Pattern Formation in Rayleigh-Bénard Convectionphysbio/activities/lectures/Cross/...b) dislocations...

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Benasque PHYSBIO 2003:Pattern Formation in Rayleigh-Bénard Convection - Lecture 3 1

Pattern Formation inRayleigh-Bénard Convection

Lecture 3

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Outline

• Low dimensional chaos

• Pattern Chaos

• Spatiotemporal chaos

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Outline

• Low dimensional chaos

• Pattern Chaos

• Spatiotemporal chaos

Collaborators: Marc Bourzutschky, Keng-Hwee Chiam, Henry Greenside,

Roman Grigoriev, Pierre Hohenberg, Michael Louie, Dan Meiron, Mark

Paul, Yuhai Tu.

Support: NSF and DOE

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Lorenz Chaos

C o l d

T (x, z, t) ' −rz

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Lorenz Chaos

C o l d

T (x, z, t) ' −rz+ 9π3√

3Y (t) cos(πz) cos

(π√2x

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Lorenz Chaos

C o l d

T (x, z, t) ' −rz+ 9π3√

3Y (t) cos(πz) cos

(π√2x

)+ 27π3

4Z(t) sin(2πz)

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Lorenz Chaos

C o l d

T (x, z, t) ' −rz+ 9π3√

3Y (t) cos(πz) cos

(π√2x

)+ 27π3

4Z(t) sin(2πz)

ψ(x, z, t) = 2√

6X(t) cos(πz) sin

(π√2x

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Lorenz Chaos

C o l d

T (x, z, t) ' −rz+ 9π3√

3Y (t) cos(πz) cos

(π√2x

)+ 27π3

4Z(t) sin(2πz)

ψ(x, z, t) = 2√

6X(t) cos(πz) sin

(π√2x

(u = −∂ψ/∂z, v = ∂ψ/∂x, r = R/Rc)

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Lorenz Model

X = −σ(X − Y )Y = rX − Y −XZZ = b (XY − Z)

b = 8/3 andσ is the Prandtl number.

“Classic” values areσ = 10 andr = 27.

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The Butterfly Effect

The “sensitive dependence on initial conditions” found by Lorenz is often

called the “butterfly effect”.

In fact Lorenz first said (Transactions of the New York Academy of

Sciences, 1963)

One meteorologist remarked that if the theory were correct, one

flap of the sea gull’s wings would be enough to alter the course

of the weather forever.

By the time of Lorenz’s talk at the December 1972 meeting of the

American Association for the Advancement of Science in Washington,

D.C. the sea gull had evolved into the more poetic butterfly - the title of

his talk was

Predictability: Does the Flap of a Butterfly’s Wings in Brazil set

off a Tornado in Texas?

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The Lorenz model does not describe Rayleigh-Bénard convection!

Thermosyphon Rayle igh-Benard Convect ion

Also: Rititake homopolar dynamo

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Small system chaos

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Theoretical Context

Landau (1944) Turbulence develops by infinite sequence of transitions

adding additional temporal modes and spatial complexity

Ruelle and Takens (1971)Suggested the onset of aperiodic dynamics

from a low dimensional torus (quasiperiodic motion with a small

numberN frequencies)

Feigenbaum (1978)Quantitative universality for period doubling route

to chaos

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Some Experimental Highlights

Ahlers (1974) Transition from time independent flow to aperiodic flow at

R/Rc ∼ 2 (aspect ratio 5)

Gollub and Swinney (1975)Onset of aperiodic flow from time-periodic

flow in Taylor-Couette

Maurer and Libchaber, Ahlers and Behringer (1978) Transition from

quasiperiodic flow to aperiodic flow in small aspect ratio convection

Lichaber, Laroche, and Fauve (1982)Quantitative demonstration of the

Fiegenbaum period doubling route to chaos

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Larger System Chaos

In “large” systems presumably the chaos becomes higher dimensional.

