Vortex Motion and the Geometric Phase. Part II. Slowly Varying Spiral Structures

Summary. We derive formulas for the long time evolution of passive interfaces in three ``canonical' incompressible, inviscid, two-dimensional flow models. The point vortex models, introduced in Part 1 [1] are (i) a ``restricted' three-vortex problem, (ii) a vortex and a particle in a closed circular domain, and (iii) a particle in the flowfield of a mixing layer model undergoing a vortex pairing instability. In each configuration, it was shown in Part 1 that the passive particle exhibits a geometric or Hannay-Berry phase over long time periods induced by the slowly varying periodic background field. In this paper we show how the formula for the evolution of a passive interface driven by the dynamics of the vortices inherits this geometric phase effect. The interface wraps into a spiral formation around the ``parent' vortex, with a slowly varying component induced by the farfield vorticity. The length formula for the long time growth of the slowly rotating spiral decomposes into a ``dynamic' part and a ``geometric' part. The dynamic part is the length in the ``unperturbed' system—i.e., in the absence of the background field—and the geometric part is the contribution of the geometric phase θ _g for a passive particle in the flow. We derive the following simple formula for an interface along a smooth curve joining two arbitrary particles labelled A and B . Define as the difference in interface lengths between the ``unperturbed' system and the ``perturbed' slowly varying system at the end of the long time period T . In each case, , where ξ is the radial coordinate parametrizing the interface at t=0 . Received September 4, 1997; second revision received January 16, 1998; accepted January 27, 1998     

Multiplicity results for the two-vortex Chern-Simons Higgs model on the two-sphere

We consider a Ginzburg-Landau type functional on S ² with a 6 ^th order potential and the corresponding selfduality equations. We study the limiting behavior in the two vortex case when a coupling parameter tends to zero. This two vortex case is a limiting case for the Moser inequality, and we correspondingly detect a rich and varied asymptotic behavior depending on the position of the vortices. We exploit analogies with the Nirenberg problem for the prescribed Gauss curvature equation on S ². Received: December 3, 1997     

Relative Equilibria of the (1+N)-Vortex Problem

We examine existence and stability of relative equilibria of the n-vortex problem specialized to the case where N vortices have small and equal circulation and one vortex has large circulation. As the small circulation tends to zero, the weak vortices tend to a circle centered on the strong vortex. A special potential function of this limiting problem can be used to characterize orbits and stability. Whenever a critical point of this function is nondegenerate, we prove that the orbit can be continued via the Implicit Function Theorem, and its linear stability is determined by the eigenvalues of the Hessian matrix of the potential. For N≥3 there are at least three distinct families of critical points associated to the limiting problem. Assuming nondegeneracy, one of these families continues to a linearly stable class of relative equilibria with small and large circulation of the same sign. This class becomes unstable as the small circulation passes through zero and changes sign. Another family of critical points which is always nondegenerate continues to a configuration with small vortices arranged in an N-gon about the strong central vortex. This class of relative equilibria is linearly unstable regardless of the sign of the small circulation when N≥4. Numerical results suggest that the third family of critical points of the limiting problem also continues to a linearly unstable class of solutions of the full problem independent of the sign of the small circulation. Thus there is evidence that linearly stable relative equilibria exist when the large and small circulation strengths are of the same sign, but that no such solutions exist when they have opposite signs. The results of this paper are in contrast to those of the analogous celestial mechanics problem, for which the N-gon is the only relative equilibrium for N sufficiently large, and is linearly stable if and only if N≥7.     

Finite-time Collapse of Three Point Vortices in the Plane

We investigate the finite-time collapse of three point vortices in the plane utilizing the geometric formulation of three-vortexmotion from Krishnamurthy, Aref and Stremler (2018) Phys. Rev. Fluids 3, 024702. In this approach, the vortex system is described in terms of the interior angles of the triangle joining the vortices, the circle that circumscribes that triangle, and the orientation of the triangle. Symmetries in the governing geometric equations of motion for the general three-vortex problem allow us to consider a reduced parameter space in the relative vortex strengths. The well-known conditions for three-vortex collapse are reproduced in this formulation, and we show that these conditions are necessary and sufficient for the vortex motion to consist of collapsing or expanding self-similar motion. The geometric formulation enables a new perspective on the details of this motion. Relationships are determined between the interior angles of the triangle, the vortex strength ratios, the (finite) system energy, the time of collapse, and the distance traveled by the configuration prior to collapse. Several illustrative examples of both collapsing and expanding motion are given.     

