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Onset of entropy-driven combustion instability in turbulent

combustors

Journal: Journal of Fluid Mechanics

Manuscript ID JFM-16-S-1118

mss type: Standard

Date Submitted by the Author: 09-Sep-2016

Complete List of Authors: Murugesan, Meenatchidevi; Indian Institute of Technology Kanpur,


Department of Aerospace Engineering
Singaravelu, Balasubramanian; Indian Institute of Technology Kanpur,
Department of Aerospace Engineering
Kushwaha, Abhijit; Indian Institute of Technology Kanpur, Department of
Aerospace Engineering
Mariappan, Sathesh; Indian Institute of Technology Kanpur, Department of
Aerospace Engineering

Nonlinear instability < Instability, Nonlinear Dynamical Systems,


Keyword:
Turbulent reacting flows < Reacting Flows
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This draft was prepared using the LaTeX style file belonging to the Journal of Fluid Mechanics 1

Onset of entropy-driven combustion


instability in turbulent combustors
Meenatchidevi Murugesan1 , Balasubramanian Singaravelu1 , Abhijit
Kumar Kushwaha1 and Sathesh Mariappan1
1
Department of Aerospace Engineering, Indian Institute of Technology Kanpur, Kanpur
208016, India

(Received xx; revised xx; accepted xx)

We investigate the nonlinear transition from combustion noise to combustion instability


via intermittency as the flow Reynolds number is varied in a swirl-stabilized turbulent
combustor with two different terminating area conditions. For a combustor with constant
area exit, we observe the chamber acoustics playing a dominant role in the dynamics
of combustion noise, intermittency and combustion instability. In contrast, the onset
of instability in a combustor with exit area contraction happens as a transition from
entropy noise to entropy-driven combustion instability via intermittent dynamics. The
time scales in the most amplified modes (i.e. recurring behavior) during this transition
varies in relation with the convective speed of the hot combustion gas. These are examined
by the spectral analysis of the measured unsteady pressure time series. Further, we show
that the unsteady pressure fluctuations during entropy noise display chaotic behavior
by analyzing the phase space trajectories. The chaotic oscillations transition to periodic
limit cycles at the onset of instability. The changes in topological structure and recurring
behavior associated with the entropy-driven combustion dynamics are quantified using
recurrence quantification analysis. Using these measures, it is possible to detect entropy
driven instability well in advance to its onset.

Key words: Instability, Nonlinear Dynamical Systems, Turbulent reacting flows

1. Introduction
In practical gas turbine engines, the exits of combustion chambers/afterburners are
usually followed by the presence of turbine blades/nozzle, which creates flow acceler-
ation. An unsteady flame is not only a source of unsteady heat release rate, but also
entropy waves. These waves when accelerated towards the turbine blades/nozzle, generate
acoustic waves, which are partly reflected back into the combustion chamber (Marble &
Candel 1977; Cumpsty 1979). The sound thus generated is termed as entropy noise in
the community. In the past, entropy noise was shown to be more dominant than the
direct combustion noise emitted due to the unsteady heat release rate from the flame
(Muthukrishnan et al. 1977; Cumpsty 1979; Leyko et al. 2009). In general, noise generated
by unsteady combustion is treated as one of the prominent sources for pollution in aero-
engines and gas turbine-based power plants. Further, its control is of crucial importance
due to the current stringent norms.
In addition to entropy noise, if the entropy generated acoustic wave establishes a
Email address for correspondence: sathesh@iitk.ac.in
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2 M. Murugesan et al.
positive feed-back coupling with the flame, it can cause detrimental, high-amplitude, self
sustained entropy-driven combustion instabilities (Macquisten & Dowling 1993; Goh &
Morgans 2013; Motheau et al. 2014). The classical mechanism of combustion instabilities
was identified as an in-phase interaction of flame dynamics with the acoustic modes
of the combustor (Rayleigh 1945; Lieuwen & Yang 2005; Culick & Kuentzmann 2006).
However, the underlying mechanism that cause entropy-driven combustion instability
remains unclear. The reason is that most of the fundamental experiments to investigate
combustion instabilities are performed under atmospheric pressure conditions (Schadow
& Gutmark 1992; McManus et al. 1993; Lieuwen et al. 1999; Ducruix et al. 2003), where
there is negligible flow acceleration. This results in the exclusion of the contribution of
entropy waves in combustion instabilities.
The influence of nozzle in determining the interaction between entropy and acoustic
waves was first formulated as an acoustic impedance problem at nozzle inlet by Tsien
(1952) and Crocco (1952) in the investigation of instabilities associated with rocket
engines. Later, Marble & Candel (1977) extended the use of Tsiens model to show
that the convection of entropy waves through the nozzle contributes as an important
source of combustion noise in afterburners and main combustors. The first investigations
on the response of compact nozzles to incident entropy waves were performed by Marble
& Candel (1977); Bohn (1977). Recently, analytical and numerical results were presented
for more generalized cases of acoustic response to incident entropy disturbances on
compact (Leyko et al. 2011; Stow et al. 2002) and non-compact nozzles in presence
(Moase et al. 2007; Goh & Morgans 2011) and absence (Duran & Moreau 2013) of
normal shocks. Zukoski (1974) reported quantitative results on the amount of entropy
generated combustion noise through experimental studies.
On the other hand, combustion instabilities due to constructive coupling of entropy
generated sound with the unsteady heat release rate was first investigated by Abouseif
et al. (1984). They performed both experimental and theoretical linear analysis to deter-
mine the frequency and stability boundaries of entropy-driven combustion instabilities
in ramjet engines. Keller et al. (1985) examined the stability margins for entropically-
excited oscillations in rocket engines. The mechanism of instability was related to the
convection of entropy perturbations creating nonlinear memory effects and consequently,
non-local acoustic disturbances. Later in premixed gas turbine combustors, Keller (1995)
formulated a generalized wave equation for the acoustic field generated by entropy
disturbances based on the convective time lag between entropy non-uniformities and
acoustic disturbances. Similar formulation was later employed by Dowling & Stow (2003),
You (2004) and You et al. (2005) to identify the stability limits of modern gas turbine
combustors. The formulation by Keller (1995) highlights the existence of new kind of
natural frequencies of combustion instabilities that are functions of convective speed of
hot entropy spots. In agreement with Kellers formulation, the experimental investiga-
tions by Hield & Brear (2008) and Sisco et al. (2011) reported that, the low-frequencies
of entropy-driven combustion instabilities are related to the convective speeds of hot gas.
On contrary, Sattelmayer (2000) and Eckstein et al. (2006) argued that hot spots across
the radial location of the combustion chamber may have different residence times due
to turbulence. Hence, these hot spots reach the exit of the combustor at different times,
resulting in a reduction of their intensities and consequently leading to the suppression of
entropy-driven acoustic field. Polifke et al. (2001) suggested that the interaction between
entropy and acoustic waves can be either constructive or destructive depending on their
relative phase. However, Goh & Morgans (2013) and Morgans et al. (2013) showed
through one-dimensional low-order models that entropy generated sound have strong
effects on thermoacoustic instability. The dispersion and dissipation of entropy waves
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Entropy-driven combustion instability 3


