Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 2. pseudoenergy-based theory

This paper represents the second part of a study of semi-geostrophic (SG) geophysical fluid dynamics. SG dynamics shares certain attractive properties with the better known and more widely used quasi-geostrophic (QG) model, but is also a good prototype for balanced models that are more accurate than QG dynamics. The development of such balanced models is an area of great current interest. The goal of the present work is to extend a central body of QG theory, concerning the evolution of disturbances to prescribed basic states, to SG dynamics. Part 1 was based on the pseudomomentum; Part 2 is based on the pseudoenergy. A pseudoenergy invariant is a conserved quantity, of second order in disturbance amplitude relative to a prescribed steady basic state, which is related to the time symmetry of the system. We derive such an invariant for the semi-geostrophic equations, and use it to obtain: (i) a linear stability theorem analogous to Arnol'd's ‘first theorem’; and (ii) a small-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit. The results are analogous to their quasi-geostrophic forms, and reduce to those forms in the limit of small Rossby number. The results are derived for both the f-plane Boussinesq form of semi-geostrophic dynamics, and its extension to β-plane compressible flow by Magnusdottir & Schubert. Novel features particular to semi-geostrophic dynamics include apparently unnoticed lateral boundary stability criteria. Unlike the boundary stability criteria found in the first part of this study, however, these boundary criteria do not necessarily preclude the construction of provably stable basic states. The interior semi-geostrophic dynamics has an underlying Hamiltonian structure, which guarantees that symmetries in the system correspond naturally to the system's invariants. This is an important motivation for the theoretical approach used in this study. The connection between symmetries and conservation laws is made explicit using Noether's theorem applied to the Eulerian form of the Hamiltonian description of the interior dynamics.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 1. pseudomomentum-based theory

There exists a well-developed body of theory based on quasi-geostrophic (QG) dynamics that is central to our present understanding of large-scale atmospheric and oceanic dynamics. An important question is the extent to which this body of theory may generalize to more accurate dynamical models. As a first step in this process, we here generalize a set of theoretical results, concerning the evolution of disturbances to prescribed basic states, to semi-geostrophic (SG) dynamics. SG dynamics, like QG dynamics, is a Hamiltonian balanced model whose evolution is described by the material conservation of potential vorticity, together with an invertibility principle relating the potential vorticity to the advecting fields. SG dynamics has features that make it a good prototype for balanced models that are more accurate than QG dynamics. In the first part of this two-part study, we derive a pseudomomentum invariant for the SG equations, and use it to obtain: (i) linear and nonlinear generalized Charney–Stern theorems for disturbances to parallel flows; (ii) a finite-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit; and (iii) a wave-mean-flow interaction theorem consisting of generalized Eliassen–Palm flux diagnostics, an elliptic equation for the stream-function tendency, and a non-acceleration theorem. All these results are analogous to their QG forms. The pseudomomentum invariant – a conserved second-order disturbance quantity that is associated with zonal symmetry – is constructed using a variational principle in a similar manner to the QG calculations. Such an approach is possible when the equations of motion under the geostrophic momentum approximation are transformed to isentropic and geostrophic coordinates, in which the ageostrophic advection terms are no longer explicit. Symmetry-related wave-activity invariants such as the pseudomomentum then arise naturally from the Hamiltonian structure of the SG equations. We avoid use of the so-called ‘massless layer’ approach to the modelling of isentropic gradients at the lower boundary, preferring instead to incorporate explicitly those boundary contributions into the wave-activity and stability results. This makes the analogy with QG dynamics most transparent. This paper treats the f-plane Boussinesq form of SG dynamics, and its recent extension to β-plane, compressible flow by Magnusdottir & Schubert. In the limit of small Rossby number, the results reduce to their respective QG forms. Novel features particular to SG dynamics include apparently unnoticed lateral boundary stability criteria in (i), and the necessity of including additional zonal-mean eddy correlation terms besides the zonal-mean potential vorticity fluxes in the wave-mean-flow balance in (iii). In the companion paper, wave-activity conservation laws and stability theorems based on the SG form of the pseudoenergy are presented.

A unified theory of available potential energy

Traditional derivations of available potential energy, in a variety of contexts, involve combining some form of mass conservation together with energy conservation. This raises the questions of why such constructions are required in the first place, and whether there is some general method of deriving the available potential energy for an arbitrary fluid system. By appealing to the underlying Hamiltonian structure of geophysical fluid dynamics, it becomes clear why energy conservation is not enough, and why other conservation laws such as mass conservation need to be incorporated in order to construct an invariant, known as the pseudoenergy, that is a positive‐definite functional of disturbance quantities. The available potential energy is just the non‐kinetic part of the pseudoenergy, the construction of which follows a well defined algorithm. Two notable features of the available potential energy defined thereby are first, that it is a locally defined quantity, and second, that it is inherently definable at finite amplitude (though one may of course always take the small‐amplitude limit if this is appropriate). The general theory is made concrete by systematic derivations of available potential energy in a number of different contexts. All the well known expressions are recovered, and some new expressions are obtained. The possibility of generalizing the concept of available potential energy to dynamically stable basic flows (as opposed to statically stable basic states) is also discussed.