A particle approximation of the solution of the Kushner–Stratonovitch equation

We construct a sequence of branching particle systems α _n convergent in measure to the solution of the Kushner–Stratonovitch equation. The algorithm based on this result can be used to solve numerically the filtering problem. We prove that the rate of convergence of the algorithm is of order n ^?. This paper is the third in a sequence, and represents the most efficient algorithm we have identified so far. Received: 4 February 1997 / Revised version: 26 October 1998     

Stability of the Thomson vortex polygon with evenly many vortices outside a circular domain

We consider the stability problem for the stationary rotation of a regular point vortex n-gon lying outside a circular domain. After the article of Havelock (1931), the complete solution of the problem remains unclear in the case 2 ≤ n ≤ 6. We obtain the exhaustive results for evenly many vortices n = 2, 4, 6.     

Homostrophic vortex interaction under external strain,in a coupled QG-SQG model

The interaction between two co-rotating vortices, embedded in a steady external strain field, is studied in a coupled Quasi-Geostrophic — Surface Quasi-Geostrophic (hereafter referred to as QG-SQG) model. One vortex is an anomaly of surface density, and the other is an anomaly of internal potential vorticity. The equilibria of singular point vortices and their stability are presented first. The number and form of the equilibria are determined as a function of two parameters: the external strain rate and the vertical separation between the vortices. A curve is determined analytically which separates the domain of existence of one saddle-point, and that of one neutral point and two saddle-points. Then, a Contour-Advective Semi-Lagrangian (hereafter referred to as CASL) numerical model of the coupled QG-SQG equations is used to simulate the time-evolution of a sphere of uniform potential vorticity, with radius R at depth −2H interacting with a disk of uniform density anomaly, with radius R, at the surface. In the absence of external strain, distant vortices co-rotate, while closer vortices align vertically, either completely or partially (depending on their initial distance). With strain, a fourth regime appears in which vortices are strongly elongated and drift away from their common center, irreversibly. An analysis of the vertical tilt and of the horizontal deformation of the internal vortex in the regimes of partial or complete alignment is used to quantify the three-dimensional deformation of the internal vortex in time. A similar analysis is performed to understand the deformation of the surface vortex.     

Malliavin calculus, geometric mixing, and expansion of diffusion functionals

Under geometric mixing condition, we presented asymptotic expansion of the distribution of an additive functional of a Markov or an ε-Markov process with finite autoregression including Markov type semimartingales and time series models with discrete time parameter. The emphasis is put on the use of the Malliavin calculus in place of the conditional type Cramér condition, whose verification is in most case not easy for continuous time processes without such an infinite dimensional approach. In the second part, by means of the perturbation method and the operational calculus, we proved the geometric mixing property for non-symmetric diffusion processes, and presented a sufficient condition which is easily checked in practice. Accordingly, we obtained asymptotic expansion of diffusion functionals and proved the validity of it under mild conditions, e.g., without the strong contractivity condition. Received: 7 September 1997 / Revised version: 17 March 1999     

Lyapunov orbits in the n-vortex problem

In the reduced phase space by rotation, we prove the existence of periodic orbits of the n-vortex problem emanating from a relative equilibrium formed by n unit vortices at the vertices of a regular polygon, both in the plane and at a fixed latitude when the ideal fluid moves on the surface of a sphere. In the case of a plane we also prove the existence of such periodic orbits in the (n + 1)-vortex problem, where an additional central vortex of intensity κ is added to the ring of the polygonal configuration.     

Well-posedness for a mean field model of Ginzburg–Landau vortices with opposite degrees

In this paper we analyze the hydrodynamic equations for Ginzburg–Landau vortices as derived by E (Phys. Rev. B. 50(3):1126–1135, 1994). In particular, we are interested in the mean field model describing the evolution of two patches of vortices with equal and opposite degrees. Many results are already available for the case of a single density of vortices with uniform degree. This model does not take into account the vortex annihilation, hence it can also be seen as a particular instance of the signed measures system obtained in Ambrosio et al. (Ann. Inst. H. Poincaré Anal. Non Linéaire 28(2):217–246, 2011) and related to the Chapman et al. (Eur. J. Appl. Math. 7(2):97–111, 1996) formulation. We establish global existence of L ^p solutions, exploiting some optimal transport techniques introduced in this context in Ambrosio and Serfaty (Commun. Pure Appl. Math. LXI(11):1495–1539, 2008). We prove uniqueness for L ^∞ solutions, as expected by analogy with the incompressible Euler equations in fluidodynamics. We also consider the corresponding Dirichlet problem in a bounded domain. Moreover, we show some simple examples of 1-dimensional dynamic.     

Derivation of lower critical magnetic field for anisotropic Ginzburg-Landau model in superconductivity

In this paper, the authors discuss the vortex structure of an anisotropic Ginzburg-Landau model for superconducting thin film proposed by Du. We obtain the estimate for the lower critical magnetic field $ H_{C_1 } $ H_{C_1 } which is the first critical value of h _ex corresponding to the first phase transition in which vortices appear in the superconductor. We also find local minimizers of the anisotropic superconducting thin film with a large parameter κ, and for the applied magnetic field near the critical field we discuss the asymptotic behavior of the local minimizers.     

