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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.
bu~
+ uj,--3xj - p V 2 u i =
3p
3x i '
234
o-7 =
vg- - +
~X 2 - c112,
(1)
((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
235
236
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
tion
a=a~a
Ot
vg~x
q-
ba2+
OX 2"
(2)
(3)
(4)
t~OO
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
v~br
at-
4[b[-----~>0;
(7)
absolutely stable if
ar<0
(8)
v2br
ar
<0
and
a r>0.
(9)
41bl 2
- a ( x - vt)2/(1 + 4abt)
238
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
239
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
300
320
340
360
380
400
.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
m
o
lv\i!
300 d
320
v
340
vllvl
360
380
400
in
the
linear
region,
a = 2, vg = 5.2, b r = 1.8, b i = - 1, c r =
240
~(x, t) ----- ~
Bk(X)e -i''kt,
(10)
~(x,t)=
~
k=
Ake#~e i,~,t.
(11)
ao
-- iw k = a
Solving for
flk gives
(12)
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
=~-.
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.
) =
3N ~
(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.
fl2)b i _ 2flrflibr,
(15)
where
br [
fir = 2lb[ 2 % -
( 2-4a Iblz]l/2]
vg
r br ]
(16)
242
10 ~-
~_?
t'-.
\
.
. . . .
-15
. . . .
-10
. . . .
-5
. . . .
. . . .
. . . .
10
15
.
-10
'
'
-5
'
'
'
'
~LJ
'
'
10
(%
(.9
cJ
-10
-20
' ' ' 1
-15
. . . .
-10
-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
10
"7-
C12( )=3N
(181
k = - N/2
243
244
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
[ ,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)
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
(22)
(.9
-20
20
40
60
(_9
~5
-2(
20
40
60
80
40
60
80
"r
o
IC) o
,--06
(..9
-20
20
"T
247
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 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.
249
(23)
t-.~
f ( v , x 1,x 2,0)
'
(24)
where
~'(v, xl, x 2 , t ) =
x2+vt
12dx
250
'
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.
251
r~
20
40
60
80
100
~1 1
0
'
i
20
'
1
40
[
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 .
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
252
253
254
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
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
z(t)=
Wke -2"ik'/T
(25)
k=-o
2~rikt/T
(26)
256
Appendix B
N/2-
Zj=
(27)
A few generalizations
k = - N/2
(28)
j=O
0+
0--/- = j=Z"oaYJOx
~"
(31)
+ ( 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
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.
absolutely stable
R e [oL(km) ] ~ 0;
(33)
if
(34)
and
Re[a(km)]>0.
(35)
a#
0~- =
Vs-~- + h
i)x 2
t~(x, y , t ) =
257
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
--~
e-(X-Vt-X')2/4bt
X e -(y-y')z/4d',
(37)
6x(t)
k+l =
a6X~l) + bSg(kl-1) +
.1i(/+1)
t'~'~k
'
(38)
(39)
(40)
258
absolutely stable if
(41)
I)~pl < 1;
and convectively unstable if
IXgl < 1
and
I)~pl > 1.
(45)
(42)
where
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)
~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)
(48)
R.J. Deissler/
= a(
xp_
+ &t-
x,(-l))(l
1) )
- pq
f=1,2
_ J&w),)
)...) M.
(49
= (1 -
>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
260