A critical comparison of Lagrangian methods for coherent structure detection

Chaos - Tập 27 Số 5 - 2017
Alireza Hadjighasem1, Mohammad Farazmand1, Daniel Blazevski2, Gary Froyland3, George Haller4
1MIT 1 Department of Mechanical Engineering, , 77 Massachusetts Ave., Cambridge, Massachusetts 02139, USA
2Insight Data Science 2 , 45W 25th St., New York, New York 10010, USA
3University of New South Wales 3 School of Mathematics and Statistics, , Sydney, NSW 2052, Australia
4Institute of Mechanical Systems 4 Department of Mechanical and Process Engineering, , ETH Zürich, Leonhardstrasse 21, 8092 Zürich, Switzerland

Tóm tắt

We review and test twelve different approaches to the detection of finite-time coherent material structures in two-dimensional, temporally aperiodic flows. We consider both mathematical methods and diagnostic scalar fields, comparing their performance on three benchmark examples: the quasiperiodically forced Bickley jet, a two-dimensional turbulence simulation, and an observational wind velocity field from Jupiter's atmosphere. A close inspection of the results reveals that the various methods often produce very different predictions for coherent structures, once they are evaluated beyond heuristic visual assessment. As we find by passive advection of the coherent set candidates, false positives and negatives can be produced even by some of the mathematically justified methods due to the ineffectiveness of their underlying coherence principles in certain flow configurations. We summarize the inferred strengths and weaknesses of each method, and make general recommendations for minimal self-consistency requirements that any Lagrangian coherence detection technique should satisfy.

Từ khóa


Tài liệu tham khảo

2008, Zonal jets as transport barriers in planetary atmospheres, J. Atmos. Sci., 65, 3316, 10.1175/2008JAS2579.1

2013, Coherent Lagrangian vortices: The black holes of turbulence, J. Fluid Mech., 731, R4, 10.1017/jfm.2013.391

2013, Filamentation and eddy-eddy interactions in marine larval accumulation and transport, Mar. Ecol. Prog. Ser., 472, 27, 10.3354/meps10061

2014, Global heat and salt transports by eddy movement, Nat. Commun., 5, 3294, 10.1038/ncomms4294

2005, Vortex motion in the ocean: In situ visualization of jellyfish swimming and feeding flows, Phys. Fluids, 17, 091108, 10.1063/1.1942521

2007, An overview of a Lagrangian method for analysis of animal wake dynamics, J. Exp. Biol., 211, 280

2015, Quantitative flow analysis of swimming dynamics with coherent Lagrangian vortices, Chaos, 25, 087405, 10.1063/1.4919784

2008, A Lagrangian analysis of a two-dimensional airfoil with vortex shedding, J. Phys. A: Math. Theor., 41, 344011, 10.1088/1751-8113/41/34/344011

2010, Using hyperbolic Lagrangian coherent structures to investigate vortices in bioinspired fluid flows, Chaos, 20, 017510, 10.1063/1.3270045

T. B. Le and F. Sotiropoulos, “ Fluidstructure interaction of an aortic heart valve prosthesis driven by an animated anatomic left ventricle,” J. Comput. Phys. 244, 41–62 (2013), Multi-scale Modeling and Simulation of Biological Systems.

2010, Introduction to focus issue: Lagrangian coherent structures, Chaos, 20, 017501, 10.1063/1.3278173

2013, Lagrangian coherent structures: The hidden skeleton of fluid flows, Phys. Today, 66, 41, 10.1063/PT.3.1886

2015, Introduction to focus issue: Objective detection of coherent structures, Chaos, 25, 087201, 10.1063/1.4928894

2011, Lagrangian coherent structures, Transport and Mixing in Laminar Flows, 59

2015, Lagrangian coherent structures, Annu. Rev. Fluid Mech., 47, 137, 10.1146/annurev-fluid-010313-141322

2015, Lagrangian based methods for coherent structure detection, Chaos, 25, 097617, 10.1063/1.4922968

2013, Objective detection of oceanic eddies and the Agulhas leakage, J. Phys. Oceanogr., 43, 1426, 10.1175/JPO-D-12-0171.1

2016, Defining coherent vortices objectively from the vorticity, J. Fluid Mech., 795, 136, 10.1017/jfm.2016.151

2015, Shape coherence and finite-time curvature evolution, Int. J. Bifurcation Chaos, 25, 1550076, 10.1142/S0218127415500765

2004, The Non-Linear Field Theories of Mechanics

1979, The dilemma of defining a vortex, Recent Developments in Theoretical and Experimental Fluid Mechanics: Compressible and Incompressible Flows, 309, 10.1007/978-3-642-67220-0_32

2000, Lagrangian coherent structures and mixing in two-dimensional turbulence, Phys. D (Amsterdam, Neth.), 147, 352, 10.1016/S0167-2789(00)00142-1

