A general method for finding extremal states of Hamiltonian dynamical systems, with applications to perfect fluids

In addition to the Hamiltonian functional itself, non-canonical Hamiltonian dynamical systems generally possess integral invariants known as ‘Casimir functionals’. In the case of the Euler equations for a perfect fluid, the Casimir functionals correspond to the vortex topology, whose invariance derives from the particle-relabelling symmetry of the underlying Lagrangian equations of motion. In a recent paper, Vallis, Carnevale & Young (1989) have presented algorithms for finding steady states of the Euler equations that represent extrema of energy subject to given vortex topology, and are therefore stable. The purpose of this note is to point out a very general method for modifying any Hamiltonian dynamical system into an algorithm that is analogous to those of Vallis etal. in that it will systematically increase or decrease the energy of the system while preserving all of the Casimir invariants. By incorporating momentum into the extremization procedure, the algorithm is able to find steadily-translating as well as steady stable states. The method is applied to a variety of perfect-fluid systems, including Euler flow as well as compressible and incompressible stratified flow.

Non-ergodicity of inviscid two-dimensional flow on a beta-plane and on the surface of a rotating sphere

It is shown that, for a sufficiently large value of β, two-dimensional flow on a doubly-periodic beta-plane cannot be ergodic (phase-space filling) on the phase-space surface of constant energy and enstrophy. A corresponding result holds for flow on the surface of a rotating sphere, for a sufficiently rapid rotation rate Ω. This implies that the higher-order, non-quadratic invariants are exerting a significant influence on the statistical evolution of the flow. The proof relies on the existence of a finite-amplitude Liapunov stability theorem for zonally symmetric basic states with a non-vanishing absolute-vorticity gradient. When the domain size is much larger than the size of a typical eddy, then a sufficient condition for non-ergodicity is that the wave steepness ε < 1, where ε = 2[surd radical]2Z/βU in the planar case and $\epsilon = 2^{\frac{1}{4}} a^{\frac{5}{2}}Z^{\frac{7}{4}}/\Omega U^{\frac{5}{2}}$ in the spherical case, and where Z is the enstrophy, U the r.m.s. velocity, and a the radius of the sphere. This result may help to explain why numerical simulations of unforced beta-plane turbulence (in which ε decreases in time) seem to evolve into a non-ergodic regime at large scales.

Rossby waves and two-dimensional turbulence in a large-scale zonal jet

The theory of homogeneous barotropic beta-plane turbulence is here extended to include effects arising from spatial inhomogeneity in the form of a zonal shear flow. Attention is restricted to the geophysically important case of zonal flows that are barotropically stable and are of larger scale than the resulting transient eddy field. Because of the presumed scale separation, the disturbance enstrophy is approximately conserved in a fully nonlinear sense, and the (nonlinear) wave-mean-flow interaction may be characterized as a shear-induced spectral transfer of disturbance enstrophy along lines of constant zonal wavenumber k. In this transfer the disturbance energy is generally not conserved. The nonlinear interactions between different disturbance components are turbulent for scales smaller than the inverse of Rhines's cascade-arrest scale κβ[identical with] (β0/2urms)½ and in this regime their leading-order effect may be characterized as a tendency to spread the enstrophy (and energy) along contours of constant total wavenumber κ [identical with] (k2 + l2)½. Insofar as this process of turbulent isotropization involves spectral transfer of disturbance enstrophy across lines of constant zonal wavenumber k, it can be readily distinguished from the shear-induced transfer which proceeds along them. However, an analysis in terms of total wavenumber K alone, which would be justified if the flow were homogeneous, would tend to mask the differences. The foregoing theoretical ideas are tested by performing direct numerical simulation experiments. It is found that the picture of classical beta-plane turbulence is altered, through the effect of the large-scale zonal flow, in the following ways: (i) while the turbulence is still confined to K Kβ, the disturbance field penetrates to the largest scales of motion; (ii) the larger disturbance scales K < Kβ exhibit a tendency to meridional rather than zonal anisotropy, namely towards v2 > u2 rather than vice versa; (iii) the initial spectral transfer rate away from an isotropic intermediate-scale source is significantly enhanced by the shear-induced transfer associated with straining by the zonal flow. This last effect occurs even when the large-scale shear appears weak to the energy-containing eddies, in the sense that dU/dy [double less-than sign] κ for typical eddy length and velocity scales.