We might divide up the phenomena into two classes:

Pattern chaos global properties of spatial patterns are important, perhaps

induced by boundary effects

Spatiotemporal chaosstatistical aspects of local units are more

important (0→∞)

In either case we might be interested in

• the mechanism of the dynamics

• characterizing the dynamics

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Pattern chaos: convection in intermediate aspect ratiocylinders

G. Ahlers, Phys. Rev. Lett.30, 1185 (1974)

G. Ahlers and R.P. Behringer, Phys. Rev. Lett.40, 712 (1978)

H. Gao and R.P. Behringer, Phys. Rev. A30, 2837 (1984)

V. Croquette, P. Le Gal, and A. Pocheau, Phys. Scr. T13, 135 (1986)

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• First experiments:0 = 5.27 cell, cryogenic (normal) liquidHe4 as

fluid. High precision heat flow measurements (no flow visualization).

• Onset of aperiodic time dependence in low Reynolds number flow:

relevance of chaos to “real” (continuum) systems.

• Power law decrease of power spectrumP(f ) ∼ f−4

• Aspect ratio dependence of the onset of time dependence

0 2 5 57

Rt 10Rc 2Rc 1.1Rc

• Flow visualization (Argon,0 = 7.66)

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(from Ahlers 1974)

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(from Ahlers and Behringer 1978)

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Gao and Behringer (1984)

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0 1 2 3Reduced Rayleigh Number ε

(from Ahlers and Behringer 1978)

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Croquette, Le Gal, and Pocheau (1986)

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Numerical Simulations

(Paul, MCC, Fischer and Greenside)

• 0 = 4.72,σ = 0.78, 2600. R . 7000

• Conducting sidewalls

• Random thermal perturbation initial conditions

• Simulation time∼ 100τh

– Simulation time∼ 12 hours on 32 processors

– Experiment time∼ 172 hours or∼ 1 week

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0 500 1000 1500 2000time

R = 6949R = 4343R = 3474R = 3127R = 2804R = 2606

50 τh

Γ = 4.72σ = 0.78 (Helium)Random Initial Conditions

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R = 3127(?) R = 6949

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Power Spectrum

• Simulations oflow dimensional chaos(e.g. Lorenz model) show

exponential decaying power spectrum

• Power law power spectrum easily obtained fromstochasticmodels

(white-noise driven oscillator, etc.)

Deterministic Chaos ?⇒? Exponential decay

Stochastic Noise ?⇒? Power law decay

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Simulation Results

Simulations reproduce experimental results....

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Simulation yields a power law over the range accessible to experiment

10-2 10-1 100 101 102

ω10-12

R = 6949ω-4

Γ = 4.72, σ = 0.78, R = 6949Conducting sidewalls

R/Rc = 4.0

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When larger frequencies are included an exponential tail is found

10-2 10-1 100 101 102

ω10-21

R = 6949ω-4

Γ = 4.72, σ = 0.78, R = 6949Conducting sidewalls

R/Rc = 4.0

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1 2 3 4 5 6 7ν (1/τv)

R = 2804, σ = 0.78, Γ = 4.72Conducting sidewalls

Exponential region, slope = -3.8

Exponential tail not seen in experiment because of instrumental noise floor

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Where does the power law come from?

Power law arises fromquasi-discontinuous changes in the slopeof N(t)

on at = 0.1− 1 time scale associated with roll pinch-off events.

This is clearest to see for the low Rayleigh number where the motion is

periodic , but again the power spectrum has a power law fall off:

• Spectrogram

• Details of time seriesN(t)

• Windowed power spectrum

• Compare periodic and chaotic events

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Periodic dynamicsR = 2804

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Power law spectra

10-3 10-2 10-1 100 101

ν (1/τv)10-25

R = 2804ν-4

0 0.025 0.05 0.075 0.1ν (1/τv)

1.2E-06

1.4E-06

Γ = 4.72, R = 2804, σ = 0.78Conducting sidewallsNo overlappingLinear detrending

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Spectrogram

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Time seriesN(t)