due to turbulence can make a stable system to become unstable, unstable system to
become stable and can cause mode-switching depending on the configuration of the
combustor. Zhu et al. (2000) employed computational fluid dynamics (CFD) simulations
to investigate entropy-driven instabilities in spray combustors. Motheau et al. (2014) was
the first to use large eddy simulation (LES) of turbulent reacting flows to show the key role
of entropy waves in combustion instability. They applied dynamic mode decomposition
(DMD) technique to extract the low-order model from LES results and illustrated that
the mechanism of instability in a combustor terminated by a nozzle involves both acoustic
waves and convection of entropy waves.
Most of these studies treat entropy noise and entropically excited combustion in-
stability as two different acoustic problems. The transition to instability from stable
operation dominated by the feed-back mechanisms from entropy waves has not yet
been investigated. In this paper, we make a first attempt to investigate the onset of
entropy-driven instability from entropy noise through a systematic parameter variation
in experiments. It is well known that the equations governing the interaction of unsteady
heat release rate with acoustic and entropy perturbations are nonlinear partial differential
equations. Hence, the transition from entropy noise to entropy-driven instability is also
expected to be nonlinear in nature. This implies that the transition cannot be adequately
described by linear systems theory. We require alternative tools from nonlinear dynamical
systems theory.
In nonlinear dynamical systems approach, Jahnke & Culick (1994) reported the pres-
ence of quasi-periodic thermoacoustic oscillations in rocket engines. Sterling (1993),
Fichera et al. (2001) and Lei & Turan (2009) reported the possibility of chaotic dynamics
in premixed gas turbine combustors. Kabiraj et al. (2012) and Kabiraj & Suijith (2012)
reported the existence of chaos, quasi-periodicity, period-doubling, frequency-locking and
intermittency in the dynamics of experimentally observed acoustic-driven instabilities
and prior to flame blowout in a ducted laminar premixed flame. Alternatively in a
numerical investigation, where the dynamics of the flame was modeled using the G-
equation, Kashinath et al. (2014) confirmed the existence of such states and different
routes to chaos. Gotoda et al. (2011, 2012, 2014) reported that the transition occurs
from stochastic fluctuations to limit cycles via low-dimensional chaotic behavior as the
equivalence ratio is decreased. Nair et al. (2014) showed that the transition from direct
combustion noise to acoustic-driven instability happens via intermittency.
The above studies clearly indicate the presence of dynamically rich behavior in com-
bustion systems operated in both laminar and turbulent regimes. Further, nonlinear
time series analysis was shown to be successful and essential in the investigations of the
dynamics of combustion systems. In the present work, we employ similar methods from
nonlinear time series analysis in describing the dynamic transition from entropy noise to
entropy-driven instability in a turbulent combustor terminated by an area contraction.
Recently, direct combustion noise in turbulent combustors was shown to be deterministic
chaos with high dimensions of 8-10 (Nair et al. 2013). Similarly, entropy noise is produced
in spatially inhomogeneous, accelerating turbulent reacting flows and is associated with
broad-band spectrum. The broad-band frequency contents of turbulent flows have one-
to-one correspondence with chaotic behavior.
The present work focuses on the investigation of the dynamics of the combustor, with
area contracted exit. We observe that the dominant mechanism of instability is due to
the coupling among entropy, acoustic and unsteady combustion process. This mechanism
for instability is completely different from that due to the coupling between acoustic-
unsteady combustion process, occurring in combustors with constant exit areas (negli-
gible flow acceleration). The characteristics of entropy and acoustic driven instabilities
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4 M. Murugesan et al.
are quite different. For the first time, the transition from entropy noise to entropy-driven
instability is captured experimentally and analyzed using nonlinear time series analysis.
We show that entropy noise displays chaotic behavior and it transitions to limit cycle at
the onset of entropy-driven combustion instability. We represent the dynamical changes
during this transitions as geometrical changes in the phase space and recurrence plots.
Further, recurrence measures are computed to quantify the pattern formed at the onset
of entropy-driven instability, allowing one to indicate the transition from entropy noise
to instability.
The outline of the manuscript is as follows. In section 2, we describe the experimental
setup and measurement methodology. In section 3, we discuss the results from spectral
analysis, phase space reconstruction, recurrence plots and recurrence quantification anal-
ysis of the transition to instability from combustion noise. Finally, the key findings are
summarized as conclusions in section 4.

2. Experiments
Experiments are conducted in a swirler-stabilized, axisymmetric, turbulent combustor
operating at high flow Reynolds numbers (Re > 13000). The cross-sectional view of the
experimental setup is shown in figure 1(a). The configuration consists of an upstream
settling chamber, a burner and a combustion chamber with three extension ducts (figure
1a). The settling chamber has an outer diameter and length of 220 mm and 250 mm
respectively. The circular burner has an outer diameter (D1 ) of 42 mm and connects the
settling chamber with the square cross-sectional (90 mm 90 mm having a thickness of
10 mm) combustion chamber. The length of the combustion chamber is 300 mm. It is
connected to three individual extension ducts having lengths of 200 mm, 200 mm and
300 mm respectively. Hence, the total length (l) of the combustor measured from the
entrance of the combustion chamber is 1 m. The burner is provided with concentrically
placed central shaft of 16 mm diameter (D2 ) to house a fixed vane swirler (figure 1b).
The swirler is made of 12 blades having a vane angle of 42 (figure 1c). Four holes of 1
mm diameter placed symmetrically on the circumference of the central shaft is used for
fuel injection. Fuel is injected normal to the shaft at a distance of 100 mm upstream of
the swirler. Liquefied petroleum gas (LPG) having a composition of 40 % C3 H8 and 60 %
C4 H10 by volume, stored in a high pressure cylinder, is used as the fuel. Compressed air
is obtained from a 25 hp compressor. Air passes through a moisture separator and enters
the settling chamber. Air and fuel are partially mixed as it convects towards the inlet of
combustion chamber. A spark plug mounted in the recirculation zone of the dump plane
of the combustor ignites the fuel-air mixture.
To introduce and contrast the influence of entropy waves from acoustic waves in the
occurrence of combustion instability, experiments are performed with two different exit
conditions; constant and reduced area exits. The reduction in the exit area is quantified
by defining area ratio, AR exit area/cross section area of the combustion chamber.
Reduced exit area is achieved by a sudden contraction from the square cross section
of 8100 mm2 to a circular cross section area of 962 mm2 , using a short removable
nozzle of 10 mm thickness at the exit. This reduced exit area simulates the effects of
the presence of turbine blades or nozzle. AR for constant and reduced area exits are 1
and 0.12 respectively. In both the exit conditions, experiments are performed by varying
the Reynolds number in the same range (12,945 < Re < 51,454). The volumetric flow
rates of fuel and air are simultaneously varied while maintaining an equivalence ratio
of 0.47 0.005. Flow rates are measured in standard liter per minute, using calibrated
rotameters with an uncertainty of 2% of the reading. The obtained volumetric flow rates
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Entropy-driven combustion instability 5

Figure 1. (a) Cross-sectional view of the combustor. The cross section and length of the
combustion chamber are 90 mm 90 mm and 1 m respectively. A removable nozzle having
an exit area of 962 mm2 is used to provide area contraction (AR = 0.12). Flame is stabilized
using a swirler, mounted on (b) a co-axial shaft and is (c) composed of 12 fixed blades having a
vane angle of 42 . All mentioned dimensions are in mm. The design is adapted from Komarek
& Polifke (2010); Nair et al. (2014).

of fuel and air are then converted into mass flow rates in kg/s. Flow Reynolds number is
computed using the expression, Re = 4mD1 /(D12 D22 ), where, m is the total mass
flow rate of fuel-air mixture.
A piezoelectric pressure transducer (PCB piezotronics, model number PCB103B02,
sensitivity and resolution of 219.4 mV/kPa and 0.15 Pa respectively) is used to measure
the unsteady pressure fluctuations at a sampling rate of 4096 Hz for 5 s. Measurements
are acquired at each flow conditions, with a pause of 15 s in between successive conditions,
in order to avoid capturing the transient behavior. The transducer is mounted on the
combustor wall using a specially made stainless steel port at an axial location of 350
mm from the exit of the combustor. A semi-infinite tube (6 m long) is connected to the
pressure transducer mount to prevent the occurrence of acoustic resonance within the
mount. The signal from pressure transducer is interfaced to a 16 bit analog-to-digital
conversion card (NI-9215) having a resolution and input voltage range of 0.305 mV and
10V respectively.