Numerical computation of end plate effect on Taylor vortices between rotating conical cylinders

End plate effect on Taylor vortices between rotating conical cylinders is studied by numerical method in this paper. We suppose that the inner cone rotates together with the end plate at the top and the outer one as well as the end plate at the bottom remains at rest. It is found that the instability sets in at a critical Reynolds number about Re = 80. Increase Re to about Re = 200 the first single clockwise vortex is formed near the top of the flow system. Further increase Re to about Re = 440 another clockwise vortex is formed under the first one. At about Re = 448 the third vortex is formed which rotates in counterclockwise direction between the first two vortices. With increasing of Re the process continues. Finally, a configuration is obtained with an odd number of vortices in the annulus at about Re = 700, which confirms the experimental observation. Moreover, the local extreme values of pressure and velocity are achieved at the adjacent lines between neighboring vortices or at the medium lines of vortices. The effect of gap size on vortices is also considered. It is shown that the number of vortices increases with decreasing of the gap size and the end plates play an important role in the parity of the number of the vortices.     

Stationary Configurations of Point Vortices on a Cylinder

In this paper we study the problem of constructing and classifying stationary equilibria of point vortices on a cylindrical surface. Introducing polynomials with roots at vortex positions, we derive an ordinary differential equation satisfied by the polynomials. We prove that this equation can be used to find any stationary configuration. The multivortex systems containing point vortices with circulation Γ₁ and Γ₂ (Γ₂ = ?μΓ₁) are considered in detail. All stationary configurations with the number of point vortices less than five are constructed. Several theorems on existence of polynomial solutions of the ordinary differential equation under consideration are proved. The values of the parameters of the mathematical model for which there exists an infinite number of nonequivalent vortex configurations on a cylindrical surface are found. New point vortex configurations are obtained.     

Dynamics of planar vortex clusters with binaries

We study an N -vortex problem having J of them forming a cluster, which means the distances between the vortices in the cluster is much smaller by O (ε) than the distances, O (ℓ), to the N – J vortices outside of the cluster. With the strengths of N vortices being of the same order, the velocity and time scales for the motion of the J vortices relative to those of the N – J vortices are O (ε^–1) and O (ε²) respectively. We show that this two-time and two-length scale problem can be converted to a standard two-time scale problem and then the leading order solution of the N -vortex problem can be uncoupled to two problems, one for the motion of J vortices in the cluster relative to the center of the cluster and one for the motion of the N – J vortex plus the center of the cluster. For N = 3 and J = 2, the 3-vortex problem is uncoupled to two binary vortices problems in the length scales ℓ and ℓε respectively. When perturbed in the scale ℓ, say by a fourth vortex even of finite strength, the binary problem becomes a 3-vortex problem, admitting periodic solutions. Since 3-vortex problems are solvable, the uncoupling enables us to solve 3-cluster problems having at most three vortices in each cluster. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Dynamics of perturbed equilateral and collinear configurations of three point vortices

Using the technique of asymptotic expansions, we calculate trajectories of three point vortices in the vicinity of stable equilateral or collinear configurations. We show that in an appropriate rotating coordinate system each vortex moves in an elliptic orbit. The orbits of the vortices have equal eccentricities. The angle and ratio between the major axes of any two orbits have a simple analytic representation.      

Rubber rolling over a sphere

“Rubber” coated bodies rolling over a surface satisfy a no-twist condition in addition to the no slip condition satisfied by “marble” coated bodies [1]. Rubber rolling has an interesting differential geometric appeal because the geodesic curvatures of the curves on the surfaces at corresponding points are equal. The associated distribution in the 5 dimensional configuration space has 2–3–5 growth (these distributions were first studied by Cartan; he showed that the maximal symmetries occurs for rubber rolling of spheres with 3:1 diameters ratio and materialize the exceptional group G ₂). The 2–3–5 nonholonomic geometries are classified in a companion paper [2] via Cartan’s equivalence method [3]. Rubber rolling of a convex body over a sphere defines a generalized Chaplygin system [4–8] with SO(3) symmetry group, total space Q = SO(3) × S ² and base S ², that can be reduced to an almost Hamiltonian system in T*S ² with a non-closed 2-form ω_NH. In this paper we present some basic results on the sphere-sphere problem: a dynamically asymmetric but balanced sphere of radius b (unequal moments of inertia I _j but with center of gravity at the geometric center), rubber rolling over another sphere of radius a. In this example ω_NH is conformally symplectic [9]: the reduced system becomes Hamiltonian after a coordinate dependent change of time. In particular there is an invariant measure, whose density is the determinant of the reduced Legendre transform, to the power p = 1/2(b/a − 1). Using sphero-conical coordinates we verify the result by Borisov and Mamaev [10] that the system is integrable for p = −1/2 (ball over a plane). They have found another integrable case [11] corresponding to p = −3/2 (rolling ball with twice the radius of a fixed internal ball). Strikingly, a different set of sphero-conical coordinates separates the Hamiltonian in this case. No other integrable cases with different I _j are known.      