2002, Lagrangian coherent structures from approximate velocity data, Phys. Fluids, 14, 1851, 10.1063/1.1477449

1982, An Introduction to Continuum Mechanics

2010, Invariant-tori-like Lagrangian coherent structures in geophysical flows, Chaos, 20, 017514, 10.1063/1.3271342

2012, Zonal jets as meridional transport barriers in the subtropical and polar lower stratosphere, J. Atmos. Sci., 69, 753, 10.1175/JAS-D-11-084.1

2014, Shearless transport barriers in unsteady two-dimensional flows and maps, Phys. D (Amsterdam, Neth.), 278–279, 44, 10.1016/j.physd.2014.03.008

1997, Dispersion of passive tracers in closed basins: Beyond the diffusion coefficient, Phys. Fluids, 9, 3162, 10.1063/1.869433

1997, Predictability in the large: An extension of the concept of Lyapunov exponent, J. Phys. A: Math. Gen., 30, 1, 10.1088/0305-4470/30/1/003

2002, Relation between kinematic boundaries, stirring, and barriers for the Antarctic polar vortex, J. Atmos. Sci., 59, 1198, 10.1175/1520-0469(2002)059<1198:RBKBSA>2.0.CO;2

2004, Mixing structures in the Mediterranean Sea from finite-size Lyapunov exponents, Geophys. Res. Lett., 31, L17203, 10.1029/2004GL020328

2013, Characterization of coherent structures in three-dimensional turbulent flows using the finite-size Lyapunov exponent, J. Phys. A: Math. Theor., 46, 254022, 10.1088/1751-8113/46/25/254022

2013, Do finite-size Lyapunov exponents detect coherent structures?, Chaos, 23, 043126, 10.1063/1.4837075

2010, A new mixing diagnostic and gulf oil spill movement, Science, 330, 486, 10.1126/science.1194607

2003, On the transformation property of the deformation gradient under a change of frame, J. Elasticity, 71, 73, 10.1023/B:ELAS.0000005548.36767.e7

2015

2013, Lagrangian descriptors: A method for revealing phase space structures of general time dependent dynamical systems, Commun. Nonlinear Sci. Numer. Simul., 18, 3530, 10.1016/j.cnsns.2013.05.002

2015, Some examples related to the method of Lagrangian descriptors, Chaos, 25, 063112, 10.1063/1.4922182

2016, Performance of Lagrangian descriptors and their variants in incompressible flows, Chaos, 26, 103116, 10.1063/1.4966176

2011, Investigating the connection between complexity of isolated trajectories and Lagrangian coherent structures, Nonlinear Processes Geophys., 18, 977, 10.5194/npg-18-977-2011

2009, Capturing deviation from ergodicity at different scales, Phys. D (Amsterdam, Neth.), 238, 1668, 10.1016/j.physd.2009.05.003

2014, Differential geometry perspective of shape coherence and curvature evolution by finite-time nonhyperbolic splitting, SIAM J. Appl. Dyn. Syst., 13, 1106, 10.1137/130940633

1999, On the approximation of complicated dynamical behavior, SIAM J. Numer. Anal., 36, 491, 10.1137/S0036142996313002

2005, Statistically optimal almost-invariant sets, Phys. D (Amsterdam, Neth.), 200, 205, 10.1016/j.physd.2004.11.008

2009, Almost-invariant sets and invariant manifolds Connecting probabilistic and geometric descriptions of coherent structures in flows, Phys. D (Amsterdam, Neth.), 238, 1507, 10.1016/j.physd.2009.03.002

2010, Coherent sets for nonautonomous dynamical systems, Phys. D (Amsterdam, Neth.), 239, 1527, 10.1016/j.physd.2010.03.009

2010, Transport in time-dependent dynamical systems: Finite-time coherent sets, Chaos, 20, 043116, 10.1063/1.3502450

2013, An analytic framework for identifying finite-time coherent sets in time-dependent dynamical systems, Phys. D (Amsterdam, Neth.), 250, 1, 10.1016/j.physd.2013.01.013

2014, Almost-invariant and finite-time coherent sets: Directionality, duration, and diffusion, Ergodic Theory, Open Dynamics, and Coherent Structures, 171

2015, Identifying finite-time coherent sets from limited quantities of Lagrangian data, Chaos, 25, 087408, 10.1063/1.4927424

2016, Computing coherent sets using the Fokker-Planck equation, Journal of Computational Dynamics, 3, 163, 10.3934/jcd.2016008

2017, Understanding the geometry of transport: diffusion maps for Lagrangian trajectory data unravel coherent sets, Chaos, 27, 035804, 10.1063/1.4971788

2015, Dynamic isoperimetry and the geometry of Lagrangian coherent structures, Nonlinearity, 28, 3587, 10.1088/0951-7715/28/10/3587

2003, Laplacian eigenmaps for dimensionality reduction and data representation, Neural Comput., 15, 1373, 10.1162/089976603321780317

2015, On fast computation of finite-time coherent sets using radial basis functions, Chaos, 25, 087409, 10.1063/1.4927640

G. Froyland and E. Kwok, “ A dynamic Laplacian for identifying Lagrangian coherent structures on weighted Riemannian manifolds,” preprint arXiv:1610.01128 (2016).