600 700time

1.425N

a) dislocation nucleation

b) dislocations climb

c) both dislocations areat the lateral walls

one dislocation quickly glidesinto a wall foci e) the other dislocation slowly glides

into the same wall focisecondannihilation

Note: Dislocation glide alternates left and right,the portion highlighted here goes right.

d) first annihilation

R = 2804, Γ = 4.72, σ = 0.78Conducting

f) process repeats

t = 187 = 8.4 τh

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Windowed power spectra

⟨P(ν)⟩

10-1 100 101

)t = 594, Nucleationt = 639, Annihilationt = 700, Glideν-4

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Compare periodic and chaotic events

770 775 780 785 790time

270.5 271 271.5 272time

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Mechanism of Dynamics

• Pan-Am texture with roll pinch-off events creating dislocation pairs

(Flow visualization, Pocheau, Le Gal, and Croquette 1985)

• Mean flow compresses rolls outside of stable band (Model equations,

Greenside, MCC, Coughran 1985)

• Theoretical analysis of mean flow (Pocheau and Davidaud 1997)

• Numerical simulation of importance of mean flow (Paul, MCC,

Fischer, and Greenside 2001)

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Generalized Swift-Hohenberg Simulations

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Convection Simulations

3 convection cells with different side wall conditions: (a) rigid; (b) finned;

and (c) ramped. Case (a) is dynamic, the others static.

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Spatiotemporal chaos

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Might be defined as the dynamics, disordered in time and space, of a large

aspect ratio system (i.e. one that is large compared to the size of a basic

chaotic element)

Natural examples

• The atmosphere and ocean (weather, climate etc.)

• Heart fibrillation

Spatiotemporal chaos is a new paradigm of unpredictable dynamics.

(What effect does the butterfly really have?)

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Spatiotemporal chaos and turbulence both correspond toL→∞

Define length scales:

• Energy injection scaleLI

• Energy dissipation scaleLD

• System sizeL

Spatiotemporal chaosL >> LD ∼ LITurbulence L ∼ LI >> LD

“Spatiotemporal turbulence” L >> LI >> LD

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Spatiotemporal Chaos v. Turbulence

EnergyInjection

EnergyDissipation

Turbulence

Spatiotemporal Chaos

Spatiotemporal Turbulence

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Systems

• Coupled Maps

x(n+1)i = f (x(n)i )+ g × (x(n)i−1− 2x(n)i + x(n)i+1)

• PDE simulations

– Complex Ginzburg-Landau Equation

∂tA = A+ (1+ ic1)∇2A− (1− ic3) |A|2A

– Kuramoto-Sivashinsky equation

∂tu = −∂2xu− ∂4

xu− u∂xu

• Physical systems (experiment and numerics)

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Examples from convection

T+∆T

• Spiral Defect Chaos ( experiment , simulations )

• Domain Chaos (model simulations: stripes , orientations , walls ;

convection simulations )

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Issues

• System-specific questions

• Definition and characterization

– How to narrow the phenomena

– How to decide if theory, simulation, and experiment match

• Transitions to spatiotemporal chaos and between different chaotic

states

• Thermodynamics and hydrodynamics (cf. Granular Flows)

• Control

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Issues

• System-specific questions

• Definition and characterization

– How to narrow the phenomena

– How to decide if theory, simulation, and experiment match

• Transitions to spatiotemporal chaos and between different chaotic

states

• Thermodynamics and hydrodynamics (cf. Granular Flows)

• Control

Ideas and methods from dynamical systems, statistical mechanics, phase

transition theory …

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Spatiotemporal Chaos in RotatingRayleigh-Bénard Convection

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stripes(convect ion)

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Rotat ion Rate

no pattern(conduction)

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Rotat ion Rate

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Rotat ion Rate

domainchaos

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Rotat ion Rate

spiralchaos

domainchaos

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Rotat ion Rate

spiralchaos

domainchaos

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Rotat ion Rate

spiralchaos

domainchaos

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Rotat ion Rate

spiralchaos

domainchaos

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Rotat ion Rate

spiralchaos

lockeddomainchaos

domainchaos

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Rotat ion Rate

spiralchaos

lockeddomainchaos

domainchaos

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Rotat ion Rate

spiralchaos

lockeddomainchaos

domainchaos

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Onset of Domain Chaos(Tu and MCC)