3. Results and discussions


3.1. Spectral analysis of transition from direct combustion noise to acoustic-driven
combustion instability
The unsteady pressure signals measured from the swirler-stabilized turbulent combus-
tor having the constant exit area (AR = 1) are shown in figure 2. The characteristics of
pressure fluctuations undergoes a clear nonlinear transition as the flow Reynolds number
is systematically varied. The oscillations possess low-amplitude, seemingly random and
irregular behavior during the stable operation (figure 2a). The amplitude spectrum is
broad-band with low-amplitude peaks near the natural longitudinal acoustic modes of
the combustor (figure 2b). Classically, this irregular sound emitted from combustion has
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6 M. Murugesan et al.

Figure 2. Temporal signal and the corresponding amplitude spectrum of the unsteady pressure
fluctuations acquired during (a) & (b) stable operation (Re = 12, 945), (c) & (d) intermediate
state (Re = 18, 096) and (e) & (f ) combustion instability (Re = 48, 265) for the configuration
having AR = 1. The transition from stable operation to combustion instability occurs as a
transition from low-amplitude, seemingly random fluctuations to high-amplitude limit cycle
oscillations in the time series data. In the amplitude spectrum, this transition is observed as a
change from shallow to sharp peaks near the acoustic modes (Murugesan & Sujith 2015). The
chamber acoustic field plays a major role in the dynamics of combustion noise, intermittency
and combustion instability.

been termed as combustion noise in the literature. In open turbulent flames, fluctuating
heat release rate at each frequency is shown to act as a source of sound emission at
that frequency (Rajaram 2007) and is classified as direct combustion noise (Dowling
& Mahmoudi 2015). When flames are confined in a constant area chamber, the duct
acoustic field establishes a weak coupling with direct combustion noise and low-amplitude
peaks are seen near the chamber acoustic modes (Strahle 1978; Hegde et al. 1988).
However, these shallow peaks do not represent high-amplitude, self sustained, limit cycle
oscillations driven by lock-in mechanisms of combustion instability (Chakravarthy et al.
2007a,b).
As the flow Reynolds number is varied towards the onset of instability from combustion
noise, we observe a dynamical state composed of bursts of regular periodic oscillations
appearing intermittently in the backgrounds of apparently random fluctuations (figure
2c). This nonlinear dynamical state in turbulent combustion dynamics was recently
identified as intermittency (Nair et al. 2014). In our experiments, such intermittent
dynamics is not asymptotically approaching self-sustained, limit cycle oscillations or
combustion noise. Instead, intermittent bursts persist over time and this dynamical state
appear consistently prior to the onset of instability indicating that it is not a transient
phenomenon.
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Entropy-driven combustion instability 7


Intermittency in combustion dynamics was related to the existence of homo clinic
trajectories in the phase space from a viewpoint of turbulent combustor as a nonlinear
dynamical system (Nair & Suijith 2013). Homo clinic trajectory connects the stable and
unstable branches of the saddle equilibrium point in the phase space (Strogatz 2000).
In the temporal signal, the homo clinic orbit can be recognized as the high-amplitude,
periodic fluctuations transitioning into the low-amplitude, irregular oscillations. Further,
frequency of periodic oscillations in the intermittent burst is close to the natural acoustic
mode of the combustor as can be seen from the spectrum (figure 2d). The dominant
peak occurs at a frequency of 133.5 Hz, which is close to the frequency (c/4l = 130 Hz,
assuming average sound speed, c = 520 m/s) of the quarter wave mode, considering the
acoustic boundary conditions at the swirler end and exit are closed and open respectively.
When the flow Reynolds number is further increased past the condition of intermit-
tency, the duration of periodic oscillations in the intermittent burst state increases and
the system dynamics transition to self-sustained, limit cycle oscillations (figure 2e). The
amplitude spectrum displays sharp peaks near the acoustic modes having the dominant
peaks at 133.3 Hz and its harmonics. Therefore, duct acoustic field plays a key role in
the dynamic transition from direct combustion noise to combustion instability for the
configuration having an area ratio of 1 (figures 2b, 2d & 2f ).

3.2. Spectral analysis of transition from entropy noise to entropy-driven instability


Figures 3(a) & 3(b) show the time series and the spectrum of the pressure fluctua-
tions measured during the stable operation in the configuration with AR = 0.12. The
spectrum does not resemble the one corresponding to the same operating condition for
the configuration having AR = 1 (Figure 2b). The spectrum is broad with shallow
peaks at frequencies 69.63 Hz and 293.4 Hz (Figure 3b). The shallow peak at 293.4
Hz corresponds to the half-wave acoustic mode of the combustor. Since, the exit area is
reduced, the corresponding acoustic boundary condition approaches towards a closed end.
By assuming that the exit is acoustically closed, the frequency of the half-wave acoustic
mode is calculated to be 260 Hz, which is inline with the experimental observation.
However, this mode possess an amplitude of 11 Pa and is not dominant as compared to
that of 69.63 Hz (107.5 Pa). It was reported in the literature that as AR is decreased, the
resonant peak in the spectrum is expected to be dominant near the half-wave acoustic
mode. On contrary, the resonant peak was observed near a low frequency in a range
less than 100 Hz (Muthukrishnan et al. 1977; Strahle 1978). The appearance of this new
low frequency oscillations could be the manifestation of either entropy or hydrodynamic
noise. However, Strahle and his co-authors demonstrated that hydrodynamic noise is a
non-propagating, pseudo-sound and does not contribute significantly to combustion noise,
both in open-ended combustors and combustors with area contraction (Muthukrishnan
et al. 1977; Strahle 1978). The observed new low frequency depends on the convective
speed of hot gas, which suggests that the irregular pressure fluctuations during stable
operation of the combustor with area contraction is indeed an entropy noise.
As we vary the flow conditions towards the onset of instability, bursts of periodic
dynamics appear intermittently in the unsteady pressure fluctuations (figure 3c). The
frequency of periodic fluctuations in an intermittent burst is measured to be 73.25 Hz.
This frequency is different from the frequency of limit cycle oscillations (93.88 Hz) during
instability (figure 3f ). Further, the frequency of periodic oscillations during the intermit-
tent dynamics increases as the flow speed (in turn, hot gas speed) is increased, leading
towards the condition of instability (figure 4). This is in contrast to the intermittent
dynamics prior to instability in an open-ended combustor where the frequency of periodic
oscillations remains unchanged and equals the dominant frequency during combustion
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8 M. Murugesan et al.

