Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy’s law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in heterogeneous natural and engineered porous materials.     

Detection of coherent oceanic structures via transfer operators

Coherent nondispersive structures are known to play a crucial role in explaining transport in nonautonomous dynamical systems such as ocean flows. These structures are difficult to extract from model output as they are Lagrangian by nature and not revealed by the underlying Eulerian velocity fields. In the last few years heuristic concepts such as finite-time Lyapunov exponents have been used in an attempt to detect barriers to oceanic transport and thus identify regions that trap material such as nutrients and phytoplankton. In this Letter we pursue a novel, more direct approach to uncover coherent regions in the surface ocean using high-resolution model velocity data. Our method is based upon numerically constructing a transfer operator that controls the surface transport of particles over a short period. We apply our technique to the polar latitudes of the Southern Ocean.     

Concentration and velocity field measurements by magnetic resonance imaging in aperiodic heterogeneous porous media.

Magnetic resonance imaging (MRI) techniques were investigated as a means to obtain concentration and velocity field measurements for the verification of a stochastic model for conservative chemical transport. MRI techniques were successfully applied to obtain one-dimensional breakthrough images and two-dimensional velocity images along the length of an aperiodic heterogeneous porous medium. Experimental moment data showed the concentration field in the experimental model to be slightly positively skewed. Velocity images showed the velocity field to be relatively uniform with no channeling or preferential flow behavior. Measured covariance functions showed evidence of negative correlation in the velocity field. The detailed spatial information provided by these imaging experiments has demonstrated that MRI is a valuable tool for obtaining experimental data for the verification of existing theoretical models.     

Spatial Markov model of anomalous transport through random lattice networks

Flow through lattice networks with quenched disorder exhibits a strong correlation in the velocity field, even if the link transmissivities are uncorrelated. This feature, which is a consequence of the divergence-free constraint, induces anomalous transport of passive particles carried by the flow. We propose a Lagrangian statistical model that takes the form of a continuous time random walk with correlated velocities derived from a genuinely multidimensional Markov process in space. The model captures the anomalous (non-Fickian) longitudinal and transverse spreading, and the tail of the mean first-passage time observed in the Monte Carlo simulations of particle transport. We show that reproducing these fundamental aspects of transport in disordered systems requires honoring the correlation in the Lagrangian velocity.     

A Lagrangian description of transport associated with a front-eddy interaction: Application to data from the North-Western Mediterranean Sea

We discuss the Lagrangian transport in a time-dependent oceanic system involving a Lagrangian barrier associated with a salinity front which interacts intermittently with a set of Lagrangian eddies — ‘leaky’ coherent structures that entrain and detrain fluid as they move. A theoretical framework, rooted in the dynamical systems theory, is developed in order to describe and analyse this situation. We show that such an analysis can be successfully applied to a realistic ocean model. Here, we use the output of the numerical ocean model DieCAST from Dietrich et al. (2004) [17] and Fernández et al. (2005) [18] studied earlier in Mancho et al. (2008) [15] where a Lagrangian barrier associated with the North Balearic Front in the North-Western Mediterranean Sea was identified. The numerical model provides an Eulerian view of the flow and we employ the dynamical systems approach to identify relevant hyperbolic trajectories and their stable and unstable manifolds. These manifolds are used to understand the Lagrangian geometry of the evolving front-eddy system. Transport in this system is effected by the turnstile mechanism whose spatio-temporal geometry reveals intermittent pathways along which transport occurs. Particular attention is paid to the ‘Lagrangian’ interactions between the front and the eddies, and to transport implications associated with the transition between the one-eddy and two-eddy situation. The analysis of this ‘Lagrangian’ transition is aided by a local kinematic model that provides insight into the nature of the change in hyperbolic trajectories and their stable and unstable manifolds associated with the ‘birth’ and ‘death’ of leaky Lagrangian eddies.     

基于拉氏概率密度的两相湍流二阶矩模型

用颗粒运动的拉氏分析和PDF方法,改进了颗粒相的二阶矩模型。由拉氏两相运动的随机微分方程出发,采用随机过程分析和信号分析法得到湍流两相流动的PDF输运方程,双流体模型方程和两相脉动速度相关的基本模式的封闭式,和用其它方法导出的方程与封闭式的结果一致,对封闭式作了重要的改进,在分析颗粒轨道上的流体湍流作用时间时,全面地引入拉氏分析的轨道穿越效应、惯性效应、连续效应和湍流的各向异性。     

On the Existence of Invariant Measure for Lagrangian Velocity in Compressible Environments

We study transport of a passive tracer particle in a time dependent turbulent flow in the medium with positive molecular diffusivity. We show that there exists then a probability measure equivalent to the underlying physical probability, corresponding to the Eulerian velocity field, under which the particle Lagrangian velocity observations are stationary. As an application we derive the existence of the Stokes drift and the effective diffusivity—the characteristics of the long time behavior of the particle motion.     