Irreversible compressible work and APE dissipation in turbulent stratified fluid

Although it plays a key role in the theory of stratified turbulence, the concept of available potential energy (APE) dissipation has remained until now a rather mysterious quantity, owing to the lack of rigorous result about its irreversible character or energy conversion type. Here, we show by using rigorous energetics considerations rooted in the analysis of the Navier-Stokes for a fully compressible fluid with a nonlinear equation of state that the APE dissipation is an irreversible energy conversion that dissipates kinetic energy into internal energy, exactly as viscous dissipation. These results are established by showing that APE dissipation contributes to the irreversible production of entropy, and by showing that it is a part of the work of expansion/contraction. Our results provide a new interpretation of the entropy budget, that leads to a new exact definition of turbulent effective diffusivity, which generalizes the Osborn-Cox model, as well as a rigorous decomposition of the work of expansion/contraction into reversible and irreversible components. In the context of turbulent mixing associated with parallel shear flow instability, our results suggests that there is no irreversible transfer of horizontal momentum into vertical momentum, as seems to be required when compressible effects are neglected, with potential consequences for the parameterisations of momentum dissipation in the coarse-grained Navier-Stokes equations.

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.

Contributions to the theory of magnetorotational instability and waves in a rotating plasma

The one-fluid magnetohydrodynamic (MHD) theory of magnetorotational instability (MRI) in an ideal plasma is presented. The theory predicts the possibility of MRI for arbitrary 0, where 0 is the ratio of the plasma pressure to the magnetic field pressure. The kinetic theory of MRI in a collisionless plasma is developed. It is demonstrated that as in the ideal MHD, MRI can occur in such a plasma for arbitrary P. The mechanism of MRI is discussed; it is shown that the instability appears because of a perturbed parallel electric field. The electrodynamic description of MRI is formulated under the assumption that the dispersion relation is expressed in terms of the permittivity tensor; general properties of this tensor are analyzed. It is shown to be separated into the nonrotational and rotational parts. With this in mind, the first step for incorporation of MRI into the general theory of plasma instabilities is taken. The rotation effects on Alfven waves are considered.

A mass-transportation approach to a one dimensional fluid mechanics model with nonlocal velocity

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Linking the hydrodynamic and kinetic description of a dissipative relativistic conformal theory

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Pentraxin-3 concentration in the amniotic fluid of women at term, in spontaneous preterm labor and when not in labor

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Magnetic hyperthermia investigation of cobalt ferrite nanoparticles: Comparison between experiment, linear response theory, and dynamic hysteresis simulations

Considerable effort has been made in recent years to optimize materials properties for magnetic hyperthermia applications. However, due to the complexity of the problem, several aspects pertaining to the combined influence of the different parameters involved still remain unclear. In this paper, we discuss in detail the role of the magnetic anisotropy on the specific absorption rate of cobalt-ferrite nanoparticles with diameters ranging from 3 to 14 nm. The structural characterization was carried out using x-ray diffraction and Rietveld analysis and all relevant magnetic parameters were extracted from vibrating sample magnetometry. Hyperthermia investigations were performed at 500 kHz with a sinusoidal magnetic field amplitude of up to 68 Oe. The specific absorption rate was investigated as a function of the coercive field, saturation magnetization, particle size, and magnetic anisotropy. The experimental results were also compared with theoretical predictions from the linear response theory and dynamic hysteresis simulations, where exceptional agreement was found in both cases. Our results show that the specific absorption rate has a narrow and pronounced maxima for intermediate anisotropy values. This not only highlights the importance of this parameter but also shows that in order to obtain optimum efficiency in hyperthermia applications, it is necessary to carefully tailor the materials properties during the synthesis process. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4729271]