Figure 3. Temporal signal and the corresponding amplitude spectrum of the unsteady pressure
fluctuations acquired during (a) & (b) stable operation (Re = 12, 945), (c) & (d) intermediate
state (Re = 20, 658) and (e) & (f ) combustion instability (Re = 48, 265) for the configuration
having AR = 0.12. As seen from the spectra (b), (d) & (f ), the dominant frequencies in the
dynamics of combustion noise, intermittency and combustion instability are 69.63 Hz, 73.25
Hz and 93.88 Hz respectively. The amplitude of unsteady pressure increases in the transition
to instability from combustion noise. However, the amplified periodic components are not
associated with the natural acoustic modes of the combustor. This confirms that combustion
instability in the present case is not driven by the coupling of unsteady combustion with
acoustic modes of the combustor. Moreover, the frequency of the amplified modes increases
as the convective speed of hot gas is increased. This gives a hint that the instability in the
reduced exit area combustor stems due to an entropy mode, where the natural frequencies are
decided by the convective speeds of the hot gas.

instability (133.5 Hz). The shallow peak at 303.9 Hz is observed during the occurrence
of intermittency as well. However, the corresponding amplitude is 12.94 Pa, which is not
significant in comparison to the amplitude (132.8 Pa) of the dominant frequency at 73.25
Hz.
The variation in time scales of periodicity in the intermittent dynamics implies the
quantitative change in the recurrence behavior embedded in the dynamics of the com-
bustion system. The bifurcation from entropy noise to instability (figure 6) is smooth due
to the existence of intermittency. Therefore, the characterization of quantitative changes
in the recurrence behavior in the intermittent dynamics would explain the reason for the
transition to instability from entropy noise (presented later in subsection 3.6.2).
Finally, intermittent bursts of periodic oscillations transition to self-sustained, low-
frequency, high-amplitude, limit cycle oscillations as the flow Reynolds number is further
increased (figure 3e). The spectrum shows sharp peaks near the multiples of frequency
of 93.88 Hz (figure 3f ). The dominant frequency of combustion instability (93.88 Hz)
is related to the convective speed of the hot gas (UH = 96 m/s). Hot gas speeds
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Entropy-driven combustion instability 9

Figure 4. Variation of the dominant frequency in the spectra corresponding to unsteady


pressure fluctuations when the flow Reynolds number is varied as a control parameter for the
configuration having AR = 0.12. The dominant frequency of oscillation increases with the hot
gas speed. Further, the frequency during combustion instability are linearly related to the hot gas
speed. This suggests that low-frequency, high-amplitude, self-sustained limit cycle oscillations
in a combustor with area contraction could be entropy-driven combustion instability.

are calculated based on the assumption of complete adiabatic combustion. Hield &
Brear (2008); Hield et al. (2009) also reported that hot gas speeds estimated with this
assumption match reasonably well with the velocities downstream of the flame. The
frequency of combustion instability increases as the flow speed is increased (figure 4).
Keller (1995) proposed this relation based on the heuristic argument that the convective
time delay between the generation of entropy wave at the combustion source and its
impingement at the combustor exit decides the natural frequencies (or time scales)
associated with the entropy-driven combustion instabilities. In agreement with his theory
and as well as with other previous investigations (Zhu et al. 2000; Hield & Brear 2008;
Hield et al. 2009), the frequency of combustion instabilities observed in our experiments
with area contraction depends on the mean speed of hot gas.

3.3. Role of hydrodynamic oscillations


In order to separate and ensure further the insignificance of hydrodynamic oscillations
in the current observation, the observed multiple peaks in figure 3 are analyzed for their
sources. Spectra obtained during (a) stable operation, (b) intermittency and (c) instability
in the combustor having AR = 0.12 are shown in figure 5. As already discussed, the
frequency (f2 = (a) 69.63 Hz, (b) 73.25 Hz & (c) 93.88 Hz) corresponds to entropy mode
possessing the highest amplitude ((a) = 107.5 Pa, (b) = 132.8 Pa & (c) = 1746 Pa). In
comparison to entropy mode, the closed-closed half-wave acoustic mode (f3 = 293.4 Hz)
is not significant ((a) 11 Pa & (b) 12.94 Pa) during stable operation and intermittency,
while it does not even exist during instability. The sources of other frequency components
(f1 & f4 ) are explained in the following subsections.

3.3.1. Flame flickering frequency (f1 )


Frequency f1 has a low value of 11.25 Hz and 12.38 Hz during stable (figure 5a)
and intermittent (figure 5b) states of operation respectively. The distinct low frequency
oscillations in the combustor usually in the range of 10-20 Hz are associated with flame
flickering (Kostiuk & Cheng 1994). Based on this observation, Kostiuk & Cheng (1995)
developed an empirical correlation to estimate the flickering frequency considering the
effects of different operating conditions as,
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10 M. Murugesan et al.

Figure 5. Amplitude spectra are shown to illustrate the presence of different frequency
components for the flow Reynolds numbers, (a) Re = 12, 945, (b) Re = 20, 658 and (c)
Re = 48, 265. For (a) f1 = 11.25 Hz, f2 = 69.63 Hz, f3 = 239.4 Hz, f4 = 550.4 Hz, (b)
f1 = 12.38 Hz, f2 = 73.25 Hz, f3 = 303.9 Hz, f4 = 573.5 Hz and (c) f2 = 93.88 Hz, f4 = 658.2
Hz. The frequencies f1 , f2 , f3 & f4 correspond to oscillations from flame flickering, entropy
mode, acoustic mode and precessing vortex core respectively. As can be seen, hydrodynamic
and acoustic modes of oscillations are negligible compared to entropy mode. This confirms that
entropy mode is dominant if the combustor exit area is contracted (AR = 0.12).

St2
= 2.8 104 Re2/3 (3.1)
Ri

where, St , Ri and Re are the scaled Strouhal, Richardson number and the scaled
Reynolds number respectively. The scaling is performed using a heat release constant
( ).

Tadiabatic 1 f1 D 0
= 1, St = (3.2)
T0 + 1 UH
GD0 1 UH D0
Ri = 2 , Re = (3.3)
+ 1 UH +1
where, Tadiabatic , T0 (300 K), f1 , D0 (0.038 m), UH (29.78 m/s & 40.1 m/s for conditions
shown in figures 5a & b respectively), (1.24 kg/m3 ), (1.987 105 Pa. s) and G (9.81
m/s2 ) represent the adiabatic flame temperature, unburnt reactants temperature, flame
flickering frequency, burner exit diameter, hot gas speed, density, dynamic viscosity and
acceleration due to gravity respectively. The numbers inside the brackets represent the
numerical values of the parameters associated with the experimental conditions discussed
in figure 5.
Gotoda et al. (2007) showed that this empirical correlation performs well for swirling
flows up to a swirl number, S < 0.7 through comprehensive experiments. In the present
case, the geometrical swirl number (S) is estimated to be 0.68 (Gupta et al. 1984). The
frequency (f1 = 11.25 & 12.38 Hz) observed in our experiments agrees closely with
the empirical relation (f1 = 13.34 & 14.73 Hz) and suggests that these low frequency
oscillations indeed arise from flame flickering. The amplitude of flame flickering oscilla-
tions is (a) 8.6 Pa & (b) 33.7 Pa during stable operation and intermittency respectively.
In comparison to entropy mode, the amplitudes are low; but not insignificant during
intermittency. However, flame flickering oscillations do not occur during instability.