An immersed boundary energy-based method for incompressible viscoelasticity

Incompressible viscoelastic materials are prevalent in biological applications. In this paper we present a method for incompressible viscoelasticity in which the elasticity of the material is described in Lagrangian form (i.e. in material coordinates), and Eulerian (spatial) coordinates are used for the equations of motion and to enforce the incompressibility condition. The elastic forces are computed directly from an energy functional without the use of stress tensors, and the immersed boundary method is used to communicate between Lagrangian and Eulerian variables. The method is first applied to a warm-up problem, in which a viscoelastic incompressible material fills a two-dimensional periodic domain. For this problem, we study convergence of the velocity field, the deformation map, and the Eulerian force density. The numerical results indicate that the velocity field and deformation map converge strongly at second order and the Eulerian force density converges weakly at second order. Incompressibility is well maintained, as indicated by area conservation in this 2D problem. Finally, the method is applied to a three-dimensional fluid–structure interaction problem with two different materials: an isotropic neo-Hookean model and an anisotropic fiber-reinforced model.     

Effective Rates in Dilute Reaction-Advection Systems for the Annihilation Process A+A→∅

A dilute system of reacting particles transported by fluid flows is considered. The particles react as A+A→? with a given rate when they are within a finite radius of interaction. The system is described in terms of the joint n-point number spatial density that it is shown to obey a hierarchy of transport equations. An analytic solution is obtained in the dilute or, which is equivalent, the long-time limit by using a Lagrangian approach where statistical averages are performed along non-reacting trajectories. In this limit, it is shown that the moments of the number of particles have an exponential decay rather than the algebraic prediction of standard mean-field approaches. The effective reaction rate is then related to Lagrangian pair statistics by a large-deviation principle. A phenomenological model is introduced to study the qualitative behavior of the effective rate as a function of the interaction length, the degree of chaoticity of the dynamics and the compressibility of the carrier flow. Exact computations, obtained via a Feynman–Kac approach, in a smooth, compressible, random delta-correlated-in-time Gaussian velocity field support the proposed heuristic approach.     

微细颗粒壁面沉积的数值研究

针对微细颗粒在壁面上的沉积特性,采用湍流雷诺应力模型结合颗粒拉格朗日轨道模型对无量纲弛豫时间τ~+为0.1～100量级的微细颗粒在壁面的沉积特性进行了研究,考查了流动方式和流速对颗粒沉积速率的影响。研究表明:在垂直向下流动和水平流动情况下,颗粒的沉积速率随着颗粒无量纲弛豫时间τ~+增加而增加,但是垂直向下流动中,当颗粒无量纲弛豫时间τ~+增大到一定值,颗粒的沉积速率基本保持定值。对于相同无量纲弛豫时间τ~+的颗粒,颗粒在壁面上的沉积速率随着摩擦速度u~*的增加而减少。     

Lagrangian Dispersion in Gaussian Self-Similar Velocity Ensembles

We analyze the Lagrangian flow in a family of simple Gaussian scale-invariant velocity ensembles that exhibit both spatial roughness and temporal correlations. We argue that the behavior of the Lagrangian dispersion of pairs of fluid particles in such models is determined by the scale dependence of the ratio between the correlation time of velocity differences and the eddy turnover time. For a non-trivial scale dependence, the asymptotic regimes of the dispersion at small and large scales are described by the models with either rapidly decorrelating or frozen velocities. In contrast to the decorrelated case, known as the Kraichnan model and exhibiting Lagrangian flows with deterministic or stochastic trajectories, fast separating or trapped together, the frozen model is poorly understood. We examine the pair dispersion behavior in its simplest, one-dimensional version, reinforcing analytic arguments by numerical analysis. The collected information about the pair dispersion statistics in the limiting models allows to partially predict the extent of different phases of the Lagrangian flow in the model with time-correlated velocities.     

Accurate interface-tracking of surfaces in three dimensions for arbitrary Lagrangian–Eulerian schemes

We extend the computational method presented in [1] for tracking an interface immersed in a given velocity field to three spatial dimensions. The proposed method is particularly relevant to the simulation of unsteady free surface problems using the arbitrary Lagrangian–Eulerian framework, and has been constructed with two goals in mind: (i) to be able to accurately follow the interface; and (ii) to automatically maintain a good distribution of the grid points along the interface. The method combines information from a pure Lagrangian approach with information from an ALE approach. The new method offers flexibility in terms of how an “optimal” point distribution should be defined, and relies on the solution of two-dimensional surface convection problems. We verify the new method by solving model problems both in the single and multiple spectral element case, and we compare this method with other traditional alternatives. We have been able to verify first, second, and third order temporal accuracy for the new method by solving these three-dimensional model problems.     

