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The kinematics of mixing:

stretching, chaos, and transport

Dcprrrtrnc~nt01' C l ~ r r , ~ i r , uE11qirlrc~ri11g,



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O Cambridge University Press I989

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no reproduction of any part may take place without
the written permission of Cambridge University Press.
First published 1989
Reprinted 1997
Printed in the United Kingdom at the University Press. Cambridge
A catalogue record for this book is available from the British Library

Library of Congress Cataloguing in Publication data

Ottino, J. M.
The kinematics of mixing : stretching, chaos, and transport 1 J. M.
p. cm.
Bibliography : p.
Includes index.
ISBN 0 521 36335 7. ISBN 0 52 1 36878 2 (paperback)
I. Mixing. I. Title.
TP156.M5087 1989
660.2 '84292-dc 19
ISBN 0 521 36335 7 hardback
ISBN 0 52 I 36878 2 paperback



Physical picture
Scope and early works
Applications and geometrical structure

Flow, trajectories, and deformation
7.1 Flow
7.7 Velocity. ;icceler;rtion. Lagrangian and Eulerian viewpoints
2.3 Extension t o multicomponent media
7.4 ('l~issical means for visuali/ation of flows
2.4.1 Ptrr/ic,lr prrfll. orhii, or frcijec'for.~
2.4.2 S / r ~ ~ t r ~ l l l i ~ ~ ~ ~ . s
-7.4.3 Srrc~trlilirlc~.~
2.5 Steady and periodic flows
7 . 0 1)eformation gradient and velocity gradient
2.7 Kinematics of deformation-strain
7.X Motion around a point
2.9 Kinematics o f deformation: rate of strain
7.10 Rates o f change of material integrals
2.1 I I'hysical meaning of Vv. (Vv)'.and D


('onserration equations, change of frame, and vorticity

Principle of conservation of mass
. 2 F'l.inciple o f conservation of linear momentum
3.-; 7'r:iction t(n. x. 1 )
3.4 ('auchy's eclu:rtion of motion

Principle of conservalion of angular momentum
Mechanical energy equation and the energy equation
Change of frame
3.7.1 Objecticity
3.7.2 Velocity
3.7.3 Accelerarion
Vorticity distribution
Vorticity dynamics
Macroscopic balance of vorticity
Vortex line stretching in inviscid fluid
Streamfunction and potential function
Computation of stretching and efficiency
Efficiency of mixing
4.1.1 Properties of e, and e,
4.1.2 Typical behavior of the eflciencj
4.1.3 Flow classification
Examples of stretching and efficiency
Flows with a special form of V v
4.3.1 Flows with D(Vv)/Dt = 0
4.3.2 Flows with D(Vv)/Dt small
Flows with a special form of F; motions with constant stretch history
Efficiency in linear three-dimensional flow
The importance of reorientation; efficiencies in sequences of flows
Possible ways to improve mixing
Chaos in dynamical systems
Dynamicdl systems
Fixed points and periodic points
Local stability and linearized maps
5.4.1 Dejinilions
5.4.2 Stability of area preserriny two-dimensional maps
5.4.3 Fumi1ie.s c.f periodic points
Poincare sections
Invariant subspaces: stable and unstable manifolds
Structural stability
Signatures of chaos: homoclinic and heteroclinic points. 1-iapunov
exponents and horseshoe maps



Homoi,linic lend heteroclinic connections und points

t o ir~itiulconditions (end Liupuno~:exponents
5.8.3 florseshoe mups
5.9 Summary of definitions of chaos
5.10 Possibilities in higher dimensions


Chaos in llamiltonian systems

Hamilton's equations
Integrability of Ilamiltonian systems
General structure of integrable systems
phase space of Harniltonian systems
Phase space in periodic Hamiltonian flows: Poincare sections and tori
1,iapunov exponents
llomoclinic and heteroclinic points in Hamiltonian systems
Perturbations of Harniltonian systems: Melnikov's method
Behavior near elliptic points
6.10.1 PoincurP--H i r k h o theorem
6.10.2 The Kolmogoroa Arnold-Moser theorem (the K A M theorem)
6.10.3 7'he twist theorr>m
6.1 1 General qualitative picture of ncar integrable chaotic Hamiltonian


5.8.2 Sensiticity


Mixing and chaos in two-dimensional time-periodic flows

7.2 The tendril-whorl flow
7.2.1 1,occrl und slccbilitj o f perioil-1 and period-2
periodic points
7.2.2 (;loha1 interccctions between munifi)kd.s
7.2.3 Formutior1 of horseshoe mccps in the T W mcip
7.3 The blinking vortex flow (BV)
7.3.1 Poinc,ur; seer ions
7.3.2 Sluhilitj of period-I periodic poitlts ctnd conjugate) lines
7.3.3 mrcps iri the BV flow
7.3.4 Liupunot. c~.uponenls,urerage cflic.iencbp, [end 'irrecersihility'
7.3.5 o f tracer purtic~les
7.4 Mixing in a journal bearing flow
7.5 Mixing in cavity flows



.. .



Mixing and chaos in three-dimensional and open flows

Mixing in the partitioned-pipe mixer
8.2.1 Appro.uirntrtcl 1~~l0cit.v
8.2.2 Poirlcrrrc; .sec,tiort.s trrlil three-dimertsiond struc'turr
8.2.3 E\-it tirile distributions
8.2.4 L~ocrrlstrercllir~g01' rnirr~rirrllir1e.s
Mixing in the eccentric helical annular mixer
Mixing and dispersion in a furrowed channel
Mixing in the Kelvin cat eyes flow
Flows near walls
Streamlines in an inviscid flow
Epilogue: diffusion and reaction in lamellar structures and
microstructures in chaotic flows
Transport at striation thickness scales
9.1 .I Pirrirrllrter.~rrrttl rtrrirrb1e.s chtrrtrc~rrrizirlytrtrrlsporr ut .srnrrll
9.1.2 Re~jirllc~.~
Complications and illustrations
9.2.1 Distortiorls of Iirrnrllirr structures trrttl rli.stributiort c1/1;.r.t.s
9.2.2 Illustrtrriorts
Passive a n d active microstructures
9.3.1 E.~perirnc~rttrrl
9.3.2 Throrrric~rlsr~rt1ir.s
Active microstructures as prototypes
Appendix: Cartesian oectors and tensors
List of',fiequently used symbols

Author index

Color section bctn~c~en

pages 153 and 154


1.11~objective of this book is to present a unified treatment of the mixing

of fluids from a kinematical viewpoint. The aim is to provide a conceptually
clear basis from which to launch analysis and to facilitate the understanding
c)fthcnumerous mixing problemsencountered in nature and technology.
['rcsently, the study of fluid mixing has very little scientific basis;
processes and phenomena are analyzed on a case-by-case basis without
any attempt to discover generality. For example, the analysis of mixing
and 'stirring' of contaminants and tracers in two-dimensional geophysical
flows such as in oceans; the mixing in shear flows and wakes relevant to
aeronautics and combustion; the mixing of fluids under the Stokes's regime
generally encountered in the 'blending' of viscous liquids such as polymers;
and the mixing of diffusing and reacting fluids encountered in various
lqpes of chemical reactors share little in common with each other, except
possibly the nearly universal recognition among researchers that they are
\cry difficult problems.'
Phcre are, however, real similarities among the various problems and
the possible benefits from an overall attack on the problem of mixing
uhing a general viewpoint are substantial.
7'110poir~t01'\\. rrdoptetl Ilc>r.ris rl~trr,fi.oru o kir~c~rntrtical
rir\z.point ,fluid
/ ~ r i . \ i r lis
~ ~tho c:[jic,icv~r
rrrltl ,fbltlirlg of' r?~utrriul1irlr.s urld .surCfucc~.s.
S~lchu problem corresponds to the solution of the dynamical system



l~11crethe right hand side is the Eulerinn velocity field (a solution of the
Nal ier Stokes equations. for example) and the initial condition corresponds
the initial configuration of the line o r surface placed o r fed into the
tlolv ( S represents the location of the initial condition x = X ) . Seen in this
light. the problem can be formulated by merging the kinematical foundations of fluid mechanics (Chapters 3 and 3 ) and the theory of dynamical
s!\lems (Chapters 5 ; ~ n d6). The approach adopted here is to analyze
siml'lc protypical flows to enhance intuition and to extract conclusions

of general validity. Mi.uincl i.s strc~tchinyund ,jOMiny and srrc~tchinycrnd

,ji)ldir~gis r l ~ r,fingc~rprint 01' chlros. Relatively simple flows can act as
prototypes of real problems and provide a yardstick of reasonable
expectations for the completeness of analyses of more complex flows.
Undoubtedly, I expect that such a program would facilitate the analysis
of mixing problems in chemical, mechanical, and aeronautical engineering,
physics, geophysics, oceanography, etc.
The plan of the book is the following: Chapter 1 is a visual summary to
motivate the rest of the presentation. In Chapter 2 I have highlighted,
whenever possible, the relationship between dynamical systems and
kinematics as well as the usefulness of studying fluids dynamics starting
with the concepts of motion and ,flow.2 Mixing should be embedded in a
kinematical foundation. However, I have avoided references to curvilinear
co-ordinates and differential geometry in Chapters 2 and 4, even though
it could have made the presentation of some topics more satisfying but the
entire presentation slightly uneven and considerably more lengthy. The
chapter on fluid dynamics (Chapter 3) is brief and conventional and
stresses conceptual points needed in the rest of the work. The dynamical
systems presentation (Chapters 5 and 6 ) includes a list of topics which I
have found useful in mixing studies and should not be regarded as a
balanced introduction to the subject. In this regard, the reader should
note that most of the references to dissipative systems were avoided in
spite of the rather transparent connection with fluid flows.
A few words of caution are necessary. Mixing is intimately related to
flow visualization and the material presented here indicates the price one
has to pay to understand the inner workings of deterministic unsteady
(albeit generally periodic in this work) two-dimensional flows and threedimensional flows in general. However, we should note that the geometrical
theory used in the analysis will not carry over when v itself is chaotic.
Though mixing is still dependent upon the kinematics, the basic theory
for analysis would be considerably different. Also, even though many of the
examples presented here pertain to what is sometimes called 'Lagrangian
turbulence', the reader might find a disconcerting absence of references
to conventional (or Eulerian) turbulence. In this regard I have decided to
let the reader establish possible connections rather than present some
feeble ones.
I give full citation to articles, books, and in a few cases, if an idea is
unpublished, conferences. When only a last name and a date is given,
particularly in the case of problems or examples, and the name does not
appear in the bibliography, it serves to indicate the source of the problem

or idea. I t is important to note also that some sections of the book can be
rcgnrded as work in progress and that complete accounts most likely will
(allow, expanding over the short descriptions given here; a few of the
problems, those at the level of small research papers are indicated with
an asterisk (*). In several passages I have pointed out problems that need
work. Ideally, new questions will occur to the reader.

Preface to the Second Printing

In preparing the second printing of this book, several typographical and
formatting errors have been corrected. The objectives of the book
expressed in the original preface remain unchanged. Owing to space constraint limitations the amount of material covered remains approximately
the same. The reader interested in the connection of these ideas with
turbulence will find some leads in the article 'Mixing, chaotic advection,
and turbulence', Annual Reviews of Fluid Mechanics, 22, 207-53 (1990);
a succinct summary of extensions of many of the ideas outlined in this
book is presented in 'Chaos, Symmetry, and Self-Similarity: Exploiting
Order and Disorder in Mixing Processes', Science, 257, 754-60 (1992). I
should appreciate comments from readers pertaining to related articles in
the area of fluid mixing as well as possible extensions or shortcomings of
the ideas presented in this work.

I Even the terminology is complicated. For example. in chemical engineering the terms mixing,
agitation. and blending are common (Hyman, 1963; McCabe and Smith, 1956, Chap.
2. Section 9; Ulbrecht and Patterson, 1985). The terms mixing. advection, and
stirring appear in geophysics; e.g.. Eckart. 1948; Holloway and Kirstmannson. 1984.
Inevitably. different disciplines have created their own terminology (e.g., classical reaction
engineering, combustion, polymer processing, etc.).
2 Kinematics appears as an integral part of books in continuum mechanics but much less so
in modern fluid mechanics. There are exceptions ofcourse: Chapters V and VI of the work
of Tietjens based on the lecture notes by Prandtl contain and unusually long description
01"deformation and motion around a point (Prandtl and Tietjens, 1934).


This hook grew out from a probably unintelligible course given in Santa
EL:. Argentina, in July 1985, followed by a short course given in Amherst,
Massachusetts, also in 1985. Most of the material was condensed in eight
lectl~rcsgiven at the California Institute of Technology in June 1986,
\vhcrc the bulk of the material presented here was written.
.rhc connection between stretching and folding, and mixing and chaos,
bcc;~rnc transparent after a conversation with H. Aref, then at Brown
IJni\crsity, during a visit to Providence, in September 1982. 1 would
particularly like to thank him for communicating his results regarding
the 'blinking vortex' prior to publication (see Secton 7.3), and also for
many research discussions and his friendship during these years. I would
like to thank also the many comments of P. Holmes of Cornell University,
on a rather imperfect draft of the manuscript, the comments of J . M.
Grcenc of G. A. Technologies, who provided valuable ideas regarding
syrnnictries as well as to the many comments and discussions with S.
Wiggins and A. Leonard, both at the California Institute of Technology,
during my stay at Pasadena. I am also grateful to H. Brenner of the
Massachusetts Institute of Technology, S. Whitaker of the University of
California at Davis, W. R. Schowalter of Princeton University, C . A.
Trucsdell of Johns Hopkins University, W. E. Stewart of the University
of Wisconsin, R . E. Rosensweig and Exxon Research and Engineering,
and J . E:.. Marsden, of the University of California at Berkeley, for various
comments and support. I am also particularly thankful to those who
Supplicd photographs or who permitted reproductions from previous
Pllhlications (G. M . Corcos of the University of California at Berkeley,
R . ('hevray of Columbia University. P. E. Dimotakis and L. G. Leal.
the California Institute of Technology, R. W. Metcalfe of the
University of Houston, D . P. McKenzie, of the University of Texas at
Allstin. A. E. Perry of the University of Melbourne, 1. Sobey of Oxford
IJni\crsity, and P. Wellnnder of the University of Washington).
1 a m particularly indebted to all my former and present students, but



particularly to R. Chella and D. V . Khakhar, for work prior to 1986, and

to J. G . Franjione, P. D. Swanson, C . W. Leong, T. J . Danielson, and
F. J. Muzzio, who supplied many of the figures and material used in
Chapters 7-9. 1 am also indebted to H. A. Kusch for help with the
proofs and to H. Rising for many discussions during the early stages
of this work. Finally, I would like to express my gratitude to D. Tillwick
who helped me with the endless task of typing and proofing, to D.
Tranah, from Cambridge University Press, for making this project an
enjoyable one, and to my wife, Alicia, for help and support in many
other ways.
Amherst, Massachusetts



1.1. Physical picture

In .;pite of its universality, mixing does not enjoy the reputation of being
scientific subject and, generally speaking, mixing problems in nature
;\nd technology are attacked on a case-by-case basis. From a theoretical
viewpoint the entire problem appears to be complex and unwieldy and
thcre is no idealized starting picture for analysis; from an applied viewpoint
it is easy to get lost in the complexities of particular cases without ever
seeing the structure of the entire subject.
Figure 1 . I . I , which we will use repeatedly throughout this work,
describes the most important physics occurring during mixing. In the
simplest case, during mechanical mixing, an initially designated material
region of fluid stretches and folds throughout the space. This is indeed
thc goal of visualization experiments where a region of fluid marked by a
suitable tracer moves with the mean velocity of the fluid. This case is also
closcly approximated by the mixing of two fluids with similar properties
and no interfacial tension (in this case the interfaces are termed passive,
see Aref and Tryggvason (1984)).
Obviously, an exact description of the mixing is given by the location
of thc interfaces as a function of space and time. However, this level of
description is rare because the velocity fields usually found in mixing
Processes are complex. Moreover, relatively simple velocity fields can
Produce very efficient area generation in such a way that the combined
action of stretching and folding produces exponential area growth.
Whereas this is a desirable goal in achieving efficient mixing it also implies
that initial errors in the location of the interface are amplified exponentially
fast and numerical tracing becomes hopeless. More significantly. this is
"so a signature ofchaotic flows and it is important to study the conditions
under which they are produced (more rigorous definitions of chcios are
glvcn in Chapters 5 and 6). However. without the action of molecular
diffusion, an instantaneous cut of the fluids reveals a ltrti~c~llcir
(Figure 1.1.1). A measure of the state of mechanical mixing is given by

Figurc I . I . I . Basic processes occurring during mixing of fluids: ( 0 )corresponds

to the case of two similar fluids with negligible interfiicial tension and negligible
interdiffusion: a n initially designated material region stretches a n d folds by
the action of a flow: ( h ) corresponds t o a blob diffusing in the fluid: in this
case the boundaries become diffuse and the extent of the mixing is given by
level curves of concentration ( a profile normal t o the striations is shown at
the right): in ( c , ) the blob breaks d u e t o interfacial tension forces, producing
smaller fragments which might in turn stretch and break producing smaller
fragments. Case ( h ) is a n excellent approximation to ( t i ) if diffusion is small
during the time of the stretching and folding. In ( t i ) the blob is pu.s.sii.e, in ( c )
the blob is trc,tii.c..



concentration profile




Scope trtltl eurljs works

~ l ~ i ~ . k n e sof
s e sthe layers, say s, and s,, and :(s, + s,,) is called the
(see Ottino, Ranz, and Macosko, 1979). The amount
of intcrfi~cialarea per unit volume, interpreted as a structured continuum
prc)pHty. is called the i r l t c ' r r i ~ ~ ~ tLIrett
~ r i ~dcnsit~,,
(I,..Thus, if S designates
t1,c area within a volume V enclosing the point x at time t ,
u,.(x, t ) = lim

~ ~ loflthe
~ above
concepts require modification if the fluids are miscible
or immiscible. I f the fluids are immiscible, at some point in the mixing
process the striations o r blobs d o not remain connected and break into
snlnllcr fragments (Figure 1.1.1 (c)). At these length scales the interfaces
arc not prrs,sir.c~and instead of being convected (passively) by the flow,
they nlodify the surrounding flow, making the analysis considerably more
complicated (in this case the interfaces are termed uc.tioe, see Aref and
Tryggvuson, 1984). If the fluids are miscible we can still track material
volumes in terms of a (hypothetical) non-diffusive tracer which moves
with the mean mass velocity of the fluid o r any other suitable reference
velocity. Designated surfaces of the tracer remain connected and diffusing
species traverse them in both directions.' However, during the mixing
process, connected iso-concentration surfaces might break and cuts might
rcvcal islands rather than striations (Figure I . l . l ( h ) ) . In this case the
specification of the concentration fields of 11 - 1 species constitutes a
complete description of mixing but it is also clear that this is a n elusive goal.
Thus, it is apparent that the goal of mixing is reduction of length scales
(thinning of material volumes and dispersion throughout space, possibly
involving breakup), and in the case of miscible fluids, uniformity of
concentration.' With this as a basis, we discuss a few of the ideas used
to describe mixing and then move to examples before returning to the
problem formulation in Section 1.4.

1.2. Scope and early works

A cursory examination of a n eclectic and fairly arbitrary listing of some
of the earliest references in the literature gives an idea of the scope of
mixing processes and the ways in which mixing problems have been
attacked in the past."
I . Tn>l()r (1034) The f o r m a t ~ o nof cmuls~onsin definable fields o f flow. Pro<,.HI,\,.
Sot... A146. 501-23.
A. Brc)tllm:lll. <i,N . Wollan. alld S. M . l-.eldman (194.5) New analysis prov~dcaformula
hc)lvcIlli\ilig prohlc~nh.(.IICI,I.
A~<,,<I/. I;I!<,.. 52. 102 6 .

W. R . Hawthorne, D. S. Wendell, and H . C. Hottcl (1048) Mixing and combustion

in turbulent gas jets. p. 266-88 in ' I ' h ~ r t Symp.
on C'ot~~hu.\riot~
ut~clFltrtnc, uttd E.uplosion
Baltimore: Williams & Wikcns.
C . Eckart (1948) An analysis of the stirring a n d m ~ x i n gprocesses in incompressible
fluids, .I. M u r i t l r Kc,.\.,VII, 265-75.
R . S. Spencer and R . M . Wiley (1951) T h e mixing of very viscous liquids. .I. C o l l .
&i.. 6 , 133-45.
P. V . Danckwerts (1952) T h e definition and measurement of some characteristics
of mixtures, Appl. S ( , i . Ros., A.3, 279 96.
P. V . Danckwerts (1953) Continuous flow systems-distribution of residence times,
Ch[,m. Eng. S(,i.. 2 , 1 13.
P. Welandcr (1955) Studies on the general development of motion in a two-dimensional,
ideal fluid, Tollu.s, 7 . 141-56.
S. Corrsin (1957) Simple theory of a n idealized turbulent mixer. A . 1 . C h . E . J., 3. 329-30.
W. D. M o h r , R . L. Saxton, a n d C. H . Jcpson (1957) Mixing in laminar flow systems,
I n d . E n g . C h r m . , 49. 1855-57.
T h . N. Zweitering (1959) T h e degree of mixing in continuous flow systems C h r m .
E n g . Sci.. I I , 1-15.

It seems at first strange to start a discussion on mixing with Taylor's

1934 paper. However, there are several reasons. The first one is that the
problem is of practical importance and was attacked with the best tools
of the time, both theoretically and experimentally. The second one is that
the natural extension of his ideas to mixing remain largely unfulfilled.
Taylor's concerns are obvious from the title of the paper. He distilled the
essence of the problem, in general a complex one, and reduced the question
to a local analysis: the deformation, stretching, and breakup of a droplet
in two prototypical flows - planar hyperbolic flow and simple shear flow.4
Presumably, the long range goal was to mimic a complex velocity field in
is similar, in spirit, to the
terms of populations of these two flows."his
approach adopted in this work, in two respects: ( i ) analysis of simple
building blocks which give useful powerful insights into the behavior of
complex problems. and (ii) decomposition of a problem in local and global
components (this idea is reconsidered in Chapter 9).
Brothman, Wollan, and Feldman (1945) had more practical and
pressing needs in mind and tried to attack the problem of mixing in a
general and abstract way. They spoke of fluid deformation and [fluid]
rearrangement, and regarded mixing as a three-dimensional shuminB
process. They worked out probabilistic arguments directed predorninantl~
to mixing in closed systems, such as stirred tanks, and obtained kinetic
expressions for the creation of interfacial area. Eckart (1948) had in mind
substantially larger length scales and started his analysis with the
continuum field equations and calculated the 'mixing times' of thermal and

Scope untl earl), works



in oceans without resorting t o a n y mechanistic description

process. A conceptually similar problem in terms of scales, mixing
i n atmospheric flows, was addressed by Welander (1955). Remarkably,
he did so by considering the possibility o f applying Hamiltonian mechanics
to ideal fluids a n d stressed the need for studying the stretching a n d folding
elements in the flow a n d devised formulas t o follow the process.
The grontI1 of a material line by fractal construction is also explained in
his work a s well as a treatment of motion of point vortices from a
~ a m i l l o n i a nviewpoint. H e also performed experiments a n d o n e of his
visualizations is reproduced in Figure 1.2.1 .h
7'11~ir~tc.racrionst ~ r t w r r nturbulrnce a n d chemical reactions is ofutmost
importal~ccin combustion. Although the approach to these problems i n
thc .iO's ; I I I C ~ 60's was largely statistical this was not
the case and
I t I S c o r n t o r t ~ l ~to
q k n o b thnt In bell thouqht out expcrlmental papers such
as thr orlr h\ Hn\$thornr. il'endcll, a n d Hottcl (1948) one finds d c s c r ~ p tlons c ~ r n p h a s i / ~ l ~thc
q qcomc.trlca1 aspects of the problem 7'0 quote
I,'~gure1 .:.I. Reproduction of one of the earl? mixing experiments of Welander
(10551: evolution of an in~tialcondition in a rotating flow. He used butanol
floated o n water and the ~ n ~ t i condition
(square) was made of methql-red;
unfortunatelq few addit~onaldetails regarding the experiment were giten in
the o r ~ g ~ n paper.


from their paper,

According t o the physical picture of the turbulent flame. eddies . . . are being
drawn in from the surrounding atmosphere and being broken up into particles
of various sizes . . . The total area of flame envelope is many times the area
available in a diffusion flame but nevertheless the final intimate mixing of the
gas and oxygen must occur between eddies as a result of molecular diffusion.'

Subseqently, statistical theory took over and the geometrical aspects of

the problem were somewhat lost. Of the many possible offsprings of the
statistical theory of turbulence to mixing (e.g., Batchelor, 1953) we might
mention the short but influential paper by Corrsin (1959) which proposed
a simple model to calculate the rate of decrease of concentration
fluctuations in an ideal, yet subsequently widely used mixer.' Another
important concept based on statistical reasoning is that of the mixing
length theory (Prandtl, 1925; Schlichting, 1955, Chap. XIX), which has
found application in an enormous range of problems ranging from
chemical engineering (Bird, Stewart, and Lightfoot, 1960) to astrophysics
(Chan and Sofia, 1987, Wallerstein, 1988). Even though the statistical
treatment does not lend itself easily to visualization, notable exceptions
exist and many of the early works focused on the stretching of material
lines and surfaces, for example, Batchelor (1952; also Corrsin, 1972)
analyzed the problem theoretically, whereas Corrsin and Karweit presented
experimental results (Corrsin and Karweit, 1969). Other work focused on
local deformation to capture the details of the turbulent motion at small
scales. For example, Townsend (1951 ) performed an analysis of deformation
and diffusion of small heat spots in order to interpret experimental Eulerian
data in homogeneous decaying turbulence.
Concurrently, at the other end of the spectrum, the stretching of material
lines and volumes was also a concern in the mixing of liquids in low
Reynolds number flows. Spencer and Wiley (1951) focused on the mixing
of very viscous liquids and stressed the idea of being able to describe the
growth of interfacial area between two fluids and the need to relate the
results to the fluid mechanics. However, even though the mathematical
apparatus, largely developed in continuum mechanics, was already in
place for such a program. it was not until much later that such developments took place and most of what followed from Spencer and wiley's
work was confined to deformation in shear flows. Two other points worth
mentioning from their work. which have a clear relationship with
dynamicol systems. are the identification of stretching and cutting or
folding as the primary mixing mechanism, the so-called 'baker's transformation' characteristic of chaotic systems (see Chapter 5). and the idea

Scope trnd eurly works

ofrcpresenting mixing processes in terms of matrix transformations. which

related t o mappings (see C h a p t e r 5 ) a n d transition matrices
(see p, 1 6 4 in Reichl, 1980). A closely related study by M o h r . Saxton, a n d
Jepson (1957) also focused o n viscous liquids in the context of polymer
They considered the stretching of a filament of a fluid in the
bulk of another o n e in a shear flow using simple arguments t o account
for the Llscosityof the fluids but without taking into account the interfacial
tension. T h e problem is similar in spirit t o the o n e treated by Taylor
(1934) and much work could follow along these lines. Nevertheless this
simplified treatment forms the basis for most of the subsequent developments
in the mixing of viscous fluids."
~t 1s probably fair t o say that most of the previous works have the
geomctncnl i n t e r p r e t a t ~ o ngiven In Figure 1.1.1. However, a point of
departure from this picture of sign~ficantconsequence in chemical engineerIng took place w ~ t hthe papers by Zweitering (1959) a n d Danckwerts (1958).
In this case the a p p r o a c h became m o r e 'lumped' o r macroscopic a n d the
emphasis shifted t o continuous flow systems a n d the character~zationof
m ~ x i n gby the temporal distribution of exit times.''
Whereas the objective of most of the a b o v e works was t o relate the fluid
mechanics to the m i x ~ n go r some knowledge of the process t o the o u t p u t .
Danckwerts (1953) focused primarily o n the characterization of the mixed
state. 1.e.. he devised numbers o r indices t o indicate t o the user how well
mlxed a system is (e.g., how well mixed is the system of Figure 1.3.1?
Figure 1.3.3? Figure 1.3.4?). Even though we a r e going t o say little a b o u t
'the measurement of mixing'. this is probably the place t o stress o u r
opinion o n a few points: ( i ) the measure should be selected according t o
the specific a p p l i c a t ~ o na n d i t is futile t o devise a single measure t o cover
contingencies. a n d ( i i ) the measurement has t o be relatable t o the fluid
( 1 ) The striation t h ~ c k n e s s ,s. Figure 1.1.1. is important in processes
in\,olving diffusing and reacting fluids a n d represents the distance that
the molecules must diffuse in order t o react w ~ t heach other. In simple
Gases. .s can be calculated exactly with a knowledge of the velocity
field (see Chella a n d O t t i n o (1985a) a n d examples In C h a p t e r 4 ) .
t i i ) Molten polymers are often mixed ( a n oper;ation often referred to a s
blending) to produce materials with ~ ~ n ~ properties.
F o r example.
In the mnnuf;acture o f barrier polymer films ~t might be desirable to
Produce structllrcs with
effective permeability. This requires that


the clusters of the more permeable materials are disconnected and do

not form a percolating structure. However, the details of effective
diffusion near the percolation point depend on the ramification of
the clusters (Sevick, Monson, and Ottino, 1988). Even though such
measurements can be extracted from electron micrographs (eeg.,
Figure 1.3.4, see color plates) via digital image analysis (Sax and
Ottino, 1985), to date there are no models allowing the computation
of such details from the fluid mechanics of the process.
(iii) A model for the structure of the Earth's upper mantle (Allegre and
Turcotte, 1986) postulates that the oceanic crust becomes entrained
in the convective mantle where it is subsequently stretched into
filaments by buoyancy induced motions. It follows that, on the
average, the 'oldest' layers are the thinnest and that the diffusion
processes concurrent with the stretching become important over
geological time scales when the striation thickness is of the order of
0.1-1 m (the typical diffusion coefficients are of the order 10-1410-l6 cm2/s, which implies diffusion on time scales of the order of
10'6-1020 S. By comparison the time scale based on the age of the
Earth is 1.4 x 10'' s). In this case a model describing the entrainment
of material in the convective mantle coupled to a model describing
the evolution of the striation thickness as function of time is capable
of describing the gross characteristics of the process.
(iv) Consider Eulerian concentration measurements in a turbulent mixing
layer. In principle, the fluctuations can be taken as an indication of
the mixing between the streams and an index such as Danckwerts's
intensity of segregation2 can be computed. In the ideal case of a
non-invasive probe with an infinitely fast response and vanishingly
small resolution volume we obtain an indication of the thickness of
the striations passing by the point as a function of time. However,
even if this were possible, the statistics of the fluctuations would be
very complicated and hard to connect to the fluid mechanics of the
process itself. What is worse, however, is the inability of the measurements to give a correct global picture of large scale structures, the
so-called coherent structures (Roshko, 1976). In this case a flow
visualization study based, for example, on shadowgraphs is infintel~
more revealing with regard to the structure of the flow (Brown
and Roshko, 1974) (see also Figure 1.3.5; see color plates).