D. Karrasch and J. Keller, “ A geometric heat-flow theory of Lagrangian coherent structures,” preprint arXiv:1608.05598 (2016).

2013, Relatively coherent sets as a hierarchical partition method, Int. J. Bifurcation Chaos, 23, 1330026, 10.1142/S0218127413300267

2015, A rough-and-ready cluster-based approach for extracting finite-time coherent sets from sparse and incomplete trajectory data, Chaos, 25, 087406, 10.1063/1.4926372

1981, Pattern Recognition with Fuzzy Objective Function Algorithms

1973, A fuzzy relative of the ISODATA process and its use in detecting compact well-separated clusters, J. Cybern., 3, 32, 10.1080/01969727308546046

2006, Least squares quantization in PCM, IEEE Trans. Inf. Theory, 28, 129

2016, Spectral-clustering approach to Lagrangian vortex detection, Phys. Rev. E, 93, 063107, 10.1103/PhysRevE.93.063107

2000, Normalized cuts and image segmentation, IEEE Trans. Pattern Anal. Mach. Intell., 22, 888, 10.1109/34.868688

1997, Matrix Analysis

2003, Multiclass spectral clustering, Proceedings of the Ninth IEEE International Conference on Computer Vision, 2003, 313

2016, Level set formulation of two-dimensional Lagrangian vortex detection methods, Chaos, 26, 103102, 10.1063/1.4964103

2012, Computing Lagrangian coherent structures from their variational theory, Chaos, 22, 013128, 10.1063/1.3690153

2014, Automated detection of coherent Lagrangian vortices in two-dimensional unsteady flows, Proc. R. Soc. London A, 471, 20140639, 10.1098/rspa.2014.0639

2017, Efficient computation of null geodesics with applications to coherent vortex detection, Proc. R. Soc. London A, 473, 20160807, 10.1098/rspa.2016.0807

2014, Hyperbolic and elliptic transport barriers in three-dimensional unsteady flows, Phys. D (Amsterdam, Neth.), 273–274, 46, 10.1016/j.physd.2014.01.007

2016, An autonomous dynamical system captures all LCSs in three-dimensional unsteady flows, Chaos, 26, 103111, 10.1063/1.4965026

2016, Polar rotation angle identifies elliptic islands in unsteady dynamical systems, Phys. D (Amsterdam, Neth.), 315, 1, 10.1016/j.physd.2015.09.007

2016, Dynamic rotation and stretch tensors from a dynamic polar decomposition, J. Mech. Phys. Solids, 86, 70, 10.1016/j.jmps.2015.10.002

2013, Attracting and repelling Lagrangian coherent structures from a single computation, Chaos, 23, 023101, 10.1063/1.4800210

2016, Geodesic transport barriers in Jupiter's atmosphere: A video-based analysis, SIAM Rev., 58, 69, 10.1137/140983665

1993, Chaotic transport by Rossby waves in shear flow, Phys. Fluids A, 5, 948, 10.1063/1.858639

2012, Three-dimensional characterization and tracking of an Agulhas Ring, Ocean Modell., 5253, 69

2015, Studying an Agulhas ring's long-term pathway and decay with finite-time coherent sets, Chaos, 25, 083119, 10.1063/1.4927830

2014, How well-connected is the surface of the global ocean?, Chaos, 24, 033126, 10.1063/1.4892530

2009, Jupiter's shrinking great red spot and steady oval BA: Velocity measurements with the advection corrected correlation image velocimetry automated cloud-tracking method, Icarus, 203, 164, 10.1016/j.icarus.2009.05.001

2011, A variational theory of hyperbolic Lagrangian coherent structures, Phys. D (Amsterdam, Neth.), 240, 574, 10.1016/j.physd.2010.11.010

2008, Tracing the early development of harmful algal blooms on the West Florida Shelf with the aid of Lagrangian coherent structures, J. Geophys. Res.: Oceans, 113, C12014, 10.1029/2007JC004533

2011, On the role of the Agulhas system in ocean circulation and climate, Nature, 472, 429, 10.1038/nature09983

2015, Flow coherence: Distinguishing cause from effect, Selected Topics of Computational and Experimental Fluid Mechanics, 81, 10.1007/978-3-319-11487-3_4

2012, Mathematical Modeling for Complex Fluids and Flows