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Spatiotemporal Chaos in Rayleigh-Bénard Convection
Michael Cross
California Institute of TechnologyBeijing Normal University
June 2006
Janet Scheel, Keng-Hwee Chiam, Mark PaulHenry Greenside, Anand Jayaraman
Paul FischerYuhai Tu, Dan Meiron, Michael Louie
Support: DOEComputer time: NSF, NERSC, NCSA, ANL
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 1 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 2 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 3 / 54
Rayleigh-Bénard Convection
Rayleigh
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 4 / 54
Rayleigh-Bénard Convection
Ω
Rotate
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 4 / 54
Rayleigh-Bénard Instability
Fluid
Rigid plate
Rigid plate
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 5 / 54
Rayleigh-Bénard Instability
Fluid
Rigid plate
Rigid plate
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 6 / 54
Rayleigh-Bénard Instability
HOT
COLD
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 7 / 54
Rayleigh-Bénard Instability
HOT
COLD
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 8 / 54
Rayleigh-Bénard Instability
HOT
COLD
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 9 / 54
Rayleigh-Bénard Instability
HOT
COLD
2π/q
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 10 / 54
Rayleigh-Bénard Instability
HOT
COLD
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 11 / 54
Convection Patterns
From the website of Eberhard Bodenschatz
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 12 / 54
Equations for Convection
Momentum Conservation
1
σ
[∂ Eu∂t
+(Eu • E∇
)Eu]
= −E∇ p + R Tez + ∇2Eu + 2Äez × Eu
Energy Conservation
∂T
∂t+
(Eu • E∇
)T = ∇2T
Mass ConservationE∇ • Eu = 0
BC: no-slip boundaries atz = 0, 1 with T(z = 0) = 1, andT(z = 1) = 0
Aspect Ratio:0 = r/d
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 13 / 54
Modern Convection Apparatus
From de Bruyn et al., Rev. Sci. Instr. (1996)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 14 / 54
Modern Convection Apparatus
From de Bruyn et al., Rev. Sci. Instr. (1996)
Allows aquantitativecomparison between theory and experiment.
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 14 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 15 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 16 / 54
What Is It?
Definitionsdynamics, disordered in time and space, of a large, uniform systemcollective motion of many chaotic elementsbreakdown of pattern to dynamics
Natural examples:atmosphere and ocean (weather, climate etc.)arrays of nanomechanical oscillatorsheart fibrillation
Cultured monolayers of cardiac tissue (from Gil Bub, McGill)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 17 / 54
Spatiotemporal Chaos
A new paradigm of unpredictable dynamics
Simplifications over small-system chaos
Perhaps smooth dependence on parametersStatistical rather than geometrical descriptionN → ∞ limit
Not as difficult as fully developed turbulence!
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 18 / 54
Spatiotemporal Chaos
A new paradigm of unpredictable dynamics
Simplifications over small-system chaos
Perhaps smooth dependence on parametersStatistical rather than geometrical descriptionN → ∞ limit
Not as difficult as fully developed turbulence!
Issues
Role of space as well as time in sensitivity to initial conditions
Insightful diagnostics
Specificity and universality of behavior
Quantitative descriptions
Scaling behavior near transitionsReduced long wavelength description (cf. “hydrodynamics”)
Control …
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 18 / 54
Spatiotemporal Chaos
A new paradigm of unpredictable dynamics
Simplifications over small-system chaos
Perhaps smooth dependence on parametersStatistical rather than geometrical descriptionN → ∞ limit
Not as difficult as fully developed turbulence!
Issues
Role of space as well as time in sensitivity to initial conditions
Insightful diagnostics
Specificity and universality of behavior
Quantitative descriptions
Scaling behavior near transitionsReduced long wavelength description (cf. “hydrodynamics”)
Control …
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 18 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 19 / 54
Spiral Chaos in Rayleigh-Bénard Convection
…and from experiment
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 20 / 54
Domain Chaos in Rayleigh-Bénard Convection
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 21 / 54
Spiral and Domain Chaos in Rayleigh-Bénard Convection
Rotation Rate
Ray
leig
h N
umbe
r
no pattern(conduction)
stripes(convection)
KL Instability
ÿ
stripes unstable
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 22 / 54
Spiral and Domain Chaos in Rayleigh-Bénard Convection
Rotation Rate
Ray
leig
h N
umbe
r
no pattern(conduction)
stripes(convection)
KL
spiralchaos
domainchaos
ÿ
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 23 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 24 / 54
Summary of Results
Amplitude equation theory predicts
Length scale ξ ∼ ε−1/2
Time scale τ ∼ ε−1
Velocity scale v ∼ ε1/2
with ε = (R − Rc(Ä))/Rc(Ä)
Numerical Tests
generalized Swift-Hohenberg equationsXfull fluid dynamic simulationsX
Experiment× (but now we understand why)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 25 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 26 / 54
Amplitudes
Rayleigh's linear stability analysis gives
u = u0eγ t cos(qx) . . . = A(t) cos(qx) . . .