3.3.2. Precessing vortex core frequency (f4 )


Hydrodynamic oscillations are known to occur due to precessing vortex core (PVC)
in swirling flows during combustion. For high swirl numbers (0.8 > S > 1.8), multiple
PVCs of nearly equal strengths can occur. However, for low swirl numbers (S < 0.8)
as in our case, a single PVC can only be observed (Claypole & Syred 1980a,b). The
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Entropy-driven combustion instability 11


frequency of PVC (f4 ) is identified from a Strouhal number (St = f4 D0 /UH ) and the swirl
number (S) (Gupta et al. 1984; Syred & Beer 1974; Chanaud 1965). As an example, for
premixed/partially-premixed combustion, the Strouhal number based on PVC frequency
lies in the range of 0.7-0.9 if the swirl number is S < 0.8. The Strouhal number suddenly
drops to 0.2 when there is a shift from single PVC mode to double PVC mode (Syred
2006). In the present investigation, the frequency (f4 ) increases ((a) 550.4 Hz, (b) 573.5
Hz & (c) 658.2 Hz) as the hot gas speed is increased. From the obtained frequencies and
burnt gas velocities, the associated Strohaul numbers are calculated to be (a) 0.7023, (b)
0.5435 & (c) 0.260. For our swirl number (S = 0.68), the obtained Strohaul numbers lie
in the range 0.2-0.9, indicating the presence of precessing vortex core. PVC persists only
up to a distance of (0.5-1.5)D0 from the burner exit. Since the length of our combustor
is much longer, a feedback between PVC oscillations and combustion is not established.
Therefore, PVC oscillations do not remain dominant as compared to entropy mode.
In nutshell, acoustic and hydrodynamic modes are not significant as compared to
entropy mode. The periodic fluctuations from PVC dissipates after a short distance
from the swirler. In the case of engine core noise as well, hydrodynamic perturbations
were treated as a non-propagating, pseudo-sound and was shown to be negligible as
compared to that of entropy noise (Muthukrishnan et al. 1977; Cumpsty 1979; Strahle
1978). Furthermore, the results (not shown in this paper for brevity) from non-reactive
flow experiments with conditions same as that of the reactive ones also supported the
conclusion on the insignificance of hydrodynamic perturbations. On the other hand, Goh
& Morgans (2013) and Morgans et al. (2013) demonstrated that the dissipation of entropy
waves is small and hence establishes a strong coupling with combustion and acoustics in
driving instability. Therefore, the transition from stable operation to instability in the
combustor configuration with area contraction is dominated only by entropy mode and
it is indeed a bifurcation from entropy noise to entropy-driven combustion instability.
Entropy-driven combustion dynamics involves nonlinear interaction of unsteady heat
release rate with acoustic and entropy perturbations, multiple scales of turbulence, chem-
ical kinetics etc., and cause nonlinear behaviors such as limit cycle and intermittency.
The underlying mechanisms that cause such nonlinear behaviors can not be described
by linear stability analysis. Therefore, we use nonlinear dynamical systems approach to
examine the bifurcation to such nonlinear states, pattern formation and its quantification.
In the next subsections, we investigate the bifurcation to entropy-driven instability from
entropy noise using tools developed to study nonlinear dynamical systems.

3.4. Bifurcation to entropy-driven combustion instability from entropy noise


Bifurcation diagrams are usually plotted in terms of amplitude levels of unsteady
pressure (Prms or Pmax or Pmean ) as a function of control parameter. However, inherent
turbulent fluctuations cause variations in the amplitude levels of limit cycle oscillations
during combustion instability over a range of values (Lieuwen 2002). To recognize
the bifurcation in such turbulent situations, a simple measure (P ) that quantifies the
regularity in temporal signal is used. From dynamical systems perspective, this measure
is most relevant because it signifies the amount of order (i.e. regular periodic oscillations
in the combustion dynamics) in the system (Haken 1985).
Number of local maxima in the time series data crossing a certain threshold is
counted (M ) and normalized with the total number of local maxima (Mtotal ) to obtain
the measure (P = M/Mtotal ). In the present paper, this threshold is chosen as 1300
Pa, since the maximum value of the local peaks in the temporal signal corresponding to
entropy noise is measured to be below 1250 Pa.
The bifurcation plot with flow Reynolds number as the control parameter is shown
Page 12 of 24

12 M. Murugesan et al.

Figure 6. Bifurcation plot showing the variation of the order parameter P for the increase in
flow Reynolds number. The measure P signifies the regularity in the temporal signal. Transition
from entropy noise to entropy-driven instability is reflected as a change in regularity measure
from a value of 0 to 1. Intermittent bursts of periodic oscillations attain values in the intermediate
range from 0 to 1.

in figure 6. The order parameter P has a value zero if the dynamical state is entropy
noise. The value of P begins to increase as the system dynamics exhibit transition to
entropy-driven instability in response to the variation in flow Reynolds number. The
smooth variation in P is due to the appearances of intermittent, high-amplitude, periodic
bursts. These bursts cause the local maxima to exceed the threshold and consequently
rise the measure P . As the system approaches the conditions close to instability, the
intermittent bursts become more frequent leading to further rise in P . Finally, at the
self-excited dynamical state of entropy-driven instability, the measure attains a value
close to one because ordered periodic oscillations cause most of the local maxima to
exceed the specified threshold. This measure is therefore well behaving as a quantifier
of order in the signal and reflects the bifurcation in the dynamics that involve varying
amplitude levels in the measurements.
The bifurcation curve resembles a S-shaped sigmoid curve (figure 6). Sigmoid shaped
bifurcation curves are associated with critical transitions that are observed in most of
the natural and engineering systems regardless of their fundamental differences (Scheffer
2009). In critical transitions, the dynamics of the system bifurcates from stable non-
catastrophic state to detrimental cyclic attractors through a positive feed-back mecha-
nism (Scheffer et al. 2009). In the context of bifurcation to entropy-driven instability,
the critical transition happens from low-amplitude stable combustion regime to high-
amplitude, periodic dynamics. This periodic behavior is sustained by the positive feed-
back coupling of the unsteady heat release rate with the acoustic waves generated by the
convective mechanisms of entropy waves. Further, the critical transitions, unlike Hopf
bifurcation, occurs with early-warning signals (Scheffer et al. 2009). We noticed that the
appearances of intermittent periodic bursts serve every time as early warning signals
to the onset of entropy-driven instability. Identifying such critical nature of bifurcation
could enable us to look for further clues such as critical slowing down, increased auto-
correlation and increased variance at the onset of entropy-driven instability.

3.5. Phase space representation of entropy-driven combustion dynamics


As seen, the unsteady pressure fluctuations measured during entropy-driven combus-
tion noise possesses seemingly, random fluctuations and broad-band spectra. The broad-
band frequency contents have one-to-one correspondence with the chaotic behavior.
Towards the end of this subsection, we show that the dynamics during entropy noise
is chaotic. This chaotic nature of entropy noise transitions to self-excited limit cycle
Page 13 of 24