Theoretical studies of fluid membrane mechanics

Biologische Membranen sind Fettmolekül-Doppelschichten, die sich wie zweidimensionale Flüssigkeiten verhalten. Die Energie einer solchen fluiden Oberfläche kann häufig mit Hilfe eines Hamiltonians beschrieben werden, der invariant unter Reparametrisierungen der Oberfläche ist und nur von ihrer Geometrie abhängt. Beiträge innerer Freiheitsgrade und der Umgebung können in den Formalismus mit einbezogen werden. Dieser Ansatz wird in der vorliegenden Arbeit dazu verwendet, die Mechanik fluider Membranen und ähnlicher Oberflächen zu untersuchen. Spannungen und Drehmomente in der Oberfläche lassen sich durch kovariante Tensoren ausdrücken. Diese können dann z. B. dazu verwendet werden, die Gleichgewichtsposition der Kontaktlinie zu bestimmen, an der sich zwei aneinander haftende Oberflächen voneinander trennen. Mit Ausnahme von Kapillarphänomenen ist die Oberflächenenergie nicht nur abhängig von Translationen der Kontaktlinie, sondern auch von Änderungen in der Steigung oder sogar Krümmung. Die sich ergebenden Randbedingungen entsprechen den Gleichgewichtsbedingungen an Kräfte und Drehmomente, falls sich die Kontaktlinie frei bewegen kann. Wenn eine der Oberflächen starr ist, muss die Variation lokal dieser Fläche folgen. Spannungen und Drehmomente tragen dann zu einer einzigen Gleichgewichtsbedingung bei; ihre Beiträge können nicht mehr einzeln identifiziert werden. Um quantitative Aussagen über das Verhalten einer fluiden Oberfläche zu machen, müssen ihre elastischen Eigenschaften bekannt sein. Der "Nanotrommel"-Versuchsaufbau ermöglicht es, Membraneigenschaften lokal zu untersuchen: Er besteht aus einer porenüberspannenden Membran, die während des Experiments durch die Spitze eines Rasterkraftmikroskops in die Pore gedrückt wird. Der lineare Verlauf der resultierenden Kraft-Abstands-Kurven kann mit Hilfe der in dieser Arbeit entwickelten Theorie reproduziert werden, wenn der Einfluss von Adhäsion zwischen Spitze und Membran vernachlässigt wird. Bezieht man diesen Effekt in die Rechnungen mit ein, ändert sich das Resultat erheblich: Kraft-Abstands-Kurven sind nicht länger linear, Hysterese und nichtverschwindende Trennkräfte treten auf. Die Voraussagen der Rechnungen könnten in zukünftigen Experimenten dazu verwendet werden, Parameter wie die Biegesteifigkeit der Membran mit einer Auflösung im Nanometerbereich zu bestimmen. Wenn die Materialeigenschaften bekannt sind, können Probleme der Membranmechanik genauer betrachtet werden. Oberflächenvermittelte Wechselwirkungen sind in diesem Zusammenhang ein interessantes Beispiel. Mit Hilfe des oben erwähnten Spannungstensors können analytische Ausdrücke für die krümmungsvermittelte Kraft zwischen zwei Teilchen, die z. B. Proteine repräsentieren, hergeleitet werden. Zusätzlich wird das Gleichgewicht der Kräfte und Drehmomente genutzt, um mehrere Bedingungen an die Geometrie der Membran abzuleiten. Für den Fall zweier unendlich langer Zylinder auf der Membran werden diese Bedingungen zusammen mit Profilberechnungen kombiniert, um quantitative Aussagen über die Wechselwirkung zu treffen. Theorie und Experiment stoßen an ihre Grenzen, wenn es darum geht, die Relevanz von krümmungsvermittelten Wechselwirkungen in der biologischen Zelle korrekt zu beurteilen. In einem solchen Fall bieten Computersimulationen einen alternativen Ansatz: Die hier präsentierten Simulationen sagen voraus, dass Proteine zusammenfinden und Membranbläschen (Vesikel) bilden können, sobald jedes der Proteine eine Mindestkrümmung in der Membran induziert. Der Radius der Vesikel hängt dabei stark von der lokal aufgeprägten Krümmung ab. Das Resultat der Simulationen wird in dieser Arbeit durch ein approximatives theoretisches Modell qualitativ bestätigt.