Euler configurations and quasi-polynomial systems

Consider the problem of three point vortices (also called Helmholtz’ vortices) on a plane, with arbitrarily given vorticities. The interaction between vortices is proportional to 1/r, where r is the distance between two vortices. The problem has 2 equilateral and at most 3 collinear normalized relative equilibria. This 3 is the optimal upper bound. Our main result is that the above standard statements remain unchanged if we consider an interaction proportional to r ^b, for any b < 0. For 0 < b < 1, the optimal upper bound becomes 5. For positive vorticities and any b < 1, there are exactly 3 collinear normalized relative equilibria. The case b = −2 of this last statement is the well-known theorem due to Euler: in the Newtonian 3-body problem, for any choice of the 3 masses, there are 3 Euler configurations (also known as the 3 Euler points). These small upper bounds strengthen the belief of Kushnirenko and Khovanskii [18]: real varieties defined by simple systems should have a simple topology. We indicate some hard conjectures about the configurations of relative equilibrium and suggest they could be attacked within the quasi-polynomial framework.     

On the stability of Thomson’s vortex configurations inside a circular domain

The paper is devoted to the analysis of stability of the stationary rotation of a system of n identical point vortices located at the vertices of a regular n-gon of radius R ₀ inside a circular domain of radius R. Havelock stated (1931) that the corresponding linearized system has exponentially growing solutions for n ⩾ 7 and in the case 2 ⩽ n ≤ 6 — only if the parameter p = R ₀²/R ² is greater than a certain critical value: p _*n < p < 1. In the present paper the problem of nonlinear stability is studied for all other cases 0 < p ⩽ p _*n , n = 2, ..., 6. Necessary and sufficient conditions for stability and instability for n ≠ = 5 are formulated. A detailed proof for a vortex triangle is presented. A part of the stability conditions is substantiated by the fact that the relative Hamiltonian of the system attains a minimum on the trajectory of the stationary motion of the vortex triangle. The case where the sign of the Hamiltonian is alternating requires a special approach. The analysis uses results of KAM theory. All resonances up to and including the 4th order occurring here are enumerated and investigated. It has turned out that one of them leads to instability.     

Symplectic resolutions for nilpotent orbits

In this paper, firstly we calculate Picard groups of a nilpotent orbit 𝒪 in a classical complex simple Lie algebra and discuss the properties of being ℚ-factorial and factorial for the normalization 𝒪tilde; of the closure of 𝒪. Then we consider the problem of symplectic resolutions for 𝒪tilde;. Our main theorem says that for any nilpotent orbit 𝒪 in a semi-simple complex Lie algebra, equipped with the Kostant-Kirillov symplectic form ω, if for a resolution π:Z𝒪tilde;, the 2-form π^*(ω) defined on π⁻¹(𝒪) extends to a symplectic 2-form on Z, then Z is isomorphic to the cotangent bundle T ^*(G/P) of a projective homogeneous space, and π is the collapsing of the zero section. It proves a conjecture of Cho-Miyaoka-Shepherd-Barron in this special case. Using this theorem, we determine all varieties 𝒪tilde; which admit such a resolution. Oblatum 6-V-2002 & 7-VIII-2002?Published online: 10 October 2002     

A further note on the force discrepancy for wing theory in Euler flow

Uniform steady potential flow past a wing aligned at a small angle to the flow direction is considered. The standard approach is to model this by a vortex sheet, approximated by a finite distribution of horseshoe vortices. In the limit as the span of the horseshoe vortices tends to zero, an integral distribution of infinitesimal horseshoe vortices over the vortex sheet is obtained. The contribution to the force on the wing due to the presence of one of the infinitesimal horseshoe vortices in the distribution is focused upon. Most of the algebra in the force calculation is evaluated using Maple software and is given in the appendices. As in the two previous papers by the authors on wing theory in Euler flow [E Chadwick, A slender-wing theory in potential flow, Proc. R. Soc. A461 (2005) 415–432, and E Chadwick and A Hatam, The physical interpretation of the lift discrepancy in Lanchester-Prandtl lifting wing theory for Euler flow, leading to the proposal of an alternative model in Oseen flow, Proc. R. Soc. A463 (2007) 2257–2275], it is shown that the normal force is half that expected. In this further note, in addition it is demonstrated that the axial force is infinite. The implications and reasons for these results are discussed.