Entropy-driven combustion instability 13


via intermittency. The presence of rich dynamical behaviors imply that the underlying
physical mechanism arises from nonlinear processes and needs further investigation. The
nonlinear time series analysis developed from the dynamical systems theory is a matured
and powerful tool to describe the hidden nonlinear features in the time series data. In
this paper, we employ nonlinear time series analysis to investigate the entropy-driven
combustion dynamics.
In dynamical systems theory, the nonlinear dynamics of a system is investigated as an
evolution of orbits in the phase space. Phase space can be plotted by treating the variables
that describe the state of a system as coordinates. A point in the phase space represent
the state of a system at a given time t. The state point evolves as a trajectory due to
the temporal evolution of the system, forming distinct structures in the phase space.
These geometrical structures (called attractors in the phase space) are the reflection of
underlying nonlinear dynamics (Strogatz 2000). As an example, the ordered limit cycle
oscillations manifest as cyclic attractors. In contrast, chaotic fluctuations appear as non-
repeating trajectories with sensitive dependence on initial conditions and forms strange
attractors having self-similar, fractal structures in the phase space. These topological
characteristics of the phase space can be quantified to derive information about the
changes in recurrence behavior during entropy-driven transitions.
Phase space can be reconstructed from the variables measured from experiments
(Takens 1981) and it was shown to inherit the actual dynamics of nonlinear systems
(Strogatz 2000). An experimentally observed temporal signal can be translated into a
number of time-delayed independent variables that share the same information as that
of the actual state variables in the description of system dynamics. As an example, we
obtain a number of delayed variables {y(t), y(t + 0 ), y(t + 20 ), , y(t + (de 1)0 )}
from the time series to represent the information about the system dynamics in a de -
dimensional phase space. To unfold the system dynamics in phase space without the
loss of salient features, two key parameters, optimum time lag and minimum embedding
dimension are required.
The optimum time lag is determined from average mutual information I( ) for a given
time lag calculated between time delayed vectors and is defined as,
N
X P (y(t), y(t + ))
I( ) = P (y(t), y(t + )) log2 (3.4)
=1
P (y(t))P (y(t + ))

Here, P (y(t)) represents the probability that the given time series y(t) possesses a
particular value and P (y(t), y(t+ )) represents the joint probability that both time series
y(t) and delayed time series y(t+ ) simultaneously possess the same value. Thus, average
mutual information calculated based on such probabilities is a measure of information
shared between the time series and the delayed time series (Fraser & Swinney 1986). The
average mutual information attains a minimum when the time series and the delayed
counterparts are independent of each other. Time lag at which the average mutual
information has the first minimum is therefore considered as an optimum time lag for
the appropriate reconstruction of phase space (Fraser & Swinney 1986).
Figure 7(a) shows the average mutual information for different values of time lag
estimated from the time series of unsteady pressure fluctuations corresponding to entropy
noise, intermittent dynamics and entropy-driven instability (already shown in figure 3).
The time lag corresponding to the first minimum is chosen as the optimum time lag (0 )
for the reconstruction of attractors.
Time delayed variables {y(t), y(t + 0 ), y(t + 20 ), , y(t + (de 1)0 )} are then
constructed with the obtained optimum time lags. In moving further to represent the
Page 14 of 24

14 M. Murugesan et al.

Figure 7. (a) Average mutual information I( ) & (b) Percentage of false nearest neighbors
(FNN) are calculated for the time series data, shown in figure 3. Time lag corresponding to the
first minimum in I( ) is chosen as the optimum time lag 0 . The optimal time lag computed
for entropy noise, intermittency and instability are 0 = {2.68, 2.68, 1.46} ms respectively.
The embedding dimension (de ) is chosen as the dimension at which percentage of false nearest
neighbors is less than 5%. The embedding dimension obtained for the three conditions are
de = {17, 15, 14}.

dynamics of a time series in the phase space, optimum embedding dimension is required.
The dimension of the reconstructed phase space being lower than the embedding dimen-
sion would cause false crossing of trajectories and the states in the phase space would
falsely appear as neighbors. The percent of false nearest neighbors (FNN) is expected
to attain a value close to zero at the embedding dimension. This has been utilized to
determine the optimum embedding dimension (Kennel et al. 1992). Figure 7(b) depicts
the percentage of false nearest neighbors for a given dimension, computed using the
Tisean package (Hegger et al. 1999). In the present paper, the optimum embedding
dimension (de ) is chosen as the dimension at which percentage of false nearest neighbors
is less than 5%. The embedding dimensions de during combustion noise, intermittency
and instability are found to be 17, 15 and 14 respectively.
After obtaining the optimum values of time lag and embedding dimension, attractors
in the reconstructed phase space corresponding to the dynamics of (d) entropy noise, (e)
intermittency and (f ) entropy-driven instability are shown in figure 8. The evolution of
the trajectory during entropy noise forms a (chaotic) attractor in phase space (figure 8d).
Figure 8(e) is the evolution of intermittent dynamics in phase space. The orbit switches
between high-amplitude relaxation cycles and low-amplitude chaotic fluctuations. The
periodic oscillations during entropy-driven combustion instability is represented as a
cyclic attractor in the phase space. The trajectories appear as closed loops; however,
they do not exactly revisit the same state point after every cycle due to turbulence. This
cycle-to-cycle variability in amplitude of periodic oscillations is reflected as a noisy-limit
cycle.
Entropy noise displays broad-band frequency spectrum. To determine the size of the
attractor, we evaluate its correlation dimension using Grassberger-Procaccia algorithm.
Correlation dimension is calculated from the correlation sum of all the state points in
the phase space. The correlation sum is given by
1
C(r) = lim (number of pairs of points yi , yj with distances dij < r) (3.5)
M M2
where, di,j is the Euclidean distance between two points (yi , yj ) and M is the total
Page 15 of 24

Entropy-driven combustion instability 15

Figure 8. Temporal signal and reconstructed phase space corresponding to the unsteady
pressure fluctuations acquired during (a) & (d) entropy noise, (b) & (e) intermittency and
(c) & (f ) entropy-driven combustion instability. The attractor during entropy noise is chaotic
and the structure changes to cyclic attractor during entropy-driven instability.

Figure 9. The correlation sum C(r) as a function of r/rmax for a range of embedding dimensions
de corresponding to the three cases (a) entropy noise, (b) intermittency and (c) instability. As
the embedding dimension increases, the slope of ln C(r) converges towards a fixed value. To
estimate the correlation dimension, we take the slope of ln C(r) for de = 10. The value of dc
computed for each case is as follows: (a) 3.20 0.09, (b) 3.23 0.06 and (c) 1.39 0.01.

number of points in the phase space. This function displays a power-law behavior as
r 0.
lim C(r) rdc (3.6)
r0
where dc is an estimate of the correlation dimension of the attractor.
Figure 9 shows the variation of logarithm of the correlation sum C(r) with the loga-
rithm of r/rmax for the three conditions investigated, evaluated for various embedding
dimensions de (1-10). Here, rmax represents the maximum value of r. The values are
computed using the Tisean package (Hegger et al. 1999). Correlation dimension dc is
the value of the slope, corresponding to the region where it is almost constant. As de is
increased, we observe the difference between the successive curves becomes small and for
our case, we choose de = 10 for evaluating dc . The black line represents the straight
Page 16 of 24

16 M. Murugesan et al.

Figure 10. Variation of measure K obtained by applying 0-1 test for chaos on the time series
of unsteady pressure at different values of Reynolds number, Re. During low Re conditions, the
value of K remains close to 1, indicating that entropy noise is chaotic. It falls to values close to
0 at the onset of entropy-driven instabilities.

line fit made in the region, where the slope is approximately constant. For entropy
noise, the correlation dimension obtained from figure 9(a) is 3.20 0.09. Similar value
dc = 3.23 0.06 is obtained for intermittency. However, during instability we observe
dc = 1.39 0.01. For a pure limit cycle oscillation, we expect dc = 1. In this case, since
turbulence is present during instability, we do not obtain exactly repeating patterns
and hence the value of dc is greater than one. We also observe that the dimension of
the attractor during entropy noise and intermittency is visibly higher than that during
instability.
Earlier investigations by Nair et al. (2013) showed that the oscillations during direct
combustion noise are chaotic. In order to check, whether the same is true for entropy
driven noise, we apply a practical test called 0-1 test on the obtained unsteady pressure
signal. The method is effective and works directly on the time series data to distinguish
chaotic and regular behavior in deterministic dynamical systems (Gottwald & Melbourne
2009). In this method, the measured pressure signal p (t) is translated into two variables
as,
Xn n
X
uc (n) = p (t) cos(tc), vc (n) = p (t) sin(tc) (3.7)
t=1 t=1
where, c (0, ). The time averaged mean square displacement between these two
variables (Mc (n)) is defined as,
N
1 X 2 2