Dynamics, rheology and critical properties of colloidal fluid mixtures

Liquids under the influence of external fields exhibit a wide range of intriguing phenomena that can be markedly different from the behaviour of a quiescent system. This work considers two different systems — a glassforming Yukawa system and a colloid-polymer mixture — by Molecular Dynamics (MD) computer simulations coupled to dissipative particle dynamics. The former consists of a 50-50 binary mixture of differently-sized, like-charged colloids interacting via a screened Coulomb (Yukawa) potential. Near the glass transition the influence of an external shear field is studied. In particular, the transition from elastic response to plastic flow is of interest. At first, this model is characterised in equilibrium. Upon decreasing temperature it exhibits the typical dynamics of glassforming liquids, i.e. the structural relaxation time τα grows strongly in a rather small temperature range. This is discussed with respect to the mode-coupling theory of the glass transition (MCT). For the simulation of bulk systems under shear, Lees-Edwards boundary conditions are applied. At constant shear rates γ˙ ≫ 1/τα the relevant time scale is given by 1/γ˙ and the system shows shear thinning behaviour. In order to understand the pronounced differences between a quiescent system and a system under shear, the response to a suddenly commencing or terminating shear flow is studied. After the switch-on of the shear field the shear stress shows an overshoot, marking the transition from elastic to plastic deformation, which is connected to a super-diffusive increase of the mean squared displacement. Since the average static structure only depends on the value of the shear stress, it does not discriminate between those two regimes. The distribution of local stresses, in contrast, becomes broader as soon as the system starts flowing. After a switch-off of the shear field, these additional fluctuations are responsible for the fast decay of stresses, which occurs on a time scale 1/γ˙ . The stress decay after a switch-off in the elastic regime, on the other hand, happens on the much larger time scale of structural relaxation τα. While stresses decrease to zero after a switch-off for temperatures above the glass transition, they decay to a finite value for lower temperatures. The obtained results are important for advancing new theoretical approaches in the framework of mode-coupling theory. Furthermore, they suggest new experimental investigations on colloidal systems. The colloid-polymer mixture is studied in the context of the behaviour near the critical point of phase separation. For the MD simulations a new effective model with soft interaction potentials is introduced and its phase diagram is presented. Here, mainly the equilibrium properties of this model are characterised. While the self-diffusion constants of colloids and polymers do not change strongly when the critical point is approached, critical slowing down of interdiffusion is observed. The order parameter fluctuations can be determined through the long-wavelength limit of static structure factors. For this strongly asymmetric mixture it is shown how the relevant structure factor can be extracted by a diagonalisation of a matrix that contains the partial static structure factors. By presenting first results of this model under shear it is demonstrated that it is suitable for non-equilibrium simulations as well.

Numerical analysis of the relation between interactions and structure in a molecular fluid

Coarse graining is a popular technique used in physics to speed up the computer simulation of molecular fluids. An essential part of this technique is a method that solves the inverse problem of determining the interaction potential or its parameters from the given structural data. Due to discrepancies between model and reality, the potential is not unique, such that stability of such method and its convergence to a meaningful solution are issues.rnrnIn this work, we investigate empirically whether coarse graining can be improved by applying the theory of inverse problems from applied mathematics. In particular, we use the singular value analysis to reveal the weak interaction parameters, that have a negligible influence on the structure of the fluid and which cause non-uniqueness of the solution. Further, we apply a regularizing Levenberg-Marquardt method, which is stable against the mentioned discrepancies. Then, we compare it to the existing physical methods - the Iterative Boltzmann Inversion and the Inverse Monte Carlo method, which are fast and well adapted to the problem, but sometimes have convergence problems.rnrnFrom analysis of the Iterative Boltzmann Inversion, we elaborate a meaningful approximation of the structure and use it to derive a modification of the Levenberg-Marquardt method. We engage the latter for reconstruction of the interaction parameters from experimental data for liquid argon and nitrogen. We show that the modified method is stable, convergent and fast. Further, the singular value analysis of the structure and its approximation allows to determine the crucial interaction parameters, that is, to simplify the modeling of interactions. Therefore, our results build a rigorous bridge between the inverse problem from physics and the powerful solution tools from mathematics. rn

Invariant barriers to reactive front propagation in fluid flows

We present theory and experiments on the dynamics of reaction fronts in two-dimensional, vortex-dominated flows, for both time-independent and periodically driven cases. We find that the front propagation process is controlled by one-sided barriers that are either fixed in the laboratory frame (time-independent flows) or oscillate periodically (periodically driven flows). We call these barriers burning invariant manifolds (BIMs), since their role in front propagation is analogous to that of invariant manifolds in the transport and mixing of passive impurities under advection. Theoretically, the BIMs emerge from a dynamical systems approach when the advection-reaction-diffusion dynamics is recast as an ODE for front element dynamics. Experimentally, we measure the location of BIMs for several laboratory flows and confirm their role as barriers to front propagation.

Hydrodynamic correlation functions of a driven granular fluid in steady state

We study a homogeneously driven granular fluid of hard spheres at intermediate volume fractions and focus on time-delayed correlation functions in the stationary state. Inelastic collisions are modeled by incomplete normal restitution, allowing for efficient simulations with an event-driven algorithm. The incoherent scattering function Fincoh(q,t ) is seen to follow time-density superposition with a relaxation time that increases significantly as the volume fraction increases. The statistics of particle displacements is approximately Gaussian. For the coherent scattering function S(q,ω), we compare our results to the predictions of generalized fluctuating hydrodynamics, which takes into account that temperature fluctuations decay either diffusively or with a finite relaxation rate, depending on wave number and inelasticity. For sufficiently small wave number q we observe sound waves in the coherent scattering function S(q,ω) and the longitudinal current correlation function Cl(q,ω). We determine the speed of sound and the transport coefficients and compare them to the results of kinetic theory.