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Amplitudes of rolls at 3 orientationsAi(r , t), i = 1 . . .3

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∂tA1 = εA1

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∂tA1 = εA1+ ∂2x1A1

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∂tA1 = εA1+ ∂2x1A1− A1(A

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∂tA1 = εA1+ ∂2x1A1− A1(A

21+ g+A2

2+ g−A23)

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∂tA1 = εA1+ ∂2x1A1− A1(A

21+ g+A2

2+ g−A23)

∂tA2 = εA2+ ∂2x2A2− A2(A

22+ g+A2

3+ g−A21)

∂tA3 = εA3+ ∂2x3A3− A3(A

23+ g+A2

1+ g−A22)

whereε = (R − Rc(�)/Rc(�)

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∂tA1 = εA1+ ∂2x1A1− A1(A

21+ g+A2

2+ g−A23)

∂tA2 = εA2+ ∂2x2A2− A2(A

22+ g+A2

3+ g−A21)

∂tA3 = εA3+ ∂2x3A3− A3(A

23+ g+A2

1+ g−A22)

whereε = (R − Rc(�)/Rc(�)Rescale space, time, and amplitudes:

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RescaleX = ε1/2x, T = εt, A = ε−1/2A

∂T A1 = A1+ ∂2X1A1− A1(A

21+ g+A2

2+ g−A23)

∂T A2 = A2+ ∂2X2A2− A2(A

22+ g+A2

3+ g−A21)

∂T A3 = A3+ ∂2X3A3− A3(A

23+ g+A2

1+ g−A22)

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RescaleX = ε1/2x, T = εt, A = ε−1/2A

∂T A1 = A1+ ∂2X1A1− A1(A

21+ g+A2

2+ g−A23)

∂T A2 = A2+ ∂2X2A2− A2(A

22+ g+A2

3+ g−A21)

∂T A3 = A3+ ∂2X3A3− A3(A

23+ g+A2

1+ g−A22)

Numerical simulations show chaotic dynamics

Therefore in unscaled (physical) units

Length scale ξ ∼ ε−1/2

Time scale τ ∼ ε−1

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Experimental results

Hu et al. Phys. Rev. Lett.74, 5040 (1995)

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0 0.1 0.2ε

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Effect of finite size

Hypothesis: deviations from the predicted scaling behavior comes from

the finite size of the experimental system (MCC, Louie, and Meiron 2001)

Use numerical simulations to test a finite size scaling ansatz

ξM = ξf (0/ξ), ξ = ξ0ε−1/2

Generalized Swift-Hohenberg equation (real field of two spatial

dimensionsψ(x, y; t))∂ψ

∂t= εψ + (∇2+ 1)2ψ − g1ψ

+ g2z·∇ × [(∇ψ)2∇ψ ] + g3∇·[(∇ψ)2∇ψ ]

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Variation withε

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Variation with system size

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Calculation of domain size

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Domain size v.ε

1/ξ Μ

Γ=30πΓ=40πΓ=50πΓ=80π

0.1 0.2 0.3

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Finite size scaling

Γ=30πΓ=40πΓ=50πΓ=80π

ε−1/2/Γ

0 0.05 0.10

ε−1/2

ξM = ξf (0/ξ), ξ = ξ0ε−1/2

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Characterizing Spatiotemporal Chaos

Methods from statistical physics: Correlation lengths and times, etc.

Methods from dynamical systems:Lyapunov exponents and attractor

dimensions.

Quantifies sensitive dependence on initial conditions.

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Lyapunov Exponent

λ = lim tf→∞1

tf−t0 ln∣∣∣δufδu0

∣∣∣

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Lyapunov vector for spiral defect chaos

(from Keng-Hwee Chiam, Caltech thesis 2003)

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Lyapunov spectrum for spiral defect chaos

(from Egolf et al. 2000)

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Dimensions

Most definitions of fractal dimension involve the geometry of the chaotic

attractor in phase space, which is inaccessible in spatiotemporal chaos.