A p p l i c t ~ t i o n suncl structure

1.3. Applications and geometrical structure

I t Is clear that even restricting o u r attention t o fluid fluid systems."
o r ~mmiscible,diffusive o r non-diffusive. reacting o r not, the
scope of mixing problems IS enormous and it is not possible t o develop a
complete and useful theory encompassing all the above situations. It is
nevertheless evident that. in spite o f the enormous range o f length a n d
time scales. the underlying geometrical structure associated with the
process of reduction of length scales is that of Figure 1.1 . I . In this section
we highlight this aspect by means of a few examples.
Mixing is relevant in processes ranging from geological length scales
( ] O h m ) and exceedingly low Reynolds numbers (10-20). such as in the
mixing processes occurring in the Earth's mantle, t o Reynolds n u m b e r o f
order 10" corresponding t o mixing in oceans a n d the atmosphere.'* An
example of a simulation of mixing in the Earth's mantle is shown in Figure
1.3.1. in which the flow is modelled a s a two-dimensional layer heated
from below.13 In these cases, actual mixing experiments are of course
impossible. However, laboratory models of large scale circulation in
oceans can be carried out with liquids in containers placed o n a rotating
turntable sometimes involving combinations of sources and sinks. Figure
1.2.1, from the early paper by Welander (1955). shows a n example (it is
worth noting that the output of similar experiments, were described as
'chaot~c',e.g., Veronis, 1973).
Undoubtedly. c.htlotic is a n a p t description of stretching in truly
turbulent flows. Figure 1.3.2 shows the stretching of material lines in a
turbulent, nearly isotropic, flow (Corrsin and Karweit. 1969), where the
e x ~ e c t a t i o n 'is~ that of exponential growth (Batchelor, 1952). Note,
howevcr. the inherent limitation of experimental techniques in resolving
the smallest scales.
The deformation of material lines has been studied also in the case o f
chaotic Stokes's flows. Experiments focusing o n deformation of material
lines were carried out by Chaiken et trl. (1986) and Chien, Rising, and
Ottino (1986). In the case o f Chalken pt (11. the flow consists in a n eccentric
Journal bearing time-periodic two-dimensional flow which is described in
detail in Chapter 7. Figure 1.3.3 shows the shape adopted by a material
line of a tracer by the periodic discontinuous operation of the inner and
outer cylinders in ;I counter-rotating sense. Note the absence of 'corners'
"d 'branches' in the folded structure even though the flow is essentially
d i s c o n t i n l l ~ u(compare
with Figure 1.2.1 ).
Figures 1 .?.I a n d 1.3.3 show complex stretched a n d folded structures.
characteristic c,f mixing in two-dimensional flows. In both cases the




structure formed is lamellar and an indication of the state of mixing is

provided by the striation thickness. However, in other cases the structures
obtained are considerable more complex. If the fluids are immiscible and
sufficiently different, interfacial tension plays a dominant role at small
Flgure 1.3.1. Deformation of a tracer In a numerical experiment of motion In
the Earth mantle The sides of the rectangle are Insulating but the bottom is
subjected to a constant heat flux while the temperature of the top surface is
kept constant. The motion is produced by buoyancy and internal heating
effects (the fluid is heated half from below and half from within). The Rayleigh
number is 1.4 x loh, the time scale of the numerical simulation corresponds
to 155 Myear, and the thickness of the layer is 700 km. An instantaneous
plcture of the streaml~nesreveals five cells. (Reproduced with perm~sslonfrom
Hoffman and McKenzle (1985).)

Applic3utions ~rndgeometricul structure

k.jfurc I .3.2. Cirowth of a 'material line' composed of small hydrogen bubbles
a platinum wirc stretched across a n decaying turbulent flow
behind a g r ~ dplaced at the extreme left. The Reynolds number based on the
diamcter is 1.360. (Reproduced with permission from Corrsin a n d Karweit

produced by

Figure 1.3.3. Mixing in a creeping flow. The ligure shows the deformation of
a material region in a journal bearing flow when it operates in a time-periodic
hishion lexpcriment from Chaiken rt rrl. (1986)), for a complete description see
Scction 7.4. (Reproduced with permission.)




scales. Figure 1.3.4 (see color plates) shows an image processed twodimensional structure produced by mixing and preserved by quenching
o f two immiscible molten polymers. In this case there has been a complex
process of breakup and coalescence. As indicated earlier, the character-

Figure 1.3.6. Concentration of a turbulent round jet fluid injected into water
at Reynolds number 2,300, measured by laser induced fluorescence; the cut
is along a plane including the axis of a symmetry of the jet. (Reproduced with
permission from Dimotakis. Miake-Lye, and Papantoniou (1983).)



iwtion of this structure depends on the intended application of the blend

and a large number of mixing measures are possible."
interplay betwecn chemical reactions and mixing is nowhere more
evident than in the case of fast reactions (Chapter 9). In many cases of
interest the flows are turbulent and careful studies have been carried out
to probe the interplay between the fluid mechanics and the transport
processes and
by using prototypical flows such as turbulent shear
flows and wakes, perturbed or not. The reaction itself can be used to map
out the interface of reaction. For example, Koochesfahani and Dimotakis
(1986; see also 1985) have used laser induced fluorescence and high speed
real-time digital image acquisition techniques to visualize the interface of
reaction between two reacting liquids undergoing a diffusion controlled
reaction (see also Chapter 9). A similar technique can be used in the case
of diffusing scalar. For example, Figure 1.3.5 (see color plates) was
obtained by measuring the concentration of a fluorescent dye, initially
located in one of the streams of the mixing layer, whereas Figure 1.3.6
shows the mixing of turbulent jet containing a fluorescent dye with a clear
surrounding fluid. Lamellar structures (Chapter 9) are clearly seen, even
at Kolmogorov length scales (Dimotakis, Miake-Lye, and Papantoniou,
Another instance of interplay between mixing with diffusion and
reaction. but at smaller length scales and lower Reynolds numbers
(approximately 200 5 0 0 ) , well known in polymer engineering, is provided
by the impingement mixing of polymers (Lee et al., 1980) where the
objective is to mix two viscous liquids (reactive monomers) in short time
scales (order 1 0 ~ 2 1 0 -s1) with reaction time scales of the order of
10'~-1o2s. The geometrical picture is similar to the previous cases; in
this case the mixing requirement is to produce striations of the order
of 20-501tm so that the reaction can take place under kinetically
conditions.'h Mixing at even smaller scales might take place
due to spontaneous emulsification (Fields, Thomas, and Ottino, 1987;
Wickert, Macosko, and Ranz, 1987).

1.4. Approach
In spite of its overwhelming diversity, fluid mixing is basically a process
ln~olvinga reduction of length scales accomplished by stretching and
folding of material lines or surfaces. In some cases the material surface
Or line in question is placed in the flow and then subseqently stretched
le.%Figures 12.1, 1.3. I 3). in others, the surface is continuously fed into
'he flow (cg.. Figures 1.3.5 6). Thus. at the most elementary level (i.e..

without averaging but at the continuum level) rnising c.onsists of' stretching
of ,fluid filtrmc~nts,lrrld distribution tllrou~ghoutspuce, accom.
panied by breakup if the fluids are sufficiently different, and simultaneous
diffusion of species and energy (Figure 1.1.1 ). In the most general case,
various chemical species might be reacting. We seek an understanding of
this process in terms of simple problems which can serve as a 'window'
for more complicated situations. O u r approach is to combine the kinematical foundations of fluid mechanics with dynamical systems concepts,
especially chaotic dynamics. The objective throughout is to gain insight
into the working of mixing flows. The goal is not to construct detailed
models of specific problems but rather to provide prototypes for a broad
class of problems. Nevertheless. we expect that the insight gained by the
analysis will be important in practical applications such as the design of
mixing devices and understanding of mixing experiments.
Mixing is also inherently related to flow visualization. However,
contrary to popular perception the 'unprocessed' Eulerian velocity field
gives very little information about mixing and the typical ways of
visualizing a flow (streamlines. pathlines, and to a lesser degree. streaklines)
are insufficient to completely understand the process. As we shall see, our
problem begirls rather rharl ends with the specificurion of v(x, r). The solution
dxidr = V ( X , I )
with x = X at time t = 0. x = @,(X),which is called the flohv or motion,"
provides the starting point for our analysis. In even the simplest cases this
'solution' might be extremely hard to obtain. Actually. the impossibility of
integrating the velocity field in the conventional sense is the subject of
much of Chapters 5 and 6, where the modern notion of irlteyrability is
introduced. The kinematical foundations lie in an understanding of the
point transformation x = @,(X).
We consider the following sub-problems:
( 1 ) Within the framework of x = @,(X):mixing of a single fluid or similar
The basic objective here is to compute the length (or area) corresponding
to a set of initial conditions. As we shall see only in a few cases can this
be done exactly and in most of these the length stretch is mild. The best
achievable mixing corresponds to exponential stretching nearly everywhere
and occurs in some regions of chaotic flows. However. under these
conditions the (exact) calculation of the length and location of lines and
areas is hopelessly complicated. As we shall see in Chapter 5 even extremely

simpliljcd ~ O R might
be inherently chaotic and a corripleie char;~cterization
is not p o ~ i b l c .F o r example. from a dynamical systems viewpoint Re shall
,,,that ifthe system possesses horseshoes we have infinitely many periodic
and with it the implication that we cannot possibly calculate
;dl of t h e m Fortunately. a s far ;IS mixing is concerned we are
intercstcd in low period events, since we want to achieve mixing quickly.
~ ~ ~ ~ ~there
t h is calways
l e ~the~intrinsic limitation of being unable t o
ca]culatc p ~ c i s information
(most practical problems involve stretchings
10' o r higher) such a s length stretch a n d location of material
surf;lccs, Note that this is true even though none o f the flows discussed
in Chapters 7 and 8 is turbulent in a n Eulerian sense. Rather, the
previous findings should be used t o establish the limits o f what might
constitute reasonable answers in more complicated flows (real turbulent
flows come immediately t o mind). The prohlcm / is /io\c, to hcsr
~ ~ / 1 1 1 1 . 1 1 c ~ r c ~ 1 ~t/]o
; : 1 ~ t i ~ i - ~ i kt~o\vit~q
hgf:)rP/lut1dt/iiit u c o t ~ i p l ~~ ~i ~/ ~ ~ ~ r ~ ~ ~ ~ t
i,s ; l ~ l p o , ~ , ~ ; l ~ l ~ ~ .
( 2 ) Within the framework of a family of flows x, = @,,(X,), s = 1, . . .. ,1';
each of the motions is assumed t o be topological (see Section 2.3): mixing
of similar diffusing and reacting fluids.
This case corresponds t o the case of mixing of two streams. composed
ofpossibly several species that are rheologically identical, i.e., they have the
same density. viscosity. etc., a n d have n o interfacial tension. Concurrently with the mechanical mixing there is mass diffusion, and possibly.
chemical reaction. However. for simplicity, w e will assume that neither
the diffusion nor t h e reaction affects t h e fluid m o t i o n . ' T h i s case is
discussed in C h a p t e r 9 a n d corresponds t o the case of lumellur structures.
( 3 ) Mixing of different fluids; case in which the motions are nontopological. i,e,. there is breakup a n d o r fusion of material elements.
In this case. the mixing of two o r more fluids leads t o breakup a n d
coalescence of material regions. This problem is complicated a n d only a
few special crlses belonging t o this category are discussed in Chapter 9.
by decon~posingthe problem into I o ~ o land qlobiil components.
An outline of the organization o f the rest o f t h e chapters is the following:
2 describes the kinematical foundations a n d Chapter 3 presents
a b r i e f n i c r v i e , o f fluid mechanics. Where;~sthe material of Chapter 2 is
' n d i s ~ e n ~ i i b l eI;~rge
p;lrts o f Chilpter 1 were ; ~ d d e dt o provide b;ll;~ncc.
4 focuses on ;l f e ex;lmp]es
which can be solved in detail and
ends in ;I riit11cr dcfc;ltist note t o provide a bridge for the study o f chaos.
5 iwcrcnts ;I pener.11 discussion o f dyni~mic;~l
systems ; ~ n dC h i ~ p t ~ r



6 focuses on Hamiltonian systems. Similar comments apply in this case.

We use more heavily the 1,laterial of Chapter 6 but omission of Chapter 5
would result in serious imbalance and a misleading representation of facts.
Chapters 7 and 8, by far the longest in this work, give examples of chaotic
mixing systems in an increasing order of complexity. Chapter 7 discusses
two-dimensional flows, Chapter 8 focuses on three-dimensional flows.
Chapter 9 discusses briefly the case of diffusing and reacting fluids and
active microstructures.

1 Obviously, one o f the diffusing species can be temperature, as is the case of mixing
of fluids with different initial temperatures or processes involving exothermic chemical
2 A gross, but popular, measure of the concentration variation is given by the intensity of
srqreqution, I . If ~ ( xdenotes
the concentration at point x and ( . ) denotes a volume
average, I is defined as [(((.- ( c ) ) ~ ) ] ' / ' (Danckwerts, 1952).
3 Many ofthese references inspired additional work. Some, however, were largely ignored.
4 Subsequently, this problem took a life of its own and much research followed. See for
example Rallison (1984).
5 This idea was not widely followed and most of the mixing work in the area of drop breakup
and coalescence in complex flow fields resorts to population balances where breakup and
coalescence are taken into account in a probabilistic sense.
6 This paper contains many good ideas, however, it has remained largely ignored
by the mixing community.
7 In the past few years there has been a revival of this idea (e.g., Spalding, 1976, 1978b;
Ottino, 1982).
8 The theory also found use in two-phase mixing. An early reference is Shinnar (1961).
9 The analysis of mixing of viscous fluids has been largely confined to polymers
(Middleman, 1977; Tadmor and Gogos, 1979).A follow up paper, written in the context
of the mixing of glasses. is Cooper (1966). Even though Cooper's treatment of the
kinematics is at the same level as Mohr, Saxton, and Jepson (1957), there is
substantially more, since it deals explicitly with mass diffusion. This paper, however,
has remained largely ignored.
10 This approach works well for pre-mixed reactors with slow reactions, but it is not suited
for diffusion controlled reac!ions, such as in combustion. Curiously enough, the
participation of chemical engineers in subjects dealing with non-pre-mixed reactors has
been relatively minor and in spite of complex chemistry, the area has become largely the
domain of mechanical and aerospace engineering researchers. See the discussion (pp. 100102) following the paper by Danckwerts (1958). Much work followed along these
lines. For a summary, see Nauman and Buffham (1983).
I I With the possible exception of the very last example of the last chapter. we do not consider
fluid-solid systems.
12 See for example Veronis, 1973: Rhines. 1979; 1983. and the articles by Holland
('Ocean circulation models'. pp. 3 4 5 ) . Veronis ('The use of tracer in circulation
studies'. pp. 169188), and Rhines ('The dynamics of unsteady currents'.
pp. 18%318), in Goldberg er a l . , 1977.

nllld dynaniical aspcct"arc discussed by McKenzic, Roberts, and Weis.,

see MeKenfie 11983).
cxpcct;ltion was not confirmed in their study. It is apparent that there is a
for more cxpcr~mcnthadopting primarily a 'Lagrangian viewpoint'.
F ~ ex:lmple.
, ~
;lver;igc cluster s i x and cluster size distribution, intcrfiIcial
per llnit ;Ij-c;~,ctc. (see Sax :und Ottino. 1985).
16 ,mpingcmcnt mixing I similar t o 'the stopped flow' mcthod devised to study the
kinctl~sof very fklst r c i l c ~ i ~An review
of the technique by the inventors o f t h e method
by Roughton and <'hanee (1963). C h a p . XIV.
17 flow.ia the tcrm preferred in dynamical systems. Inorro,! the tcrm ofchoice in continuum
mcchan~cs.The re;ider should bc warned about possible confusion o f terms; the
word /lo\, i \ used often in the convcntioni~lfluid mechanical scnsc, the term f,r;.r;frc,
has :I prcclsc definition in dyn:lmical systems and ergodic theory (see Waters. 1 9 ~ 2 ,
p. 40). To avoid confusion wc will often use the term /luic] ~ > t ; . \ - , , ! ~ .
18 That is. the fluid mechanics governs the transport processes but not the (Ither
way a r o u l ~ dT. h c r c i 110 clean way of incorporirting thcaccouplings at the present timc.

( 1974,,

Flow, trajectories, and deformation

In the first part of this chapter we record the basic kinematical foundations
of fluid mechanics, starting with the primitive concept of particle and
motion, and the classical ways of visualizing a flow. In the second part
we give the basic equations for the deformation of infinitesimal material
lines, planes, and volumes, both with respect to spatial, x, and material,
X, variables, and present equations for deformation of lines and surfaces
of finite extent.

2.1. Flow
The physical idea of flow is represented by the map or point transformation
(Arnold, 1985, Chap. 1 )
x = @,(X)
with X = @,=,(X),
i.e., the initial condition of particle X (a means of identifying a point in
a continuum, in this case labelled by its initial position vector) occupies
the position x at time t (see Figure 2.1 .I ). We say that X is mapped to x
after a time t.'
In continuum mechanics (2.1 .I ) is called the motion and is usually
assumed to be invertible and differentiable. In the language of dynamical
systems a mapping
@,(XI x
is called a Ck diffeomorphism if it is 1-1 and onto, and both a,(.)and
its inverse are k-times differentiable. If k = 0 the transformation is called
a homeomorphism. In fluid mechanics, k is usually taken equal to three
(see Truesdell, 1954; Serrin, 1959). Also, the transformation (2.1.1 ) is
required to satisfy

or alternatively,

= det(D@,(X))

whert! D denotes the operation i, (),/ax,,

i . e . , derivativeswith respect to the
configuration, in this case X. I f the Jacobian J is equal to one
flow is called isochoric.
~ h requirement
(2.1.3) precludes two particles, X, and X,, from
occup),ing the same position x at a given time, or one particle splitting
into ~LI'O:
i.e., notz-topologicul motions such as breakup or coalescence are
not allowed (Truesdell and Toupin, 1960, p. 510).
In the language of dynamical systems, the set of diffeomorphisms (2.1.1 )
for all particles X belonging to the body Vo is called the flow (i.e., a
one-parameter set of diffeomorphisms) and is represented by

1 - 1

- ,@,(XI; = @ , ( X i
where X) is the set of particles belonging to V, (Vo = {X} and V, = ( x ) ) ,
Thus. we say that V,, is mapped into Vr at time t ,
f V 1 - @ rv 1




or that the material line L o is mapped into L, at time t ,

(L,) =



Figure 2.1.1. Deformation of lines and volumes by a flow x = Q , ( X ) .



Flow, trujrc.tories ur~tltlt$)rmtrtior~

Note that flows can be composed according to

@, +,(XI = @,(@AX)),
i.e., X is taken to position @,(X) and then to @,+,(X). The flow can also
be reversed,
@,-,(XI =@,(@-,(X))= @ l ( @ l - l ( x )=
) x
i.e., X is taken to x and then back to X.'

2.2. Velocity, acceleration, Lagrangian and Eulerian viewpoints

The velocity is defined as

and it is the velocity of the particle X. The acceleration, a , is defined as

a (c'.'@,(~)/i?t')I~
= a(X, t).
Any function G (scalar, vector, tensor) can therefore be viewed in two
different ways:
G(X, t ) = Lagrangian or material
i.e., follows the motion of a particular fluid particle, or
G(x, t ) = ~ u l e r i a n % r spatial
i.e., the property of the particle X that happens to be at the spatial location
x at time t.
Thus, v(X, t ) is the Lagrangian velocity and v(x, t14 is the Eulerian
velocity. In most classical problems in fluid mechanics it is enough to
obtain the spatial description. The material (or Lagrangian) derivative is
defined as
DGIDt (('G/?t)1,
representing the change of property G with time while following the motion
of particle X, whereas the standard time derivative is

?G/?t = (?G/?t)lx,
and represents the change at a fixed position x. The relationship between
the two is easily obtained from the chain rule

= ?G/it

+ V-VG,

where V is defined as V = (?/?.u,)e, (see Appendix). The expression allows

the computation of the acceleration at (x, t ) without computing the motion
The expression for the material time derivative of the Jacobian of the
flow is known as Euler's formula (Serrin, 1959, p. 131 ; Chadwick, 1976,
DJIDt = J(V.v) = J tr(Vv)
and is the basis of a kinematical result known as the trtrnsport theorem.

Veloc,ity,acceleration, Layrangian and Eulerian

consider the integral


Gix, t ) d i

where V, represents a material volume, that is. a volume composed always

of the same particles X belonging to the body Vf. Making reference to
Figure 2.1 I V,] = " 1 : V,}, i.e.. the flow 0, transforms {V,} into { V f } at
time t. The integral can be written, using the definition of the Jacobian, a s

G(x, r ) dc = J

G(X, t ) J d V

where d V represents a volume in the reference configuration V,,. The time


(which is a material derivative since all the particles in V, remain there)

can be written as

and since the domain V, is not a function of time, expanding the material
derivative we obtain



G(x. r ) d r =

jv![& +

G(V. v)] dc.

By means of the divergence theorem.

where n is the outward normal to the boundary of V,, denoted ?v,. In

general this result holds for any arbitrary control volumes V; moving with
velocity v,,

Problem 2.2 .J

Show that if A(r) is invertible, d(det A)/dr = idet A) t r [ ( d A / d r ) ' A ' l .

Problem 2.2.2

that if I I ; / = e l [v~,]then ;iv,\= @ , ; i V , , ] , i.e., the boundary is

mapped into the hound;iry. Usua]]y, this is taken to be that the surfiice
Of a material body consists of the siime p;irticles (von Mises and


Flow, trajectories and defbrmution

Friedrichs, 1971). This result is called 'Lagrange's theorem' by Prandtl

and Tietjens ( 1 934, p. 97).

2.3. Extension to multicomponent media

In the case of multicomponent media we envision material surfaces moving
with the mean mass velocity (see Chapter 9). If the system has several
components, s = 1 , . . . , N , we assume the existence of a set of motions
and Equation (2.1.I ) is generalized as
X, = @?)(X,) (no sum)
where X, represents a particle of species-s and x, its position at time t.5
Each species is assigned a density p, = p,(X,, t ) such that p = p,, where
the sum runs from 1 to N. Individual velocities are defined as

v, (a@ls)(x,)~at)l,= v,(x,, t )
and the average mass velocity is defined as


The time derivative of any function G following the motion of the species
denoted s, is given by
DG'"/Dt = aG/at + v;VG,
and the relative velocities are defined by
Us = v , - V .

The simplest constitutive equation for us is

us = - W, DVO,
(i.e., dilute solution or equimolecular counter-diffusion, Bird, Stewart, and
Lightfoot, 1960, p. 502) where w, is the mass fraction (=p/p,) and D is
the diffusion coefficient.
Other quantities, such as individual deformation tensors for species-S,
etc., can be defined analogously (Bowen, 1976) but they are not used in
this work.

2.4. Classical means for visualization of flows

There are several ways of visualizing a flow. In this section we record the
three classical ones.
2.4.1. Particle path, orbit, or trajectory

Given the Eulerian velocity field v = v(x, t), the particle path of X is given
by the solution of dxldt = v(x, t ) with x = X at t = 0. Physically it

Cla.ssicu1 meuns ,for visualization of Jows


orrcsponds to a long time exposure photograph of an illuminated fluid

A S seen in texts of differential equations, the solution to the above
x = a , @ ) , is unique and continuous with respect to the initial
data if v(x) has a Lipschitz constant, K > 0.' Under these conditions, if
we denote x l = @ , ( X I ) and x2 = @,(X2),we have the trajectories evolve
according to
K > 0.
- x21 G IX1 - X21 exp(Kt),


we shall see there are many systems (Chapter 5) that diverge from the
initial conditions at an exponential rate, i.e., the non-strict inequality
becomes an equality.'

2.4.2. Stveamlines

The streamlines correspond to the solution of the system of equations

dxlds = v(x, t )
where the time r is treated as constant and s is a parameter (that is, we
take a 'picture' of the vector field v at time t). Physically, we can mimic
the streamlines by labelling a collection of fluid particles and taking two
successive photographs at times t and t + At. Joining the displacements
gives v in the neighborhood of the point x. The streamlines are tangential
to the instantaneous velocity at every point, except at points where v = 0.
2.4.3. Stveaklines

The picture at time t of the streakline passing through the point x' is the
curved formed by all the particles X which happened to pass by x' during
the time 0 < t' < t. Physically, it corresponds to the curve traced out by
a non-diffusive tracer (i.e., the particles X of the tracer move according
to x = @,(X))injected at the position x'.
Example 2.4.1
Compute the pathlines, streamlines, and streaklines corresponding to the
unsteady Eulerian velocity field

"1 = x l l ( l
To compute the pathlines we solve

d.u,/dt = x1/(l + t),

with the condition x, = X,, x, = X,, at t
.Y, = X l ( l
and, eliminating t, we obtain
.Y1 -

+ t),

v 2 = 1.

dx2/dt = 1
= 0.

s, = X,

x 1 x 2= X1(l - X2).



Flow, tr~ljectories~ l n ddeformrrtion

i.e., the particles move in straight lines. The streamlines are given by the
solution of
s x,/(l + t),
dx,/ds = 1
with the condition x, = x y , x, = x;, at s = 0, while holding r constant.
Thus, the streamline passing by x, = xy, x , = x;, is given by
x, = x,0 + s,
x , = xy exp[s/(l + t ) ] ,
and eliminating the parameter s,
( 1 + t ) ln(x,jxy) = x , - x,,0
which shows that the streamlines are time dependent. T o get the streakline
passing through x',, x; we first invert the particle paths at time t'

X , = ,u; - t ' ,
X I = xi/( l t'),
which indicates that the particlt X , , X , will be found at the position x i , x;
at time t'. The place occupied by this particle at any time t is found again
from the particle path as

x, = .u; - t' t ,
x , = x',(l t ) J ( l t ' ) ,
and is interpreted as: the particle which occupied position x;, x; at time
t' will be found in position x,, x , at time t . Eliminating ['we get the locus
of the streakline passing by x',, x;:

x , ( l + x ; + t ) + x',(I + t ) = 0
which shows that the streaklines ure ulso ,functions of' time (plots
corresponding to this example are given by Truesdell and Toupin, 1960,
p. 333).

2.5. Steady and periodic flows

A flow is steady if it lacks explicit time dependence, i.e., v = v(x). Note
that the concept of steadiness depends on the frame of reference. An
unsteady flow in one frame can be steady in another frame (moving
frames are studied in Chapter 3 ) . When the flow is steady in a given frame
F, the streamlines and pathlines coincide when viewed in the frame F .
Furthermore, the streaklines coincide with both streamlines and pathlines
provided that the position of the dye-injection apparatus is fixed with
respect to the frame F. It is obvious that these statements are a property
of dynamical systems in general and they are not confined to fluid
mechanical systems.
A point x such that v(x) = 0 for all t is called a ,fired or ,siri<qularpoint
(or alternatively, equilibrium point in dynamical systems or stagnation

Steady and periodic flows

point in fluid mechanics). A point P is periodic, of period T, if
P = @,.(P)

for = T but not for any r < T. That is, the material particle which
happened to be at the position P a t a time r = 0, without loss of generality,
will be located in exactly the same spatial position after a time T," i.e., if
the flow at different times we have the sequence Po, P,,P,, . . .,
p,, r p . Note that the concept of periodicity depends also on the frame
of reference. "'

consider the streamlines, pathlines, and streaklines in the shear flow

V, = 0
V, = 1 + t a n h .u,,
subjected to a time dependent perturbation
I.', = 2ri sech 27-r.~~
tanh 27-r.~~
sin[2rc(.u1 - r)],

= 2ri

sech 2 n s 2 cos[2n(.uI - t)].

where tr is the amplitude of the fluctuations. This problem was analyzed

by Hnma (1962) to serve as a warning in the interpretation of flow
visuoli~ationstudies since it is a case where the streaklines are considerably
more complicated than the streamlines and pathlines. The motion of the
fluid particles is governed by the system of equations
rls,ldr = I . , ( x , ,.Y,, t),
d.u2/dr = r',(.u,, x, t )
where I . , = V, + I.', and I . , = V, + r;. Examples of computed streaklines
and pathlines are shown in Figure E2.5.1 (computation by Franjione,
Exurnple 2.5.2

Calculate the possible streamlines corresponding to the class of flows

V = (Ov)' ex with V . v = 0 (this material is used repeatedly throughout the
book ).
For simplicity consider first two-dimensional flows. By continuity
( 9 . v = 0. the sum of the eigenvalues being equal to ~ e r o )we
, can infer
of the character of the three-dimensional flow. We consider a cut
of\. = ( v \ . )xI by settings, 0. In general, the two-dimensional version of

( V v ) ' . (Vv);, = L. has all non-zero components, but by a suitable transformation R. R-L-R- '. L can be written in one of the three possible ways
(we follow Hirsch and Smale. 1974. Chap. 5. Section 4):



[): -:I,

[I I].


Flow, trujectories und deformution

The character of the flow is given by the eigenvalues of L,

1.' - tr(L)i. + det(L) = 0.
The discriminant is:

and the eigenvalues are

= [tr(L)I2 - 4


i(tr(L) All2).
Thus, A > 0 corresponds to real eigenvalues, and tr(L) < 0 correspond to
eigenvalues with negative real part. If none of the eigenvalues lies on the
imaginary axis, the flow is called hyperbolic.
The possibilities are the following (see Figure E2.5.2(a)):

I : All veal eigenvalues of different signs



with i.
< 0 < p corresponds to a saddle.

Figure E2.5.1. Streaklines and pathlines in Hama flow corresponding to an

amplitude u = 0.05. The vertical scale corresponds to u, = -0.2 to x, = 0.2.
( a ) Streaklines injected at 0 . 1 5 , -0.10, -0.05, 0, 0.05, 0.10, 0.15, the time
goes for 5 units; ( h ) pathlines of the particles injected at time t = 0 (tip of the
streaklines), injected at 0 . 1 5 , -0.10, -0.05, 0, 0.05, 0.10, 0.15, the total
time goes for 5 units.

Steudy and periodic flows

l..lgurc E2.5.2. (11) Summary of the portraits of the linear two-dimensional
,ul(,city field v = l..x. T h c parabola corresponds t o d e t ( L ) = (I/4)Ltr(L)]'. T h e
cilscriminnnt is A = Ltr(l.)I2 - 4 det L. ( h ) Examples of three-dimensional
,cl(,uity fields with t r ( L )= 0 in the neighborhood of v ( P ) = 0 (see also Figure

focus o r

focus o r



inside parabola A



tr L



outside parabola A > 0


Flow, trujectories und deformution

11: All eigenvalues have negative real parts

II(u). L diuyonl~l




with i< 0 corresponds to a focus

with i.
< p < 0 corresponds to a stable node.



< 0 corresponds to an improper node.

l l ( d ) , eigencu1ue.s c?f' L ure c,omplrs conjugate

I l l : All eigenvalues have positive real parts

Same as I1 but with all arrows in Figure E2.5.2(u) reversed.
1 E All eigenvalues are pure imaginary

corresponds to a simple shear.

Two three-dimensional cases are shown in Figure E2.5.2(b). Note that if
v~ R' and tr((Vv)i,)= 0, only centers, saddles, and simple shear are

allowed (see Figure P2.5.3).

Problem 2.5.1
In this book the acceleration is given by a
a = i v , i t +Vv-v')


+ v . Vv.

Why not

Problem 2.5.2
Consider a motion x = cb,(X) given by:
.x, = X,(I + r2).
>.' = X'(l + t)',
. X I = XI ( I + t),
Compute the Lagrangian velocity, v(X, t ) , and acceleration, a(X, t ) .
Compute the Eulerian velocity. v(x, t), and acceleration a(x, t ) . Verify that
a = i v i t + v.Vv. Similarly, consider a motion given by
.xl = X, exp(-r).
s 2 = X2 exp( - t ) ,
s3 = X-j
and verify that DJ,'Dr = J ( V . v ) . Is the flow steady?

Steudy und periodic flows


problem 2.5.3
consider the flow c, = Gx,, c2 = KGx,, where - 1 < K < 1. Show that the
are given by x: - Kx: =constant, which corresponds to
ellipses with axes ratio ( l . ' ( ~ ( ) "if~K, < 0, and to hyperbolas forming an
angle / j = arctan(l.'K)"' between the axis of extension and x,, if K > 0
(see Figure P2.5.3). Prove that this flow is the most general representation
of a linear isochoric two-dimensional flow.'