so that in the linear approximation and forR nearRc
d A
dt= γ A with γ ∝ ε = R − Rc
Rc
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 27 / 54
Amplitudes
Rayleigh's linear stability analysis gives
u = u0eγ t cos(qx) . . . = A(t) cos(qx) . . .
so that in the linear approximation and forR nearRc
d A
dt= γ A with γ ∝ ε = R − Rc
Rc
Useε as small parameter in expansion about threshold
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 27 / 54
Amplitudes
Rayleigh's linear stability analysis gives
u = u0eγ t cos(qx) . . . = A(t) cos(qx) . . .
so that in the linear approximation and forR nearRc
d A
dt= γ A with γ ∝ ε = R − Rc
Rc
Useε as small parameter in expansion about threshold
Nonlinear saturationd A
dt= (ε − A2)A
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 27 / 54
Amplitudes
Rayleigh's linear stability analysis gives
u = u0eγ t cos(qx) . . . = A(t) cos(qx) . . .
so that in the linear approximation and forR nearRc
d A
dt= γ A with γ ∝ ε = R − Rc
Rc
Useε as small parameter in expansion about threshold
Nonlinear saturationd A
dt= (ε − A2)A
Spatial variation∂ A
∂t= εA − A3 + ∂2A
∂x2
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 27 / 54
Amplitude Equations for KL Instability(Busse-Heikes, May-Leonard)
A1 A2 A3
KLKL
KL
d A1/dt = εA1 − A1(A21 + g+ A2
2 + g− A23)
d A2/dt = εA2 − A2(A22 + g+ A2
3 + g− A21)
d A3/dt = εA3 − A3(A23 + g+ A2
1 + g− A22)
give aheteroclinic cycleA1
A2
A3
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 28 / 54
Three Amplitudes + Rotation + Spatial Variation(Tu and MCC, 1992)
A1 A2 A3
KLKL
KL
∂ A1/∂t = εA1 − A1(A21 + g+ A2
2 + g− A23) + ∂2A1/∂x2
1
∂ A2/∂t = εA2 − A2(A22 + g+ A2
3 + g− A21) + ∂2A2/∂x2
2
∂ A3/∂t = εA3 − A3(A23 + g+ A2
1 + g− A22) + ∂2A3/∂x2
3
gives chaos!
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 29 / 54
Simulations of Amplitude Equations(Tu and MCC, 1992)
Grey: A1 largest; White:A2 largest; Black:A3 largest
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 30 / 54
Scaling
RescaleX = ε1/2x, T = εt, A = ε−1/2A
∂T A1 = A1 − A1(A21 + g+ A2
2 + g− A23) + ∂2
X1A1
∂T A2 = A2 − A2(A22 + g+ A2
3 + g− A21) + ∂2
X2A2
∂T A3 = A3 − A3(A23 + g+ A2
1 + g− A22) + ∂2
X3A3
Numerical simulations show chaotic dynamics withO(1) length and time scalesTherefore in unscaled (physical) units
Length scale ξ ∼ ε−1/2
Time scale τ ∼ ε−1
Velocity scale v ∼ ε1/2
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 31 / 54
Issues
Important Issues
Validity of scaling results from truncated expansions
Validity of “mean field” results in nonlinear fluctuating state
Other Approximations
Restriction to 3 roll orientations
Amplitudes assumed real
No wave number variationNo dislocations or phase grain boundaries
No perpendicular derivative terms
(∂xi − i
2qc∂2
yi
)2
−→ ∂2xi
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 32 / 54
Tests of the Theory
Simulations of generalized Swift-Hohenberg equations in periodicgeometries show results consistent with predictions[MCC, Meiron, and Tu (1994)]
Experiments give results that are consistent either with finite values ofξ, τ
at onset, or much smaller power lawsξ ∼ ε−0.2, τ ∼ ε−0.6
[Hu et al. (1995) + many others]
Simulations of generalized Swift-Hohenberg equations in circulargeometries of radius0 gave results similar to experiment but alsoconsistent with finite size scaling
ξM = ξ f (0/ξ) with ξ ∼ ε−1/2
[MCC, Louie, and Meiron (2001)]
Fluid simulations …
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 33 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 34 / 54
Generalized Swift-Hohenberg SimulationsMCC, Meiron, and Tu (1994)
Real field of two spatial dimensionsψ(x, y; t)
∂ψ
∂t= εψ + (∇2 + 1)2ψ − ψ3 gives stripes
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 35 / 54
Generalized Swift-Hohenberg SimulationsMCC, Meiron, and Tu (1994)
Real field of two spatial dimensionsψ(x, y; t)
∂ψ
∂t= εψ + (∇2 + 1)2ψ − ψ3
+ g2z·∇ × [(∇ψ)2∇ψ ] + g3∇·[(∇ψ)2∇ψ ]
gives domain chaos!