An exact local conservation theorem for finite-amplitude disturbances to non-parallel shear flows, with remarks on Hamiltonian structure and on Arnol'd's stability theorems

Disturbances of arbitrary amplitude are superposed on a basic flow which is assumed to be steady and either (a) two-dimensional, homogeneous, and incompressible (rotating or non-rotating) or (b) stably stratified and quasi-geostrophic. Flow over shallow topography is allowed in either case. The basic flow, as well as the disturbance, is assumed to be subject neither to external forcing nor to dissipative processes like viscosity. An exact, local ‘wave-activity conservation theorem’ is derived in which the density A and flux F are second-order ‘wave properties’ or ‘disturbance properties’, meaning that they are O(a2) in magnitude as disturbance amplitude a [rightward arrow] 0, and that they are evaluable correct to O(a2) from linear theory, to O(a3) from second-order theory, and so on to higher orders in a. For a disturbance in the form of a single, slowly varying, non-stationary Rossby wavetrain, $\overline{F}/\overline{A}$ reduces approximately to the Rossby-wave group velocity, where (${}^{-}$) is an appropriate averaging operator. F and A have the formal appearance of Eulerian quantities, but generally involve a multivalued function the correct branch of which requires a certain amount of Lagrangian information for its determination. It is shown that, in a certain sense, the construction of conservable, quasi-Eulerian wave properties like A is unique and that the multivaluedness is inescapable in general. The connection with the concepts of pseudoenergy (quasi-energy), pseudomomentum (quasi-momentum), and ‘Eliassen-Palm wave activity’ is noted. The relationship of this and similar conservation theorems to dynamical fundamentals and to Arnol'd's nonlinear stability theorems is discussed in the light of recent advances in Hamiltonian dynamics. These show where such conservation theorems come from and how to construct them in other cases. An elementary proof of the Hamiltonian structure of two-dimensional Eulerian vortex dynamics is put on record, with explicit attention to the boundary conditions. The connection between Arnol'd's second stability theorem and the suppression of shear and self-tuning resonant instabilities by boundary constraints is discussed, and a finite-amplitude counterpart to Rayleigh's inflection-point theorem noted

Spectral nonlocality, absolute equilibria and Kraichnan-Leith-Batchelor phenomenology in two-dimensional turbulent energy cascades

We study the degree to which Kraichnan–Leith–Batchelor (KLB) phenomenology describes two-dimensional energy cascades in α turbulence, governed by ∂θ/∂t+J(ψ,θ)=ν∇2θ+f, where θ=(−Δ)α/2ψ is generalized vorticity, and ψ^(k)=k−αθ^(k) in Fourier space. These models differ in spectral non-locality, and include surface quasigeostrophic flow (α=1), regular two-dimensional flow (α=2) and rotating shallow flow (α=3), which is the isotropic limit of a mantle convection model. We re-examine arguments for dual inverse energy and direct enstrophy cascades, including Fjørtoft analysis, which we extend to general α, and point out their limitations. Using an α-dependent eddy-damped quasinormal Markovian (EDQNM) closure, we seek self-similar inertial range solutions and study their characteristics. Our present focus is not on coherent structures, which the EDQNM filters out, but on any self-similar and approximately Gaussian turbulent component that may exist in the flow and be described by KLB phenomenology. For this, the EDQNM is an appropriate tool. Non-local triads contribute increasingly to the energy flux as α increases. More importantly, the energy cascade is downscale in the self-similar inertial range for 2.5<α<10. At α=2.5 and α=10, the KLB spectra correspond, respectively, to enstrophy and energy equipartition, and the triad energy transfers and flux vanish identically. Eddy turnover time and strain rate arguments suggest the inverse energy cascade should obey KLB phenomenology and be self-similar for α<4. However, downscale energy flux in the EDQNM self-similar inertial range for α>2.5 leads us to predict that any inverse cascade for α≥2.5 will not exhibit KLB phenomenology, and specifically the KLB energy spectrum. Numerical simulations confirm this: the inverse cascade energy spectrum for α≥2.5 is significantly steeper than the KLB prediction, while for α<2.5 we obtain the KLB spectrum.

Balance model for equatorial long waves

Geophysical fluid models often support both fast and slow motions. As the dynamics are often dominated by the slow motions, it is desirable to filter out the fast motions by constructing balance models. An example is the quasi geostrophic (QG) model, which is used widely in meteorology and oceanography for theoretical studies, in addition to practical applications such as model initialization and data assimilation. Although the QG model works quite well in the mid-latitudes, its usefulness diminishes as one approaches the equator. Thus far, attempts to derive similar balance models for the tropics have not been entirely successful as the models generally filter out Kelvin waves, which contribute significantly to tropical low-frequency variability. There is much theoretical interest in the dynamics of planetary-scale Kelvin waves, especially for atmospheric and oceanic data assimilation where observations are generally only of the mass field and thus do not constrain the wind field without some kind of diagnostic balance relation. As a result, estimates of Kelvin wave amplitudes can be poor. Our goal is to find a balance model that includes Kelvin waves for planetary-scale motions. Using asymptotic methods, we derive a balance model for the weakly nonlinear equatorial shallow-water equations. Specifically we adopt the ‘slaving’ method proposed by Warn et al. (Q. J. R. Meteorol. Soc., vol. 121, 1995, pp. 723–739), which avoids secular terms in the expansion and thus can in principle be carried out to any order. Different from previous approaches, our expansion is based on a long-wave scaling and the slow dynamics is described using the height field instead of potential vorticity. The leading-order model is equivalent to the truncated long-wave model considered previously (e.g. Heckley & Gill, Q. J. R. Meteorol. Soc., vol. 110, 1984, pp. 203–217), which retains Kelvin waves in addition to equatorial Rossby waves. Our method allows for the derivation of higher-order models which significantly improve the representation of Rossby waves in the isotropic limit. In addition, the ‘slaving’ method is applicable even when the weakly nonlinear assumption is relaxed, and the resulting nonlinear model encompasses the weakly nonlinear model. We also demonstrate that the method can be applied to more realistic stratified models, such as the Boussinesq model.