Problem 2.5.4
show that the pathlines corresponding to the flow v, = ux,, c, = -u(x, - bt)
represent a circular motion about a center moving with a velocity
= (hr, h,!u). Find the streamlines and particle paths corresponding to
= ( . ~ , t ,- . Y , ) Show that the streamlines are given by x,x; = const. (for
this and other examples, see Patterson, 1983).
Pvohlrm 2.5.5
Consider the one-dimensional time-periodic Eulerian velocity field, v, =
C; cos[k(.u - ct)]. Find the velocity and time averaged velocity experienced
by a material particle.
Pvohlrm 2.5.6
Given the Eulerian velocity field
v = x-L,

L = const.,
obtain the Langrangian velocity field. Generalize for L

= L(t).

t'lgurc P2.5.3. Portraits of two-dimensional isochoric linear veloc~tyfields:

= G s 2 .r 2 = K G Y , .as a function of K . ( u ) K = - I , pure rotation; ( h ) K = 0.
unld~rectionalshear: and (c,) K = I , orthogonal stagnation flow.
1 ,


Flow, trujectories and dejbrmation

Similarly, consider the Lagrangian velocity field

v = X-K,
K = const.
Obtain the Eulerian velocity field. Is the velocity field steady? In both
cases verify that
a = c?v/iit+ v Vv.

2.6. Deformation gradient and velocity gradient

The basic measure of deformation with respect to X (reference configuration) is the deformation gradient, F :

= (V,@,(X))T

FiJ= (?.ui/?Xj),

= D@,(X)

where Vx and D denote differentiation with respect to X. According to

(2.1.3) F is non-singular. The basic measure of deformation with respect
to x (present configuration) is the velocity gradient Vv (V denotes
differentiation with respect to x).

2.7. Kinematics of deformation-strain

By differentiation of x with respect to X we obtain
d.u, = (?.ui/?XJ)dX,
dx = F - d X
(2.7.1 )
which gives the deformation of an infinitesimal filament of length ldxl
and orientation M ( = d ~ / l d ~from
I ) its reference state to the present state,
dx. with length ldxl and orientation m ( = ddldxl). That is,
F - d X 4 dx
(see Figure 2.7.1).12 This relation forms the basis of deformation of a
material filament. The corresponding relation for the areal vector of an
infinitesimal material plane is given by
da = (det F ) ( F - ' ) ' . d A
and can be obtained similarly. In this case the area in the present configuration is da = Ida1 and the orientation n (=da/ldal), the area in the reference


Kinemutics of deformution-struin

c,,nfigurati~nis dA = ldAl and the initial orientation N ( = d ~ / l d A l )(see

Figure 2.7.1). The volumetric change from dV to dtl is given by
dt'=(detF)dV. l 3
problem 2.7.1

Obtain (2.7.2) by defining da = d x , x dx,, dA

dx = F - d X .


x dX, and using

problem 2.7.2
Obtain (2.7.3).
The measures of strain here are the length stretch, i., and the area
11. They are defined as

Figure 2.7.1. Deformation of infinitesimal elements, lines surfaces. and



Flow, trajectories and deformation

and can be obtained from

2 = (C:MM)'I2
q = (det F)(C- ' : NN)'I2
where C ( - F T - F ) is called the right Cauchy-Green strain tensor.14 The
vectors M and N are defined by
M = dX/ldXI
N -= d ~ / l d ~ l .
For comparison, the volumetric change J

(dv/dV) is given by

J = det F.


The orientations of the vectors dx and da are given by

The relationship of m and M, and n and N, to the motion is given by:

m = F-MIL

= (det


Since F is non-singular, the polar decomposition theorem states that it

can be written as
F = R.U = V-R
where U and V are positive definite and R is proper orthogonal. A tensor
T is positive definite if T: uu > 0 for all u # 0. R is proper orthogonal if
R - R T= 1 and det R = + 1. Thus, locally the motion is a composition of
rotation and stretching.
Example 2.7.1
Consider a flow @,(X)that transforms the body V,, into V,; i.e.,
@,( V") = { V,)

and a set of motions transforming j V,) into j V , ) , j V , ) into j V,), . . .

@:"'(v,- ,)

(V") = { V,)

Motion uround u point

or cqu~valently,In a different notation,
@;"(x,,; = j x l ;
@;"(xl; = (x,;
@;"(x2; = (x3i
@;"'(xn- = (x,); = (x,j
w h ~ c h\bows that j x , , j is the reference configuration for the flow
The motions are composed of
. . . .@;2).@;1)(
) =@,( )
and the deformation gradients are composed as
~ ( " 1F(". 1 ) . . ~ ( 2 1 F(
. I )(
) = F( ).
I t is easy to see that the lineal stretch is given by
j.2 = ( F ( I ) ) T . ( F ( Z ) ) T .
.( F ( nl l ) T . ( ~ ( n ) ) T .F(ll).F(n1 ) . . . . .~


. ..

, , ,

~ ( 1 MM

( 2 ) .

P r o b l ~ ~ 2.7.3
Obtain ( 2 . 7 . 4 )through (2.7.8).
Problem 2.7.4
Prnvc that DF/Dt


Pvoblcm 2.7.5

Calculate the optimum orientation M for maximum stretching in a given

time I , in a simple shear flow I., = 7w2, L., = 0, r , = 0.

2.8. Motion around a point

The Toylor series expansion of the relative velocity field around a point
P (which represents either a fixed position x, or a particle X,) is
v = v, + dx (Vv), + l~igllrrorder rrrr?l.s
where dx is a vector centered on P. The velocity gradient VV can
be decomposed uniquely into its symmetric and antisymmetric parts.
Vv = D + R,


D ;(Vv + ( V V ) ~the
) . stretching tensor (symmetric)
R ;(Vv - ( V V ) ~the
) . vorticity or spin tensor (antisymmetric)
Let us now consider the physical meaning of D and R .
The relative velocity, v - v,. at dx is
v,,, = d x . ( D
component in the direction dx is
v,,, (dx/(dx()= ( D

+n ) .

+ R ) :dxdxildx(


Flow, trqjectories und defirmation

v,,, - n = ( D : nn)(dxl,
where n = dx/ldx(. Note that since R : nn = 0, R does not contribute to
the velocity in the direction normal to the sphere ldxl = constant and the
contribution of R is wholly tangential to the sphere (see Figure 2.8.1 ).

Problem 2.8.1
Where is v,,,.n maximum'?
Pvoblem 2.8.2
Prove that R : nn = 0.
Problem 2.8.3
Show that the vector R - n can be written as :(o x n) where w =
2(Q,,, Q,, , Q , ,) and w = V x v (ois called the vorticity vector, see Section
3.8). Present an argument to show that o represents angular rotation
with speed 10/21 in a plane perpendicular to o .
Pvoblem 2.8.4
Show that v,,, can be written as
v,,, = fV(dx D . dx) + i ~ xpdx.

Pvoblem 2.8.5
Show that near a surface with normal n such that v
can be written as
D = (ox n)n + n(w x n)

if V.v



(Caswell, 1967; Huilgol, 1975).

Figure 2.8.1. Velocity field around a point

(and o - n = 0 ) D

Kinemutics of deformation: rute of' struin


prohlrm 2.8.6

s t L l d \ the possibility of expanding the relative velocity field near a surface

il S

v = $h(x)I-. x
(/)(x)is a scalar function and I- is a matrix (Perry and Fairlie, 1974).

p l . ~ h l c n2.8.7
Obtain the general form of the velocity near a solid surface.

2.9. Kinematics of deformation: rate of strain

The companion equations to (2.7.4)-(2.7.8) are
D(dx)/Dt = dx.Vv
D(da)/Dr = da D(det F)/Dt - d a ( V V ) ~
D(dt.),iDt = (V.v)dv.


The specific rate of stretching of iand v are given by:

D(ln i.),iDt = D : mm


and t hc t olumetric expansion by

D(ln J)/Dt =V.v
The L~~griingian
histories D(ln ;.)/Dl and D(ln v)/Dt will appear repeatedly
throughout this work and are called srretchiny ,functions. They are typically
denoted by x .
The companion equations to (2.7.7) and (2.7.8) are:
Dm/Dt = m.Vv - ( D : mm)m
for the rate of change of the orientation of a material filament, and
Dn/Dt = ( D : nn)n - n e ( V ~ ) ~
for the rate of change of the orientation of the areal plane.
Equations (2.9.4)--(2.9.6)can be written as

D(ln ;.) Dt = Vv: mm

D(ln ' I )Di = Vv: ( I - nn)
D(ln J ) i . ~ =
r vv:1

projection of Vv onto line with orientution m

projection (fVv onto plune nlirli orientution n
projection qf Vv onto colume,
Oflerin!?21 somewhat different interpretation of the equations.
Problem 2.9.1

th;it Equiition (2.9.5)can be written as D ln(t,/p)/Dt = - D : nn where

is the density,

Flow, trujrctorirs untl defirmution

Problem 2.9.2
Starting with

D(ln q)/D/ = V-v - D: nn,

show that
D(ln q)/D/ = (V,-v,)

- KnU,,,

where the velocity is written as v = v, + Nr.,,, such that I:,, is the speed
normal t o the surface, Vs is the surface gradient operator, and K, is
the mean curvature, K A = - VS . n.

2.10. Rates of change of material integrals

In Section 2.2 we computed the rate of change of the integral over a
material volume. It is relatively easy t o generate similar versions for
material lines and surfaces (see Figure ?.10.1). For example, for a material
line joining x , ( =@,(X,)) and x, ( = @,(X,)) with configuration L,, the
Figure 2.10.1. Deformation of linitc material lines and surfaces.

Rutes ?j" chunge of muteriul integruls


,,itablc formula is

lvherc G denotes a scalar, vector o r tensor property. Similarly, for a

material surface. with configuration A,,

speci;~lcases correspond to the evolution of length of material lines and

area of material surfaces. Thus, the evolution of length can be computed as

and since
( m e ( V v ) ) . mIdxl.

Noting that
we obtain.

where the h is the normal of the Frenet triad (m, tangent; h, normal; b,
binormal. See Aris, 1962, p. 40 o n ) and the curvature ti, is defined as
dml(dx(= ~ , h .

Special case
If x , = x z or if




(the first case corresponds to a loop, the second to a line attached to

nOn-moving walls for example),


[Length(L,)] = v.htiL Idxi.
Thec~mp;inionequation for the rate of area increase is computed to be
n) . v Idxi(ven)rAIda


Where h

, IS the mean curvature,



Flow, trujectories und dejormution

with V, being the surface gradient operator (V,( ) = V( ) - ?( )//r?n,where

n is a coordinate normal to the surface). The vector a is a tangent vector
to the boundary of the surface, ?A,, such that it is right-hand oriented
with respect to n. Thus, a x n is tangent to A,.
Special case

Closed surface, i.e., ?A, = 4

Problem 2.10.1
Denote by G(x, t ) a scalar function. Show that

Problem 2.10.2

Obtain the evolution of a finite area (Equation (2.10.4))starting with

D(ln q)/Dt = V. v - D:nn.
Hint: A rough derivation, without using the theory of calculus on surfaces,
can be obtained by using the identity
v x [f x v] = (Vf).v - (Vv).f + f(V.v) - v(V.f).
Another possibility is to integrate
D(ln q)lDt = (Vs.vs) - KAU,.
Problem 2.10.3

Using Equation (2.9.4), prove (2.10.3).

2.1 1. Physical meaning of Vv, ( V V ) ~and

, D
Consider a case such that
= 0,
m,, = lim m
where the subscript ss denotes steady-state orientation. Then, by (2.9.71
we have
m,,.(Vv)= (D:m,,m,,)m,,

= (Vv: m,,m,,)m,,

Physical meaning of Vv, ( V V ) ~and

, D


which shows that (Vv: mssmss)= y,,, is an eigenvalue of Vv

(2.1 1.1) Yss.imss.i
. . and mss.ithe eigenvectors (i = I to 3), where mss represents the steady,talc orientation of the material filament.Is
similarly, for areal vectors we have
= 0,
n,, = lim n
1- x
and the steady-state orientation corresponds to the eigenvalues problem
&,.is ( V V )=~Yss.inss.i.
On the other hand, the solution of the eigenvalue problem
D .di = yidi, Id,! = 1

gives cigenvectors di which are the maximum directions of stretching. The

physical meaning of di can be appreciated in the following way. If m
coincides with di we have,
Ddi/Dr = di (D + 0)- (D:didi)di

and using the result of Problem 2.8.2 we obtain

Ddi/Dt = di.O
i.e., the rate of change of the d,s is due only to 0 , giving also an
alternative interpretation to the spin tensor.
Examplc 2.1 1.1
Apply the above ideas to the linear flow 0 , = Gx,, v, = K G x , , where
- 1 < K < I , considered in Problem 2.5.3. Note that the maximum
directions of stretching are independent of K .
Problem 2.1 1 .I
Compute the rate of rotation of the maximum and minimum directions
of Stretching in the shear flow L!, = $.u,, u, = 0, 0, = 0. DO they actually
Problem 2 .I 1.2
Find the crror in the following reasoning (given in Ottino, Ranz, and
Macosko. 1981): Since D(ln ;.)/Dt = D:mm and D(ln rl)/Dt = V.V - D: nn.
n = I.
we have D(ln ;.)/Dl + D(ln q)/Dr = V .v. Hence. if V-v = 0. we
Obtain ;.I/ = 1.
Problem 2.1 1.3
why i t is possible to 'integrate' D(dx)/Dl =dx.vv but not
D(di)!~I= di.O,


Flow, trujectories und dejbrmation

Even though the kinematical foundation of fluid mechanics dates from
the seventeenth century, little is given nowadays in standard works in
fluid mechanics. For modern accounts the reader should consult works
in continuum mechanics. The presentation given here is based on a much
larger body of work. The most comprehensive account is given by Truesdell
and Toupin (1960, pp. 226-793). A brief and lucid account is given by
Chadwick (1976) in Continuum mechunics. A more advanced treatment
is given in Chapter I1 of Truesdell (1977). Other accessible accounts,
slanted towards solid mechanics and fluid mechanics are given by Malvern
(1969) and Aris (1962), respectively, whereas for historical references the
reader should consult Truesdell (1954). A classical work in fluid mechanics
with an unusually long discussion on the kinematics of flow around a
point is Fundamentals of hydro- and aerodynamics by Tietjens, based
on the lectures by Prandtl (see Prandtl and Tietjens, 1934). One of the
best visual demonstrations of Lagrangian and Eulerian descriptions is
given in the movie Eulerian and Layranyian descriptions in ,fluid mechanics.
One clear visual treatment of deformation around a point is given in the
movie Dqformation in continuou.~media. Both films are by J. L. Lumley.
The scripts are given in Illustrated experiments in ,fluid mechanics, produced
by the National Committee for Fluid Mechanics Films, MIT Press,
Cambridge, 1972. The 'kinematical reversibility' of creeping flows is
illustrated in the film Low Reynolds number creeping flows, by Taylor, also
in Illustrated experiments in fluid mechanics, and in the article 'An
unmixing demonstration', by Heller (1960). Both works focused on Couette
flows, which are the exception rather than the rule among all twodimensional flows. In most cases reversibility is impossible in practice due
to unbounded growth of initial errors.

I Throughout this work X E R3.However, most of the results of this chapter are valid
even if x E iWn The extension. however, does not carry over to vorticity since the
relation between an antisymmetric tensor and an axial vector is valid only in iW"
(Truesdell. 1954, pp. 58. 59).
2 See Arnold. 1985, p. 4. Distinguish carefully between the label of the particle. X.
and its position, x .
3 It is well documented that the association of names is incorrect but it is apparently
too late to set the record straight. Both descriptions are actually due to Euler. For
the historical account of credits see Truesdell and Toupin. 1960. p. 327 and Truesdell,
1954. p. 30.

4 In the framework of Equation (2.1.1) v(x. 0 should be interpreted as the velocity

of the particle X which happens to be at x at time I . The solution of most fluid mechanicill
problems yields the Eulerian velocity since, usually, the equations are solved after
bcing formulated in this viewpoint. Historically, the very earliest formulations of
fluid mechanics were formulated using this viewpoint, taking v(x, I ) as a primitive
quantity (for a n authoritative account. see Truesdell. 1954, p. 37). For a n alternative
dcfinition ofthe Eulerian velocity, considering it as the primitive quantity, see Problem
3 3 1.
i I'articles of different species can coexist at the same position x (see Bowen. 1976. for
~ a r i o u sextensions of this concept).
(, Rcciill that the non-autonomous case can always be transformed into a n
;~iltonomousone by defining I = .u,.
7 rhere have been claims that the veloc~tyfield of a n ~ n v i s ~ c ifluid
in turbulent motion
t n ~ g h tnot be Lipschitz. An early Indication is glven by Onsager, 1949).
i; I o r reasons that w ~ l be
l painfully apparent in Chapters 5 and 6, theexamples cannot be. In
scncral, much more complicated than this one.
0 As in Equation (2.1.1 ), we are labell~ngparticles by their initla1 positions. however.
111 this case one has to distinguish carefully between the luhrl of the particle and
it\ pl~c~rnrn
atl an arbitrary time, since it can be a source of confusion.
10 It iscommon practice in continuum mechanics to usecapital letters to denote reference
\[ate and lower case letters t o denote present state (see Figure 2.1 . I ) . However, as
I \ also universal practice in dynamical systems in the case of periodic flows. we denote
\ a \ x,,. and subsequent states as x , , x,, etc.
I I 1'111sflow can be realized by means of a four-roller apparatus: the concept is due
ro (iicsckus (1962). See also Section 9.3.1 and Bentley and Leal (19X6a).
12 I'quation (2.7.1) can be interpreted as a matrix multiplication where F operates o n
,I ~ . o l u m nvector d X . We shall not make any distinction between row a n d column
icctors by means of a transpose since the meanlng is always cle;ir from the context
13 [ ' h ~ srelation gives the physical meaning t o the J a c o b ~ a nof the flow ( = d e t F ) .
I4 ['he ho-called left Cauchy-Green strain tensor is F e F ' . The tensor C ' is called
tile Piola tensor.
IS Note that a steady state orientation need not exist. For example the rate of rotation
can be constant o r periodic in time (see Chapter 4). Also, note that the steady state
orientation might be unstable.

Consevvation equations, change of' frame,

and vovticity

In this chapter we record for further use and completeness the equations
of conservation of mass and linear momentum and laws of tri~nsformation
for velocity. acceleration, velocity gradient, etc., for frame transformations
involving translation and rotation. We conclude the chapter by studying
thc equations of motion in terms of vorticity and the streamfunction.

3.1. Principle of conservation of mass

l n t e g r u l cersion
Thc mass contained in a material volume V, is given by
v.1 =


pix. tl dl..

where p(u. t ) is the density (see Figure 2. I. I ). The principle of conservation

of mass states that:
t1( ,LI( V,) ). rlt = 0
M ( V,) = M ( V,,),
where C',, is the reference configuration.
Microscopic cersions
Denoting the reference mass density, p ( x , t

= 0 ) as

p,,(X), we have




and since V,, is arbitrary,

p ( x , t = po(X)iJ
Taking the material derivative of p,,(X) we obtain


D(p,,(X))lDt= 0 = (DpjDt)J + pDJIDt.

Using Euler's formula and the condition J # 0, we obtain,
DpjDt = - p ( V - v ) .
Expanding Dp,'Dt we obtain
( / I / ( t = - V e ( I)V 1,
(I.:~rlerirrrl i~c~rsiotl).
Both Equations (3.1.2) and (3.1.3) are known as the continuity equation
or mass balance.


/'r.ohlcm 3.1 .1
lsing the continuity equation prove that


I ~ ~ 1() dr i .=



, 11 Dr d r>

~ i h c r eG is a n y scalar, vector. o r tensor function

3.2. Principle of conservation of linear momentum

/rttcgrul cersion (or Euler's uxiom)
This principle states that for a material volume V, linear m o m e n t u m is
conserved. i.e..
rate of changc of
forces ; ~ c t i n gon

jb, jL,

[ ~ v d i .=
;~ccclerat~on bod! Corccs



(3.2.1 )

contact Corcca

\illere t(n. x. t ) is a s yet a n undefined vector called the trrrclion which

depends o n the placement x o n the boundary, CV,, the instantaneous
o r ~ c n t a t i o n .n, and time, t (see Figure 3.2.1). T h e vector f is the body
force. which in this work is assumed to be independent of the configuration
o f t l i e body, V,. Using the transport theorcm (Section 2 . 2 ) we obtain

k > r a n yregion V,, a t any time (where V, can be a n arbitrary control volume).
Pr.ohlcm 3.2.1
f'l.o\e that the Principle of Conservation of Linear M o m e n t u m implies
the continuum version of 'Newton's third law': t(x. n, 1 ) = t ( x . -n. t ) .

3.3 Traction t(n, x , r )

It can be proved that t(n.x. I ) = T'
where T is a tensor (note convention).
T h ~ implies
that thc information a b o u t tractions a t the point x a n d a n y
with normal n is contained in the tensor T. T h e proof consists of
tllrcc steps which \ye will briefly repeat here.
e n ,

(i) Cuuchy's theorcm

('onsider a (small) region V, surrounding a particle X . T h e n , if L reprehents s o m e length scale o f V, we have:

C'onserlution rquutions, chunge of irutne, untl


Volume ( V,) = const., L"

Surface (c? V , ) = const., L2
T h e mean value theorem states that for a n y continuous function G(X, I )
defined over C', a n d i?V, we c a n find X' a n d X" (at a n y time t ) such that

J ,.

G do = const., L-' G ( X f ,r),


d s = const., L2 G(X", t ) ,



Material region


where X' belongs t o V,

where X" belongs t o ?V,

present configuration. V,, ind~catingnormal


n and tritctlon I; ( h ) construction for balancc of angular

Truction t(n, x , t)
Applying the theorem to Equation (3.2.2) we obtain
( v ( X 1 ,r ) const., L")= pf const., "L


Thcn, dividing by L2 and letting L go to zero (preserving geometrical


That is, the tractions are locally in equilibrium (see Serrin, 1959, p. 134).

(ii) Traction on an arhitvary plane (Cauchy's tetvahedvon constvuction)

By means of this construction, which we will not repeat here (see Serrin,
1959, p. 134, for details), Cauchy was able to prove that the components
of the traction t(n), [t([n])] = ( r n l , rnZ,rn3),are related to the normal n,
In] = ( n l ,n,, n,), by the matrix multiplication:'
I"' = 7'..)1.

11 I
o r equivalently
[t([n])] = [n][T], [t([n])] = [T1][n]
whcrc the brackets [ ] represent the display of the components of the
vector n and the matrix representation of the tensor T .

(iii) The third step is to prove that [TI is indeed the matrix
rc~presentutionof a tensor T (see Appendix)
In order to prove that the T,,s are the components of a tensor T , we need
to prove that the components Ti, transform as a tensor. Since n is just a
frcc vector, which is objective,

n' = Q - n ,
and since the traction t transforms as


then. T transforms as'

T'= Q.T.QT.

Problem 3.3.1
(Jsc Cauchy's construction in conjunction with the 'mass balance' to show
that the mass flux in the direction normal to a plane n is given by j - n .
I+licrc j is the mass flux vector. This allows the definition of the Eulcrian
\clocity as v = j/p which can now be regarded as the primitive quantity.
I-athcr than the velocity obtained by means of time differentiation of thc
'notion (Section 2 . 9 ) .

3.4. Cauchy's equation of motion

Using Gauss's theorem, Equation (3.2.2) can be written as

Since V, is arbitrary, invoking the usual conditions.

we obtain Cauchy's Equation of Motion or Cauchy's First Law of Motion.

This equation is in terms of spatial co-ordinates ( x , t ) . For a formulation
in material co-ordinates (X, t ) see Truesdell and Toupi?. 1960, p. 553.
Pvohlem 3.4.1
Show that (3.4.2)can be written as

and interpret the result physically

3.5. Principle of conservation of angular momentum

In the simplest case (without body couples, or equivalently, for non-polar
materials, see Truesdell and Toupin, 1960, p. 538; Serrin, 1959, p. 136)
this principle states that (see Figure 3.2.1 )
The interrelation between linear momentum, angular momentum (without body couples, as above), and the symmetry of the stress tensor is
the following:
( 1 ) Principle of conservation
of linear momentum

+ Principle of conservation

( 2 ) Principle of conservation + T
of linear momentum
( 3 ) Principle of conservation
of angular momentum

= TT

of angular momentum
= T T -+

+ T = TT

Principle of conservation
of angular momentum
Principle of conservation
of linear momentum

For example. ( 2 ) is proved in Serrin (1959. p. 136). We will assume that

M e r h u n i r u l energy equution und the energ!, equution


'I' = T~ but we note that non-symmetric tensors are indeed possible and
have highly non-trivial consequences as well as practical importance
(Rrcnner, 1984; Rosensweig, 1985).
The tensor T is normally written as
T = -pl+t
where p = - tr(T)/3, so that t r ( t ) 0. For a fluid at rest t 0, and
T = - P I . These conditions ident~fyalso an inviscid fluid. The simplest
constitutive equation involving viscosity is the incompressible Newtonian
fluid which is defined as T = 2 p D h n d where p is the shear viscosity.
Replacing T = - p l + 2 p D into (3.4.2) and assuming V p = V v = 0, we
obtain the Navier-Stokes equation


/ i = 0,

the equation is traditionally called Euler's equation.

Prohlem 3.5.1
Thc ~zormulstress on a plane n is T : nn (i.e., components Tjj). The sheur
slrsss on a plane n is T : n t where t is orthogonal to n (i.e., components
T,,. i f j ) . Prove that if T = - p l there are no shear stresses on any plane
and that the normal stresses are non-zero and independent of n.

3.6. Mechanical energy equation and the energy equation

Thc ~ncchuniculenergy equation is not an independent principle but a
consequence of the Principle of Linear Momentum. Taking the scalar
product of Cauchy's Equation of Motion with v and integrating over Vt
h c obtain
j v , PV. Dt dl- =
pv.f do +
(V.T).v do.

Sv, SV,

For a symmetric T,

V . ( T - V )= ( V - T ) . v T:Vv,
and since R is antisymmetric,
RupIacing into (3.6.1) and using Gauss's theorem we obtain

(yt I,,,irv2




pf-v d r

+ $.v,

rate of work
of body forces


( T - v l - nds -

ipv2 dl. = I v , pf-v dl1 + $-v, t - v d s

of change of



rate of work
of contact forccs


(T: D ) dl..

expansion of work
and viscous dissipation


Conservation equations, change of frame, and vorticity


An alternative way of expressing the mechanical energy equation is


is the kinetic energy in V,, and

is the rate of work on dV, and within Vt. The energy equation is the first
law of thermodynamics for a continuum. If we define:

E = Jvt pr dv.
where e is internal energy per unit mass and q the heat flux vector, then
the Principle of Conservation of Energy states:
(K + E) = Jv, p f v do + $,v, (T-v).n ds dt
Combining (3.6.2) and (3.6.3) we obtain,

i.e., the rate of generation of internal energy within the volume is due to
viscous dissipation-expansion within the volume and energy input-output
through the boundaries.
Problem 3.6.1
With the aid of the mechanical energy equation, show that any fluid of
a Newtonian incompressible fluid completely enclosed within a rigid
non-moving boundary and acted upon by a conservative body force must
approach zero velocity everywhere for long times.
Pvoblem 3.6.2
Show that T:D gives rise to p(V-v) (expansion work) and t : D (viscous
dissipation). Using the results of Section 3.7, prove that the viscous
dissipation is frame indifferent.
Problem 3.6.3
Verify that the viscous dissipation produced by a Newtonian fluid is

problem 3.6.4

manipulation of T : D show that for the case of an inviscid fluid

('1' = - p l ) obeying the ideal gas law, the time integral of the rate of work,
(' ( ( / W tir)dt, is given by the popular equation j p dl.. Indicate any other
ncccssary assumptions.

3.7. Change of frame

('onsider a point P as seen in two frames, F and F', related by
x' = x,(t) + Q ( t ) . x
\+herex indicates the position in F and x' in F', x,(t) is an arbitrary vector,
, ~ n dQ ( t ) represents a (time dependent) proper orthogonal transformation,
with det[Q(t)] = 1 .
Q(r)'.Q(r) = 1
If 0 represents the center of co-ordinates of the frame F, then x,(t)
represents its position as seen from F' (see Figure 3.7.1).
3.7.1. Ohjectiritj

Denote generic scalars, vectors, and tensors, as 1; w, and S, respectively.

f . H . and S are ohjrc,titt. if they transform according to:
( i ) , l '=,f'
(ii) H'=Q.w
( i i i ) S' = Q.S.QT.
Figure 3.7.1. Change of framc.


Conservution equations, change of' jrumr, untl uorticity

For example ( i i ) indicates that w transforms as a 'true' vector, and (iii)

can be regarded as the definition of a second order tensor (see Appendix).
However, as we shall see not every [ I x 33 matrix transforms as a 'true'
vector, is., according to ( i i ) above, and not every [3 x 33 matrix qualifies
as a tensor, i.e., they d o not transform according to the transformation
rule (iii). However, due to usage, the words 'vector' and 'tensor' are used
for quantities that d o not transform as above under the change of frame
If the quantities ,f; w, and S, transform according to (i)-(iii) under the
frame transformation (3.7.1 ), then they are called ,frume indiffi.rpnt
3.7.2. Velocity

The velocity of a particle X is the time derivative of the position vector

x. Thus, the velocity measured in F' is given by dx'ldt:
dxi/dr = dx,(r)/dt
Since d(QT.Q)/dt = dlldr = 0,

+ d(Q(r).x)/dt.

- + -

[dQ/dr] QT Q [dQT/dt]
and since dQT/dr = (dQ/dr)T, then

[dQ/dr]. QT Q .(dQ/dt)T = [dQ/dt]

and we conclude that

= 0,

- + ([dQIdt].

CdQldrl- QT = - ( [dQ/dtl. QT
i.e., [dQ/dr].QT is antisymmetric.
Since dxldt = v, replacing x as
x = Q T - X' QT-x(,
we obtain




+ ~ ( t+) A(t).xi

c(r) = dx,(t)/dr


A([) = [dQ/dr]. QT.
Thus, the important result is that the velocity vector is, in general, not
frame indifferent. In principle, this result can be used to establish the
conditions under which a velocity field is steady in a moving frame
(c:vi/c?r = 0).
Special case
Ifx, = constant and Q = constant, then v' = Q - v . This implies that the two
frames are fixed without relative motion.

problem 3.7.1
s h o w that if A is an antisymmetric tensor A - b can always be written as
x b where a is a vector. Interpret a in physical terms.