Stripes Orientations Domain Walls
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 35 / 54
Scaling of Correlation LengthMCC, Meiron, and Tu (1994)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 36 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 37 / 54
Experiment and DiagnosisHu et al. (1995)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 38 / 54
Experimental Results for Correlation LengthHu et al. (1995)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 39 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 40 / 54
Spectral Element Numerical SolutionMCC, Greenside, Fischer et al.
Accurate simulation of long-time dynamics
Exponential convergence in space, third order in time
Efficient parallel algorithm, unstructured mesh
Arbitrary geometries, realistic boundary conditions
Conducting
ÿþýüû
Insulating
dT/dx=0
"Fin" Ramp
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 41 / 54
Simulations Complement Experiments
Knowledge of full flow field and other diagnostics (e.g. total heat flow)
No experimental/measurement noise (roundoff “noise” very small)
Measure quantities inaccessible to experiment e.g. Lyapunov exponentsand vectors
Readily tune parameters
Turn on and off particular features of the physics (e.g. centrifugal effects,realistic v. periodic boundary conditions)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 42 / 54
Full Fluid Dynamic SimulationsScheel, Caltech thesis (2006)
Realistic Boundaries
Periodic Boundaries
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 43 / 54
Lyapunov ExponentJayaraman et al. (2005)
Temperature Temperature Perturbation
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 44 / 54
Lyapunov Exponent(Jayaraman et al., 2005)
Aspect ratio0 = 40, Prandtl numberσ = 0.93, rotation rateÄ = 40
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 45 / 54
Full Fluid Simulations for Domain Chaos
Summary of results of full 3d fluid simulations:
Simulations of Rayleigh-Bénard convection with Coriolis forces giveτ ∼ ε−1 for small enoughε. For largerε a slower growth is seen perhapsconsistent withτ ∼ ε−0.7
[Scheel and MCC (2005)]
Scaling of largest Lyapunov exponent consistent withλ ∼ c + ε1 with ccomparable to the finite size shift in onset[Jayaraman et al. (2006)]
Role of centrifugal force[Becker, Scheel, MCC, and Ahlers (2006)]
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 46 / 54
Frequency ScalingScheel and MCC (2005)
Slopes give frequency∝ ε1.07 (0 = 40 cylinder) andε1.04 (periodic)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 47 / 54
Scaling of Lyapunov ExponentJayaraman et al. (2005)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 48 / 54
Importance of Centrifugal ForceBecker, Scheel, MCC, and Ahlers (2006)
Aspect ratio0 = 20,ε ' 1.05,Ä = 17.6
Centrifugal force 0 Centrifugal force x4 Centrifugal force x10
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 49 / 54
Time ScalingBecker, Scheel, MCC, and Ahlers (2006)
o simulations0 = 20 with centrifugal force×2; ¤ experiment0 = 40¦ simulations0 = 40 no centrifugal force
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 50 / 54
Current Picture
Simulations of the full fluid equations near onset without centrifugal forcesare consistent with predictions of scaling of times asε−1; not yet able toprobe scaling of lengths.
Centrifugal forces are important in experiment, enhancing the finite sizeeffects and limiting size of region of domain chaos.
Maximum centrifugal force cf. Coriolis force∼ (α1T)Ä0/u.(Near thresholdÄK L ∼ 101, u ∼ ε1/2).
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 51 / 54
Outline
1 Rayleigh-Bénard Convection
2 Spatiotemporal ChaosWhat is it?Spatiotemporal Chaos in Rayleigh-Bénard convection
3 Domain ChaosAmplitude equation theoryGeneralized Swift-Hohenberg simulationsExperimentSimulations of full fluid equations
4 Conclusions
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 52 / 54
Conclusions
Spatiotemporal chaos is a third paradigm of complex dynamics (cf. chaos,turbulence)
Rotating convection shows spatiotemporal chaos in the weakly nonlinearregime near onset where there is hope for a quantitative understanding.
Numerical simulations of realistic experimental geometries are nowfeasible
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 53 / 54
Conclusions
Spatiotemporal chaos is a third paradigm of complex dynamics (cf. chaos,turbulence)
Rotating convection shows spatiotemporal chaos in the weakly nonlinearregime near onset where there is hope for a quantitative understanding.
Numerical simulations of realistic experimental geometries are nowfeasible
Truncated amplitude equation model makes predictions for scaling oflengths∝ ε−1/2 and times∝ ε−1
Scalings and features of dynamics predicted by truncated amplitude modelconfirmed by GSH simulations and full fluid simulations
Disagreement between experiment and predictions resolved (finite size,centrifugal effects)
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 53 / 54
To Do
More precise experimental tests of the (homogeneous) theory
Understand theoretically how good the truncated amplitude equation modelshould be
Relate to lattice systems of coupled heteroclinic oscillators
Understand the origins of chaos in the system and models
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 54 / 54
To Do
More precise experimental tests of the (homogeneous) theory
Understand theoretically how good the truncated amplitude equation modelshould be
Relate to lattice systems of coupled heteroclinic oscillators
Understand the origins of chaos in the system and models
THE END
Michael Cross (Caltech, BNU) Spatiotemporal Chaos June 2006 54 / 54