Mc (n) = [uc (t + n) uc (t)] + [vc (t + n) vc (t)] (3.8)
N t=1

To obtain better results, Mc (n) is calculated only for n N (N being the total number
of samples). In practice, the value n = N/10 performs well. Then a modified mean square
displacement (Dc (n)) is defined to enhance the convergence properties as,
Dc (n) = Mc (n) V0 (c, n) (3.9)
where
N
1 cos(nc) 1 X
V0 (c, n) = E 2 , E= p (t) (3.10)
1 cos(c) N t=1
Mean square displacement signifies diffusivity of the translated variables uc & vc . For
periodic dynamics, the trajectories remain close to each other, whereas for chaos, the
trajectories diverge away from each other. Consequently, (Dc (n)) is bounded in time for
periodicity and linearly grows for chaos. The divergence of trajectories can be quantified
Page 17 of 24

Entropy-driven combustion instability 17


in terms of growth rate (Kc ) of mean square displacement and is defined as,
Kc = corr(, ) (3.11)
where, = 1, 2, ...n, = Dc (1), Dc (2), ...Dc (n) and corr(, ) indicates cross correlation
between and . Under the limiting conditions, Kc has values 0 and 1 for periodicity
and chaos respectively. However, for periodic and chaotic signals measured from practical
systems, Kc possesses a value close to 0 and 1 respectively.
We determined the values of K (K is the mean value of Kc obtained for various values
of c) from the unsteady pressure time series, acquired during the transition from entropy
noise to instability as the Reynolds number is varied. The value of K stays close to 1
for the case corresponding to entropy noise (low Reynolds number). This confirms that
entropy driven noise is chaotic. As Reynolds number is increased, K smoothly reduces
and reaches values close to 0 at the onset of entropy-driven instabilities. As said earlier,
the value of K is not exactly zero during instability due to the presence of background
turbulent fluctuations.
To summarize, the transition from entropy noise to entropy-driven instability is re-
flected as a bifurcation from chaotic to cyclic attractor in the phase space. Cyclic
attractors have well defined time scales. The changes in the characteristic scales during
this transition can be represented in the framework of recurrence plots and quantified
using recurrence quantification analysis.

3.6. Recurrence analysis of entropy-driven combustion dynamics


Recurrence is a fundamental characteristic of dynamical systems and has been utilized
to characterize the behavior of the system in phase space (Marwan et al. 2007). Eckmann
et al. (1987) introduced the concept of recurrence plots as visualization tools to identify
the recurrences in phase space. A trajectory in the phase space is considered to be
recurring if it revisits nearly the same state. Recurrences plots are mathematically
indicated as a matrix of the form,
Ri,j = ( ||yi yj ||), i, j = 1, 2, , N de 0 (3.12)
where is the Heaviside step function and is the threshold for the maximum distance
between a pair of states in the phase space to treat them as recurrent. The indices i and
j are the time instants when the distance is calculated. The variable yi and yj refer to
the time delayed vectors indicating the states of the system in the reconstructed phase
space. Recurrence plot is a plot of the symmetric matrix Ri,j for various instants of time.
All the elements in the recurrence matrix are either 0 or 1. A black dot appears in the
recurrence plot if the element in the recurrence matrix is 1; otherwise, the element 0 is
marked as a white dot.
3.6.1. Recurrence plots
Recurrence plots are presented for the time interval from 1.8 s to 2.05 s to show
the distinguishing features of temporal signals corresponding to (a) entropy noise, (b)
intermittency and (c) entropy-driven instability in figure 11 using Matlab routines
provided in http://www.recurrence-plot.tk. Patterns in the recurrence plots are
different for different states; entropy noise, intermittency and entropy-driven instability.
Recurrence plots corresponding to entropy noise is composed of apparently shorter
diagonal lines. Short vertical lines are also present (as can be seen near the bottom right
in figure 11a); but they are not as regular and frequent as short diagonal lines. The short
diagonal lines represent the short-term predictability of deterministic chaotic systems.
Incontrast, temporal signals from a stochastic process would show distributed erratic
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18 M. Murugesan et al.

Figure 11. Recurrence plots corresponding to the unsteady pressure measured during (a)
entropy noise, (b) intermittency and (c) entropy-driven combustion instability. Recurrence
threshold is chosen as = 0.25 D (D refers to the maximum distance between pairs of state
points in phase space). The pattern in the recurrence plot changes from broken, apparently
irregular short lines and dots to equally-spaced, diagonal lines as the system transitions from
entropy noise to entropy-driven instability.

black points in the recurrence plot. Visual inspection of the recurrence plot suggests that
the underlying physical mechanisms of entropy noise could be arising from deterministic
chaotic processes.
The recurrence plot corresponding to intermittent regime display black patches embed-
ded on the diagonal lines (figure 11b). These patches are due to low-amplitude fluctuations
in the intermittent regime. The diagonal lines correspond to periodicity. On contrary to
entropy noise and intermittency, the periodic dynamics of entropy-driven instability is
reflected as regular diagonal lines (figure 11c). The vertical distance between the diagonal
lines is a function of the frequency of periodic oscillations present in the system dynamics
(Marwan et al. 2007). These distances are different for the diagonal lines in the recurrence
plots corresponding to entropy noise, intermittency and instability due to the presence
of different characteristic time scales at these states.

3.6.2. Recurrence quantification analysis


In order to extract information beyond visual inspection, a number of measures that
quantify the geometrical structures are developed (Zbilut & Webber 1992; Webber &
Zbilut 1994) in the framework of recurrence quantification analysis. These recurrence
measures quantify the density of black points (i.e. recurrences), distributions of diagonal
and vertical lines. They are usually computed for small time windows of the recurrence
plots moving till the length of temporal signal and are shown to be able to detect chaos-
to-order transitions (Trulla 1996).
For recurrence quantification analysis, we used the temporal signals acquired for the
duration of 5s with a sampling rate of 4096Hz. The recurrence matrix is divided into
sub-matrices of window size of duration 0.1221s. The measures are computed for each
window and averaged to obtain the recurrence quantities (figure 12). In this section, the
threshold () is fixed as a particular value for all the signals in order to compare and
obtain quantities that indicate the transition. The use of fixed value of threshold helps
to compare the recurrence measures corresponding to different dynamics observed at
different values of Re. In this paper, the threshold is set as 2800 Pa, which is close to the
maximum distance between the pairs of state points in the phase space (diameter of the
attractor) corresponding to entropy noise at the lowest value of Re.
The simplest measure in recurrence quantification is the recurrence rate and is defined
Page 19 of 24

Entropy-driven combustion instability 19

Figure 12. Pattern changes in the recurrence plot at different Re are quantified in terms of
recurrence quantities from unsteady pressure time series. The threshold is fixed as 2800 Pa for all
Re to compare and detect the emergence of regular patterns in recurrence plots. The computed
recurrence quantities, (a) recurrence rate (RR), (b) averaged diagonal line length (ADL) &
(c) Shannon entropy of probability distribution of diagonal line lengths (EDL) indicate the
transition to entropy-driven instability prior to its onset.