3.7.3. Accelevution

(J,ing (3.7.2) and after similar manipulations as in the previous section,

M'L' get
a ' = Q - a + 2A-v' + [(dA/dr) - A . A ) ] . x f + (dcldr - A - c ) (3.7.3)
;,c.. the acceleration is not frame indifferent.
Spcciul case
a ' = Q - a if and only if A = 0 and dcldt = 0 which implies Q = constant
(no rotation) and dx,(r)/dt = constant (linear speed of separation between
t.' and F'). Such a transformation is called a Gulileun truns/brmution.
Problem 3.7.2
Provc that the Navier-Stokes equation is Galilean invariant.
Problem 3.7.3
Show that the deformation tensor transforms as F' = Q - F .
Problem 3.7.4
Show the transformation rules for the gradient operator V
Problem 3.7.5
Verify that the length stretch is frame indifferent using the equations of
Section 2.7.
P ~ ~ o h l e3.7.6
Check that the velocity gradient transforms as
V'v' = Q - V v . Q T - A
where A is antisymmetric. Show also that the stretching tensor and the
spin tcnsor transform components as

D' = Q . D . Q ~ .


i2' = Q . i 2 - Q T - A,


Problem 3.7.7
Compute the acceleration in frame F' using (7v1/('t + v'-V'v'. Compare the
rcsult with that obtained by computing Dvl/Dr.
Problem 3.7.8
Show that the isovorticity map of a flow is not changed by Galilean

Conservution equations, change qf frume, und vorticity


Problem 3.7.9
Assuming that if in a frame F we have
pa = p f + V - T
and in F' we have
p'a' = p'f' + V' T ' ,
show that
( 2 ~ ' - A+T x i . [ d A / d t - A . A I T + dcldt - C - A T )
= ( f ' - f . ~ ~ )( ~+ I ~ ) ) v ' . ( T ' - Q . T . Q ~
Note that the first term is independent of the material while the second
is dependent on the nature of the material. Present an argument to show
that T ' = Q - T . Q T Note that this reasoning assumes only that the linear
momentum equation has the same form in any frame and does not invoke
frame indifference for T (suggested by Serrin, 1977).
Pvoblem 3.7.10
Show that the equation in the moving frame F' is identical to that in
frame F if the 'new' body force, f', is:


'old force'

+ p [ 2 A - V '+ (dAldt

A . A ) . x 1 + (dcldt - A - c ) ] .

'extra body forces that arisedue to motion of frame'

Interpret the additional terms from a physical viewpoint. It is customary

to designate the additional terms as (Batchelor, 1967, p. 140)
2A.v' = 2w x v',
Coriolis 'force'
- A - A . x l = - w x (w x x ' ) ,
centrifugal 'force'
Euler's acceleration.
( d A / d t ) . x l = ( d w l d t ) x x',
Interpret w .
Problem 3.7.1 1
Consider the linear velocity field r , = G.x2,v2 = KG-u,. Work out, explicitly,
v', for a change of frame such that

cos tot - sin o t

sin w t
cos o t
Obtain V'v' and verify that V'v' = Q - V v . Q T - A . Obtain D': D' and verify
that it is independent of (o. Compute Q':Qf and obtain its dependence
with tu. Investigate the possibility of selecting o ( t ) in such a way that
R':Q1= 0 .

Problem 3.7.12
Consider O(x. t ) = 0, cos[k(s, - c t ) ] .Sample tI in a trajectory x, = R cos o f ,
s, = R sin mt. Compute the time history of 0 observed following this

Vorticity distribution


3.8. Vorticity distribution

~t is well known that new insight is obtained when the behavior of fluid
motion is examined in terms of vorticity, rather than velocity. Several
hard to visualize or understand in terms of velocity and momentum,
become clear in this type of formulation.

Origin of vorticity
We have seen that the velocity gradient can be written as the sum of a
symmetric part (D) and an antisymmetric part (Q). Since in threedimensions an antisymmetric tensor can be expressed in terms of an axial
vector we obtain


1 x 012,

where o is the vorticity, o = V x v (see Truesdell, 1954, p. 3 and p. 58).

The vorticity is readily interpreted as twice the local angular velocity in
the fluid (see Section 2.8). Note also that
v.o=v.v xv=o.
Vortex line
A vortex line is a line everywhere tangential to the local vorticity (i.e.,
same relationship as streamlines and velocity field). Obviously, vortex
lines cannot cross for that would imply that a given fluid element has two
different rates of rotation. Similarly, physical arguments indicate that a
vortcx line cannot end somewhere in the fluid. However, they can end at
boundaries, form closed loops, and can also, as will be shown in Chapter 7,
continuously wander throughout space without ever intersecting themselves
(SCC Section 8.7).

Making reference to Figure 3.8.l(a), the circulation on a closed curve

C = C ( t )is defined as

By using Stokes's theorem we have


which gives further insight into the meaning of o, i.e.,


Corlsercation equations, chunye of' jrume, urld corticitj

An important kinematical result is

(i.e., replace G by v in Equation (2.10.1 ) and consider L, as a loop with

perimeter C ) . Two special cases of this result are of interest. For incompressible Newtonian fluids the acceleration is given by the Navier-Stokes
equation and therefore,

Thus, the circulation is constant if r, = 0 or if the vorticity is uniform. For

barotropic fluids, p = , f ( p ) (Serrin, 1959, p. 150), a is given in terms of a
potential, and we obtain also

A cortex tube is the surface formed by all the vortex lines passing through
a given closed curve C (which is assumed to be reducible). Consider the
construction of Figure 3.8.l(h) (at an arbitrary instant of time). Applying
Figure 3.8.1. ( a )Vortex line. vortex tube, and circulat~onaround a closed curve
C; ( h ) construction to prove constancy of circulation in a vortex tube.

1 1 1 ~divergence

theorem we obtain:

o - n ' da 'top'. A '

o e n " du

'bottom'. A"


o . n du =

'lateral area'

V . o dl,= 0

w . n d u = constant.

0Lcr a vortex tube, which implies that the circulation is constant.

3.9. Vorticity dynamics

Consider the Navies-Stokes equation, written a s

with f such that f = -Vcp (i.e., f is conservative given by a potential cp).

[,'sing the identity
v x (V x v) = IV(v.v) - v . v v
and defining the speed y = (v.v)' we obtain


T h ~ scquatlon forms the b a s ~ sof m a n y Important results. F o r example,

Mc hive
( i ) If c = 0 a n d t h e flow IS steady a n d ~ r r o t a t ~ o n(OJ
a l = 0) the Equations
(3.9 1) reduce to:
V(cp p I' i y 2 ) = 0,
cp + p p + iy' = constant (everywhere In the flow)
Thls 1s the s ~ m p l e s tverslon of the 'Bernoull~e q u a t ~ o n '
( 1 1 ) I f the flow 1s steddy a n d r) = 0 In t h ~ scase, uslng the d e f i n ~ t ~ oof
the materlal derlvdtlve we obtaln,
D(cp p l p l y 2 ) Dt = 0 ,
so cp p p iq' = constant over the pathline of a fluid particle" ( a n d
~ i l s o ,since the flow is steady, over streamlines).
( i i i l I f the flow is steady, multiplying Equation (3.9.1) by v

a n d using the definition of the material derivative,

which implies that cp + p p + ~ y ~ e c r e a s following

a fluid particle
if (V2v).v < 0, i t . . if the viscous forces decelerate the fluid particle.


Conseruution equution.~,chunge of' frame, und uorticity

(iv) If the flow is steady and two-dimensional and I ) = 0 (Crocco's

theorem). Taking the dot product with v we obtain
(vxo).v=O= -V(~p+p/~+:q~).v
which implies that
pathlines). Further
Since V x V( ) = O
obtain an equation

+ p/p + :q2

is constant over streamlines (and

manipulation produces a very important result.
by taking the curl of Equation (3.9.1) we can
in terms of vorticty and velocity gradients.


Using the identity

and recognizing that the underlined terms are zero, we obtain

or alternatively,

rate of change
of vorticity
21 particle

between velocity
gradients and


Note that the vorticity equation does not involve pressure. Note also that
o - V v = 0 in two cases: two-dimensional motion, where o is perpendicular
to v, and unidirectional motion, i.e., v = (u,, 0,O). Under these conditions
the vorticity diffuses as a passive scalar. Note that the transport coefficient
is the kinematical viscosity.
Problem 3.9.1
Verify that R = - l x 4 2 .
Problem 3.9.2
Show that if V-v = 0 and V x v = 0, then the viscous forces in a Newtonian
fluid, V2v, are zero.
Problem 3.9.3
There are cases where the intensification of vorticity due to velocity
gradients and the vorticity diffusion balance in such a way that there is
:I steady state distribution of vorticity. Consider
1 % - = x.
r r = - ;%I-.

Vortex line stretching in inviscid jluid

1.ind c , consistent with the Navier-Stokes's Equation for the cases:
( I ) (11= tu(r) (Burgers, 1948; Batchelor, 1979, p. 27 1 ).
( i i ) ( 1 ) ; = o),(r, 0, t ) (Lundgren, 1982).

3.10. Macroscopic balance of vorticity

I n order to obtain a macroscopic balance of vorticity, form the scalar
I)~.oductof Equation (3.9.2) with o and integrate over material volume
I ; . After some manipulations,

' I Sb(a ds = J v , (Vv:ow) d r + s


(Vo: (Vw)') du - ;I)


V(o.o).n d


rate of

by stretching

(always positive)

generation at the

Problem 3.10.1
Show that in the case of a fluid enclosed entirely by stationary rigid
the energy dissipation decays as j 02d r .
boundaries (or v 0 as 1x1 x),
1!i11/ : Prove the kinematical identity


V - a = D(V.v)/Dt + D: D - :02.
Problem 3.10.2
Ekpnnd the vorticity near a solid wall with normal n. Assume that very
near the wall o is parallel to the wall. Show that to the first order
v = (ox n):
\~llcrez measures distances normal to the wall. Assuming V-v = 0 show
that the normal component of the velocity field is proportional to I'
(Lighthill, 1963, p. 64). Obtain the same result by direct expansion of
the velocity field in a Taylor series expansion, forcing the series to satisfy
Impenetrability and no-slip at the wall.

3.1 1. Vortex line stretching in inviscid fluid




Equation (3.9.2) gives

DolDt = o.Vv.
-1'hc solution of (3.l I. l ) can be computed explicitly (Serrin. 1959. p. 152).
1)cfine a vectorc by w = c . F'. where F is thedefcx-mation tensor. Then.
Dcu,lDt = cu-Vv = (Dc/Dt).F1+ c - ( D F 1 / D t ) .


Consercution equations, change of frume, and tlorticity

Since DFT/Dt = FT.Vv, and o = c.FT, we obtain

W . V V = (DC,D ~ ) . +
which implies that (Dc/Dt).FT= 0 and c = c(X). Since at t = 0,o = o o ,
we obtain o = o O . F T .
Note also that (3.1 1 . I ) is identical in form to the equation giving the
material rate of change of dx (Section 2.9). Thus,
D ( o - ti dx)lDt = (o- ti dx).Vv
where K is a constant. Ifat t

= 0,(o- ti

d x ) is equal to (o, - ti dX) then

Hence if (o, - ti dX) = 0 initially, then (o- ti d x ) = 0, i.e., vortex lines

move as material lines (Figure 3.1 1 . I ). For a vortex line initially coincident
with material filament, we obtain
Thus, the intensification ofvorticity is proportional to the length ~ t r e n g t h . ~
Many of these results can be easily generalized to the case of barotropic
fluids (see Batchelor, 1967). For example, (3.l I . 1 ) becomes
D(o/p)Dt = (olp).Vv.

Figure 3 . 1 1 . 1 . Stretch~ngof material lines in invisc~dflow: the material lines

and the vortex l ~ n e scoincide.


Streurnjunction und potentiul junction


o t h e r results follow within this framework. For example, it can be shown

that the helicity (Moffat, 1969)



measure of the degree of knottedness of the vortex lines, satisfies

DI/Dt = 0
provided that n . o = 0 at the boundaries of V (or o = O ( / X ~ - as
~ ) 1x1 + z ) .
Furthermore I is non-zero if the vortex lines are knotted.


Problem 3.1 1.1

llsing Equation (3.1 1.1) show that a body of fluid initially in irrotational
rnotion continues to move irrotationally.

3.12. Streamfunction and potential function

Thc streamfunction allows the formulation of problems in such a way
that the continuity equation is satisfied identically. Such a formulation is
possible in two-dimensional flows and axisymmetric flows and for very
special classes of three-dimensional flows (Truesdell and Toupin, 1960,
p. 479). For example, for two-dimensional flow in rectangular coordinates
M.C can write v = V x ($e,), or6
v, = - (!*/?x,
c, = i7*/('y,
in such a way that V-v = 0. The curve $(x, y, t = given) = constant, gives
thc instantaneous picture of the streamlines. Since v.V$ = 0, then if
it//:'?t=O, IC/ is constant following a fluid particle.'
The streamfunction and the vorticity are related by

v2* = - w .
In irrotational motions there are several simplifications. T o start with, $
satislies Laplace's equation

v2* = 0.
Also, since the flow is irrotational the velocity can be obtained from a
potential, 4 ( x , t), as

v =v4,
( V x V4 = w = 0). Also since V-v = 0, the potential function satisfies
v24= 0
<lnd the streamfunction and the potential function are related by


= ?l+b/?y,



Conserrution eyuutions, chunge c?j' jrume, unil rorticity

which are precisely the Cauchy Riemann conditions for a complex

function, w ( z ) = @(x,y) + i$ ( x , y), to be analytic. Thus, any complex
analytic function is the solution of some fluid mechanical problem. However, finding the complex potential for a given fluid mechanical situation
is a substantially more difficult problem.
Example 3.12.1
Consider the complex potential
= UI + Uii'iz which corresponds to
potential flow past a cylinder of radius ri (Figure E 3 . 1 2 . l ( r 1 ) ) .I~f the
cylinder moves a t , speed U. we substract the contribution of the mean
flow ( U z ) and the potential function is therefore Uri2,'z. Thus. to an
observer mounted on the cylinder the portrait of the streamlines is given by

- ( u ri'- sln
.' O/r.) = $.
which is shown in Figure 3.12.1 ( h ) .The instantaneous speed of the particle
at (r, 0 ) is given by
r, = ?4/?r



= (l/r)d@/d~

where 4 = UuZ cos I)/r and therefore v "

UU'aJ'r4which indicates that
all the particles located at r. = const. have the same speed. In particular
for r = u the fluid particles slip with speed U. Consider the cylinder at
.Y = - Y_ and label a fluid particle in the as yet undisturbed flow by its
initial coordinates X I , Y , . As the cylinder passes by. the particle moves
as indicated in Figure E3.12.1(c,), undergoing a tr~qectorywhich is the
solution of a differential equation commonly known as the c~lti.stic,~i.
particles suffer a pcJrmiinclnr displacement in the s direction (d,. given by
a rather complicated expression) and a tctnpor-tir! displacement in the j1
direction, given by d, = ;[(4a2 + Y f ) ' - I Y
which is maximum when
the particle is abreast the cylinder. Note that to an observer moving with
the cylinder the flow is steady."



Example 3.12.2
Assume that we have an ~rtlstcrirl~.
description of a flow field

r I = r , ( . v , ,.Y,. t )


r, = r2(.vI..v2, 1).
How d o we calculate the instantaneous picture of the streamlines? In this

d r , + (i$i s 2 d) s 2 + ( ? $ l i t ) dr


= I.,

d . ~-- I.?
~ d . ~ , ( i $i t d t .

Strrumfunction und potentiul junction

Figure E3.IZ.I. Flow around a cylinder; ( u ) streamlines with respect to n fixed
frame. [he cylinder 1s at resl and the fluid moves at speed U ; ( h ) instantaneous
streamlines as they appear to an observer mounted on the cylinder: and ((,)
typical trajectories of fluld parricles as [he cylinder moves from left lo r ~ g h ~ .

position of
point with
w / i ; n d e r a t + m


position of
point with


a circle


Conseruution equutions, change of frume, und vorticity

Thus, the portrait at a given time t' passing by the point x ; , x i is


2 t ' ,) - IC/(x;,x i ,

t ' )=



d x 2 - v2 d x l ) .

x i ,x'2.1'

Such a method was used to analyze experimental data by Cantwell, Coles,

and Dimotakis ( 1 978).
Example 3.12.3
As will become more apparent in Chapter 7, the visualization of unsteady
two-dimensional flows is extremely complicated even in cases where the
velocity field is known explicitly (see, for example, Hama, 1962, and
Example 2.5.1). An interesting approach to visualize flows was proposed
by Cantwell (1978). The basic idea is to reduce, not exactly, but possibly
,for limited scules of' space and time, the system
to an autonomous system by studying the flow in a moving frame and
with new variables T , ( , , ( , , such that the velocity field is transformed into
d 5 l l d ~ Ul(<1,
d 5 2 l d ~= U2(<1,5 2 ) .
A list of problems (such as jets, boundary layer problems, etc.) for which
this approach works is given by Cantwell ( 1 98 1 ) . I 0
5 2 1 3

Problem 3.1 2.1

Compute the location at time r of a material region of radius k R , k > 1,
initially surrounding a sphere of radius R outside which there is a fluid
moving in potential flow. Compare the result with that obtained for a
sphere of radius R in a low Reynolds number flow.
Problem 3.12.2
Consider a flow in the frame F with the stream function $. Compute the
stream function $' for a Galilean transformation between F and F'.

This chapter is a very succinct account of fluid mechanics suited only to
our rather specific needs. The interested reader should consult the original
works on which this exposition is based. The sections on conservation
equation are inspired in the classical article, 'The mathematical principles
of classical fluid mechanics', by Serrin (1959). The treatment of vorticity
follows Batchelor (1979). For a treatment of change of frame and
objectivity the reader should consult the book by Chadwick, Continuum
(1976). A few sections, such as Example 3.12.1. are based on
the article by Truesdell and Toupin (1960).

I We havcdroppcd the posltlon x a n d t ~ m rc. It should be understood that all qunntltles
,ire evaluated at x, r .

2 I-clu~c;ilcntly.the transformat~onso f t as above can be consldcred a n altcrnaticc

\tatcment of the P r ~ n c ~ p lofe Material Frame lnd~ffcrcncc(see S c c t ~ o n3.7).
i Note that In accordance w ~ t hthe results of Chapter 6 , 'z = Q . s . Q ' . All constitutive
cqu;itlons must gcncriitc a frame ~nd~fference
stress tensor (for details see Schowaltcr.
1079. Chaptcr 6: Chadwlck, 1976).
4 In the language o f c h a p t e r 5 t h ~ quantlty
m ~ g h be
t regarded as a 'constant'of the motlon.
.; ,Accord~ngto the cl~iss~cnl
plcture of u turbulent flow. lnltlally designated vortex
I I I I C \ stretch and fold a s matcrlal lmcs u n t ~ lthe folding reaches a scale where the
illffus~onof cortlc~tybecomes domlnant. At this point a stat~sticalsteady-state 1s reached.
(1 In fluld mechanics b o o k s o n e c a n find sultablccxpresslons in otherco-ordinatesystcms.
hhown in Problem 4.7.1, if ;@,';I
= 0 the mlxlng is poor slnce fluid particles a r c
~l-appedbetween lcvcl curccs of @.
S r l i ~ sexample IS based o n M~lne-Thomson.1955, Section 9.21; and Truesdell
~ n t Toupln,
1960, p. 332. where additional references can be found.
Strcamllnes referred t o a rotatlng cylinder arc analyzed by M~lne-Thompson(1955,
S c c t ~ o n9.71) and L a m b (1932 edition. Sectlon 72). A good discussion of streamlines
, ~ n dstrenkl~nes.especially from a n cxpcrlmcntal viewpoint, is gicen by Tritton,
1977. Chapter 6.
I0 O h c ~ o ~ ~ sifl yt h, ~ s1s poss~blethe flow cannot be chaotic (scc Chapters 5 and 6).


of' stretching und efficiency

As we have seen in ('hapter 7. the deformation tensor F a n d its associated

ctc.. form the fundamental quantities for the analysis of
tensors C, C
deformation of infinitesinial clenicnts. In most cases the flow x = O , ( X )
is unknown a n d has t o be obtained by integration from the Eulerian
velocity field. If this can be d o n e analytically. F c a n then be obtained by
differentiation of the flow with respect t o the material coordinates X. T h e
chapter starts with examples belonging t o this class. However, this
procedure is not always convenient. o r even possible, for reasons that will
be apparent in C h a p t e r s 5 through 8, a n d we explore briefly other
:~pproachcs which a r c valid for relatively simple but. nevertheless,
'integrnble' flows of widespread applicability. T h e flows of interest belong
( i ) flows with a special form of Vv. a n d ( i i ) flows with a
t o two ~I;ISSCS:
special form of F. In class ( i ) we havc the subcases D ( V v ) Dt = O a n d
D(Vv):'Dt small. In the second class we havc Constant Stretch History
Motions ( C S H M ) a n d a n important subset of viscomctric flows, Steady
Curvilineal Flows ( S C F ) .


4.1. Efficiency of mixing

According to the physical picture described in C h a p t e r I . mixing involves
. h u s , if we place a material
stretching a n d folding o f material c l c n ~ c n t s T
filament d X a n d a n element of area d A . in nn arbitrary initial location P,
the specific rates of generation of length. 11 In i 11t. a n d arca, D In rl,'Dt,
a r c given by the equations of C h a p t e r 7. W e say that the flow s = O , ( X ) ,
o r a region o f the flow. mixes well if the time uvcragcd values of D In i D i and
D In 11 I)/, d o not dcc:~y t o ~ r ono
, matter what the initial placement P a n d
the initial orientations 31 and N . However. it is not reasonnblc t o c o m p a r e
flows o n the basis of the \ i ~ l u c sof the stl.etchings D In i D/ and I1 In 11 Dt
since they a r e ohvic>usl> dependent upon the units of time. It is therefore
o f i r n p o r t ; ~ ~t o~ eseek solnc ~.ation:~l\\.ay of cll~i~ntifyinp
the efficiency o f


I:[/ic.ic~tlc.\. of' nli.uir~y

lllc stretching process in order to h a \ c some basis o f comparison for the

1111\inpability of different flows.
Wc note that the specific rates of stretching a r e bounded. T h u s , for
1, In L 111, u\ing the ('auchy S c h \ \ a r ~inequality m.c ha\,c:
1) In i111 = I): m m


m m

( D :D ) '


, m = I . F o r 11 In ti 111 we obtain

1) In ti 111 = V.v - D : n n = [ I ( V . v ) - ~ v ] : n n< J l ( V . v )- V v J n n J
= [(Vav)'

+ D : D l 1 ',

if 1) In ti 111 is written in a slightly different \\ay,

I1 In rl DI = D : ( I - nn) < D I - n n = 2 ' ' ( D : D ) ' '.

I Iicsc upper bounds provide a natural \\ay of quantifying the efficiency
~ i ' t l i stretching.
Thus, m,e define the stretching efficiency, cJj, = cJ;,(X,M,r )
oi' tlic material clement d X ( M = d X d ~ )p l, ~ ~ c catd X. a s
( D In iD r ) . ( D :D l ' ' < I .

I lie stretching efficiencies. el,, = c,,(X. N. r ) of the area element d A placed

,I[ N ( U = d.4 d . 4 ) . are defined in a similar \\ay. I f the motion is isochoric
\\c. define
cl,,= ( D In rl D r ) ( D : D ) ' ' < I ,

,irid if i t is not
e,, E ( D In

L D r ) 12' ' ( D : D l '1 < I .

111 this

\\ark \vc will use the first definition since \\e will assume throughout
[ l i ~ cthe flo\vs a r c isochoric. W e define the a.vj~r~lptotic
efficiencies a s

lim c,,(X. N , t )
[ Ilc /irllc. rrr.clr.irqc~rlefficiencies a r e defined a s
el,,, =

cl,(X. XI. 1 ' ) d l '

corresponding asymptotic \ ; ~ l u e s are denoted as ( ( I , ) , and

p c c t i ~ c l y . Efficiencies c a n also be defined \\ith respect t o
i \ \ : ( V F ) ' ) '': thus we h a \ c

c ~ ~ l ctheir
(',, \

OT (I) In D I ) ( V F :( V v l ' ) ' ' = D : m m (Vv: ( V v ) ' ) ' '

05 f ( 1 ) 11111 111) ( V v : ( V v ) I ) '' = (Vav D : n n ) , ( V v :( V v ) ' ) ' '.


Similarly. ~ l l ccorrc\ponding time ~ ~ v c r i ~ p;~symptotic

cfficiencics a r c



oJ' stretching und efficiency

denoted (e;), and (e,*), . Other efficiencies, for finite material lines and
surfaces will be used when convenient.

4.1 . l . Properties of e, and e,

Frame indifference
The efficiencies e, and e, are frame indifferent, i.e., they are objective,
e, = e>,e, = eb, under the frame transformation x' = x,(t) + Q ( t ) . x . Note
that D, m, and n, are frame indifferent. Since D, m, and n transform as
Q . D.QT, Q - m , and Q - n , respectively, then D: mm, D : nn, and D: D are
also frame indifferent. Additionally, since V.v is also frame indifferent, it
follows that e, and e, are frame indifferent. Note, however, that e: and
e,* are not frame indifferent since Vv is not objective.
Physical meaning of e, and e,
For purely viscous fluids, ( D : D)'I2 is related to the viscous dissipation.
For example, for incompressible Newtonian fluids T : D = 2p(D: D). In this
case the efficiency can be thought of as the fraction of the energy dissipated
locally that is used to stretch fluid elements.
Relationships among e,, e, and eX and e,*
Vv: ( V V )=~D: D - O : O
it follows that
e* = e,/(l

+ W:)'I2,

i = j., q

W i = - (Q:O)/(D:D )
is the kinematical vorticity number.' Although neither the C$( i = i.,q )
nor W: are objective, the product eT(1 + W;)'I2 isobjective.
4.1.2. Typical behavior of the efficiency

According to the time history of the stretching efficiency we divide bounded

flows into: flows without reorientation, where the efficiency c.(X, t ) decays
as t ' ; flows with partial reorientation, where there is some periodic
restoration, but where on the average the efficiency also decays as t '; and
flows with strong reorientation, where the time average of the efficiency
tends to a constant value (see Figure 4.1 . I ). We shall encounter examples
of all these flows; thc first two in this chapter. the third onc in Chapters
7 and 8.

.Ef/ic.irnc~yoJ' mixing


4.1.3. Flow classification

~'11cability of flows to stretch material lines and areas provides a useful

means of flow classification. The objective of flow classification is to define
;I .measure' which reflects the predominant characteristics of an arbitrary
flow. and provides a basis for comparison of flows. Translating this rather
loose concept into concrete parameters has led to the use of different
crircria which have been used in different contexts. The idea is popular in
shoology where it is interpreted in a 'local'sense and has applications such
as drop breakup and drag reduction.
T'anner and Huilgol(1975) and Tanner ( 1976) proposed a scheme based
(In the asymptotic rate of growth of 'test' fluid microstructures. Their
frnmcwork was extended by Olbricht, Rallison, and Leal (1982) to account
for rhe microstructure shape, interactions between it and the surrounding
fluid. and elastic forces resisting deformation, by means of a linearized
dynamic analysis (see Chapter 9). However, these criteria are applicable
onl!. to flows with D(Vv)/Dr =O. Astarita (1976) proposed an objective
measure, applicable to arbitrary flows, related to the ratio of the
magnitudes of the vorticity rate to the strain tensor. However, this measure
is in general difficult to calculate. Another measure is the vorticity number,
M'L. defined many years ago by Truesdell (1954). W i = 0 corresponds to
purely irrotational motion, and the value increases with increasing
vorticity becoming W i = -x for a purely rotational flow. This quantity
hoivcver, suffers from the disadvantage of being, in general, non-frame
indifferent (see Problems 3.7.1 1 and 4.1.2).
Prohlcm 4.1.1

P r o ~ that
c ifV.v = O , V E R " , ( ><~[(n - I ) / I I ] ' ~ ~ , ~ j.,q
= (Khakhar, 1986).
Prohlcm 4.1.2

Compute the vorticity number W i for the linear flow o,

How does W z change under a change of frame?

= G.u2, P ,= K G x I .

I'ipure 4.1.1. Typical behavior of mlxing efficiency: ( 1 1 ) flow with d e c a y ~ n g

cficiency: (hjflow w ~ t hpartl;ll rcstor;ltion:and ((,)flowwith strongreorientution.



stretching und c.fficirncy


Pvohlem 4.1.3
Show that for a two-dimensional isochoric flow such that DmlDi
can be written as (1/2119[1- W:]'12 (Fra~ljione,1986).

= 0, eAm

Problem 4.1.4
Consider a two-dimensional isochoric flow. Let O denote the angle
between a material filament and the maximum direction of stretching.
Show that the instantaneous value of the stretching efficiency is given by
(2'12/2)cos 20 (Franjione, 1987).

4.2. Examples of stretching and efficiency

Example 4.2.1 Efficiency qf axisymmetric extensional ,flows
In this case

(1.u /di = i;.u , = ( - i:/2)s2,
d .Jdt
I f at i = 0, x = X we have dx = dX, M = d ~ / l d ~ ,
.u, = XI exp(i:t ),

then F and C

.x2 = Xz exp[(-i;/2)t],
F ' . F are computed to be




cxp(2i:t )



.u3 = X3 exp[( - C/2)t]

exp( - i:t/2)

exp( - t t )

The lineal stretch is given by
x - = M f exp(2i:t)+ M i exp( - i t ) + M : exp( -i:i)
and the specific rate of stretching by,
D In i - i;[2Mf exp(3ii)- M: - M i ]
2[Mf exp(3ii)+ M i + M:]

The magnitude of D, ( D : D ) ' ', is equal to ?(3/2)' '. The long time value
of the efficiency, (D In i.,'Dt).'(D:D ) ' is equal to (213)' 2 0.816 (which
is the i~pperbound for thrcc-dinicnsional flows). unless M is of the form
( 0 . M,. M,). Note that i.
= i ( X . M. i ) in this case reduces to i. = i ( M , t).
This is [rile for all linear flows.


1:'suniple 4.2.2 Efficicvrcy of siriiple slrc~ar.i l o ~ c '

In this case
(I.Y, 111 = f Y : .
t l . ~ ,t l r = 0.


111 =


w'ith the samc initial condition as before,


= $s,t

+ XI,



: ;]


= X,,

+ (7r)Z

similarly, C is computed to be


= X,.

and 11 In i/Dt is,

D In i-


+ M2.jt)

[ I + M2jt(2M,+ M2jr)]
In th15 case ( D : D)'I2is equal to $/(2'12).The efficiency reaches a maximum
ialue of (2'12)/2s 0.707 (which is the upper bound for two-dimensional
flo\z\). For long times, the efficiency decays as t - I .

Erumple 4.2.3 Efficiency in linear two-dimensional ,flow

Consider again the two-dimensional flow of Problem 2.5.3. Thc motion
is obtained by solving the second order system

dx,/dt = Gx,,

d.u,/dr = K G x , ,

with the initial condition x, = X I and x, = X, (the algebraic manipulations

can be reduced considerably using the formalism of Section 4.3). The
spccific rate of stretching of a material plane N = ( N , , N,) is

for K < 0 , and

D In rl

7Ch: exp(3r)- h: exp( - $1)

h: exp(?r) h: exp(-$1)

+ 2h,h2

for K > 0, where

$ =2G(l~1)"~

I f K < 0, 11 In rl;lIt is periodic: if k' > 0, D In rl!Dt i~ttainsa non-zero limit.

1 lo\vevcr. of more interest than the instantaneous efficiencies are the time
a\cragcd v;~l~rcs(the asymptotic values are related to the Liapunov



Computution of stretching untl e1jicienc.y

exponents, see Chapter 5 ) . In this case,

The time evolution of (e,) for different values of K > 0 is given in Figure
E4.2.1 for a material plane with initial orientation N = ( I , 0). For K > 0 the
, = (2K)'l2/(1+ K )
average efficiency rises rapidly to a constant value
(for $1 = 0(1),as expected) and it is relatively insensitive to the value of
K ((cJ,,), is equal to 0.666 for K = 0.5 and 0.406 for K = 0.1). This
observation is significant and indicates that the cffic.ienc.y tun he significuntly
inr-reused hy introducing u smull urnount of irrotutionulity into the ,flow.
For K = 0, corresponding to simple shear flow, (e,) decays as t ' . For
K < 0 the efficiency oscillates with a period proportional to I/GIKI"~.
Thus, flows with elongational character are efficient but the efficiency of
shear-like flows is poor unless special precautions are taken. One way to
increase the efficiency of rotational flows is by periodic reorientation of
filaments or areas to offset the tendency of the flow efficiency to decay as
Figure E4.2.1. Evolution of the time-averaged efficiency, ( r , ) , for various
values of K in a linear flow (see Figure P2.5.3).