Modelling the rheology of sea ice as a collection of diamond-shaped floes

In polar oceans, seawater freezes to form a layer of sea ice of several metres thickness that can cover up to 8% of the Earth’s surface. The modelled sea ice cover state is described by thickness and orientational distribution of interlocking, anisotropic diamond-shaped ice floes delineated by slip lines, as supported by observation. The purpose of this study is to develop a set of equations describing the mean-field sea ice stresses that result from interactions between the ice floes and the evolution of the ice floe orientation, which are simple enough to be incorporated into a climate model. The sea ice stress caused by a deformation of the ice cover is determined by employing an existing kinematic model of ice floe motion, which enables us to calculate the forces acting on the ice floes due to crushing into and sliding past each other, and then by averaging over all possible floe orientations. We describe the orientational floe distribution with a structure tensor and propose an evolution equation for this tensor that accounts for rigid body rotation of the floes, their apparent re-orientation due to new slip line formation, and change of shape of the floes due to freezing and melting. The form of the evolution equation proposed is motivated by laboratory observations of sea ice failure under controlled conditions. Finally, we present simulations of the evolution of sea ice stress and floe orientation for several imposed flow types. Although evidence to test the simulations against is lacking, the simulations seem physically reasonable.

Flow-induced morphological instability of a mushy layer

A morphological instability of a mushy layer due to a forced flow in the melt is analysed. The instability is caused by flow induced in the mushy layer by Bernoulli suction at the crests of a sinusoidally perturbed mush–melt interface. The flow in the mushy layer advects heat away from crests which promotes solidification. Two linear stability analyses are presented: the fundamental mechanism for instability is elucidated by considering the case of uniform flow of an inviscid melt; a more complete analysis is then presented for the case of a parallel shear flow of a viscous melt. The novel instability mechanism we analyse here is contrasted with that investigated by Gilpin et al. (1980) and is found to be more potent for the case of newly forming sea ice.

Frazil dynamics and precipitation in a water column with depth-dependent supercooling

A morphological instability of a mushy layer due to a forced flow in the melt is analysed. The instability is caused by flow induced in the mushy layer by Bernoulli suction at the crests of a sinusoidally perturbed mush–melt interface. The flow in the mushy layer advects heat away from crests which promotes solidification. Two linear stability analyses are presented: the fundamental mechanism for instability is elucidated by considering the case of uniform flow of an inviscid melt; a more complete analysis is then presented for the case of a parallel shear flow of a viscous melt. The novel instability mechanism we analyse here is contrasted with that investigated by Gilpin et al. (1980) and is found to be more potent for the case of newly forming sea ice.

Observations of urban boundary layer structure during a strong urban heat island event

It has long been known that the urban surface energy balance is different to that of a rural surface, and that heating of the urban surface after sunset gives rise to the Urban Heat Island (UHI). Less well known is how flow and turbulence structure above the urban surface are changed during different phases of the urban boundary layer (UBL). This paper presents new observations above both an urban and rural surface and investigates how much UBL structure deviates from classical behaviour. A 5-day, low wind, cloudless, high pressure period over London, UK, was chosen for analysis, during which there was a strong UHI. Boundary layer evolution for both sites was determined by the diurnal cycle in sensible heat flux, with an extended decay period of approximately 4 h for the convective UBL. This is referred to as the “Urban Convective Island” as the surrounding rural area was already stable at this time. Mixing height magnitude depended on the combination of regional temperature profiles and surface temperature. Given the daytime UHI intensity of 1.5∘C, combined with multiple inversions in the temperature profile, urban and rural mixing heights underwent opposite trends over the period, resulting in a factor of three height difference by the fifth day. Nocturnal jets undergoing inertial oscillations were observed aloft in the urban wind profile as soon as the rural boundary layer became stable: clear jet maxima over the urban surface only emerged once the UBL had become stable. This was due to mixing during the Urban Convective Island reducing shear. Analysis of turbulent moments (variance, skewness and kurtosis) showed “upside-down” boundary layer characteristics on some mornings during initial rapid growth of the convective UBL. During the “Urban Convective Island” phase, turbulence structure still resembled a classical convective boundary layer but with some influence from shear aloft, depending on jet strength. These results demonstrate that appropriate choice of Doppler lidar scan patterns can give detailed profiles of UBL flow. Insights drawn from the observations have implications for accuracy of boundary conditions when simulating urban flow and dispersion, as the UBL is clearly the result of processes driven not only by local surface conditions but also regional atmospheric structure.