as,
N
1 X
RRw = Ri,j (3.13)
N 2 i,j=1
where N is the number of state points in the recurrence plot. Ri,j possesses the value
1 and 0 for black and white points respectively. The number of samples N is chosen as
500 (corresponds to the duration of 0.122 s) for each window. Recurrence rate (RRw )
quantifies the density of black points in each window. The mean value of recurrence rate
(RR) is computed by averaging for all the windows in temporal signal of duration 5 s.
The value of recurrence rate decreases as Re is varied towards the condition of instability
(figure 12a). The reason for this drop is that the density of black points corresponding
to entropy noise reduces as the system dynamics transition to regular, equally-spaced
diagonal lines at instability.
The drop in the density of black points is a function of decrease in the regimes of low-
amplitude aperiodic fluctuations in the temporal signal. This reduction can be quantified
using the measures based on diagonal line lengths. A diagonal line in the recurrence plot
having a length (l) implies that a portion of the trajectory in the phase space during the
time interval of l is close to another portion of the trajectory at a different time. Diagonal
lines are measures of time spent by the system in a particular state (in the present work,
low-amplitude aperiodic state). The average diagonal length (ADL) is given as,
PN
lP (l)
ADL = Pl=l N
min
(3.14)
l=lmin P (l)

where, l refers to the line lengths (i.e. time intervals of aperiodic states) and P (l) means
the frequency distribution of the line lengths l. lmin represents the smallest value of
l. At entropy noise, the value of average diagonal line length is close to the maximum
since the aperiodic state is longest. As one would expect, the transition to entropy-driven
instability (periodic oscillations) is therefore indicated as a drop in the values of average
diagonal line lengths (figure 12b).
Further, the entropy of diagonal line lengths (EDL) measures the Shannon entropy of
probability distribution of diagonal line lengths in the recurrence plot,
N
X
EDL = p(l) ln(p(l)) (3.15)
l=lmin
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20 M. Murugesan et al.
where p(l) is the probability of existence of diagonal line having length l in the recurrence
plot. Shannon entropy is a measure of complexity in the recurrence plot in terms of
diagonal lines. At entropy-driven instability, diagonal lines in the recurrence plot are
equally-spaced, representing the regularity of the state. In contrast, the diagonal lines
corresponding to entropy noise are broken and apparently irregular. The pattern changes
in the lengths and distribution of diagonal lines (emergence of regularity) is manifested
as smooth reduction in the values of Shannon entropy during the transition from entropy
noise to entropy-driven instability (figure 12c).
The variations of recurrence measures indicate the transition to entropy-driven in-
stability from entropy noise. Furthermore, additional measures can also be computed
from recurrence quantification for the detailed analysis (Marwan et al. 2007). The reason
for these measures to detect the transition is that, they quantify the increment in time
duration and frequency of intermittent bursts of periodic fluctuations in the temporal
signal as the system approaches instability. Hence, these recurrence properties could be
utilized as methods to detect the onset of entropy-driven combustion instabilities.

4. Conclusions
Entropy noise and entropy-driven instabilities are important problems to be addressed,
since the ends of the practical combustors are always attached with turbine blades/nozzle,
leading to flow acceleration. In this experimental study, we systematically investigated
and for the first time reported the transition from entropy noise to entropy-driven
instability as the flow Reynolds number is varied. Bifurcation from stable operation to
instability always occurred via intermittent dynamics. To isolate and compare the con-
tributions of entropy waves from the combustion chamber acoustics, we have performed
two sets of experiments in the combustor with constant area and contracted exits.
The unsteady heat release rate couples with the natural acoustic modes of the combus-
tor with constant area exit. The amplitude spectra of combustion noise, intermittency
and instability are associated with peaks near the acoustic modes. Further, the onset of
instability occurs as an accumulation of acoustic energy near those acoustic modes sug-
gesting that the transition is an acoustic-dominated bifurcation from direct combustion
noise to acoustic-driven instability via intermittency.
In contrast, we observed that the spectral characteristics of relatively low-amplitude,
irregular pressure perturbations during the normal operation of the combustor with
contracted exit are influenced by the flow time scale rather than the acoustic time
scale. Bifurcation from stable state to instability is manifested as an amplification of
energy near the frequencies decided by the convective speed of hot combustion gas. We
have shown that the frequencies of the most-amplified modes are linearly related to the
mean velocity of the hot gas confirming the role of entropy waves. Further, non-reactive
flow experiments with conditions same as that of the reactive ones indicated that these
instabilities might not have been excited by hydrodynamic perturbations.
We then employed the tools from nonlinear time series analysis to describe the dynamic
transition from entropy noise to entropy-driven instability. Our results showed that the
bifurcation curve corresponding to the onset of entropy-driven instability resembles the S-
shaped sigmoid curve. Sigmoid bifurcation curves are associated with critical transitions
to detrimental cyclic phase space attractors driven by a positive feed-back process as in
the excitation of combustion instabilities. The appearance of intermittent states prior to
instabilities could be connected with the early-warning signals in the critical transitions.
Further, associating the onset of entropy driven instability to such critical nature of
Page 21 of 24

Entropy-driven combustion instability 21


bifurcation could enable us to look for further clues such as critical slowing down,
increased auto-correlation and increased variance.
In nonlinear time series analysis, we represented the evolution of different states such
as entropy noise, intermittency and entropy-driven instability as attractors in the phase
space. The attractors are reconstructed from the unsteady pressure signal. We evaluated
the correlation dimension using Grassberger-Procaccia algorithm and observed that the
dimension of the attractor in the phase space decreases, as one moves from entropy noise
to entropy-driven instability. The limit cycle oscillations of entropy-driven instability is
represented as a cyclic attractor. Further, 0-1 test performed on the time series, indicated
that oscillations during entropy noise and entropy-driven instability are chaotic and
periodic respectively. In the intermittent dynamics, trajectory switched back and forth
between the large-amplitude relaxation cycles and small-amplitude chaotic attractor.
Our results on recurrence plots also demonstrated the pattern changes in the dynamics
during the transition to instability. We computed the measures that quantify the density
of black points, diagonal lines and their frequency distribution through recurrence rate,
average diagonal line length, entropy of probability distribution of diagonal line lengths
at various Reynolds number. These statistical measures of recurrences indicated the
transition to entropy-driven instability well in advance to its onset. Further, additional
recurrence quantities can also be obtained for the detailed description. Our results on
recurrence plots and recurrence quantities are in good agreement with the results reported
for acoustic-driven combustion instabilities by Nair et al. (2014) in turbulent combustors.
The reason for the good performance of recurrence measures to identify an impending
instability is the appearance of intermittent bursts of periodic fluctuations well before
the occurrence of self-excited limit cycle oscillations at instability. These measures can be
used to identify and take necessary action to avoid entropy-driven instability in turbulent
combustors mounted with turbine blades/nozzle in practical applications.

We are grateful to Gas Turbine Research Establishment, India under GATET scheme
for funding this study (project number: GTRE/AE/2015253). Authors M. Murugesan
and B. Singaravelu are grateful to Indian Institute of Technology Kanpur for the finan-
cial support during the period of this research work, through Institute Post-Doctoral
fellowship. We express our gratitudes to Prof. W. Polifke, Mr. T. Komarek of Technical
University Munich, Germany and Prof. R. I. Sujith of Indian Institute of Technology
Madras for sharing the design of their combustors. We also express our gratitude to
Prof. A. Kushari of Indian Institute of Technology Kanpur for providing the swirler used
in the present experimental setup.

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