Exumples of' stretching and efficiency


I ' . Such a concept is explored in detail in Section 4.6 and forms the basis
for the high efficiencies encountered in Chapters 7 and 8.

E.vurnple 4.2.4 Efficiency in the helical annular mixer

Hcre we consider the stretching in the mixer of the Figure E4.2.2. The
flow is a combination of Couette and Poiseuille flow. For a Newtonian
fluid the azimuthal (0) and axial ( z )components of the velocity field are
~lncoupled.The velocity field is of the form
ur = 0,
o0 = .f'(r),
u, = Y ( r ) ,
:ind the motion is given by the solution of
drldt = 0,
r dO/dt = f'(r),
dzldt = y(r),
that is,
r= R,
z = Z g(r)t,
0 =O [f(r)/r]t,
uhcre ( R , O , 2 )represents the initial position of the particle ( r , H, z ) . The
deformation tensor is computed using
1 c'r

1 c'z




Figure E4.2.2. Helical annular mixer. The flow is a combination of a Couette

flow (transversal) and Poiseuille flow (axial). T h e length of the mixer is L.


Computtrtion of' stretching and c<flicirnc.j


where the primes represent differentiation with respect to K.

I t is relatively straightforward to compute the area stretch, ti, and to
show that D In tl/ll)t decays as t and forms the basis for the understanding
of more complex ~ases.~."or example, the 'mixed cup average', i.e., the
average weighted with respect to the axial flow, ((.)) = { . i l , dtr/(i u, da),
of the stretching function sc = D In q/Dt, ( ( r ) ) , decays as 2 '. For small
gaps (K + I , K = Ri/R,,), the distribution of striation thicknesses, s, is
nearly symmetric between the cylinders and the value of s,,,,,/((s j) is 1.5.
Also, as K + 1 , i t can be shown that


(s/.s0),,,,, % 3(1


i.e., the maximum striation thickness decreases linearly with axial distance.
This result corresponds to the case of the inner cylinder rotating and the
outer cylinder stationary; the striations are fed radially. The parameters
A and E are defined as A = L/KO,E = V,,/V,.,,,, where V, = R,R,/(K - - 1 )
and V_.,,, is the average axial velocity. For small gaps the mixing is
dominated by the azimuthal flow rather than by the axial flow.
Exumple 4.2.5 Efficiency in the stunduvd two-dimmsionul cuvity flow
Here we consider stretching in the configuration shown in Figure E4.2.3,
which is a rectangular cavity with width W and height t f , and infinitely
long in the .x, direction (perpendicular to the plane s,-.x,). A twodimensional flow
is induccd by the motion o f the upper wall at
x, = H at a constant velocity U in the direction of negative x , . We
consider the case where the flow is described by the creeping flow equations

1 3 , )

/1v2v = v p ,

v.v = 0

in a shallow cavity, i.e., tf/W<< I. Defining dimensionless co-ordinates

s,+ r , / W , s, + s2/t1and dimensionless velocities I . , and r., with respect
to U , the boundary conditions are:

I-,= 0


(for .x, = 0, I ; .xzE 10. I ] )

(for .x, = O; .u,E [O. I ] )

(for .x2 = I ; .x, r 10, I]).
In this cnsc an exact solution is not :ivailable and we use the approximate
solution of Chellu and Ottino (1985u) obtained using the KantorovichG:ilerkin method (the solution compirrcs very well with numcr-ical si~nulaI-, =


01' strc~tchinyund e#icirncs


tiolls for largc aspect ratios, WIH > 0 (10)).In order to compute the length
,tl-~tchwe use
~ ( t =)

(c:M M ) I / ~ ~ ~ X I ,

I.( 0 )

wt~crcthe integration (numerical, but based on an analytical expression

rot. thc velocity field) is carried out with respect to the initi~~l
of ~ h cline, L(0). For purposes of illustration, we consider two different
orlcntations: M = (0, I ) , a horizontal line spanning the cavity at .u2 = H/2,
Llnd M = ( 1, O), a vertical line at .u, = Wl2, also spanning the entire cavity
(XC Figure 7.5.2 for experimental results).
A typical result is shown in Figure E4.2.3 where [d In L(t)/dt]/(U/H),
~ h l c l ican be interpreted as the efficiency of the stretching, is shown as

I.'~gureE4.2.3. Specllic rate of length generation for two different ln~tial

orlcntations. In a cav~tyof itapect rotlo W,'lI = 15. Note that the effects of
~ n ~ t orlentatlon


Computution of stretching und eficiency

a function of time for the two initial placements of the line (note that
( D : D)'I2 = O(2UIH)). As expected, for short times the stretching of the
vertical interface is more efficient since the line is placed perpendicular to
the streamlines. However, rather quickly, the efficiency becomes independent of the initial orientation of the line and, on the average, the efficiency
decays as t l . This is a case of mixing with weak reorientation. More
complete computational results indicate the aspect ratio WIH, has a very
small effect on the (dimensionless) stretch, which is mostly confined to
changing the period of oscillation (of order WIU).
Example 4.2.6 Extensions of the cavity flow and the helical mixer flow
Several flows can be created by combining variations of cavity flows square, trapezoidal, with one or two walls moving in steudy motion with
Poiseuille or axial drag flows. One such case is shown in Figure E4.2.4
where an upper plate slides diagonally at an angle 0 over a rectangular
~ a v i t y Provided
that the cross-sectional flow and axial flows can be
decoupled (as in the case of a Newtonian fluid) the previous results of the
cavity flow can be extended to this situation. The mixing characteristics
of such a system are similar to those of the cavity flow; fluid particles are

Figure E4.2.4. Flow in a rectangular channel produced by a combination of

pressure induced axial flow and a cross flow produced by sliding diagonally
an upper plate. The cross section flow corresponds to the system of Figure

~.onfincdI o cylindrical stream-surfaces characterized by a value of ~ bAs

11, the helical annular mixer, the mixing is largely dominated by the
;(/itnutha1 flow, since the axial flow is similar to the simple shear flow in
12stns of rnixing and involves n o reorientation.
(';ilculate the time necessary to achieve the maxirnurn efficiency in a simple
,hcar flow as a function of M , , M,, and M,.
problem 4.2.2
['rove that the relative flow around any material particle in a linear flow
15 den tical to the flow itself.
Problem 4.2.3
('alculate the length stretch i in a Couette flow by means of the formulas
~ 1 1 cinn Chapter 2, by using both Cartesian and cylindrical co-ordinates.
Study the stretching efficiency in vortex decay (Batchelor, 1967, p. 2 0 4 ) .
I.,, =


Show that the efficiency decays as

exp( - r 2 / 4 0 t ) ] .



Problem 4.2.5
('onsider the velocity field
for r < r,

c,) = ( C r ) / ( 2 n r ? )
r, = Cl(2rrr)

for r > r ,

Show that the striation thickness varies as

s .= rrr/[l + ( C ' t 2 / 4 n r 4 ) ] ' " .
Thus. s A r 3 for c 2 t 2 / 4 n r 4>> I and d In .s/rlt G t I . Sirni!arly, if r, represents
Ihc radial position of the layer with striation thickness s, r, moves outward
:is r, .- t 1 / 3(see Figure P4.2.1) (Ottino, 1 9 8 2 ) ) . The striation thickness
cllstribution is important in problems involving mixing with diffusion and
r~:iction(see Chapter 9).

Problem 4.2.6
Study the efficiency in the linear three-dirnensional flow

tlx/tlr = x Vv
\\ith Vv constant. We can formally solve for the motion as
x =X

. exp(rVv).

I'hc deformation gradient is

F = [exp(rVv)]'

= exp(r[Vvlr)


Computution qj' stretching und efliciency

and the length stretch,

' FT. F: MM = exp(tVv) exp(t[VvlT):MM.
Examine the stretching behavior of this flow by studying the eigenvalues
of Vv (note that exp(Q-Vv.QT)= Q-exp(Vv)-Q'.). This flow is studied in
more detail in Section 4.5. Compare also with the CSHM of Section 4.4.
Problem 4.2.7
Consider Poiseiulle flow between parallel lines of length L. Compute the
stretching iand efficiency e, as a function of the placement M and location
r. What is the value of the efficiency at the center of the tube'? Obtain the
map of the efficiencies of the elements reaching z = L. Obtain the location
r,,, corresponding to maximum efficiency as function of L (Franjione and
Ottino, 1987).
Problem 4.2.8
Compute the stretching for the velocity field

c, = 0
/ r ) (-4 )
c, = 0,
where K is positive for diverging flow and negative for converging flow,
and 4=O/r (Hamel flow, see Figure P4.2.2). Obtain the motion by
integrating the velocity field with the initial condition
(r. O , Z ) , = ~= (R, O, Z).
Prove that F can be written as


Figure P4.2.1. Stretching of a material line in a vortex after two and four turns
of the vortex core.

Flows with u speciul form of' Vv


wllcre t* = 2 j ~ l t / ( ~ s cObtain
) ~ . r12 = C: N N . This problem is analyzed in
5omc dctiiil, by a different method, in Section 4.3.2.

4.3. Flows with a special form of Vv

Wc consider the case of stretching of lines; the derivation for areas is
siniilar. We know that the rate of change of dx is given by
D(dx)/Dt = dx-Vv
(4.3.1 )
with dx = dX at t = 0. Formally, this equation can be solved as

dx d X - F T ,
but, if D(Vv)lDt f 0 this route does not offer any advantage over the
co~lventional approach, since in general, we cannot compute Vv(X, t )
without knowing the flow. However, for two special subcases this approach
is useful, and even though their practical utility is limited, it is convenient
to record them here.
(i) D(Vv)lDt = 0. In this case the problem can be solved in terms of the
cigenvectors of Vv.
( i i ) For slowly varying flows F(t) can be determined approximately by
perturbation e x p a n ~ i o n . ~
4.3.1. Flows with D(Vv)/Dt


In this case consider the eigenvalue problems:

vv = bigi

g, .


Figure P4.2.2. Hamel flow in a wedge


Compurution of stretching untl efficiency

which generate the dual basis (gii and (gii, which we assume to be linearly
independent. (Note that the eigenvalues for both problems are the same.)
Taking the dot product of both sides of (4.3.1) with g',
(D(dx)/Dt).gi= dx. (Vv).gi
and since the gi are independent of time,
D( = g i -( V ~ ) ~ . d x
D( = /Iigi.dx
we can solve for,
dx g' = (dX .gi) exp(/Iit).
Since a vector can be written in terms of the dual bases (giJ and jg,) as
dx = C (dx-gi)gi
we have
dx = C (dX-g')exp(/l',t)gi,
and in terms of the initial orientation, since M = dX/ldXI
dx = C ui e ~ p ( P ~ t ) ~ , l d X I ,
where ai = ( d ~ / l d ~ I ) Then,
. ~ ' . the length stretch is computed as
jb2= C 1
aidj exp[(pi pj)t]gij
where yij = gi.gj (summations on i and j carried from I to 3). The results
for area stretch are obtained in a similar manner except that the governing
equation is

D(da)lDt = da D(det F)lDt - d a . ( V ~ ) ~ .

Example 4.3.1 Linear two-dimensional flow

Consider again the flow of Problem 2.5.3. We can compute the stretching
without solving any differential equations. In this case

with eigenvalues pi = k G(K)Ii2,0, and eigenvectors

gi = [(K/(I + K))li2,f 1/(1 + K)'I2,01, [O,O, I].
Assuming K > 0, the area stretch is computed to be (7, h l , h2, defined
earlier, Example 4.2.3)
q2 = [(I + K)/2][h: exp(yr) + h: exp(-yt) 2hlh2(K- I)/(K I)].

If K = 0, {g,) and {g') are not independent and the method breaks down
(e.g., the method does not work for shear flows).

Flows with u special form of Vv



When Vv is symmetric (as for example in all irrotational flows), {g;) = {g')
(i.c.. orthogonal), and the equations simplify considerably.
problem 4.3.1
Show that if D(Vv)/Dt = 0, then the length stretch is given by
).' =
bibj exp[(Pi /3,)t]hij


where hij = gi.g', bi = (dX/ld~I)-g,,and where the gi are obtained from

gi. ( V V )=~pigi,
Assume D(det F)/Dt = 0.
show that

D In 2.
- = /Ima,
whcre P,, is the largest positive real part of the eigenvalues of Vv. Note
that if the eigenvalues are of the form fit, D In E./Dt oscillates. Since the
eigenvalues of Vv are the same as those of ( V V ) ~note
, also that the limit
of D(ln q)/Dt is also given by p,,,.


Study the general conditions for which D(Vv)/Dt = 0 for steady flows.

4.3.2 Flows with D(Vv)/Dt small

In many cases of interest it is not possible to obtain x = @,(X), and hence

we do not have Vv(X, t). However, if the flow is slow,"t might be possible
to express Vv in the form
vv = vv, + cvv, + E ~ V V+, . . .
with the base flow, v,, such that D(Vv,)/Dt = 0. In such cases it is possible
to obtain the stretching by means of a perturbation expansion. For
example, to obtain the lineal stretch we write
dx = dx, + E d x l + s2 d x 2 + . . .
Using Equation (2.9.1) and grouping powers oft: we obtain

t:" :

D(dx,,)= dx,, .VV,,



I =1

I .



Computution of' stretching and ~ficiency

As initial conditions for the dx,s we take:


= dX

at 1 = 0


Since the system of equations is linear they can be solved successively to

obtain dx, up to any order in E .
Exumple 4.3.2
Consider again the Hamel flow, solved earlier using the conventional
approach to compare the exact and perturbation solutions. In this case
we have


1K I / ( R ~ ) ~

and R 1s the initial radial co-ordinate of the particle X. Integrating v,, i.e.,
d(r2)/dt = 2K(I


with the initial condit~onr = R, and expanding the series, we obtain

(Rlr)' = 1 / ( 1 - ~ t *=) 1

+ i:t* + (ct*)' + . . .

where t* = 27t and the small parameter c is

T ( 1 - d2)r.
Thus, in t h ~ scase Vv, is taken to be
f 2 ~ 4o
E =




vv, = (~*)"VV,,.
Such an approach was used by Chella and Ottino (1985b). Figure P4.3.1
shows a comparison of the exact solution (obtained as indicated in
Problem 4.2.8) and a five-term perturbation solution for two different sets
of parameters.
Problem 4.3.4
Calculate the stretch of a filament with orientation N = ( N , , 0 ) placed at
cf, = 0 (this is the easiest case and requires no knowledge of the material
of Chapter 2).

Flows with u speciul form of V v


plnhlem 4.3.5
stlow that near the wall, the stretch is similar to that of a shear flow only
the case of diverging flow ( K > 1 ) . Show also that away from the walls
[he stretch is ulwuys weaker than an elongational flow.
problem 4.3.6
~ ' ~ ~ l c u lthe
a t evorticitj number for Hamel flow. Compare l o u r results with
thc l~mitingbehavior obtained in the example above. Does the vorticitj
number provide a good measure of the balance between shear and
elongation in the flow, in terms of stretching abilitb? Studj the l ~ m i cases
of II
0 and W: + 1 . Does W: = 1 mean that the flow is elongational?
Note also that W: does not dist~nguishbetween converging ( K < 0) and
dl\erglng flows ( K > 0).

Prohlrm 4.3.7
Calculate the viscous dissipation following a fluid particle in Hamel flow.
Figure P4.3.1. Stretching in Hamel flow. Comparison between exact solution
(full line) a n d perturbation solution (broken). The values of the parameters
;ire N = ( I , 0 ) . 4 = 0.5. a = 1 '20, K < 0. (Reproduced with permission from
Chella and Ottino (1985b).)

Cornput~itionof' stretching untl efficiency

4.4. Flows with a special form of F; motions with constant

stretch history
For our purposes a constant stretch history motion ( C S H M ) is defined
such that the value of the deformation tensor following a material particle
is given by7
F ( t ) = Q(t).exp[tH]
where H is a constant tensor and Q ( t ) an orthogonal tensor such that
Q ( 0 )= 1 (Noll, 1962). H is related to Vv through the relation

where Z is the antisymmetric tensor

Recalling the results of Section 3.7.2, H can be interpreted as the velocity

gradient tensor with reference to a frame that moves with a fluid particle
and rotates as Q(t). The tensor H is the fundamental quantity in the
analysis of deformation in a CSHM.; if H is known, then it is a trivial
matter to calculate /. and ) I . However, in general, it is not an easy matter
to calculate H , starting with v = v(x) without calculating the flow first.
One important case where this can be done corresponds to an important
subclass of viscometric flows (see Problem 4.4.2) termed Steudj, Curvilineal
Flows (SCF).8 Noll (1962) defined an S C F as a motion whose velocity
field has the contravariant components

in an orthogonal system (.uk] for which the magnitudes of the natural basis
of (.uki, e, (see Appendix), are constant along the trajectory = <(X,t ) ,
with 5(X,t = 0 ) = 0,given by 2' = X 1 , t2= X2 + t r ( X 1 ) , = X3 + tw(X1).
Thus, in an S C F the surfaces .u' = constant are material surfaces and they
slide over one another without net stretching (Huilgol, 1975, Chap. 2).
In the language of dynamical systems these surfaces are invariants of the
motion. See Figure 4.4.1.
For an SCF, H , and therefore F , can be calculated explicitly from the
spatial derivatives of v using a theorem due to Noll (1962). In this case
and with respect to the fixed orthogonal basis referred to above, the
physical components of H are given by:



Flows with a special , f i r m of F: constant stretch


LI = (02/01), h = (e3/el), and where the eis are the magnitudes of the
\cctors of the natural basis and 1 is the generalized shear rate

a ith

x = ( [ ( ~ ' ) ~ +e :(~')~e:]/e:)'I2
(tile primes denote differentiation with respect to x,). For an SCF
wc have,

F = exp[tH]


+ Ht,



' = exp[-rH]


= 1 - Ht,

1- t [ +
~ HT] + ~ ~ H T - H .

Using the results of Chapter 2 and setting y = ~ t a, generalized shear,

:~ftersome algebraic manipulations, we get that

i.c.. i z MI?, for y >> I , and except for the trivial case M, = 0 the stretch
gocs linearly with time, and since (D:D)'I2 is constant following a fluid
particle, the efficiency decays as t - I . This result is very important since
cxnmples of SCF are all rectilinear flow in pipes, Couette flow, helical
flow. torsional flow, flow between coaxial cones or concentric spheres, etc.
Figure 4.4.1. Representation of a steady curvilineal flow.


Computution of stretching and efficiency

Example 4.4.1
Consider the shear flow c,

c2 = 0, c3 = 0. F can be written as
where H has the representation
= 7x2,

Problem 4.4.1
Show that if D(Vv),/Dt= 0, then F ( t ) is given by
F ( t ) = exp[tVv]
The flow is called ciscometric if (Vv12 = 0. Show that if (Vv13 = 0, j. z t 2
and therefore D(ln E.)/Dt z t ' for long times.
Problem 4.4.2
Consider a velocity field such that
C 2 = Ii.Y,,
v , = cpx, + K X 2 ,
r , = 0,
where K and cp are constants. Show that F can be written as
F ( t ) = exp[tH]
with H 3 = 0 (from Noll, 1962).

4.5. Efficiency in linear three-dimensional flow

In this section we consider the stretching efficiency of the linear flow
v = x.vv
which approximates the velocity field around a fluid particle.9 In general,
Vv will be a function of time but here we restrict ourselves to the case
D(Vv)/Dt = 0 and V.v = 0. The streamlines corresponding to twodimensional flow were examined in Section 2.5.2.
From our studies with the linear two-dimensional flow (Example 4.2.3)
we anticipate that the three-dimensional flow can give rise to either timeperiodic o r constant efficiencies and our analysis here will be restricted
to the set of flows leading to constant efficiencies. We wish to display in
a condensed form the numerical value of the asymptotic stretching
efficiency in such a way as to put into evidence the roles of both vorticity
and elongation. The basic idea is the following: First. we normalize the
flow (i.e., V v ) and second. we use the invariants of the normalized Vv to
characterire the flow. Since one of the invariants happens to be zero
(V.\ = 0). two invariants are enough.

Efficiency in lineur three-dimensionul flow


If we orient the axis along the eigenvectors of D , the most general

expressions for D and R are:

\+here a, b, y, h, j are all constants. In order to evaluate e, (recall that

c J , , = e,, ) we need to determine the eigenvalues of Vv normalized by
( I ) : D ) 1 2 . However, it turns out to be more convenient to calculate the
) ' which gives e*, (which is not invariant)
eigenvalues of L Vv/(Vv: ( V V ) ~2,
and then use the relation between e*, and e, (Section 4.1) to convert the
results to an invariant form. The invariants of L are:
I,= tr L = V . V / ( V V : ( V V ) ~ )= ' O
11, = :[(tr L)' - tr L2] = - $ tr L2 = :(I - W:)/(l + w:)
111, = det L = (Vv: ( V V ) ~{ah(u
) ' ~ + b) + [y2(u + h) - j 2 a - h2h])

W: = (CJ' + h2 + j 2 ) / ( a 2+ ah + h2).
[See Olbricht, Rallison, and Leal (1982).] Thus, every linear threedimensional flow can be represented by a point on a plane with coordinates
t r ( L 2 )and det(L) and assigned a unique value of e*, o r e.. The axis tr(L2)
is related to the amount of vorticity in the flow whereas det(L) can be
thought of as related to the three-dimensionality of the flow. The bounds
Tor the region tr(L2), det(L) are:

- 1 ,< tr(L2),< 1
:I 11ci

F ( t r ( L 2 ) )< det(L) < F ( t r ( L 2 ) )

xhere F ( t r ( L 2 ) )is given by

F ( t r ( L 2 ) )= (1.54' ') sign(h)(l + 3Wi).(1


+ W:)3'2.

The region defined by these bounds is called the crc~,essihlcdoln~li11and is

plotted in Figure 4.5.1. The Ls such that tr(L2) = 1 correspond to
irrotational flows whereas the value tr(L2) = - 1 corresponds to pure
rotation (a = h = 0 in D). T h e upper bound of (4.5.2) corresponds to
uniaxial extension ( t r = -2h). with the vorticity vector parallel to the
c\lcnsion i~xis.whereas the lower bound corresponds to biaxial extension


Computation of stretching and eficiency

(a = b) with the vorticity vector parallel to the compression axis. The

det(L) axis corresponds to generalized shear ,flows (w: = I ) . Inside the

region OADC all the eigenvalues of L are real; outside it there is one real
eigenvalue and two complex conjugates. The level curves are iso-contours
of the efficiency e , ; i.e.,
e,, =/(det(L), tr(L2))= constant.
Note that the relation however, is not unique, and that more than one
flow can lead to the same value of e,,. Note also the following points:
(i) e,, does not decrease monotonically with increasing W:; instead for
any given value of det(L)one can find a value of tr(L2)that maximizes
(ii) All flows along AB achieve the maximum value oft., corresponding
to three-dimensional flows ( = (2/3)11').
(iii) e , is zero only at the point det(L) = 0, tr(L2)= 0, corresponding to
a simple two-dimensional shear flow

Problem 4.5.1
Is the flow
a CSHM? Justify
Figure 4.5.1. Accessible domain of a linear three-dimensional flow. (Reproduced
with permission from Chella and Ottino (1985b).)

det L

lmportunce of reorientution


probl em 4.5.2
Obtain the pathlines of periodic points corresponding to the vector field
dxldt = x.Vv.
L)o all the flows that have closed orbits have poor efficiency'? (Hint: Write
Ov in Jordan form and expand the exponential.)
Problem 4.5.3
Identify the region in the accessible domain such that v
flows are called Beltrami flows, see Section 8.7).

= const. o


('onstruct the iso-helicity curves corresponding to Figure 4.5.1

4.6. The importance of reorientation; efficiencies in sequences

of flows
I t is apparent that for a wide class of flows (e.g., S C F ) the efficiency decays
a s 1 . r . Some other flows (e.g., cavity flow) have partial restoration but,
on the average, the efficiency decays also as l/t for long times. A possible

u a y to maintain a high average value of the efficiency is to design a

sequence of flows (see Example 2.7.1 ) involving reorientation of material
elcments; another possibility is to 'reorient' the flow. We discuss several
special cases below.
T o start with the simplest case consider the flow
r , = G.u2,
r2= O
a n d n line with initial orientation forming an angle O,, with the s , axis
I Figure 4.6.1 ( a ) ) .In this case we have
D(ln i)/Dt = G(Gt cot Oo)/[l (Gt cot 00)2]

Figure 4.6.1, Initial orientation of filament in a shear flow ( u ) ,and in a vortex

flow ( h ) .

Computution of stretching und efficiency


which is the behavior expected of SCFs. The average efficiency in the

interval 0-y (y = Gr), e,,, is:
e;, = (1/211Z)
In(yz sinZ0, + y sin 20, + 1)/y
and, if all initial orientations are equally likely, averaging over O,, we
( e ) , = (1/2lI2)In[]

+ y2/4]/y.

The maximum value of (e), is 0.284 which corresponds to a reorientation
strain = 3.98. As might be expected, the same functional relationship
holds for other flows. For example, for a point vortex
v, = 0
v, = w/r,
and an infinitesimal material line oriented forming an angle O,, measured
in the counter-clockwise direction with respect to r (see Figure 4.6.1(b)),
we obtain
D(ln i.)/Dt = y(yr cos2 0, - (sin 20,)/2)/(1 + y 2 t 2 cosZ8, - y t sin 8,)

where y E 2w/r2. If all orientations are equally likely, we obtain, as before,

the result (4.6.1).
Keeping the assumption of random angle reorientation, consider the
effect of a distribution of strains, y, and an infinite sequence of periods.''
Consider first the case in which the distribution of time periods is random
within an interval, i.e.,
for (7, - p) d y d (7, + p)
In this case it is possible to obtain an exact expression for the efficiency
results in an infinite series which is evaluated
of the sequence, ( P ) ; . ~which
numerically (Khakhar and Ottino, 1986a). The result is shown in Figure
4.6.2(u) as a function of the mean value, y,, and the width of the
distribution, p. Note that the curves corresponding to p = 0.05 up to p = 1
almost coincide and that the best efficiency is achieved for p = 0 (uniform
Another case we might consider is a normal distribution of strains, i.e.,
t ( 7 ) = (!IN) expC- (7 - 7 m ) 2 / 2 ~ z 1
Figure 4.6.2. Efficiency in shear flow a n d vortex flow a s a function of shear
( u ) random reorientation of the element after a strain 7 . The strains a r e
random in a n interval 2p about a mean value 7,. ( h ) Normal distribution of
;. about a mean value ,*; and with standard deviation Zp. The broken line
represents the maximum efficiency obtainable from the blinking vortex flow
of Section 7.3. (Reproduced with permission from K h a k h a r and O t t i n o


Importance of reorientation


Computution of stretching und efficiency


In this case it is not possible to obtain an exact expression for ( e ) y m but

for p,/y, small, (e),,m is given by an expression similar to (4.6.1), i.e.,
(e>,, = K(Y,, p ) lnC1 + ?i/41im,
but where K(y,, p ) is a constant which is a complicated function of the
variance (y) and the mean value (y,) of the distribution. A plot of (e),m
as a function of y, for various values of the variance p is shown in Figure
4.6.2(h) (note similarity with 4.6.2(a)).
In these two examples we imagined that while the flow remains the
same, the material elements are somehow reoriented. The idea has practical
merit and finds application in the improvement of mixing in devices used
to mix viscous fluids, such as extruders. In extruders, which can be
modelled by the construction shown in Figure 4.6.3(a), sometimes one
finds 'mixing sections' (e.g., protruding pins) that disrupt the flow and
reorient material elements at the expense of only a small increase in power
consumption. Chella and Ottino (1985) studied the case where material
elements are assigned random reorientations when they reach designated
planes. As expected, this mechanism greatly increases the mixing ability
of the system (the length stretch becomes exponential with the number
of mixing sections). A somewhat similar situation is to keep the orientation
of the material element, but to somehow change the flow. One possibility
is to Ijoin' flows as shown in Figure 4.6.3(h). In this particular case
a fluid particle jumps from one streamsurface to another in a periodic
manner, between an alternating sequence of flows produced by top and
bottom moving walls. This idea is exploited further in Chapter 8, Section
8.2. As we shall see, it leads to very efficient mixing; indeed the mixing
in such a device is chaotic. Several other possiblities might occur to the
reader after studying the material of Sections 8.2 and 8.3.

Problem 4.6.1
Consider the family of irrotational flows given by the complex potential
w = zn. Show that these flows have an asymptotic efficiency equal to 1/2~",
except for n = 1 (Franjione, 1986).
Problem 4.6.2
Generalize the ideas of these sections to sequences of Steady ~urvilineal
Problem 4.6.3
Generalize these ideas to the linear two-dimensional flow.

Possible ways to improve mixing


4.7. Possible ways to improve mixing

It is apparent that there are very few velocity fields that can be integrated
explicitly to obtain the stretching. Of those that can be integrated,
hyperbolic flows produce the most significant stretching (and high values
of ( e ) ) but they are unbounded and therefore not very practical to work
with since they cannot be realized in the laboratory except in small regions
of space. As we have seen in the previous section, time-periodic sequences
of weak flows can achieve high efficiency and sequences of flows involving
jumping from streamsurface to streamsurface hold similar promise. One
might wonder if it is completely hopeless to try to achieve high efficiencies
in steady bounded two-dimensional flows, and it is instructive to consider

Figure 4.6.3. (a) Extruder with mixing sections (generalization of Figure

E4.2.4); ( h ) idealized flow produced by joining flows such as Figure E4.2.4,
with upper and lower moving plates. A fluid particle jumps between streamsurfaces of adjacent sections.


Computation of stretching und efficiency

one possible way to increase mixing in such flows. One might start with
hyperbolic flow (see Section 2.5) and try to improve the stretching by
somehow closing the flow, i.e., by feeding the outflow into the inflow as
indicated qualitatively in Figure 4.7.1. By continuity, nearby orbits have
to close smoothly and form closed loops. The expectation might be that
since the stretching in the neighborhood of the hyperbolic flow is
exponential, then every time that a line segment passes by the hyperbolic
region the stretches are compounded in such a way that the stretching is
However, this is illusory. As long as the flow is steady, isochoric, and
two-dimensional, we can construct a streamfunction $(x, y) such that
v . V $ = 0. This implies that a material filament is trapped between curves
of constant $. Another way of seeing this is to note that the topology of
the streamlines in two-dimensional area preserving flows is composed of
basically two building blocks: hyperbolic points (stagnation points) and
elliptic points. It is obvious that if the flow is bounded and steady the
streamlines join smoothly, and that a n initially designated material
very much in
filament can spiral between the two curves, $ , and $,
the same way as in a Couette flow but that the length increase will grow
linearly for long times (see Problem 4.7.1).11 Indeed, as we shall see in
Chapter 6, the long time value of the averaged stretching function

2 =

r - j


' D In j.(tl) dt,]


is zero for these flows (termed 'integrable', a term defined in Chapter 6.

Loosely speaking it means that it is possible to find the ~ t r e a m f u n c t i o n ' ~ ) .
The same argument applies to the combination of several hyperbolic
points as shown in Figure 4.7.1. Apparently we face the conclusion that
all two-dimensional flows are poor mixing flows. However, this need not
be so. and as we shall see in Chapter 6 and demonstrate by means of
examples in Chapter 7, if the flows become unsteady (e.g., time-periodic)
the mixing can be excellent. In three dimensions the situation is more
complicated. If the flow is three-dimensional (Chapter 8). combinations
of inflows and outflows belonging to hyperbolic points can produce
excellent mixing even if the flow is steady.
Consider a two-dimension:tl steady bounded flow containing a region of
closed strc:tmlincs $(.Y.J . ) . Denote by T ( $ ) the time i t takes for a fluid
particle belonging to the stre:tmlinc 4'/ to return to its original position.