Processes controlling atmospheric dispersion through city centres

We develop a process-based model for the dispersion of a passive scalar in the turbulent flow around the buildings of a city centre. The street network model is based on dividing the airspace of the streets and intersections into boxes, within which the turbulence renders the air well mixed. Mean flow advection through the network of street and intersection boxes then mediates further lateral dispersion. At the same time turbulent mixing in the vertical detrains scalar from the streets and intersections into the turbulent boundary layer above the buildings. When the geometry is regular, the street network model has an analytical solution that describes the variation in concentration in a near-field downwind of a single source, where the majority of scalar lies below roof level. The power of the analytical solution is that it demonstrates how the concentration is determined by only three parameters. The plume direction parameter describes the branching of scalar at the street intersections and hence determines the direction of the plume centreline, which may be very different from the above-roof wind direction. The transmission parameter determines the distance travelled before the majority of scalar is detrained into the atmospheric boundary layer above roof level and conventional atmospheric turbulence takes over as the dominant mixing process. Finally, a normalised source strength multiplies this pattern of concentration. This analytical solution converges to a Gaussian plume after a large number of intersections have been traversed, providing theoretical justification for previous studies that have developed empirical fits to Gaussian plume models. The analytical solution is shown to compare well with very high-resolution simulations and with wind tunnel experiments, although re-entrainment of scalar previously detrained into the boundary layer above roofs, which is not accounted for in the analytical solution, is shown to become an important process further downwind from the source.

On the validity of single-parcel energetics to assess the importance of internal energy and compressibility effects in stratified fluids

It is often assumed on the basis of single-parcel energetics that compressible effects and conversions with internal energy are negligible whenever typical displacements of fluid parcels are small relative to the scale height of the fluid (defined as the ratio of the squared speed of sound over gravitational acceleration). This paper shows that the above approach is flawed, however, and that a correct assessment of compressible effects and internal energy conversions requires considering the energetics of at least two parcels, or more generally, of mass conserving parcel re-arrangements. As a consequence, it is shown that it is the adiabatic lapse rate and its derivative with respect to pressure, rather than the scale height, which controls the relative importance of compressible effects and internal energy conversions when considering the global energy budget of a stratied fluid. Only when mass conservation is properly accounted for is it possible to explain why available internal energy can account for up to 40 percent of the total available potential energy in the oceans. This is considerably larger than the prediction of single-parcel energetics, according to which this number should be no more than about 2 percent.

Kraichnan–Leith–Batchelor similarity theory and two-dimensional inverse cascades

We study the scaling properties and Kraichnan–Leith–Batchelor (KLB) theory of forced inverse cascades in generalized two-dimensional (2D) fluids (α-turbulence models) simulated at resolution 8192x8192. We consider α=1 (surface quasigeostrophic flow), α=2 (2D Euler flow) and α=3. The forcing scale is well resolved, a direct cascade is present and there is no large-scale dissipation. Coherent vortices spanning a range of sizes, most larger than the forcing scale, are present for both α=1 and α=2. The active scalar field for α=3 contains comparatively few and small vortices. The energy spectral slopes in the inverse cascade are steeper than the KLB prediction −(7−α)/3 in all three systems. Since we stop the simulations well before the cascades have reached the domain scale, vortex formation and spectral steepening are not due to condensation effects; nor are they caused by large-scale dissipation, which is absent. One- and two-point p.d.f.s, hyperflatness factors and structure functions indicate that the inverse cascades are intermittent and non-Gaussian over much of the inertial range for α=1 and α=2, while the α=3 inverse cascade is much closer to Gaussian and non-intermittent. For α=3 the steep spectrum is close to that associated with enstrophy equipartition. Continuous wavelet analysis shows approximate KLB scaling ℰ(k)∝k−2 (α=1) and ℰ(k)∝k−5/3 (α=2) in the interstitial regions between the coherent vortices. Our results demonstrate that coherent vortex formation (α=1 and α=2) and non-realizability (α=3) cause 2D inverse cascades to deviate from the KLB predictions, but that the flow between the vortices exhibits KLB scaling and non-intermittent statistics for α=1 and α=2.