Eulerian transported probability density function sub-filter model for large-eddy simulations of turbulent combustion

Reactive flow simulations using large-eddy simulations (LES) require modelling of sub-filter fluctuations. Although conserved scalars like mixture fraction can be represented using a beta-function, the reactive scalar probability density function (PDF) does not follow an universal shape. A one-point one-time joint composition PDF transport equation can be used to describe the evolution of the scalar PDF. The high-dimensional nature of this PDF transport equation requires the use of a statistical ensemble of notional particles and is directly coupled to the LES flow solver. However, the large grid sizes used in LES simulations will make such Lagrangian simulations computationally intractable. Here we propose the use of a Eulerian version of the transported-PDF scheme for simulating turbulent reactive flows. The direct quadrature method of moments (DQMOM) uses scalar-type equations with appropriate source terms to evolve the sub-filter PDF in terms of a finite number of delta-functions. Each delta-peak is characterized by a location and weight that are obtained from individual transport equations. To illustrate the feasibility of the scheme, we compare the model against a particle-based Lagrangian scheme and a presumed PDF model for the evolution of the mixture fraction PDF. All these models are applied to an experimental bluff-body flame and the simulated scalar and flow fields are compared with experimental data. The DQMOM model results show good agreement with the experimental data as well as the other sub-filter models used.     

The effect of Lagrangian chaos on locking bifurcations in shear flows

The effect of an externally imposed perturbation on an unstable or weakly stable shear flow is investigated, with a focus on the role of Lagrangian chaos in the bifurcations that occur. The external perturbation is at rest in the laboratory frame and can form a chain of resonances or cat's eyes where the initial velocity v(x0)(y) vanishes. If in addition the shear profile is unstable or weakly stable to a Kelvin-Helmholtz instability, for a certain amplitude of the external perturbation there can be an unlocking bifurcation to a nonlinear wave resonant around a different value of y, with nonzero phase velocity. The interaction of the propagating nonlinear wave with the external perturbation leads to Lagrangian chaos. We discuss results based on numerical simulations for different amplitudes of the external perturbation. The response to the external perturbation is strong, apparently because of non-normality of the linear operator, and the unlocking bifurcation is hysteretic. The results indicate that the observed Lagrangian chaos is responsible for a second bifurcation occurring at larger external perturbation, locking the wave to the wall. This bifurcation is nonhysteretic. The mechanism by which the chaos leads to locking in this second bifurcation is by means of chaotic advective transport of momentum from one chain of resonances to the other (Reynolds stress) and momentum transport to the vicinity of the wall via chaotic scattering. These results suggest that locking of waves in rotating tank experiments in the presence of two unstable modes is due to a similar process. (c) 2002 American Institute of Physics.     

Self-consistent chaotic transport in fluids and plasmas

Self-consistent chaotic transport is the transport of a field F by a velocity field v according to an advection-diffusion equation in which there is a dynamical constrain between the two fields, i.e., O(F,v)=0 where O is an integral or differential operator, and the Lagrangian trajectories of fluid particles exhibit sensitive dependence on initial conditions. In this paper we study self-consistent chaotic transport in two-dimensional incompressible shear flows. In this problem F is the vorticity zeta, the corresponding advection-diffusion equation is the vorticity equation, and the self-consistent constrain is the vorticity-velocity coupling z nabla xv=zeta. To study this problem we consider three self-consistent models of intermediate complexity between the simple but limited kinematic chaotic advection models and the approach based on the direct numerical simulation of the Navier-Stokes equation. The first two models, the vorticity defect model and the single wave model, are constructed by successive simplifications of the vorticity-velocity coupling. The third model is an area preserving self-consistent map obtained from a space-time discretization of the single wave model. From the dynamical systems perspective these models are useful because they provide relatively simple self-consistent Hamiltonians (streamfunctions) for the Lagrangian advection problem. Numerical simulations show that the models capture the basic phenomenology of shear flow instability, vortex formation and relaxation typically observed in direct numerical simulations of the Navier-Stokes equation. Self-consistent chaotic transport in electron plasmas in the context of kinetic theory is also discussed. In this case F is the electron distribution function in phase space, the corresponding advection equation is the Vlasov equation and the self-consistent constrain is the Poisson equation. This problem is closely related to the vorticity problem. In particular, the vorticity defect model is analogous to the Vlasov-Poisson model and the single wave model and the self-consistent map apply equally to both plasmas and fluids. Also, the single wave model is analogous to models used in the study of globally coupled oscillator systems. (c) 2000 American Institute of Physics.     

Stationarity of Lagrangian Velocity¶in Compressible Environments

We study the transport of a passive tracer particle by a random d-dimensional, Gaussian, compressible velocity field. It is well known, since the work of Lumley, see [13], and Port and Stone, see [20], that the observations of the velocity field from the moving particle, the so-called Lagrangian velocity process, are statistically stationary when the field itself is incompressible. In this paper we study the question of stationarity of Lagrangian observations in compressible environments. We show that, given sufficient temporal decorrelation of the velocity statistics, there exists a transformation of the original probability measure, under which the Lagrangian velocity process is time stationary. The transformed probability is equivalent to the original measure. As an application of this result we prove the law of large numbers for the particle trajectory. Received: 1 May 2001 / Accepted: 4 December 2001     

Numerical methods for multiscale transport equations and application to two-phase porous media flow

We discuss numerical methods for linear and nonlinear transport equations with multiscale velocity fields. These methods are themselves multiscaled in nature in the sense that they use macro and micro grids, multiscale test functions. We demonstrate the efficiency of these methods and apply them to two-phase flow in heterogeneous porous media.