Possible ways to improw mixing

Figure 4.7.1. Attempts at improving efficiencies in two-dimensional flows. By
joining smoothly the outflow and the inflow of a hyperbolic point the
streamlines form closed curve!, and the ellicicncy of mixing decays as I (sec
Problem 4.7.1). In the top figure the broken line is a hotnoc'linic trajectory: in
the figure involving two hyperbolic points, A and B, the broken lines form
hc,lrroc.linic. trajectories.


0 - -


,/\ \



+elliptic point

--- ------.

outflow of A joins inflow of B



_--- i r
j j




Computution qf stretching und <ificiencl;

Show that a material filament dx at time t , dx(t), with initial orientation

is mapped to
dx(t + T ) = dx(t).[l - (dT,!d$)(V$)v] higher order terms in dx,
after a time T, and that the orientation m (=dx,!ldx) after a time nT,
where t~ is the number of cycles of the flow, is given by

m,+ = m,. [ I - (dT/d$)(V$)vIn/~.

Show also that, for n -t Y, lim m,,,.
x v -, 0 (i.e., the filament becomes
aligned with the streamlines) and that the stretching linear in n
(Franjione, 1987).

The foundations for the material discussed in this chapter can be found
in continuum mechanics works. The most comprehensive treatment is
given in Truesdell and Toupin (1960). A more accessible presentation can
be found in Truesdell (1977). The original material on S C F is from No11
( 1 962). A particularly clear discussion can be found in Coleman, Markovitz,
and Noll (1966). Major portions of this chapter can be found in Chella
and Ottino (1985b).The example of the cavity flow can be found in Chella
and Ottino (1985a).Section 4.5 is based on Khakhar and Ottino (1986a).

1 See Sections 56 -61 in Truesdell (1954).
2 This flow allows the computation of many quantities of interest. T h e flow
is a 'steady curvilineal flow' (see Section 4 . 4 ) a n d consequently all the mixing functions
can be calculated analytically.
3 For example. mixing in many polymer processing applications. See for example,
Chella and Ottino (1985a).
4 Such a flow forms the basis of a practical mixing device known a s a single screw
extruder. Fairly detailed analyses of the mixing are possible but numerical computations
;ire necessary (see Chella and Ottino. 19X5a).
5 These sections are based o n R. Chella a n d J. M . Ottino (1985b). The notation is
slightly different. Also we corrected several unfortunate typographical errors which
appear in the paper.
6 This class of flows is relevant t o loil Reynolds number floils, such a s some of those
encountered in polymer processes, geophysics. etc.
7 The results of this section necessit;~teuse of the concept of rrltrrir,t, n ~ o r i c . However,
since the concept is not used anywhere else in this work. we d o not discuss i t here
even though we lose s o m e rigor in not doing so (see Noll 1962).
X A p;~rticularlyclear and succinct discussion is given in Section 13 of C o l c m ; ~ n .
Markovitz. and Noll ( 1966).
9 For additional dctails the reader should consult Chella a n d Ottino (19X5b).



10 This involves changing simultaneously the stretching time t and the location r if w is
regarded as constant in the vortex flow or the time t and the shear rate G in theshear flow.
I I There is substantially more to the analogy with the Couette flow. The Couette flow
might be regarded as the prototype of an integrable flow (Chapter 6).
12 This does not imply that the streamfunction cannot be complicated. For example,
Berker (1963), mentions three special cases studied by Oseen (1930) (cf.
pp. 3 and 4). The streamfunctions studied can be interpreted as the superposition
of two mutually orthogonal logarithmic spirals giving rise to Ivl = constant. In this
case the portrait of the streamlines is complex enough to deserve the name of 'pseudoturbulent' indicated by Berker.

Chaos in dynamical systems

In this chapter we consider the flow x = @,(X) from a dynamical systems

viewpoint. We study continuous and discrete dynamical systems, fixed
and periodic points, invariant manifolds associated with hyperbolic points,
and various signatures of chaos, such as homoclinic points and horseshoe

5.1. Introduction
In Chapter 3 we considered classical ways of visualizing flows using
'classical' fluid mechanical tools such as streamlines, pathlines, and
streaklines, which could be regarded as global in the sense that they give
some information about the entire flow. The same can be said about
instantaneous contour plots of viscous dissipation, vorticity, helicity, and
various other quantities. On the other hand, in Chapter 4, we considered
descriptors that have to do with stretching at local scales, e.g., specific
length stretch, area stretch, and mixing efficiency. However, as we have seen,
only in a few cases can the velocity field be integrated exactly to compute
the stretching, and in those cases where i t is indeed possible it does appear
that the rate of stretching is mild. As we shall see, for most velocity fields
with good mixing abilities, i t is often impossible to obtain the flow.
Consequently, in many cases of interest we are unable to calculate the
local quantities described in Chapter 4.
In this chapter we reconsider the central question of our analysis,
namely: What are the conditions under which a deterministic flow
K = @,(X) is able to stretch as efficiently as possible a material surface
:hroughout the space occupied by the fluid?' Even though it is not possible
.o give a complete answer to this question, in this chapter we will focus
)n some relevant aspects of the general problem, to build intuition when
Ne examine the prototypical model flows in Chapter 7 and 8 from a
lynamical systems viewpoint. Therefore, in order to provide some back;round, we present here some of the main elements of the theory of
lynamical systems.

D.ynumicu1 systems


In order t o answer the general queston 'how docs x = @ , ( X ) mix?' we

Iiave t o focus o u r attention o n the periodic orbits a n d fixed points of flows
(c~otztitzuoussystc~ms)and the discrete systems derived from them (discrete
Ij,~t~umic,ul this is d o n e we will study the invariant sets
:~ssociatedwith hyperbolic points. D u e t o its importance in practice, more
than passing attention is given to the case of area preserving flows. Other
ecneral points should be made clear: In both Chapters 5 and 6 much of
the treatment concentrates o n time-periodic flows since this case is the
cnsiest t o analyze and gives rise t o central concepts such a s Poincare
,cctions a n d horseshoe maps. F o r convenience, the treatment of ,/lows
; ~ n d~nuppinysis carried o u t in parallel a n d most of the discussion is in
tcrms of systems with low number of dimensions. This might require
special alertness o n the part of the reader. Note also that from a physical
\,icwpoint we deal with ,/lorv.s, but the analysis is sometimes more
conveniently carried out in terms of maps. F o r example, the case of
time-periodic two-dimensional flow necessitates three-dimensions but in
tcrms of mappings it can be reduced t o just two.
The discussion is heuristic. F o r the mathematical foundations the reader
should consult the books by Hirsch a n d Smale (1974)a n d Guckenheimer
and Holmes (1983),a n d especially the article by Smale (1967) which gives
a rigorous account of much of the material discussed here.

5.2. Dynamical systems

Thc starting point for o u r analysis is the flow o r motion x
practice the flow is generated by the Eulerian velocity field

= @,(X). In

dxldt = v ( x , t ) ,
\vith the initial condition x = X a t t = O . Under fairly non-restrictive
cotiditions solutions exist, a t least locally, a n d they are unique with respect
to the initial d a t a i f v ( x )is Lipschitz (see Hirsch and Smale, 1974, C h a p . 8).'
The motion of fluid particles in a n Eulerian velocity field is a dynamical
system. In general we will consider that a continuous dynamicol system
is a system of differential equations
tix. dt = f ( x , t ) ,
\\,hcrc the right hand side is arbitrary a n d X E R". An important specia
c ~ i s coccurs when f is periodic in time. i t . ,
f ( s .t ) = f ( x , t + T ) .
.flit spncc x. with t as n parnmctcr o r with x augmented by t (spncc W" x E
if tlic titiic t is added a s one of the axes), is called the ~~lltrsc,
of thc


Chuos in dynumicul sj~stems

flow. Unless explicitly indicated we will deal exclusively with either

autonomous systems or time-periodic systems.
I f we denote d V = d X , dX, . . . dXN as the volume of the initial
conditions, and by dc dx, d.u, . . . dx, as the volume of the initial
conditions at time t , we have, as before,

is the deformation gradient in N- dimension^.^ In particular, setting
G = const. in the transport theorem (Section 2.2), we obtain Liouville's

where V(0) denotes the volume of the initial conditions, {X}, and V(t)
denotes the volume of the initial conditions at time t , i.e., {x}= @,{X}.4
If V - f < 0 (see Equation (5.2.1)) the system is called dissipative.
Dissipative systems contract volume in phase space. In Chapter 6 we will
consider Hamiltonian systems, which conserve volume in phase space.
These systems have the structure

where H is called the Hamiltonian and is a function of the pks and q,s,
and in some cases an explicit function of time. In particular, problems
arising from Newton's law of motion can be cast into this structure.
Under fairly non-restrictive conditions the solution of the dynamical
system (5.2.1) (see Section 2.4) gives rise to a flow x = @,(X), i.e., the
initial condition X is found at x at time t . Given any point x, belonging
to the phase space iWn x iW at some time arbitrarily designated as zero, the
orbit or trajectory based at x, is given by @,(x,) for all times t . Thus,
@,,,(x,) denotes the orbit of x, for t > 0 (future times) and @,,,(x,) for
all t <O (past times). In general, we refer to the system of ordinary
differential equations (5.2.1) and its associated flow as a continuous
dynumical system.
In some instances it is not necessary (or possible) to follow the trajectory
of every initial condition continuously in time through the phase space
and it is more convenient to record their positions at specified times.
Consider for example that the position of the initial condition X = x, is

Fixetl points und periodic points


rccorded at t = T and denoted x , , again at t = 2 T and denoted x2, and so

ti. l.e.,
X I = @,.(x,)

x2 = @.l.(@,

x,, = @,.[@.[.[. . . (x,)];

or in more compact notation,
xn = @y.(x,)


where @;(. ) denotes the composition of n mappings a,. Alternative ways

of expressing the same concept are





+ I =@T(x~).


Obviously, such a mapping contains some information about the original

f l o w h a d in some instances it is convenient to deal with such a map
rather than with the entire flow. In general we refer to the mappings
(5.2.2)-(5.2.4) as a discrete dynamical system.

5.3. Fixed points and periodic points

Given a flow x

= @,(X), P

is a fixed point qf the flow if

P = @,(P)
for all time t ( i s , the particle located at the position P stays at P ) , as for
example at a stagnation point in a velocity field. On the other hand P is
:I periodic point of period T (belonging to a periodic or closed orbit) if
P = @,(P)
1.c.. the particle located at the position P with orbit x = @,(P) returns to
its initial position after a time T (@,(P) # P for any t < T ) , as for example
111 the orbits of circular Couette flow. For a discrete dynamical system

+ 1 = f(x,,),

the definitions are similar (see Smale, 1967). A point P is a ji.ued point of'
tllc mupping f( . ) if
P = f"(P)
lor ull n. Thus, a ,fi.ued point of' 11 ,flow and its corresponding mapping
are in general not the same. Generally, a fixed point of a mapping
corresponds to a periodic point of the flow (see Figurc 5.3.1 ).


Chaos in dynumicul systems

We say that P is a periodic point of' order n of the map f ( . ) if

P =f (P)

i.e., P returns to its initial location after C . Y U ~ III/ Jiterations

) P for
any m < n ) . In this case we say that P is a periodic. poirlt o f ' order n . Note
that if we define a mapping
f ( .E
) g(.),
then P is a fixed point of the map

x,, + 1 = g(x,).
The most common way (in this work) of generating mappings from
flows is by means of the Poincari. surfilcc. o f section which is introduced
in Section 5.5. However, in this work this technique is used primarily in
the context of Hamiltonian systems studied in Chapter 6.

5.4. Local stability and linearized maps

The behavior near fixed and periodic points is central to the understanding
of dynamical systems. In this section we review a few of the most important
Figure 5.3.1 Fixed point of a map and period~cp a n t of a f l o ~P is a per~odic
point of the flow x = @ , ( X ) and a lixed polnt of the mapplng x,,. = @,(x,).
At 1 = O the polnt is located at P. @,,(P)
denotes the posltlon at 1 , . @,:(P)
denotes the posltlon at l 2


Local stability and linearized maps


5.4.1. Definitions

1-ixed and periodic points can be stable or ~ n s t a b l e Consider

first the
dcfinitinns of stability (Guckenheimer and Holmes, 1983, p. 4; Hirsch and
Smoie, 1974, p. 185). These definitions arc for local stability since they
~;,cuson the behavior near the points.' We discuss the definitions in terms
of fixed points of flows; the definitions for mappings are similar (see
Arnold, 1980, p. 1 15).
Iiupunov stable
The point P is a stable equilibrium of the flow if for all neighborhoods U
of P there exists a neighborhood U , of P E U such that x = @,(X)belongs
to U for all times if X belongs to U , (see Figure 5.4.l(a)).This behavior
is typified by centers; see Section 2.4.
,.I ,\ymptotimlly stable
Thc point P is asymptotically stable if and only if there exists a
nc~ghborhoodU of P such that for all X belonging to U we have

lim @,(X)= P

and for t > s

See Figure 5.4.1 ( b ) . This behavior is typified by sinks; see Section 2.4.

5.4.2. Stability of area preserving two-dimensional maps

('onsider the two-dimensional area preserving mapping,

Figure 5.4.1. ( a ) Representation of Liapunov stability. and ( h ) asymptotic


Such mappings arc central to the understanding of flu~d m ~ x i n g in

two-dimensional flows. The behavior near P is given by the linearized

t n +I

= ' a t n

where A is 2 x 2 real matrix (Df) and

i.,, i, are given by


- tr[A]j.

5 = x - P. The eigenvalues of A,

+ I = 0,

since det[A] = 1 . In order to understand the dynamics of the mapping it

is convenient to transform A into a Jordan form (i.e., there exists a matrix
R such that S = Re A. R - ' is of Jordan form, see Hirsch and Smale, 1974,
Chap. 5 . Note that det S = det A and tr S = tr A. See Example 2.5.2).
Thus, if A is

we have the following cases:

Hyperbolic. (i.,, jw2real)

,,= r

Elliptic (llij= I for i = 1 , 2, with i ,

ic!) = exp( iH))

cos H -sin H
sin H
cos 8

Prirribolic (i.;= f 1 for i = 1 , 2)

The effects of the different linear mappings S on the square (0, 1 ) x (0, 1)
are shown in Figure 5.4.2 (this analysis follows Percival and Richards,
1982, Chap. 2). The parabolic case corresponds to simple shear. Note
that if the initial condition x, belongs to one of the eigenspaces, successive
mappings are given by x, = Lyx, (i = 1 , 2); therefore all the x,s remain in
the eigenspace. It follows that if /tr[A]/ > 2 one of the eigenvalues has
modulus greater than one, and x, becomes unbounded. The mapping is
said to be unstable. In general we say that the mapping is hyperbolic if
none of its eigenvalues belongs to the unit circle; therefore hyperbolic
mappings are unstable. O n the other hand if /tr[A]/ < 2 the eigenvalues
are complex conjugates and lie on the unit circle (Arnold, 1980, p. 116).
In this case the system is called cllipticx and the system is .stirhle. The
(degeneratc) case ( i ,= I ) is called ptirribolic..

5.4.3. Families of' periodic points

('onsider a fixed point P of order k. Successive iterations produce the

P-P, +P,+. ..+P,
(5.4.1 )
until reaching P with the kth iterate. The stability around each point is
given by a linearized mapping as indicated earlier. If we want to relate
the zeroth and nth iterates in the family (5.4.1) we compose the linearized
mappings around each point to obtain
X, = J - X ,
where J is the product of the Jacobian matrices evaluated at each point.
The stability of the composition is given by the solution of the eigenvalue
J - x = i.x

Prove that the eigenvalues, and consequently the stability, of all the
members of the family (5.4.1) are the same (Lichtenberg and Lieberman,
1983, p. 186).

5.5. Poincare sections

The Poincare or surface sections method allows a systematic reduction
in complexity of problems by means of a reduction in the number of
dimensions (see Hirsch and Smale, 1974, Chap. 13) since it converts the
Figure 5.4.2. Effect of linear area preserving mappings on a square; ( a )
hyperbolic. ( h ) elliptic, ( c ) parabolic.

flow into a map. The concept was known to Poincare and Birkhoff. As
an example of the idea, consider an autonomous continuous dynamics]
system rlxirit = f ( x ) with x E [W.' and a periodic orbit with period T. Cut
the orbit transversally with a (small) plane and denote the intersection as
P (Figure 5.5.1). Consider the successive intersections of orbits originating
from a point x , near to P . The successive intersections define a map
x,,, = @(x,,),i.e., the point x , is mapped to x, = @ ( x , ) ,the point x, is
mapped to x, = @(x,) = a 2 ( x ,), and so on. Note that the time between
successive intersections need not be equal to ~."igure
this idea graphically in three-dimensions. Thus the periodic trajectory in
phase space corresponds to a fixed point of the mapping
P = @(P).
In the same fashion, a periodic trajectory of period-2 corresponds to a
mapping such that

P, = @(PI1,

p , =@(P,)


P, = a 2 ( P , )
and so on (see Figure 5 . 5 . l ( h ) ) .
The ideas can be generalized: for example if dx;dt = f ( x ) with x E R" we
consider a surface of dimension N - 1 , x ( x ) = 0, such that the flow is
everywhere transverse to


V X ( x ) . f ( x )f 0
Figure 5.5.1. Poincare section iterates: ( a )focuses o n orbits near P and shows
the intersections ~ i t ah plane X orthogonal to the orbit passing by P. A point
close to P. x , , is mapped to x 2 = @ ( x , ) . and then to x, = @ ( @ ( x , l l : ( h )
representation of n period-? point in Poincare section.

Invariant .sub.spuce.s: stable and unstable rnanifi,lds


for all X E ~ ( X This

) . defines a m a p R N - '
R N - I . Occa~ionally it is
possible to define another surface of section and construct another
mapping R N - 2 R N - * , and so on.
In this work Poincare sections will be used in two main ways: globally,
when the system is periodic in either space o r time, or locally, near periodic
or homoclinic orbits. Both ideas will be discussed and used in Chapters 6
through 8. In the case of time-periodic systems the technique amounts
to taking stroboscopic pictures of initial conditions placed on C ( x ) at
intervals T, 2T, 3T, . . ., etc. Thus Poincare surfaces are a convenient way
of displaying in a single plot the churacter qf the solutions belonging to
t i l l possible iniriul conditions.1 As we shall see some of the most important
properties of dynamical systems are better understood with this viewpoint.
In particular, Poincare sections are of utmost importance in the case of
periodic Hamiltonian systems.


5.6. Invariant subspaces: stable and unstable manifolds

Both the fixed (or periodic) hyperbolic points ofdiscrete dynamical systems
and the hyperbolic fixed points of continuous dynamical systems have
auociated with them invariant subspaces called .stuhlt~ and un.stuhle
' T o start with the simplest case, note that the linearization of
discrete and continuous dynamical systems generates linecrr invariant
Thus, if dc/dt = D f ( P ) . c is the linearization of dxldt = f ( x ) around a
point P such that f ( P ) = 0 with X E R", the stable, E', un.stublr, Eu, and
c.c2tltrr,Ec, subspaces are defined in terms of the Jacobian D f ( P ) as:"

(spcrc.e spt~r~ric~ci
by c~iqc~ri~'ec~tors
c,orrc).spondiny to eiqrnr.uluccs w~host.
<0 )

~'c'trl ptrrt

I t is clear that E", Eu. and E', are i111.rrr.irrntsets; initial conditions remain

[rapped in the set. Examples are given in Figure 5.6.1.

Similarly. for the linearization of the mapping x + G ( x ) (or x , , + , = G(x,,))
\r it11 x E R*', 5 -+ DG(P)T, around n fixed point P , the strrhlc. E:', ~ir~.sttrhlc~.
I:". and C O I I ~ O ~1;'.
, subspaces are defined in terms of the Jncobian matrix
I ) G ( P ) as:'-'


Chaos in dynamical sy.stems

These ideas can be extended to the non-linear system. For example, for
the system dx,rlr = f ( x ) with a flow x = @,(X), the stable, W S ( P ) , and
unstable, Wu(P), manifolds associated with the hyperbolic point P are
defined by:
W'(P) = (all X E R v such that @,(X) -t P as t -t x
W u ( P )= :all X E R,' such that @,(X) -t P as t -t - x ) .
Similarly, for mappings we have
W'(P) = [all X E R' such that G " ( x ) -t P as 11 x 1
CVu(P)= [all X E RV such that G"(x)-+ P as n - x ) . I 4
An interpretation of CV'(P) and CVu(P) in the context of the Poincare
maps corresponding to a hyperbolic cycle is given in Figure 5.6.2.
Fluid dynamics provides a visual analog for periodic points and stable
and unstable manifolds. Consider a two-dimensional time-periodic velocity
field and focus on the behavior of a small fluid element near an elliptic
cycle and a hyperbolic cycle. If a material point P belonging to the cycle
is surrounded by a small blob S the elliptic cycle produces a net rotation


Figure 5.6.1. Examples of linear subspaces corresponding to the system

dx dl = f ( x ) with f ( P )= 0, X E W'.

Structurul stuhility


of the blob when P returns to its original position whereas the hyperbolic
cycle contracts the blob in one direction and stretches i t in another. I n
this case, the unstable manifold Wu(P)corresponds to the region mapped
out by the blob when time runs forward (see Figure 5.6.3). A seemingly
minor complication in the blob experiment corresponds to the case when
the blob S comes back folded upon its initial position, as shown in Figure
5.6.4. The complication, however, is profound. This construction, which
will be studied in Section 5.8.3, is prototypical of chaotic flows.
Note that uniqueness of solutions places strong restrictions on the
behavior of stable and unstable manifolds. For example, two unstable
(or stable) manifolds belonging to two different periodic (or fixed) points
cannot intersect; also WU(P)cannot intersect with itself, similarly, Ws(P)
cannot intersect with itself. However, intersections of stable and unstable
manifolds belonging to the same or different points are permitted and
are, in fact, responsible for much of the complex behavior of flows.

5.7. Structural stability

Suppose that dxjtit = f(x) originates a flow x = @,(X). An important
question is: How 'different' is the flow generated by
dx dr = f(x)+ ~ c g ( x )
Figure 5.6.2. Interpretation of stable. W . and ~ ~ n s t a b l eW. u , man~foldsfor a
hyperbolic cycle and ~ t corresponding


Chuos in dynumicul systems

where,ug(x)is some perturbation. llpg(x)ll i<

Ilf(x)ll?'"n order to quantify
this statement we give first (rather loosely) the idea of topological
equivalence (see Srnale, 1967).
Two flows are said to be topologicully equioulent (or topologically
conjugate) if there is a continuous invertible transformation and a time
parametrizationwhich mapsoneofthe flowsinto theother. Moreprecisely,
two C' flows, x = @,(X)and x = Y,(X),are said to be Ck conjugate ( k < r )
if there exists a Ck diffeomorphism h such that
a , = h-'.Yr.h.
This makes the orbits of the flows coincide. Co-equivalence (i.e., h is a
homeomorphism) is called ropoloyicul equioalrncc.. This implies that fixed
points of a, correspond to fixed points of Y,, unstable manifolds of
x = @,(X)to unstable manifolds of Y,. etc.
Figure 5.6.3. Visualization of manifolds W'(P) and W u ( P )by means of a flow
visualization (thought) experiment. The point P is a periodic point; a blob of
tracer S encircles P. The figure represents the state of the blob after one period
@,(S) and two periods @:is). Note that this picture is not possible in a steady
flow since there is crossing of particle trajectories. The blob S is mapped to
@ , ( S ) after a time T and to cD,,(S)after 2T: @,is)shows the position of the
blob for r < T.

A vector field dxldt = f ( x ) ( o r its corresponding flow) has the property

of .structurtrl stclhility if all 11-perturbations of it are topologically equivalent.
More precisely: A vector field dxldt = f ( x ) (or flow x = @,(X)) is structurally
stable if there exists 11 > 0 such that all C' p-perturbations of dxldt = f ( x )
( o r flow) are topologically equivalent to dxldt = f ( x ) (or flow). Similar
definitions apply to maps. Pictorial examples are given in Figure 5.7.1
(based on Abraham and Shaw, 1985, Part 3, p. 37, where additional
cxamples can be found).
The conditions under which structural stability is guaranteed are only
known for the case of two-dimensional flows on orientable manifold^'^
and is the subject of Peixoto's theorem (Peixoto, 1962):
A Ck ( k

1 ) vector field dxldt = f ( x ) on an orientable two-dimensional

~nanifoldis structurally stable if and only if:
( i ) tllr tlumhrr of' fixed points und periodic orbits is jinite and euch is
( i i ) tllere ure no trujgiectories joining suddle points,
( i i i ) the non-wandering set consists of ,fixed and periodic orbits only."

Figure 5.6.4. A complication on the case of Figure 5.6.3: the blob comes back
folded (1, < r , < T ) .


Chuos in dynumicul systems

Problem 5.7.1
Study the structural stability of the one-dimensional equation dxldt =
C x n , where C is a constant, for n = 1 , 2, and 3. Consider a perturbation
of the form p g ( x ) . Take y ( x ) = 1 .

Figure 5.7.1. Pictorial examples of topological equivalence, and structural

stability and instability.



Base flows





% -


% -6

Signutures of chuos


5.8. Signatures of chaos: homoclinic and heteroclinic points,

Liapunov exponents, and horseshoe maps
5.8.1. Homoclinic and heterodinic connections and points

If the unstable manifold of a hyperbolic cycle joins smoothly with the

stable manifold of another cycle, the connection formed is called heteroclinic.
If the unstable manifold of a cycle joins smoothly with the stable manifold
Figure 5.8.1. Homoclinic and heteroclinic connections. In (a) the stable and
unstable manifolds of a hyperbolic cycle join smoothly forming a homoclinic
connection; ( h ) shows two hyperbolic cycles before connecting, and in (c) the
stable and unstable manifolds of the cycles join smoothly forming heteroclinic


of the same cycle, the connection is called homoclinic (see Figure 5.8.1).
Similar definitions apply to maps. A point y is called heteroclinic (Smale,
1967; Guckenheimer and Holmes, 1983, p. 22, etc.) if it belongs simultaneously to both the stable and unstable manifolds of two different fixed (or
periodic) points p and q. Thus, y is heteroclinic if
Y E W U ( p ) nW"q).
The point is called homoclinic if p = q. If the point of intersection of the
manifolds at y is transversal, i.e., the manifolds intersect non-tangentially,
then y is called a transverse homoclinic point (similarly for heteroclinic).
Generally, when no confusion arises, a transverse homoclinic point is
called a homoclinic point (similarly for heteroclinic). Figure 5.8.2 shows
homoclinic and heteroclinic points for a map; only parts of the stable and
unstable manifolds are shown. Such maps can be originated by the
transverse intersection of one or two hyperbolic cycles, as shown in Figure
By definition, homoclinic and heteroclinic points belong simultaneously
to two invariant sets and therefore cannot escape from them.'' One
intersection implies infinitely many. In the case of an orientation preserving
flow - as are all the systems originated from differential equations the
area A is mapped to A' (if the area A is mapped to B the map does not

Figure 5.8.2. Transverse homoclinic and heteroclinic connections for maps:

( a ) shows transverse homoclinic points (compare with 5.8.l(a) and 5.8.4(a));
(h) shows transverse heteroclinic points (compare with 5.8.l(h) and 5.8.4(h)).
The region A is mapped to A', in turn A' is mapped into A".

homoclinic point

preserve orientation). Note that the intersection of invariant manifolds, as

shown in Figure 5.8.2, is a projection onto the Poincare section: the point
belongs to the intersection at time T, 2T, etc. However, what happens at
intermediate times? Again a fluid flow visualization is useful. Figure 5.8.3
(which is a continuation of Figure 5.6.3) shows, schematically, intermediate
Figure 5.8.3. Visualization of W u ( P in
) a time-periodic system by means of a
fluid mechanical experiment. The manifolds W q ( P )and W u ( P )intersect

simultaneously to
periodic point

blob stretched by WU
(lower part not shown)
blob moves;
position coincides
at t and r + T





view in


Chaos in dynumicul systems

times by displaying the region of Wu already travelled by the homoclinic

point y and the section of W' to be travelled in future times. A tracer
placed near the periodic point maps the unstable manifold (this is
equivalent to the computational determination of W". By carefully placing
a line of tracer on top of the stable manifold (this is extremely hard to
do!) the line will form a blob in the neighborhood of the periodic point
and is subsequently stretched by the unstable manifold. A construction
using hyperbolic cycles serves to clarify why the area A is mapped to A' in
Figure 5.8.3. Figure 5.8.4(u)shows the construction for a homoclinic connection whereas Figure 5.8.4(b)shows the construction for a heteroclinic
The dynamics of the homoclinic points is extremely complex and is
responsible for much of the behavior of chaotic systems. In order to state
a few key results we need to introduce some additional terminology (the
Figure 5.8.4. Visualization of transverse ( a ) homoclinic and (b) heteroclinic
connections corresponding to the maps of Figure 5.8.2. (a) indicates the
mapping of the cross-hatched regions; the reader might compare this figure
with 5.8.3.

Signatures of chuos


following concepts are due to Birkhoff, see Smale, 1967). A point x is

rc~undrringif there exists some neighborhood U of x such that

for some t' > 0. Non-wut~drringpoints are defined to be those points which
are not wandering. For example, the points belonging to a closed orbit
are non-wandering since portions of the neighborhood intersect the initial
location. Non-wandering points do not imply periodic behavior. In fact,
it is possible to show that homoclinic points are non-wandering (and they
are clearly not periodic). Moreover, in every neighborhood of a homoclinic
point there is a periodic point (see Smale, 1967).

5.8.2. Sensitivity t o initiul conditions und Liupunov exponents

One of the manifestations of chaos most readily related to fluid mixing

is the sensitivity to initial conditions.
The flow @,(X) is said to be sensitive to initial conditions on a domain
S if for all X # X,,, with X belonging to an >:-ballaround XI, ( i t . , the set
of Xs such that IX - Xl,I < E , with E small), there exists a time, t <
that @,(X)lies outside the >:-ballfor all X,, contained in S (see Figure 5.8.5).
A similar definition applies to maps.'"
A signature of chaotic systems is that they are characterized by a rapid
divergence of initial conditions. Usually the divergence of initial conditions
is quantified by means of numbers called Liapunov exponents which are
related to the stretching o f a filament of initial conditions. l f l d ~ represents
the length of a vector of initial conditions dX around X with orientation
M = dX/dXI, and its length at time t is Idxi, the Liapunov exponent ai
corresponding to a given orientation M,, is defined as (Lichtenberg and
Lieberman, 1983, p. 2621~':

Another way of writing this, more suitable for computations, is

since /. = I(D@,(X).M,~.
An N-dimensional flow has at the most N, in general different, Liapunov
exponents ( i t . , there are N vectors Mi, linearly independent, each of which
givcs. possibly. a different value). This is so since the eigenvalue problem

F~gure5.8.5. Sensitivity to initial conditions.


has at the most N different eigenvectors. In the cases of interest here,

V - v = 0, det(D<D,(X))
= I and

M i = 0.

< - I

For dissipative systems this sum is negative."

