Concept

The Lyapunov exponent — where it appears

The rate at which two nearby states of a system separate, whose positive value is the definition of sensitive dependence. Its reciprocal is the time scale over which prediction degrades, and it is measured rather than assumed.

Named by 8 essays across 3 fields — each of them below, with the objects they name alongside it.

The same patch, 6 periods later, in two flows. A round patch of 848 marked particles, advanced 6 periods by the blinking flow and by a steady flow of the same strength. The steady flow has drawn the patch into a smooth ribbon along a streamline and every particle in it is still on the streamline it started on; the blinking flow has folded the patch through itself repeatedly and its particles are spread across the whole region. Neither flow has any diffusion in it and neither has lost a particle. The difference between them is that one depends on time.

No randomness, and it mixes anyway

A steady two-dimensional flow cannot mix, however fast it is stirred, because its trajectories are its streamlines. Switch two vortices on and off alternately and the same fluid, obeying an exact map with nothing random in it, folds a patch of dye through itself until neighbouring particles separate by a factor of a thousand in six periods.

kinematics · Advection
A millionth, doubling every three-quarters of a second. The separation of two trajectories started a millionth apart, on log axes against time. It grows as a straight line until it saturates at the size of the attractor, and the slope of that line is the largest Lyapunov exponent — measured here on the system by renormalising a nearby pair, not quoted. Sensitive dependence is what the straightness of the line means.

A millionth is enough

Two trajectories a millionth apart separate by a factor of e every three-quarters of a second, so a millionfold improvement in the measurement buys about ten seconds of extra prediction. That exchange rate, and not the size of the error, is what limits forecasting.

turbulence · Convection
One rate per moment, and none of them the same. lambda_p = ln<l^p>/(p t) against p. As p goes to zero it is the Lyapunov exponent, the rate of the typical element; at p = 1 it is the rate of the average length, which is nearly twice as large. If ln l were exactly Gaussian this would be a straight line with the Lyapunov exponent as its intercept, and the departure from that line is the same multifractality the velocity increments have.

The stretching rate that is not one number

A material line in a flow gets longer, and there is a theorem saying its length grows at a definite exponential rate. There is also a rate at which the average length grows, and it is nearly twice as large — and a different rate for every moment of the distribution.

kinematics · Material lines
Four vortices, and the end of prediction. The same three vortices as before with a fourth, weaker one added near the middle. Three point vortices have three independent invariants for three degrees of freedom and cannot be chaotic; four have the same three invariants and one more degree of freedom, and generically are. The energy and the impulses are conserved here to fourteen digits over the whole run, which is what makes the tangle a property of the system rather than of the arithmetic.

Three is the most that can be predicted

Point vortices are the simplest dynamical system fluid mechanics has — no cores, no viscosity, no approximations, four exactly conserved quantities. Three of them are integrable and cannot be chaotic. Add a fourth and the same equations, conserving the same quantities to fourteen digits, stop being predictable at all.

inviscid · Vortex dynamics
One pair of strainings, two orders, two lengths. The stretch of the most-stretched material direction against time, for a simple shear followed by a pure strain and for the same two in the other order. The two curves are identical until the swap and separate afterwards, ending a factor of 2.16 apart.

Two strainings, and the order they came in

A material line is stretched by a shear and then by a pure strain, and then by the same two in the other order. Every instantaneous measure of how hard the fluid was being worked is identical in the two cases. The lengths at the end differ by a factor of 2.16.

kinematics · Material lines
Five points, and where each one's fluid came from. Back-trajectories through six units of time in an unsteady double gyre. Each curve ends at the place the fluid now at the marked point started; nothing about that place can be read off the velocity at the marker.

A scalar is a record of where its fluid was

A conserved scalar has no value of its own. Its value at a point is whatever it was at the place that point's fluid started from, which makes a dye field a photograph of the past — and makes the map from now to then the only thing in the flow that carries the past at all.

kinematics · Advection
The stretching a window of history did, drawn as a field. The largest finite-time Lyapunov exponent over eight units of time in the double gyre, darkest where two neighbouring parcels were pulled furthest apart. The bright crest is a curve across the domain, and it is a property of the eight units rather than of any instant inside them.

A boundary that only exists over a window

The curve that separates fluid going one way from fluid going another is not in any snapshot of the flow. It is the crest of a field built from a stretch of history, it moves when the stretch is changed, and reversing the direction of time gives a different curve entirely — both of them real.

kinematics · Coherent structures
There and back again. A blob of a hundred and twenty tracer particles at the start, after four time units of stirring, and after the same four run backwards. The third set is drawn over the first and the worst particle is 1.4·10⁻⁹ from where it began.

Reversible, and unusable

Ideal flow has no arrow of time in it. Run a stirring backwards and the dye comes back — here to 1.4 parts in a thousand million. Nudge the state by a hundred-millionth first and the same reversal returns a blob almost five hundred times further from home than the nudge was large.

inviscid · Vortex dynamics

Named alongside it

The objects these essays reach for when they reach for this one.

MixingFlow mapMeasurementMemory kernelModel validityPredictabilityMaterial lineAdvectionChaotic advectionDeformation gradientDeterminismDynamical system

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