A closer look at chaotic advection in the stratosphere: part I: geometric structure

The relevance of chaotic advection to stratospheric mixing and transport is addressed in the context of (i) a numerical model of forced shallow-water flow on the sphere, and (ii) a middle-atmosphere general circulation model. It is argued that chaotic advection applies to both these models if there is suitable large-scale spatial structure in the velocity field and if the velocity field is temporally quasi-regular. This spatial structure is manifested in the form of “cat’s eyes” in the surf zone, such as are commonly seen in numerical simulations of Rossby wave critical layers; by analogy with the heteroclinic structure of a temporally aperiodic chaotic system the cat’s eyes may be thought of as an “organizing structure” for mixing and transport in the surf zone. When this organizing structure exists, Eulerian and Lagrangian autocorrelations of the velocity derivatives indicate that velocity derivatives decorrelate more rapidly along particle trajectories than at fixed spatial locations (i.e., the velocity field is temporally quasi-regular). This phenomenon is referred to as Lagrangian random strain.

A closer look at chaotic advection in the stratosphere: part II: statistical diagnostics

Statistical diagnostics of mixing and transport are computed for a numerical model of forced shallow-water flow on the sphere and a middle-atmosphere general circulation model. In particular, particle dispersion statistics, transport fluxes, Liapunov exponents (probability density functions and ensemble averages), and tracer concentration statistics are considered. It is shown that the behavior of the diagnostics is in accord with that of kinematic chaotic advection models so long as stochasticity is sufficiently weak. Comparisons with random-strain theory are made.

Chaotic mixing and transport in Rossby-wave critical layers

A simple, dynamically consistent model of mixing and transport in Rossby-wave critical layers is obtained from the well-known Stewartson–Warn–Warn (SWW) solution of Rossby-wave critical-layer theory. The SWW solution is thought to be a useful conceptual model of Rossby-wave breaking in the stratosphere. Chaotic advection in the model is a consequence of the interaction between a stationary and a transient Rossby wave. Mixing and transport are characterized separately with a number of quantitative diagnostics (e.g. mean-square dispersion, lobe dynamics, and spectral moments), and with particular emphasis on the dynamics of the tracer field itself. The parameter dependences of the diagnostics are examined: transport tends to increase monotonically with increasing perturbation amplitude whereas mixing does not. The robustness of the results is investigated by stochastically perturbing the transient-wave phase speed. The two-wave chaotic advection model is contrasted with a stochastic single-wave model. It is shown that the effects of chaotic advection cannot be captured by stochasticity alone.

Stirring and mixing in two-dimensional divergent flow

While stirring and mixing properties in the stratosphere are reasonably well understood in the context of balanced (slow) dynamics, as is evidenced in numerous studies of chaotic advection, the strongly enhanced presence of high-frequency gravity waves in the mesosphere gives rise to a significant unbalanced (fast) component to the flow. The present investigation analyses result from two idealized shallow-water numerical simulations representative of stratospheric and mesospheric dynamics on a quasi-horizontal isentropic surface. A generalization of the Hua–Klein Eulerian diagnostic to divergent flow reveals that velocity gradients are strongly influenced by the unbalanced component of the flow. The Lagrangian diagnostic of patchiness nevertheless demonstrates the persistence of coherent features in the zonal component of the flow, in contrast to the destruction of coherent features in the meridional component. Single-particle statistics demonstrate t2 scaling for both the stratospheric and mesospheric regimes in the case of zonal dispersion, and distinctive scaling laws for the two regimes in the case of meridional dispersion. This is in contrast to two-particle statistics, which in the mesospheric (unbalanced) regime demonstrate a more rapid approach to Richardson’s t3 law in the case of zonal dispersion and is evidence of enhanced meridional dispersion.

On the nature of large-scale mixing in the stratosphere and mesosphere

Studies of tracer transport in the stratosphere have shown that adiabatic quasi-horizontal tracer evolution is controlled primarily by the large-scale low-frequency component of the flow. This behavior is consistent with the concept of chaotic advection, wherein the Eulerian velocity field is spatially coherent and temporally quasi-regular on timescales over which the Lagrangian evolution is chaotic. In this study, winds from a middle atmosphere general circulation model (the Canadian Middle Atmosphere Model) are used to compare and contrast the nature of tracer evolution in the stratosphere and mesosphere. It is found that the concept of chaotic advection is relevant in the stratosphere but not in the mesosphere. The explanation for this behavior is the increased strength of gravity wave activity in the mesosphere as compared with the stratosphere, which leads to shallower kinetic energy spectra on synoptic scales and a much shorter Eulerian correlation time. The shallower kinetic energy spectra imply that tracer evolution in the mesosphere is spectrally local, in contrast with the spectrally nonlocal regime that prevails in the stratosphere. This means that tracer advection calculations in the mesosphere are controlled primarily by the gravity wave spectrum and are intrinsically resolution dependent.

