
diagonal, respectively. The eigenvalues of this matrix are
)~gs=a+2 b~cos

s = 1 , 2 . . . . . M.
(43)

For periodic boundary conditions the only difference in the Jacobian matrix will be the addition of
the element b to the upper fight-hand corner and
the element c to the lower left-hand corner due to
the boundaries being coupled together. The eigenvalues of this matrix are
)kps -~- a +

e - 2 ~ r i s / M + c e 2rtis/M,

s = 0 , 1 , . . . , M - 1.

(44)

These eigenvalues are given in ref. 8. For given


values of a, b, and c we can then use eqs. (40)-(44)
to determine the stability conditions of the equilibrium solution of eq. (38).
For one-way coupling (i.e. c = 0) the results are
particularly simple. We then find that the system
is absolutely unstable if ]a[ > 1, absolutely stable
if l al + Ibl < 1, and convectively unstable if both
lal < 1 and lal + Ibl > 1.
For c = 0 we can also find an analytic solution
for eq. (39). Assuming a solution of the ,form

~X0(/')e -iBt'.

(46)

1'= --otz

Putting (46) into eq. (45), using the binomial expansion (a + b e-J0) ~ = E,=o[k!/(n!(k
n )!)] a k - , b n e - its,, and performing the integration
over/3 gives

E
a(k-t+l'~b~l-~'),

k~

(47)

where O < l - l '


< k . For l - l ' <O or l - l ' > k,
8X~t)=0. If the single point l' = 0 is initially
perturbed by one unit we get
k~
ak-lbt,
"'~'X')= t ! ( k - Z)!

(48)

where 0 < l < k. For l < 0 or 1 > k, 8X~ l) = 0.


Transforming into a frame of reference moving
at velocity v by letting 1 = [vk] where the brackets
mean " t h e integer part of" and where 0 < v < 1
gives ~X~ l) = ( k ! / ( [ v k ] ! ( k - [vk])!)}ak-[Vklb fkl.
For simplicity lets now assume a > 0 and b > 0.
Taking the limit as k ~ ~ gives (after replacing
n! by n" e - " and simplifying) X~ t) = y~ where
y = ( b / v ) ( a / ( 1 - v)) I-v. In the stationary frame
of reference (i.e. v = 0), "r = a. Therefore the perturbation will damp at a given stationary point if
a < 1. The maximum value of y occurs when
v = b / ( a + b). The velocity of the perturbation for
large k is then v = b / ( a + b). Putting this value of
v into "y gives y = a + b. If a + b > 1 the perturbation will grow in the moving frame. Therefore the

R.J. Deissler/

Convective chaos MI an open-jaw system

system will be convectively unstable if both a < 1


and a+b>
1.
More generally, for any sign of Q and b it is
straightforward to show that the velocity of the
perturbation is u= Ibl/(lal + lbl) and that the
system will be convectively unstable if [a( -C1 and
)(II + I bl > 1. This agrees with the previous results
from the eigenvalue calculations.
The coupled-map lattice of ref. 16 was
xpl

= a(

xp_

+ &t-

x,(-l))(l
1) )

- pq

f=1,2

_ J&w),)

)...) M.

(49

The absolute value sign was included to allow for


the alternating fixed-point solution X,$/J= X$) for
I even and Xi) = X,j) - 1 + l/a
for I odd.
Without the absolute value sign the behavior of
the system is the same although the only fixedpoint solution is X4 = X,$)+ (1 - l/a)/. We have
a = 2 -(Y and b=a - 1 which gives a convectively unstable system for 2 < (Y< 3 and a perturbation velocity (for this parameter range) of
u = (n - 1)/(2a - 3).
The coupled-map system considered in refs. 15
and 43 was
xj$

= (1 -

d)f( x,(Q)+ d{ fff( xp)

>L

+ (1 - (Y)f( xk(+

1=1,2 )...) M,
(50)

where f(X)=l-eX*
is the logistic map. The
fixed-point solution is x0 = (&z
- 1)/2e.
Therefore, for (Y= 1, we have a = (d - l)(\ll-t4e
- 1) and b = -d(p&%
- 1). For (Y= 1, e 2 0,
and 0 I d 5 1 the fixed-point solution is convectively unstable if both (1 - d)(dm
- 1) < 1
and e > 3/4. The perturbation velocity is u = d.
In ref. 15 the velocity-dependent Liapunov exponent [eq. (24)] was calculated for this map for the
fully developed region for a range of velocities. In
that reference it was found, as expected, that h(u)
was negative for u = 0, increased as v was in-

259

creased until a positive maximum was reached,


and then decreased until it again became negative.
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