If one of the Liapunov exponents is non-zero, say a,, then
ldxl 5 l d ~ exp(a,t)
and the length of the fi lament grows exponentially with time.
The Liapunov exponents are related to the specific stretching rate and
lnixing efficiency discussed in Chapter 4. The relation to the stretching
rate IS

i.e., the Liapunov exponent is the long time average of the specific rate
of stretching, D In ;./Dr. Similarly, the average stretching efficiency


e(X, M,, t ) = D:mimi/(D:D)'I2 = (D In i . / ~ t ) / ( DD)'"

can be interpreted as a normalized Liapunov exponent (with respect to
( D :D ) ' '). The relationship between the (maximum) Liapunov exponent
and the efficiency is not direct, unless ( D : D ) is constant over the pathlines.
In most cases of interest ( D : D)'" is a function of both X and t.
5.8.3. Horseshoe maps

ldorseshoe maps occupy a central position in dynamical systems, and as

we shall see they are very relevant to mixing. The existence of such a m a p
Indicates that the system is chaotic; in fact they can be regarded as the
archetypical chaotic map (see equivalence among definitions of chaos in
Section 5.9). Before going into their characteristics let us consider what
we mean by 'mixing' from a mathematical standpoint. We will give two
definitions. The difference between the two lies in the types of sets that
arc allowed to remain unmixed. Consider a flow region K and identify,
arbitrarily, two others regions contained in R : a material volume A and
another volume, fixed in space, B (see Figure 5.8.6). In a rough sense we
hay that the system mixes if there is a time T (or a number of mappings
N), such that for any t > T, (or tl > N ) , <D,(A)nBf d) (or<D,(A)nB# 4) in
such a way that this occurs for t ~ o s tAs and Bs (similarly for mappings).


Chuos in dynamicul systems

Mathematically, there are two main versions of this idea:

( i ) We may take A and B to be the collection of all measurable sets in
the region R. If the above property works for all sets except some of
measure zero, we say that the system is strongly measure-theoreric

(ii) Another possibility is to take A and B to be all the sets with non-empty
interior (i.e., we can fit an c-ball inside). If the above property works,

Figure 5.8.6. Sketch for mathematical definitions of mixing. In ( u ) the blob A

and the test region d o not intersect, in ( h ) part of A lies within the region B.
There is no widely accepted way of defining mixedness from a practical viewpoint. One possibility might be to divide the region R into cubes with sided
and to specify that within each cube the volume fraction of the blob A has
to be within 4 - r: and 4 + I : (6 is the overall volume fraction of A in R). The
dimensions of the cube specify the resolution required and c indicates the
desired uniformity. If the materials are miscible, the time scale necessary to
achieve uniformity at a length scale d is proportional to dZ. However, large
regions of poorly mixed material might persist for long times and can be
reduced only by further fluid mechanical action (see Figure E9.2.1).

Signatures of chaos


we say that the system is strongly topologically mixing. Measuretheoretic mixing implies topological mixing.22
Measure-theoretic mixing is the best achievable mixing. A physical feeling
for measure-theoretic mixing can be obtained by means of a deceptively
looking simple transformation which is called the 'baker's transformation',
so named by the analogy of rolling and cutting dough. In the simplest case
we cut a square and then we stack the pieces as indicated in Figure 5.8.7(a).
A theorem asserts that a flow is measure-theoretic mixing if there exists
a homeomorphism (i.e., a C0 diffeomorphism) of the region R to a square
under which the flow becomes a baker's t r a n ~ f o r m a t i o n Since
. ~ ~ measuretheoretic mixing is the best possible mixing then the baker's transformation
is the best mixing device. However, generally we are dealing with
continuous flows which preserve connectedness and do not allow for
cutting and welding.24
The closest that we can come to a 'baker's transformation' is stretching
and folding as shown in Figure 5.8.7(b) and hope that not much material
is 'lost' in the transformation (i.e., it leaves the quadrilateral). Such a
construction is probably the simplest example of the so called Smale
Horseshoe Map (Smale, 1967). The forward mapping is denoted ,f(S); the
inverse map is denoted f - (S); forward iterates are denoted as f "(S) and
backward iterates as f -"(S). Both maps are defined geometrically in Figure
5.8.7 (the reader should check that the mapping of all points A , B, to A', B',
etc. in the forward and backward transformations is indeed correct).
Note that the horseshoe map can approximate a baker's transformation
by restricting the amount of material that goes out of the q ~ a d r i l a t e r a l . ~ ~
In the case of the figure area elements in both horizontal striations (Ho


Figure 5.8.7. (a) Baker's transformation; ( h ) horseshoe map.

- D


cut and

Figure 5.8 7 continurd








backward, f - '

and H , ) are stretched by the same amount in the vertical direction by a

factor i., and contracted in the horizontal direction by a factor i.,. Thus,
the Jacobian everywhere in H,, is

whereas the Jacobian in HI is

since it involves a 180" rotation. The values of i., and i., are selected in
such a way that 0 < i., < and i., > 2 so that the vertical striations are
disjoint. Thus, both f' restricted to f ( S ) n S and f ' - I restricted to
f ' - ' ( S ) n S are linear; the non-linearity comes in due to the folding. I t is
clear that n-applications of the forward mapping create 2" vertical
striations occupying an area 2";"; (Figure 5.8.8 shows f 2 ( S ) ) . Since
0 < i., < the total area goes to zero as n tends to infinity. Something
similar occurs for the backward striations (area 2"E.;). Note that if the
map is area preserving i.,i., = 1 .
Figure 5.8.8 shows the 'loss' of material that does not get mixed by the
transformation (i.e., it goes somewhere else in the flow region where it
may or may not get mixed by another horseshoe map) and, in fact we
might think of the horseshoe map as a baker's transformation with loss
(Rising and Ottino, 1985). The set remaining in the original square,
denoted I,

Figure 5.8.8. ( u ) , f 2 ( S )and ( h )l n ( S ) n , / ' - " ( S ) n Sfor n

= 4.

is in fact completely cquivalcnt, in terms of its dynamics, to a baker's

transformation (Figure 5.8.8 shows , f U ( S ) n , / ' - " ( S ) nfor
S 11 = 4). In fact,
the set I has several other properties: I is an invariant (Cantor) set
consisting of an uncountable numbcr of points which contains an infinite
but countable number of periodic hyperbolic points of arbitrarily long
periods and an uncountable set of bounded non-periodic motions. Furthermore, if , f ( . )is restricted to I it is equivalent to a 'Bernoulli shift' (see
Schuster, 1984, Chap. 2) and it is structurally stable. This last point is
very significant and indicates that these properties are not exclusive to the
special horseshoe defined geometrically in Figure 5.8.7(h).There are many
other types of horseshoes, some of which with their rcspective inverses
are shown in Figure 5.8.9 (see Smnle, 1967). In particular the striations
need not be perfectly horizontal or vertical, the Jacobian need not be
uniform, the striation thicknesses can be different, etc. Homoclinic/
heteroclinic points and horseshoes are intimately related. In fact the
existence of one implies the other. There are several qualitative ways of
seeing this. Figure 5.8.10 shows one possible way. Figure 5.8.10(tr) shows
the forward and backward transformations due to the presence of a
homoclinic point. Figure 5.8.10(6) is just a deformed version of 5.8.10(6)

Figure 5.8.9. Various types of horseshoes with corresponding inverses

Signuturrs of chnos


which clearly displays the intersections of forward and backward transformations characteristic of horseshoes (see Abraham and Shaw, 1985.
Part 3. Chap. 5). Thus, we might visualize the horseshoe as a sort of
'black box' mixing device: material enters and comes out partially mixed.
I t is then natural to think of improving the mixing characteristics of the
system by feeding back its output; another possibility is to 'connect' several
horseshoes (Rising, 1989).
Figure 5.8.10. ( 0 )Forward and backward transformations due to homoclinic
point associated with a fixed point P, ( h )a deformed version of ( u ) .




Chuos in dynumical systems

Problem 5.8.1
Verify that the Jacobian corresponding to H, has the form indicated in
the text.
Problem 5.8.2
Verify the inverses of Figure 5.8.7(b), and Figure 5.8.9

5.9. Summary of definitions of chaos

Throughout this work we will say that a system displays chaos when it
satisfies one of the following conditions:
(i) There is an invariunt set S (i.e., @,(S) = S ) and the ,Pow is sensitive to
initiul conditions on S.26
(ii) The flow has homor-linic and/or heteroclinir- points.
(iii) The ,flow produces horseshoe maps.
We note that there are other possible definitions2' and that, in a strict
sense, definitions ( I ) , (2), and (3), are not equivalent. (In 'general' (1)
implies (2) and (3); (3) implies (1); and (2) and (3) are equivalent.) In
principle, these three definitions are amenable to mathematical proof.
However, in practice, given a flow, ( I ) is extremely hard to prove
analytically (although Liapunov exponents are routinely reported via
numerical computations); (2) can be proved by means of the Melnikov
method,28 and (3) is accessible from both an analytical as well as
experimental viewpoint (see Chapter 7).

5.10. Possibilities in higher dimensions

Most of the concepts discussed in the previous section were explained in
terms of time-periodic two-dimensional systems. The central ideas horseshoes, homoclinic/heteroclinic intersections, etc. - can be generalized
to higher dimensions. For example, intersections can involve manifolds
of different d i m e n ~ i o n s .Since
~ ~ the implications to fluid mixing are SO
obvious we present a few visual examples here (the reader interested in a
more complete account should consult Abraham and Shaw, 1985, Part 3).
It is clear that all these possibilities can occur in a system of the form
tlx/tlt = f(x)
with V . f ( x )= 0.
Figure 5.10.1 shows I: transverse heteroclinic trajectory produced by the
intersection between a two-dimensional unstable manifold and a twodirne~lson~~l
stable m:unifold belonging to two different hyperbolic points.

Biblioy ruphy


Figure 5.10.2 shows a heteroclinic connection between the unstable

manifold of a hyperbolic point of the saddle type and the two-dimensional
stable manifold of a hyperbolic (saddle) cycle. Finally, note that Figure
5.8.3 can be interpreted as a cycle to cycle c o n n e c t i ~ n . ~ ~

The origin of most of the material presented in this chapter is mathematical
but much of the motivation can be found in physics and astronomy. In
a very general sense there are two kinds of chaotic systems: dissipative - with one-dimensional linear mappings being the most pervasive
example - and Hu~niltoniunsyste~ns,which will be treated in Chapter 6.
Historically, the earliest studies focused on Hamiltonian systems and were
concerned with celestial mechanics; e.g., stability of the solar system. The
earliest work can be traced back to Poincare (1892, 1893, 1899); the
Figure 5.10.1. Connection between two hyperbolic points, P, and P,, in


Chaos in dynumicul systems

concept of intersections of manifolds is already present in his work.

Another work originating in the celestial mechanics literature and reaching
into the mathematics literature is Moser's (1973) Stable and random motion
in dynamicul systems; it contains a thorough and fairly readable discussion
of horseshoe maps. Major portions of this chapter are contained in Smale's
(1967) 'Differentiable dynamical systems'. The reader interested in the
more mathematical aspects of this material is encouraged to consult this
Much of the recent emphasis in volume contracting flows can be traced
to a pioneering paper by Lorenz (1963), 'Deterministic nonperiodic flow'
(here is where strange attractors find their home). Lorenz's work remained
Figure 5.10.2. Connection between a hyperbolic point (P) and a hyperbolic
cycle in three-dimensions.



buried in the meterological literature until it was rediscovered in the

physics literature in the last fifteen years o r so. The applications of these
ideas in fluid mechanics are many. For leads the reader should consult
Landford ( 1982) and Guckenheimer ( 1 986). Fluid mechanical and other
applications are reviewed by Swinney (1985) (the Appendix of this paper
was published in 1983 in Phjlsicrr, 7D, 3-15).
The literature on one-dimensional non-linear mappings and period
doubling is abundant. O n e of the earliest general references is May (1976).
One of the most influential works in one-dimensional mappings is
Feigenbaum (1980). 'Universal behavior in non-linear systems', where
references to many of the original works can be found. A simple book
describing some of these matters is Schuster (1984), Dett~rministicchuos:
r / r ~introduction (the discussion on Hamiltonian systems is very brief). A
more mathematical treatment is given by Devaney (1986).
The matters discussed in this chapter are closely connected with stability
and bifurcations (see for example, 100s and Joseph, 1980), the mathematical
foundations of mechanics (e.g., Arnold, 1980; highly recommended,
Thirring, 1978), and the qualitative theory of differential equations (e.g.,
Arnold, 1985; Hirsch and Smale, 1974; Arnold, 1983). The reader
unfamiliar with classical mechanics should consult the textbook lntrotluc.tiorz t o rlynr/mic.s by Percival and Richards (1982). This work focuses
on the systems with one- and two-degrees of freedom and i t covers
Hamiltonian systems and transformation theory.
There are a large number of works dealing with the matters discussed
in this chapter and i t is not possible to d o justice to the subject in such
:I short space. Fortunately most of the above matters have been condensed
in the book Nonlinrur o,scillutions, dynamicul systems, and h;furcution o f,tor,firlds,by Guckenheimer and Holmes (1983). This book focuses on
systems with a few degrees of freedom and has extensive discussions on
the Smale horseshoe maps, homoclinic and heteroclinic bifurcations, and
a large number of examples. The visually oriented reader should consult
the series by Abraham and Shaw (1985). Another book, probably more
accessible for the non-mathematical reader, is the work by Lichtenberg and
Lieberman (1983). This book is particularly useful for Hamiltonian
The reader is warned that this chapter is a rather myopic view of
dynamical systems; many important topics, concepts, and methods, are
not covered. Missing are symbolic dynamics. normal fc)rnis. symplectic
manifolds. and presentations of well studied flows such as the logistic
equation, Henon's map. the standard map. and Lorenz's equations, etc.

Chuos in dynumicul systems

1 Thus, the goal is not to he able to integrate the flow exactly but rather to find the general
conditions for efficient stretching in tltly flow.
2 Recall that ifv E IW" the non-autonomous systems can beconverted into a n autonomous
system by defining .x,,
= r. See also Section 2.4.
3 Recall that, with the exception of vorticity, most of our results carry from IWZ to IW".
4 The relationship between the Reynolds theorcm and the Liouville theorcm is mentioned
by Synge (1960. p. 174). The d a t e of Liouville theorem is 1838; the date of Reynolds
( o r transport) theorem is 1903.
5 For example if the flow is smooth, say !i-times continuously differentiable with bounded
Jacohian, then the mapping is smooth and has a smooth inverse.
6 We restrict the discussion to autonomous systems.
7 Stability can be defined also in a global sense. but it is usually much harder to prove (see
Hirsch a n d Smale, 1974. Section 9.3.).
X Sometimes called cross-section.
9 In some cases, such a s time-periodic systems, we can select surfaces in such a way that
the timc between successive intersections is the same
10 It sould be mentioned that there is a converse construction whlch is also of importance.
allows the reconstruction of the flow starting with the m a p (Smale. 1967).
A s~r\pc,t~.\iot~
1 I A set S is called a n i ~ ~ r w i r rset
t ~ rof the flow x = @,(XIo n a mnn~foldM ( S c M ) i f @ , ( X ) S
for all X ~ S , f o all
r time t (for our purposes we can regard a manifold as a smooth surface).
Thus, if a point belongs to a n invariant set, then when acted o n by the flow, it remains
in the set. The definition for mappings is analogous.
12 F o r additional details see Section 2.4.
13 See Section 5.4.2 for the two-dimensional case.
14 According to the stable manifold theorem near the fixed point the stable and unstable
manifolds a r e tangents to the linear eigenspaces E ' a n d Eu(for references see Smale. 1967,
also Guckenheimer and Holmes. 1983, p. 18).This theorem was known to Poincare and
15 F o r conditions o n g(xlsee Andronov, Vitt. and Khaiken (1966).T h e concept ofstructural
stability is largely due t o Andronov. A similar question is addressed in Section 6.10.
16 That is, the surface has two 'sides'.
17 Note that in many cases this theorem is of rather limited use t o us since we are generally
interested in area ( o r volume) preserving perturbations a n d not just any perturbation.
18 The implications of this invariance are extremely important when the flow is area
preserving as in the case of Hamiltonian systems (see Chapter 6).
19 Note that sensitivity to initial conditions is compatible with continuity with respect to
initial conditions
20 A similar definition. with timc t replaced by 11, applies to mappings (Lichtenberg
and Lieherman, 1983, p. 267).
21 In general the numerical calculation oft111 Liapunov exponents is complicated. Straightforward application of the definition produces the value of the maximum Lii~punov
exponent for almost all initial Mis (Lichtenberg and Lieberman. 1983, p. 280). See
also Greene a n d Kim. 1987.
22 The term mixing has a precise meaning in ergodic theory. T h e term has been used in
a fluid mechanical sense throughout this work (stretching plus difTusion). This is
the only section in which it is used, unavoidably, in a mathematical sense. T h e terms
'recurrence'. 'wandering', 'mixing' (measure-theoretic). and 'ergodic', are obviously
related but their relationship will not he discussed in detail here. Forexample,ergodicity
implies recurrence, but the converse is not true. Both recurrence and ergodicity
d o not imply mixing.



23 Tlic relationship bctwccn Iluid mixing ant1 a hakcr's transformaton was pointctl out
in the 1050s hy Spencer and Wilcy (I951 ) hut its full mathematical implications were
apparently not rcali/cd.
23 Static mixers provide. po\sihly. the closest experiniental and practical approximation
tt) a hahcr's tranaformati~,nin the context of mixing (see Section 8.1 ). T h c c devices
arc used in the polymer processing i n d u t r y tt1 mix viscous liquids ( w e Middleman.
1977). The most popular is the Kcnics" mixer which consists of a tuhc with internal
helical s~~bdivisions.
a twisted plane. of alternating right hand and left hand pitches.
is callcd a n clement. Ideally. after each element the s t r e a m fed
Fach s~~bdivisit)n
into the mixer arc suhd~videdinto two a n d after 11 elements the striation thickness
d c c r c a s c a s 3 ". Expcrime~itscarried out hy the Kcnics corp~)rationshow indeed
a layered structure. I'hotographs a r e reproduced in Middlcnian's hook (op. (rr).
Some of these matters arc discussed in the context of the 'partitioned-pipe m ~ x c r '
described in Chapter 8.
25 Many other types of horseshoes a r c possible; the o n e depicted in Figure 5.8.7(h)
i.; the simplcst and most popular one.
1h In dissipative systems a system is callcd chat)tic if it possesses a .slrr1116/crrlrrrlc./or ( a n
attractor is called strange if it is a n attractor. and it is sensitive to initial conditions.
i.e.. ~t pt)sscsscs at Icast one positive Liapunov exponent). Attractors arc impossible
in Hamiltonian systems. ]..or dcfin~tionsscc Ci~lckcnhcirncrand Holmes. 1983. For
applications of strange attractors concepts in fluid mechanics. scc Landford ( 1083)
and Gl~ckcnheimcr( 1986).
17 Otlicr possihlc definitions of (temporal ) c h a o s arc to ohscrvea signal .x(r)asa function
of time a n d t o compute the power spectrum of.\-(r1. An indication ol'chaos IS a continuous
.;pcctrum. Another possibility is t o compute the correlation function. r.(r). of thc
signal \ - ( I ). i.c..

\rlicrc \ . ' ( I ) is the difference hctucen . \ ( I ) a n d the time average value of .x(r ). If c ( r )+ 0
as 7
/ the system IS considered chaotic. S~)mctimcs.
the visual appearance of
computed Poincarb scctit)n is taken as cvidcncc of c h a m . If possible.
\\c prefer t o designate as chaotic any system uhicli satisfies any of thc conditions
( 1 ) ( 3 ) abobc. sincc they are. in principle mathematically based and anienahlc t o
~I-ooI'.If tlic\e cannot he proved we then might consider any of these alternative
dclinitions. In any case we will clcnrly specify which criterion is being used.
1 S S ~ n c c1111stechnique \*ill be uscd mostly in the context of Hamiltonian systems tlic
di\cush~oni\ I-escr\cd until Section 0.10.
7') S ~ ~ i i e t i ~ ithe
i c s\vord 'ilidc\' i \ ~ l s e din this co~itcxt.The index of It'" is the numbelof tlimcnsions of It"'.
.30 The situ;~tionsslioun Ilere ;il-e commtjn sincc hyperbolic I ~ n c a rvolume prcsel-bing
IIo\*.; a r c dense ant1 open a m o n g all i o l u m c prcscl-\ing flous (Smale. 1007). H ~ v . c \ c r .
it is a n unsolved prohlcm whether o r not this is true when the right hand side of the
c \ o l u t ~ o ncclu;~tion(I\ (11 \I\. I ) is c o n t r a i n e d to satisl'x the Navicr S t o h c ecluationa
01. tlic 1:uIcr ec1ui11ionh.

Chaos in Hamiltonian systems

The equations describing the trajectory of a fluid particle in a twodimensional isochoric flow are a Hamiltonian system, a special case of a
volume preserving dynamical system. The objective of this chapter is to
discuss the general structure of chaotic Hamiltonian systems, with an
emphasis on periodic systems with one-degree of freedom and timeperiodic Hamiltonians. Central to the understanding of these systems is
the study of the flow near hyperbolic and elliptic fixed and periodic points.
Hamiltonian systems conserve volume in phase space and in PoincarC
sections. As we shall see, this restriction has important implications in
unravelling the general structure of these systems, especially near elliptic
points, and is the most important point of departure from the previous

6.1. Introduction
It seems at first contradictory to focus on Hamiltonian systems in the
context of mixing of viscous fluids. However, the connection is purely
kinematic and involves no approximations. As seen in Chapter 3, the
equations describing the trajectory of a fluid particle in an isochoric
two-dimensional velocity field are
dr2/dt = - i?$/?.u,,
dsl/dr = (7$/i?u2,
where $ is the streamfunction. Such a system of equations, regardless of
the form of $ is a Hamiltonian system (Aref, 1984) and therefore it is
profitable to study fluid mixing from such a viewpoint to exploit the
substantial body of theory focusing on these systems. The system is said
to have one degree of freedom if the flow is steady, $ = $(.u,, x,), and
two if the flow is unsteady, $ = $ ( r ls,,
, t). If $ is time-periodic we say
that the system has 'one and a half' degrees of freedom. As a confirmation
of thc ideas of Section 4.7 we will prove that two-dimensional steady flows
arc poor mixing flows and that time-periodic flows are, most likely,
effective mixing flows at least in some region of space.

Hamilton's ryuutior~s


In the following sections we discuss Hamiltonian systems from a general

iicwpoint. Even though most of o u r applications will be t o systems with
one and a half degrees of freedom, some of the results will be given for
\\stems with il'-degrees of freedom. T h e objective is t o show the underlying
katurcs shared by all Hamiltonian systems. We shall see that Hamiltonian
\ystems with one-degree of freedom a r e intc~qrahlrand hence they cannot
hc c~hirotic~.
O n the other hand. Hamiltonian systems with one and a half
degrees o r two-degrees of freedom stand a very good chance of being
non-integrable and chaotic (non-integrability is a necessary but not
condition for chaos).
The implications of the results presented in this chapter in the context
01' mixing a r c mainly two: ( i ) all steady bounded two-dimensional flows
I>a\,ezero asymptotic mixing efficiencies; ( i i ) many time-periodic twodimensional flows have positive mixing efficiencies. a t least in some part
the flow.
Some of the theorems and methods sketched in this chapter describe
\\hat happens under .sn~irllperturbations of the integrable case. It should
he noted that we are primarily interested in the behavior for lurqc)
12crturbations, since it is where the best mixing occurs; however, much
less is known for this case from a mathematical viewpoint and standard
analytical techniques d o not work (see Section 6.9). Nevertheless, the
concepts presented h e r e should constitute a reasonable basis o n which
to launch such a n analysis. In Chapters 7 a n d 8 we discuss specific examples
\\ hich serve t o clarify some of the points discussed here. It should be clear
that a s long a s the system is Hamiltonian, the general features will appear
c \ c n in the simplest representatives of the class.

6.2. Hamilton's equations

31s sccn in Chapter 5 a Hamiltonian system has the structure given by

2.Y first order differential equations

ilil, ilt = ? H Cp,,
dp,jt/t = - i H ill,,
\vllcre the 11,s a r c the componcnts of a vector q = (11,. . . . 'I,,.),the 'positiotl',
and the p,s, the components of, p = ( p , . . . .. p , ) , the '~,~on~ct~tlrr,~',
and H
i h thc Hami1toni;in. which is a scalar function of p and q a n d , in some
casts. a s wc sh:ill consider here. a n explicit function of time.
In mechuniciil systems q can actually represent the position and p the
Illorncntum understood in the usual way.' 111 other npplicntions p and q
tahc different physical significance.'
I f p a n d q have .Y componcnts each. the Hamiltonian system is said to

have N-dcgrces of freedom. I f H is a n cj\-plicil function of time the system

has a n additional degree of freedom (i.c., N + I ). In the case of timeperiodic Hamiltonians, time is regarded a s a n i ~ d d i t i o n ~ ~degree

6.3. Integrability of Hamiltonian systems

Central to the discussion of chaos in Hamiltonian systems is the concept
of integrability. By 'integrability' we d o not mean the computation of the
solution in terms of known functions but rather the ability of finding
sufficient n u m b e r of constants of the motion s o as t o bc able t o predict
qualitatively the motion in phase space. As we shall see, if a system is
I ' I I ~ P < / L I I . L ~ ~ / Pit cannot be chaotic. Thcrc a r c t w o cquivalcnt ways of defining
integrability; the first o n e rcqi~ircsthe use of Poisson brackets; the second
action-angle variables.
T h e Poisson bracket between the two functions 11 = lr(p, q ) a n d 1% = r(p, q )
is defined a s (Arnold, 1 9 8 0 ) :

With this definition Hamilton's equations c a n be written as:


[q,, I11


d p , / ~ l l= [ p i , t 1j.
A Hamiltonian t l , with N degrees of freedom, is called it~tc</llruhlrif
there exist N different functions, t o be determined, { F , ) , i = 1 , . . ., N , S U C ~
that [ E l , t l ] = 0 . T h c condition [ E ; , t l ] = 0 implies dE;/dr = 0 over a surface
of constant H . In the casc of a fluid flow system they c a n be thought o f
a s a streamsurfi~ce:'
Example 6.3.1
Consider a onc-degree of freedom system, i.c.. t 1 = H ( p , 4 ) . In this casc
wc need to find only o n e E;. In this case the necessary function is H itself
since [ H , HI = 0. T h e r e f o r e all steady two-dimensional flow fields a r e
integrable. I n this case material is t r a p p e d by streamlines a n d t h e system
is a p o o r mixing flow (see P r o b l e m 4.7. I ) .
In the case of a two-dcgrccs of freedom system. H = H ( p , . pz, q , , 4 2 )
o r t 1 = H ( p . 11. 1 ) . wc need t o find t w o functions. F, a n d I.'? T h e first o n e
is casy t o find since [ [ I . H ] = 0. a n d we c a n take I.', = t l . T h e n we have
to find I., # I I H # t 1 + h. where t i and h a r c constants. such that [I.'?. 111 = 0.
Howevcr. I.', need not exist! As Helleman ( 1 9 7 7 ) points o u t , most

tlamiltoninn systems with two-degrees of freedom arc rlon-intc$qrrrhlr,i.e.,

i t is in general not possible to find F, and F2 such that dF,/dt = O and
rlk'2/dt = 0 along a trajectory.
Another way of defining integrability is by means of rrc.tior1-rrr~glc
r.trritrhlcs, which is a special case of a canonical transformation. In general
transformation of variables
p, q 8, 1
0 = 0(0,, . . . , O N ) , I = I ( / , , . . . ,
with Ii = I;(p, q, t ), Oi= Oi(p, q, t ), is
called canonical if the structure of the system in the I, 8 variables has the


= ?H/i0,,




where H = H ( I , 8 ) . That is, a transformation is called canonical if the

Ilamiltonian structure is preserved (the appearance of (6.3.3a,b) is identical
lo (6.2.1a,b)).4
A very useful subset of canonical transformations is the rrc.tion-rrn~qlc~
[ransformation p, q + 8, 1 the Hamiltonian in the 8, 1 co-ordinates is
not a function of 8. (This is indeed one of the definitions of c.yc.lic.
\'ariable. Conversely, it can be stated that the action-angle transformation
is possible only in cyclic systems.) Under these conditions the system

dI,/dt = (?H(l)/?Oi)= 0,

rlOi/dt = - (?H(I)~(;,)= (,)(I)

which can be readily integrated to

I ( t ) = I(O),
O i ( t ) = ( ~ ) ~ ( l )Oi(0).
Thus, the action-angle transformation allows us to trivially integrate the
Hamiltonian system (hence the justification of the name integrable).
('onversely, if the action-angle transformation is possible the system is
called integrable.5 The mapping (6.3.4a,b) is called an integrable t\
the rrc.tion r; remains constant while the trn~qleOi rotates with
\peed ~ ~ ( 1BJ,) tlc~finition,
rrll ir~tcyrrrhleHtrr~liltor1irrr1.swith hoirrltlrtl orhits"
c.trr1 he rc.rluc,c~dto irltcvqrtrhlc tn'ist rllrrppir1!q.s.

6.4. General structure of integrable systems

('onsider the simplest case of a Hamiltonian system. namely
dy/rlt = i H / i p .
tlp/tlt = - iHii'cl.
with H = H ( p , 11). i t . , a system with one-degree offreedom. The linearization
of the system around a fixed point, tlq/tlt = tlp/tlt = 0 , shows that the systcrn


Chuos in Hamiltoniun svstrm.~

admits only three kinds of fixed points: saddle or hyperbolic points, centers
or elliptic points, and the degenerate case of parabolic points (see Example
2.5.2, two-dimensional area preserving case). In the most general case the
unstable and stable manifolds of hyperbolic points join smoothly by a
curve of constant H. The essence of any integrable system is embodied
in Figure 6.4.1. To see why this is so, note that all integrable systems with
N-degrees of freedom can be transformed into N-uncoupled one-degree
of freedom systems, i.e., the system

yields N uncoupled linear equations for Oi as a function o f t . Since this is

generic to all integrable systems, all integrable systems can be non-linearly
transformed into each other, and are in this sense equivalent. Since the
prototype of a one-degree of freedom is a simple pendulum, the essence
of an integrable system with N-degrees of freedom is embodied in a system
of N non-interacting pendula. Thus, we expect the phase plane of any
integrable system to be some non-linearly deformed version of the phase
portrait of Figure 6.4.1 or any of the streamfunction portraits of Figure
4.7.1 .'

Figure 6.4.1. General picture of an integrable Hamiltonian system. The

prototype is a pendulum without friction; in this case q represents the angle
from the vertical ( - r r , rr) and p is proportional to the angular momentum.
The level curves correspond to H(p, q ) = constant.


hyperbolic point


elliptic point

Phtrsr sptrce




6.5. Phase space of Hamiltonian systems

..I\ in Chnptcr 5 the state of a Hamiltoninn system can be represented in
the 2 N - d ~ m e n s i o n n lphase space by n vector x.


= (1'1..

. ., p,.i 41. . . . , q y )

ith time i being a parameter. T h e initial condition is represented by X.

= ip:),


.. p,.0

q 0l . . . ., 4 ; )

such that the solution t o the system ( 6 . 1 . l a . b ) c a n be represented by the

110 I\
with X = @ , = , ( X ) .
x = @,(X)
Phc velocity of a point x In phase space is given by
v = tlx 'tli = (tlp,, rli, . . . , rip, di, rlrl 'tlt. . . . , dy ,, d i ) .
If I 1

H ( p . q, t ) a n d V H is defined a s
V H = (dHiap,, . . ., d H ~ a p ,dHIdq,,.
. ., dHidqv),

then by the chain rule.


irl, tli

i p , dt

+i H



hich is interpreted as the rate of change of H (energy in the usual case)

I'ollowing the flow. F o r Hamiltonian systems v.VH 0, which implies
(hat v belongs t o surfaces in phase space of constant H . Furthermore, if
[I is not a n r.\-plic,it function of time H remains constant for a given inilia1
condition X.
Another way of seeing this. a n d a t the same time adding some physical
~ n e a n i n gt o the Poisson brackets, is to note that (6.5.1) c a n be written a s

I'hus. the result [H. H I = O corresponds to the statement ( V H ) - v = 0. T h e

~ ~ a m i l t o n i aphase
space has also several other properties: If V ( 0 )denotes
tlie volume of a set of initial conditions. according t o Liouville's theorem
(('1i:ipter 5 ) . C'(i) evolves according t o

1'01. Hamiltsniiili systems V - v = 0. by substitution. kind I/(()= V ( 0 ) .Hencc

lllc system conserves volume in phase space.