Fractal structures in stenoses and aneurysms in blood vessels

Recent advances in the field of chaotic advection provide the impetus to revisit the dynamics of particles transported by blood flow in the presence of vessel wall irregularities. The irregularity, being either a narrowing or expansion of the vessel, mimicking stenoses or aneurysms, generates abnormal flow patterns that lead to a peculiar filamentary distribution of advected particles, which, in the blood, would include platelets. Using a simple model, we show how the filamentary distribution depends on the size of the vessel wall irregularity, and how it varies under resting or exercise conditions. The particles transported by blood flow that spend a long time around a disturbance either stick to the vessel wall or reside on fractal filaments. We show that the faster flow associated with exercise creates widespread filaments where particles can get trapped for a longer time, thus allowing for the possible activation of such particles. We argue, based on previous results in the field of active processes in flows, that the non-trivial long-time distribution of transported particles has the potential to have major effects on biochemical processes occurring in blood flow, including the activation and deposition of platelets. One aspect of the generality of our approach is that it also applies to other relevant biological processes, an example being the coexistence of plankton species investigated previously.

Microfluidic-controlled manufacture of liposomes for the solubilisation of a poorly water soluble drug

Besides their well-described use as delivery systems for water-soluble drugs, liposomes have the ability to act as a solubilizing agent for drugs with low aqueous solubility. However, a key limitation in exploiting liposome technology is the availability of scalable, low-cost production methods for the preparation of liposomes. Here we describe a new method, using microfluidics, to prepare liposomal solubilising systems which can incorporate low solubility drugs (in this case propofol). The setup, based on a chaotic advection micromixer, showed high drug loading (41 mol%) of propofol as well as the ability to manufacture vesicles with at prescribed sizes (between 50 and 450 nm) in a high-throughput setting. Our results demonstrate the ability of merging liposome manufacturing and drug encapsulation in a single process step, leading to an overall reduced process time. These studies emphasise the flexibility and ease of applying lab-on-a-chip microfluidics for the solubilisation of poorly water-soluble drugs.

A bistable reaction-diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODEs) for the dynamics of the governing advection-reaction-diffusion partial differential equations (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle-node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkoehler number) is increased, and, second, for large Damkoehler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkoehler number. Published in Physica D (2006)

Chaotic mixing of a competitive-consecutive reaction

The evolution of a competitive-consecutive chemical reaction is computed numerically in a two-dimensional chaotic fluid flow with initially segregated reactants. Results from numerical simulations are used to evaluate a variety of reduced models commonly adopted to model the full advection-reaction-diffusion problem. Particular emphasis is placed upon fast reactions, where the yield varies most significantly with Peclet number (the ratio of diffusive to advective time scales). When effects of the fluid mechanical mixing are strongest, we find that the yield of the reaction is underestimated by a one-dimensional lamellar model that ignores the effects of fluid mixing, but overestimated by two other lamellar models that include fluid mixing.

Reduced models of chemical reaction in chaotic flows

We describe and evaluate two reduced models for nonlinear chemical reactions in a chaotic laminar flow. Each model involves two separate steps to compute the chemical composition at a given location and time. The “manifold tracking model” first tracks backwards in time a segment of the stable manifold of the requisite point. This then provides a sample of the initial conditions appropriate for the second step, which requires solving one-dimensional problems for the reaction in Lagrangian coordinates. By contrast, the first step of the “branching trajectories model” simulates both the advection and diffusion of fluid particles that terminate at the appropriate point; the chemical reaction equations are then solved along each of the branched trajectories in a second step. Results from each model are compared with full numerical simulations of the reaction processes in a chaotic laminar flow.

Bubble geometry and chaotic pricing behaviour

This paper is a deductive theoretical enquiry into the flow of effects from the geometry of price bubbles/busts, to price indices, to pricing behaviours of sellers and buyers, and back to price bubbles/busts. The intent of the analysis is to suggest analytical approaches to identify the presence, maturity, and/or sustainability of a price bubble. We present a pricing model to emulate market behaviour, including numeric examples and charts of the interaction of supply and demand. The model extends into dynamic market solutions myopic (single- and multi-period) backward looking rational expectations to demonstrate how buyers and sellers interact to affect supply and demand and to show how capital gain expectations can be a destabilising influence – i.e. the lagged effects of past price gains can drive the market price away from long-run market-worth. Investing based on the outputs of past price-based valuation models appear to be more of a game-of-chance than a sound investment strategy.

Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term

In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term on a finite domain. Explicit and implicit Euler approximations for the equation are proposed. Stability and convergence of the methods are discussed. Moreover, we also present a fractional method of lines, a matrix transfer technique, and an extrapolation method for the equation. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.