TheLyapunov dimension:

• is accessible to simulations (but probably not to experiment)

• is usually equal to the information dimension

• is expected to be extensive for large system sizes (Ruelle, 1982)

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Lyapunov dimension

Defineµ(n) =∑ni=1 λi (λ1 ≥ λ2 · · · ) with λi theith Lyapunov

exponent.

DL is the interpolated value ofn givingµ = 0 (the dimension of the

volume that neither grows nor shrinks under the evolution)

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Lyapunov dimension for spiral defect chaos

(Egolf et al. 2000)

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Microextensive scaling for the 1d Kuramoto-Sivashinskyequation

78 83 88 93L

(from Tajima and Greenside 2000)

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Microextensive scaling

Interesting questions:

• Are there (tiny) windows of periodic orbits or chaotic orbits of

non-scaling dimension so that smooth variation is only in theL→∞limit, or is the variation smooth at finiteL

• Can we use this to define spatiotemporal chaos for finiteL?

• Does spatiotemporal chaos in Rayleigh-Bénard Convection show

microextensive scaling of the Lyapunov dimension?

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Conclusions

Small system chaos

• Lorenz model

• experimental demonstration of chaos in continuum systems

Pattern chaos

• aperiodic flow due to pattern dynamics

• power law tail in spectrum due to defect nucleation events

• new paradigm for unpredictable dynamics (cf. chaos, turbulence)

• quantitative predictions for domain chaos in rotating convection, but discrepancies

with experiment remain

• Lyapunov exponent, vector and dimension

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References

Small system chaos

E. Lorenz J. Atmos. Sciences,20, 130 (1963)

M. Gorman, P. J. Widmann, and K. A. Robbins (thermosyphon) Physica19D, 255 (1986);36D, 157(1989)

L. D. Landau Akad. Nauk. Dok.44 339 (1944) (Also in early editions ofFluid Mechanicsby Landau andLifshitz.)

D. Ruelle and F. TakensCommun. Math. Phys.20 167 (1971)

M. J. Feigenbaum J. Stat. Phys.19 25 (1978)

G. Ahlers Phys. Rev. Lett.30, 1185 (1974)

J. P. Gollub and H. L. Swinney Phys. Rev. Lett.35927 (1975)

A. Libchaber and J. Maurer J. Phys. Lett. Paris39 L369 (1978)

G. Ahlers and R.P. Behringer Phys. Rev. Lett.40, 712 (1978)

A. Libchaber, C. Laroche, and S. FauveJ. Phys. Lett. Paris43L211 (1982)

Pattern Chaos

G. Ahlers Phys. Rev. Lett.30, 1185 (1974)

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G. Ahlers and R.P. Behringer Phys. Rev. Lett.40, 712 (1978)

H. Gao and R.P. Behringer Phys. Rev. A30, 2837 (1984)

V. Croquette, P. Le Gal, and A. PocheauPhys. Scr. T13, 135 (1986)

M. R. Paul, M. C. Cross, P. F. Fischer, and H.§. GreensidePhys. Rev. Lett.87 154501 (2001)

H. S. Greenside, M. C. Cross, and W. M. CoughranPhys. Rev. Lett.60 2269 (1988)

A. Pocheau and F. DaviaudPhys. Rev.E55353 (1997)

Domain Chaos

Y. Tu and M. C. Cross Phys. Rev. Lett.69 2515 (1992)

Y. Hu, R. E. Ecke, and G. Ahlers Phys. Rev. Lett.74 5040 (1995)

M. C. Cross, M. Louie, and D. Meiron Phys. Rev.E6345201 (2001)

Lyapunov exponents and dimension

D. A. Egolf, I. V. Melnikov, W. Pesch, and R. E. EckeNature404736 (2000)

S. Tajima and H. S. GreensidePhys. Rev.E66 017205 (2002)

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