Chaos in Hamiltonian systems

The Liouville theorem has many implications in Hamiltonian mechanics,

here we will mention only two:
(i) Poincart's recurrence theorem (see Arnold, 1980, p. 71): Consider a
region {Dl. in phase space such that @,(Dl.= {D) for all t. Then any
trajectory in D returns infinitely close, infinitely often, to its initial
location (i.e.,all the points are non-wandering).The reason for this is easy
to see. Consider an 8-ball around X, denoted B,(X). Since the initial
conditions are trapped in {D),conservation of volume requires that
after a finite time t, @,(B,(X))nB,:(X)# 4.
(ii) A Hamiltonian system cannot have asymptotic equilibrium positions
and asymptotically stable limit cycles in phase space (for asymptotically
stable equilibrium and limit cycles see Hirsch and Smale, 1974).

6.6. Phase space in periodic Hamiltonian flows:

Poincark sections and tori
Consider a system with a time-periodic Hamiltonian with period T. In
this case it is traditional to represent the flow of the system on a torus
with the time being a cyclic coordinate around the torus (Figure 6.6.1(a)).
A surface transversal to the flow gives a good idea about the behavior of
the trajectories for long times. For example, consider a surface of section
(or Poincare section) C such that

Such a section defines a return map in the plane C, x,, = G(x,). Note
that all trajectories originating from C return to C after the period T.
Note also that area is conserved in the Poincare section.
In the case of an integrable system, the cross-section of the torus can
be regarded as an integrable twist mapping (Equation (6.3.4a,b)).An initial
trajectory starting on C wraps around the torus as indicated in Figure
6.6.1(b). The trajectory may or may not join with itself depending on the
value of toi(r). If the trajectory comes back to its initial position p in the
Poincare section after going around the torus nz-times, then p is a periodic
point of order m.
As seen in Chapter 5 the stability of fixed and periodic points
corresponds to the solution of the eigenvalue problem

where DG(p) is the Jacobian matrix of the mapping evaluated at the point

Phase space in periodic Hamiltonian ,flows


in question. In a Hamiltonian system with N degrees of freedom DG(p)

is a 2N x 2N matrix. In general, in Hamiltonian systems the eigenvalues
appear as four-tuples

l/j., 1 /Z

where the overbars represent the complex conjugate (see Lichtenberg and
Lieberman, 1983, p. 181 ). For N = 1 ( x E RZ)the only possibilities for fixed
points of the map G(x,) = x,+ are (Moser, 1973, p. 54, see Section 5.4.2):



~ j ~ , ~ > l > ~ j~. .2, ~/ ., ~ = l

= I (i = I , 2 ) but ii # 1
j.i= f I
(i = I , 2 ) .


Figure 6.6.1. (a) Flow on a torus and correspondingmap on Poincare section; (h)
rational trajectory.


C ~ U O Sln

Humiltonlun systems

Problem 6.6.1
Prove that area is conserved in the Poincart: section of a Hamiltonian

6.7. Liapunov exponents

As was seen in Chapter 5, chaotic systems are characterized by a rapid
divergence of initial conditions and usually, the divergence of initial
conditions is quantified by means of Liapunov exponents. We know that
a 2N-dimensional flow has at the most 2N, in general different, Liapunov
exponents (i.e., there are 2N vectors Mi, linearly independent, each of
which gives, possibly, a different value). In Hamiltonian systems, due to
volume conservation,

1 o,(X, M i )= 0.

As seen in Chapter 5 , for dissipative systems this sum is negative.

Integrable systems have all ois equal to zero. T o see why this is so recall
that all integrable systems can be reduced to an integrable twist mapping.
From our discussion in Chapter 4 it is easy to see that in a twist mapping
a filament of initial conditions ldxl grows linearly with time and the
Liapunov exponents are zero (a twist mapping is essentially a Couette
flow which is also a SCF). Furthermore, since chaotic systems have to
have at least one positive Liapunov exponent, integrable systerns cannot
he c,haotic.. An important consequence is that all steady bounded twodimensional flows are poor mixing flows.
Example 6.7.1
Consider a flow given by the streamfunction

I)(.Y~,.u2, t ) = U.x2 + [AUh/2] In(cosh(u,/h) + A cos[(.ul - Ut)jh])

representing a train of vortices moving in the direction u , at speed U. The
non-dimensional parameter, A , represents the concentration of vorticity.
The value A = 0 corresponds to parallel flow with the classical hyperbolic
tangent velocity profile. The meaning of the other terms is the following:
AU is the velocity difference across the layer and h is proportional to the
vortex spacing (for details see Stuart, 1967). This expression was used by
Roberts (1985) to model the stretching of material lines and the roll-up
of streaklincs in shear layers. The evolution of streaklines and material
lines corresponds to the solution of

In a moving frame k"(.\-',. .\->) moving at speed U in the direction

the streamfunction becomes

.\-, > O

I,!/'(.\-',. s > )= (AUlli2) In[cosh(s>//l) A COS(.\-;//I)]

and the flow is alrtorlor,~olrsin this frame, and therefore integrable. with a
.;[reamline portrait similar to Figure 6.4.1 (this flow is usually referred to
;IS 'Kelvin cat eyes', see Lamb, 1932, p. 225). If

I ~ ' ( . Y ' ,, .\->)/(AU/1,'2)

< ln(1 A )
rhc orbits are closed and periodic. Since the flow is integrable we can
concludc that a material line marked in the flow will stretch linearly. Also,
c\ery segment of a streakline fed into the flow will stretch linearly.
Howevcr, as we have seen in similar examples (Example 2.5.1) the
streaklines can be quite complicated. This flow is reconsidered in Chapter
8. Section 8.3.

E-rumple 6.7.2

In the simplest case, the basic equations for the motion of point vortices
in the plane form a Hamiltonian dynamical system (Batchelor, 1967,
1'. 530). Thus if we consider point vortices of strengths r i , . K ? , . . .. K,,. with
y1), (.\-?, y 2 ) , . . . (.Y,,y,,) the instantaneous value of the
positions (s,,
\trcamfunction is

Since there is no self induced motion, the movement of the vortex of

strength r i i is equal to the velocity of the fluid at the point (u,, due to
all the other vortices. The result is




?r; '







'fhus, the system is Hamiltonian with a number of degrees of freedom

equal to the number of vortices. Note, however, that in this case the value
of It' (Hamiltonian)associated with a fluid particle is, in general, a function
01' time since it depends on the instantaneous positions of all the vortices
(contrast with previous example) and i t is not obviously clear that
invariants should exist. Clearly, nothing interesting happens in the case

1 40

Chaos in Humiltoniun systems

3fjust one vortex (one-degree of freedom) and that the case of two vortices
In the plane can be integrated has been known for a long time. In this
case, for example, the distance between the two vortices remains constant,
and details can be found in Batchelor (1967, p. 530), and various other
places. However, it was only recently that the case of three vortices in the
plane was shown to be integrable, and that a system of jbur, o r more
than four, vortices in an unbounded two-dimensional region is in general
chaotic (Aref and Pomphrey, 1982; for a review see Aref, 1983).

6.8. Homoclinic and heteroclinic points in Hamiltonian systems

As seen in Chapter 5 a point y is called hrreroclinic if i t belongs
simultaneously to both the stable and unstable manifolds of two different
fixed or periodic points. In Hamiltonian systems we have volume
conservation and this fact has important consequences in the behavior of
homoclinic and heteroclinic points (see Figure 6.8.1 ). Since the manifolds
are invariant sets (see Section 5.6) mappings of the heteroclinic point y
belong to the intersection of manifolds. The only difference now is that
since area is conserved, the shadowed regions of Figure 6.8.1 transform as
indicated (Area A = Area A ' ) ; a point in WYQ) moves asymptotically
slowly as it approaches the stable fixed point Q 8 ; the trajectory must
Figure 6.8.1. System of Figure 6.4.1 after a perturbation showing a transverse
heteroclinic point; the region A is mapped to A ' , the point y is mapped to y'.
The area of A is equal to the area of A ' . Some curves survive the perturbation
( K A M curves, see Section 6.10.2).
KAM curvc

of Humiltoniun systrm.s: Mrlnikoc's method


wander greater and greater distances normal to the stable manifold of Q.

Similar behavior arises from the stable manifold of Q. Similar behavior
arises from the stable manifold of P in the neighborhood of Q. Multiple
~ntcrsectionsoccur and other hctcroclinic points appear.' As seen in
('hapter 5 the
of' hotnoc+lit~ic.
undlor heteroc,linic points
is or1cJ of' the) ~rc,c+c~ptc)d
dqfit1ition.sof' c+h~~o.s.
Furthermore, transverse homoclinic points imply horseshoes (Smale Birkhoff theorem, Guckenheimer
and Holmes, 1983, p. 252).

6.9. Perturbations of Hamiltonian systems:

Melnikov's method
The method of Melnikov (1963) provides one of the few analytical ways
10determine the existence of intersections of stable and unstable manifolds.
I n this section we present the method in its simplest possible form (for a
more complete treatment the reader should consult Guckenheimer and
tlolmes, 1983, Section 4.5; generalization to systems with 11-degree of
l'recdom are possible).
Consider a system of the form
dxlrlt = f ( x )
with u


s ~.yZ),
. f = ( f'l.


+ r:g(x, t),



such t h i ~ tf is Hamiltonian

= ?H/?.Y?.

f'2 =


ant1 g = ( g I ,g 2 ) time-periodic but not necessarily Hamiltonian. Both f

a n d g are smooth. In this work we will identify f with a n Eulerian velocity

ficld and H with the streamfunction. Consider that the unperturbed system
I;: 0 ) has a hyperbolic saddle point H with a homoclinic orbit, q"'(u1, .uz)
= const. o r q"'(t), and with stable, W ' , and unstable, Wu, manifolds
surrounding a n elliptic point E as shown in Figure 6.9.1(~1).
Assume also
that the interior of the homoclinic orbit q"' is filled with elliptic orbits
q"', where r is a parameter ranging from 0 to 1. Denote by T(q'"') the
period corresponding to the orbit and assume also that
T+ x


ql"' + qlO).

Consider now the behavior of the perturbed system using a Poincari:

section with the period of g (see Figure 6.9. I ( h ) ) . It can be shown that
the perturbed system has a unique hyperbolic saddle point with stable
and unstitblc manifolds close to those of the unperturbed system. I f r,,
denotes n p:iriimcter which measures length along the unperturbed orbit,


Chuos in Humiltoniun systems

,e distance in the Poincare section between the stable. W:. and the
Istable manifold, W,",01' the pertlrrhed system is given by

here M ( t , ) is the so-called Melnikov's integral and is given by

F ~ g u r e6.9.1. ( t i ) H o m o c l ~ n ~orb11
c before p e r t u r b a t ~ o n(h)after
p e rttu r b a t ~ o n .
qcO),unperturbed manifolds

d(t,), distance between

perturbed manifolds

Behu~liornerlr elliptic points


'A '

is the wedge product, defined by

f A g=1'1<12-.1'2.1/1.
-Phcrefore the manifolds cross when M(t,,)= 0. I f the perturbation g is

y, = iC/c'r,, gz = -?G/?X,,
(he Mclnikov integral can be written as
M(to) =
n hcrc [

1 denotes


I H ( ~ ( O-) (,,)I,
( ~ ~ ( q ( ~-to),
) ( t t ) i dt

the Poisson bracket (Section 6.3).

The applications of this method are numerous. An example is discussed
In Section 7.2; problems are suggested in Sections 7.3, 8.3, and 8.4 (for
rcccnt developments see Wiggins, 1985a,b).
Thc relation between the information provided by the Melnikov
function and Poincare sections is not trivial. A measure of the 'extent of
chaos' is provided by the area A (Figure 6.8.1) which is the integral
o f the distance between manifolds. The dynamics of A governs the transport in the system. Such an approach was adopted by Leonard, RomKedar, and Wiggins (1987) and extended by Rom-Kedar, Leonard, and
Wiggins (1990).

6.10. Behavior near elliptic points

('onsider an integrable twist mapping in the neighborhood of an elliptic
point in the Poincare section ofa time-periodic Hamiltonian system, i t . ,

(Defining the \t,irlrliilg r~~rrnhcr.

or rotrrtiorl nurnhcr. a as c o i = 2x0, see
6.3.4a.b). According to the value of r., a(r.,,)can be a rational or irrational
number. If a(,;,) is irrational the trajectories wrap densely (in the
mathematical sense) around n torus, never intersecting themselves (see
Figure 6.10.1 ). On the other hand, if ~ ( t ; , )is rational ( =rrl:r7) the tr:~jectory
returns exactly to its initial position after III turns around the torus.
In the Poincari: section (Figure 6.6.l(h))the rational orbits (periodic)
produce a finite number of intersections with u circle (according to the
\:tlue of 1 7 ) . The intersections of the irrational orbits, also culled quasiperiodic, f i l l the circle densely.

Chuos in Humiltoniun systrrns


The central question is what happens to the twist map under a

perturbation of strength ,D such that
rn+I = rn + /d(rn3(',,)
O n + , = On 2na(rn)+ ,DH(Y,,
The perturbations ,f' and g are such that they are 271-periodic, area
preserving, and vanish faster than r as r tends to the origin.
Over the years several theorems have been discovered that produce a
fairly complete picture of the events that occur after the perturbation.
Three theorems will be described here and in chronological order: the
Poincare Birkhoff theorem, the Kolmogorov-Arnold-Moser theorem,
and Moser's twist theorem. The discussion is mostly qualitative.

6.10.1. Poincave-Bivkhoff theorem

This theorem describes the fate of the rutionul tori upon perturbations of
the twist mapping. A necessary condition is that a' # 0 (the prime denotes
the derivative with respect to r). Consider the integrable twist mapping
of Equations (6.10.2a,b). Select a radius r, such that o(r,) = m/n and an
initial angle 0,. After n mappings we get
0,, = Oo + n2na(ro)= 0, + n2n(m/n) 0, (up to 271)
ro = r,,.
On the other hand, in the non-integrable case we get, in general,
0,, = 0, n[2na(ro)+ ph(r,, Oo)l # Oo,
rn # ro

Figure 6.lO.l. Integrable twist mapping.


Behurior neur elliptic points


,+llcrc 1.1 is a perturbation and h(r, 0,) is some complicated but calculable
fullction that can be obtained as a function of the perturbations ,/'and q
in the non-integrable mapping (Equation (6.10.2a,b)).In general the point
( I , , , , ; , will return neither to its initial radial position nor to its initial
illlgular position. However, if both the functions h(r. 0,) and a ( r ) have a
Tilylor series expansion in r (condition a ' # 0) we can find a point 0,. I)(,
!]car the initial O,, r,, such that
2na(p,) + ,ull(p,, 0,) = 2n1~7~n.
Thus. for this value of / I ,we d o get 0 , = Or,, bur p,, # I),,. Since the same
i~rgumentholds for any 0,) we obtain a curve p,,(O) of points that are
mapped rudiull!'. Since this happens after exactly n mappings and the
%inding number is monotonic in the neighborhood of r,,, we can envision
rhar the circle corresponding to r, does not rotate and that the neighboring
orbits (r > r,, and r < %) rotate in opposite directions, as shown in Figure
6.10.2 (see Helleman, 1980, p. 185). Also. since the map preserves area,
not all the points belonging to the carve p,(O) can move inwdrd or
ouruard; some have to move inward and some have to move outward.
Also since the mapping is continuous some points d o not move at all (i.e..
tlicy cross the circle r, or in other words, they are fixed points) and due
to periodicity and conservation of area the number of such points has to
bc even. say 2k. Examination of the flow in the neighborhood of the fixed
points shows that k points are hyperbolic and k are elliptic (see Figure
0.10.2). Thus the Poincare-Birkhoff theorem (Birkhoff, 1935) tells us under
iin 1.1-perturbationthe rational orbits break into a collection of k-hyperbolic
Figure 6.10.2. Sketch used in thedescrlption of the Polncart-B~rkhofftheorcm.



Chuos in Humiltonbt~sv.stetn.s

and X-elliptic points. Such a prediction is confirmed by numerous computational studies. Note that this theorem does not say anything about the
irrational orbits.
6.10.2. 7he Kolmogorov-Arnold-Moser theorem (the K A M theorem)

The local picture of what happens to the ii.rlrtiorltr1 orbits in the neighborhood of an elliptic point is the context of the celebrated KAM theorem.
I t says basically that most of the invariant irrational tori of the integrable
system are conserved in the perturbed system. This theorem was outlined
by Kolmogorov (1954a,b) and proved by Arnold in a series of papers
starting in 1961. A detailed exposition is given in a very long paper written
in 1963 (Arnold, 1963). This paper gives probably the best account since
it gives background, examples, a non-rigorous heuristic derivation, and
concludes with the rigorous proofs. The results were generalized by Moser
in 1962 and subsequently by Riissman in 1970. As indicated by Arnold,
the proof is rather cumbersome and it is based on a very large number
of inequalities. The technical aspects of the proof go back to methods
developed by astronomers in the nineteenth century and, as indicated by
Kolmogorov, on earlier work by Birkhoff (1927) and a method of
successive approximations developed by Kolmogorov himself. Keeping
in line with the previous sections we will not attempt to reproduce the
theorem in detail here but rather give an outline of some of the central
ideas involved in the arguments.
Consider for simplicity an integrable Hamiltonian system with twodegrees of freedom i.e. the phase space is four dimensional. The
Hamiltoninn is of the form
H(p, q ) = HO(p)
with p = ( p , , p,) and q = (11,. ~ 1[the
~ results
can be generalized to a system
with N-degrees of freedom]. In this case the equations of motion take the
(with k = 1 , 2),
rlp,/t/t = 0
l/qh;l/t= dH1(p)/?ph,
i.e., p = constant. and
(with k = 1.21,
rlh= (dH1(p)/ipk)t 11:)
i.e.. the four-dimensional phase space contains an invariant two-dimensional torus which is characterized by two frequencies w , = dHU(p)l@l
and q = 8H'(p)ldpzwhich depend on p. As we have seen, if t he frequencies
are incommensurable, the trii-jectories never return to the initial position
on the torus (the motion is ciilled quasi-periodic or conditionally periodic).
Lct us suppose. for the monicnt. that indeed the freqi~encies(11, and ( 0 2

Behavior near elliptic points


are incommensurable, i.e., it is not possible to find integers k , , k2 such that

k , o , + k 2 0 2= k.w = 0 ,
k = (k,, k,) and w = ( o , , o,). In order to avoid the possibility
k . 0 = 0 it is sufficient to require that no relationship of the form f(w,(p),
c ! ) 2 ( ~ ) ) = 0 exists for arbitrary p. Taking the differential of the function
/((,),(p),coz(p))it is easy to see that a sufficient condition for incommensurability is to require
det(dwi/?pj) = det(t?2H0(p)/dpipj)# 0.
Also to avoid problems at the origin we require that 8oi/2pj # 0 at pj = 0.
Consider now a perturbation of the form (near integrable system),
H(P, q, p ) = HO(p)+ p H 1(P, q )
where H o and HI are analytical (Moser's contribution was to relax this
assumption by requiring a finite number of derivatives).
If the above conditions are met the phase flow in the four-dimensional
space is stable with respect to small changes in H . It can be proved that
given any p > 0 there exists 6 > 0 such that if the strength of the
perturbation is such that p < 6, the phase space of the perturbed system
consists entirely of invariant two-dimensional tori, except for a set of
meusure less thun p. Arnold's proof is constructive and requires an infinite
number of steps. One of the major dificulties is how to quantify the
influence of rationally related frequencies since terms of the form k - w = 0
appear as denominators in series solutions of the equations of motion of
the perturbed Hamiltonian system (this is the problem of the 'vanishing
denominators'). However, the central question is how important they are
to the overall picture. The answer turns out to be that they are not very
important and that the previous claim holds; the original tori of the
integrable system are not destroyed but merely displaced. The conditions
for the abundance of terms kew = 0 can be quantified by means of theorems
of Diophantine approximations. It turns out that for almost u11I0 randomly
selected frequencies w = (to,, . . ., to,), with oi real, the components are
incommensurable for all ks, k = (k,, . . . , k,), with ki integer. Almost every
(0 satisfies the inequality
/(k.w)l >, K / k / - "
where Ikl = ikll . . . Ik,l, I) = n + I , for all k, where K is a function of
(0(the quantity KIA\-"can be interpreted as a measure of the 'irrationality'
o f t h e frequencies w). Using these arguments it is possible to estimate the
mcnsure of the denominators that vanish.
Thc conclusion is that when p is sufficiently small, all tori corresponding
t o frequencies satisfying the inequality (6.10.3) d o survive." The great

Chuos in Humiltoniun systems

ijority of the initial conditions in the four-dimensional space are in fact

nditionally periodic. Note that in systems with two degrees of freedom
e presence of closed invariant curves precludes ergodicity.I2
The general picture obtained by means of uncountable computer
nulations (see Chapters 7 and 8) is that in fact tori survive for large
:rturbations although they gradually disappear (and eventually reappear)
itil no closed curves survive near the original ones.

6.10.3. The twist theovem

he KAM theorem tells us that there are many invariant tori (indeed a
t of positive Lebesyue measure) that do not disappear (if they satisfy a
ven set of conditions they do not disappear). The Poincare-Birkhoff
eorems tells us what happens to the rational orbits that disappear. The
iist theorem (Moser, 1973) is, in a loose sense, the reverse of the KAM
onsider that a(r) is Cs (s > 5),13 la'(r)l > 0, on an annulus of radius r,
< r < b, and that the perturbation is C" close (in the sense of a C h o r m .
he C b o r m is defined as the maximum of the absolute values of the kth
irtial derivatives, 0 < k < s). Then:
:i) a torus survives in u < r < b
ii) the perturbation is a twist mapping on the perturbed torus
ii) the radius of the torus satisfies
(a(r)- (mln))> Cn-2.5
)r all integers m, n (C is a constant).
lote that the inequality (6.10.4) is a consequence in Moser's twist theorem
nd an assumption in the KAM theorem. In the KAM theorem we select
specific perturbed orbit that satisfies some conditions (e.g. the inequality
5.10.3)) and conclude that it survives. In the twist theorem we focus on
n annulus where the perturbation is small and conclude that there is
)me torus which satisfies inequality (6.10.4).

6.11. General qualitative picture of near integrable chaotic

Hamiltonian systems
Ye have discussed what happens to the general picture of an integrable
lamiltonian system (Figure 6.4.1) containing two hyperbolic points
onnected smoothly by their stable and unstable manifolds encircling one
table elliptic point. Under perturbations the stable and unstable manifolds

Near integruble chuotic Humiltoniun systems


intersect transversally and a complex picture appears near the hyperbolic

points. We have also seen what happens under perturbations near the
points. Some orbits disappear, the 'most rational' tori first, each
giving rise to a string of elliptic and hyperbolic points with their own
stable and unstable manifolds. These points produce in turn a picture
similar to the general integrable system (Figure 6.4.1 ) and under perturbation a picture similar to Figure 6.8.1. Simultaneously, within the elliptic
points the picture is as Figure 6.10.2 and repeats itself in the newly formed
points. K A M curves break up into islands exhibiting the same
structure at all length scales (self-similarity) suggesting the applicability
of renormalization methods.14 A qualitative picture of the phase space is
shown in Figure 6.1 1 . 1 . We expect this picture to he churucteristic of' ull
rleur-irltegruhle chuotic Humiltoniun sysrems. Such a prediction is confirmed
by numerous computational studies, regardless of the formal details of
the models.
The Poincare section is a display of the behavior of the system to all
possible initial conditions. The picture represents phenomena with multiple
time and length scales (e.g., islands corresponding to high periods take a
long time to form in a computer experiment). It is important to recognize
that not all the phenomena might be displayed in the time scales of interest
(for example, in mixing we are interested in low period events).'"
Figure 6.1 1 . I . General picture of a near-integrable system.


Chaos in Hamiltonian systems

In this context it is interesting to anticipate the effect of such a phase

portrait on a line (Berry et al., 1979). Figure 6.1 1.2(a) shows part of the
manifold structure of a Hamiltonian system. A line is initially placed
horizontally passing by H,, E, and H,. After some time t the line is
Figure 6.1 1.2. Sketch of formation of tendrils and whorls; (a) shows part of
the manifold structure and orbits near the elliptic point E. ( h ) shows the
deformation of a line with an initial condition passing by H I I , , and E (broken
lines). In general, the stretching produced by tendrils is much more noticable
than the whorl produced by the elliptic point.


Near integrable chaotic Hamiltonian systems


&formed as indicated in Figure 6.1 1.2(b) forming both folded and

bcortical' structures (named 'tendrils' and 'whorls' respectively by Berry
t, ~ l . ) . Note
' ~ that if the 'experiment' is continued for a longer time other
higher period points will deform the line as well (for example, the elliptic
points, at a rate dependent upon both the winding numbers and the period
of the point). These effects will be felt at smaller scales and we can anticipate
&hods inside folded structures, whorls inside whorls, folds within folds,
and so on. This action is reminiscent of a turbulent flow.
problem 6.1 1.1

Elaborate on the differences between the stretching of a line in an actual

turbulent flow and Figure 6.1 1.2(h).
Problem 6.1 1.2

Criticize the Figure P6.11.2 representing the evolution of a line in a

Harniltonian system after the breakup of KAM surfaces.
Figure P6.11.2

\ material

line at

\ material
line at
time r


Chaos in Hamiltoniun systems

Much of the material of this chapter, especially in the first sections, makes
reference to classical mechanics and theory of differential equations and
dynamical systems. For an introduction to classical mechanics we suggest
Percival and Richards (1982). An excellent but more advanced treatment
is given by Arnold (1980). A modern encyclopedic treatment covering
quantitative dynamics and the three-body problem is given by Abraham
and Marsden (1 985). Traditional treatments are given by Goldstein (1 950)
and by Synge (1960). For the general theory of dynamical systems we
recommend the books by Hirsch and Smale (1974) and any of the books
by Arnold (Arnold. 1983; 1985) and the article by Birkhoff (1920),
which is a long but accessible account of the foundations of dynamical
systems with two-degrees of freedom written in the language of classical
Much of the material on chaos reviewed in this section can be found
in the recent books by Lichtenberg and Lieberman (1983), Guckenheimer
and Holmes (1983) and in the review article by Helleman (1980). The book
by Lichtenberg and Lieberman (1983) addresses primarily Hamiltonian
systems and is especially useful. Other general articles containing material
on dynamical systems and chaos are: Moser (1973) which is the main
reference for the twist theorem, and Arnold (1963) which is the main
reference for the KAM theorem. This last paper is especially recommended
in spite of its difficulty and length. A useful collection of classical papers
addressing chaos in Hamiltonian systems is presented by MacKay and
Meiss (1987). The Melnikov method is analyzed in detail by Wiggins
I Newton's second law for a particle of unit mass is:
d2x/dt = F
where x represents the position of the particle and F the sum of the forces acting
on the particle. Using standard techniques (see Hirsch and Smale, 1 9 7 4 ) the second
order system can be transformed into a first order system by defining q i = .Y, and
pi = d.c,,/dr. I f in addition we define the Hamiltonian H ( p , q )
H ( p . q ) =:lp12 + V ( q ) ,
which corresponds to total energy of a particle moving in a potential V . Newton's
equations can be written as
dq,/dt = c'lf/c'p,,
dp,/dt = i M / ? q , ,
which are known as Hamilton's equations (Goldstein, 1 9 5 0 ) . From a more general
viewpoint, in classical mechanics it is shown that Hamilton's equations can be derived
from Lagrange's equations which in turn are an extension of Newton's equations
(see Goldstein. 1950, for a complete discussion). It should be noted that although



there is no new physics involved. Hamiltonian theory often gives a much more powerful
itls~ghtinto the structure of problems in classical mechanics. Hamiltonian systems
with the hamiltonian even if the momenta and position are called reversible, i.e.,
1 For example, in an oscillating circuit with no resistance but containing a saturated
core, inductance can be described in terms of Hamilton's equations (see Minorsky,
l962. p. 62).
7 Note that in a steady two-dimensional isochoric velocity field the streamfunctions
;:~tisfics DGlDr = 0.
j A necessary condition is that the Jacobian d(p, q)/ci(l, 8 ) be equal to one.
5 Sincc finding the action-angle variables (often referred to as normal coordinates)
i\ ;i way of solving problems in Hamiltonian mechanics, much of the initial effort
111 thib area was focused on finding such transformations. assuminq their existence.
Thc general possible ways to accomplish this task are the subject of the HamiltonJacob1 theory (Goldstein, 1950, Chaps. 8 and 9). However, as it became clear in
rcccnt ycars it is almost always impossible to find the action-angle variablescorresponding
to a glvcn Hamiltonian.
6 Note that the action-angle variable transformation does not work o n the separatrix
(see Figure 6.4.1). For example a hyperbolic system dxldl = .u, dyldr = - y cannot
hc tr;insformed into a twist map.
7 According to Peixoto's theorem these phase portraits are structurally unstable in
the class of 1111 systems (for example if one allows a small amount of dissipation:
i.e., volume contraction). Note, however, that this takes usout from the classof
Hamiltonian systems.
X This has to happen even in dissipative systems and is thecontent of the 'A-lemma'. See
Guckenheimer and Holmes, 1983, Section 5.2; Palis, 1969.
0 The '7.-lemma' implies homoclinic tangles. The implications of infinitely many
~ntcrsectionsof the stable and unstable manifolds in Hamiltonian systems were pointed
out by Poincare in 1899 (see Arnold, 1963, p. 178)
10 Meaning all, except for a set of Lebesgue measure zero.
I I Ilistinguish clearly the assumptions from the conclusions; compare with the twist
I? The effects ofsurviving KAM surfaces on transport in Hamiltonian systems are discussed
by MacKay, Meiss, and Percival (1984). A tutorial presentation of these and other
matters is given by Salam, Marsden, and Varaiya (1983).
13 The condition C' ( s > 5) is not sharp (see Moser, 1973). This theorem was proved
by Moser in 1962 with s 2 333 and later improved by Riissman t o s 2 5; with additional
conditions it can be reduced to s 3.
14 A substantial review is given by Escande (1985). An application example is discussed
by Greene (1986).
15 Also. it should be emphasized that according to the values of the parameters, the
region ofchaos might occupy a very small region of the phase space. In most Hamiltonian
systems there is no sharp 'transition to chaos' and chaotic islands and bands surrounding
Islands of instability. sometimes too small to be detected by computational means,
may exist for any non-zero value of the perturbation. Examples are given in Chapters
7 and 8 . Sometimes the term 'transition to global chaos' is used to refer to the breakup
of thc last KAM torus.
I6 Note that the whorls can be produced in flows without vorticity and even in llows
without circulation (Jones and Aref. 1988).

Captions to color illustrations

Figure 1.3.4. Mixing of two immiscible polymers. The image-processed Fourier
filtered transmission electron micrograph shows poly(butadiene) (black and
light blue) domains in a poly(styrene) matrix (light grey). The black domains
correspond to the domains not connected to the boundary. The volume
fraction of poly(butadiene) is 0.312 and the average cluster size is 4.8 pm.
(Reproduced with permission from Sax (1985).)
Figure 1.3.5. Mixing below the mixing transition in a mixing layer, visualization
by laser induced fluorescence [the term 'mixing transition' refers to the onset
of small scale three-dimensional motion]. The experimental conditions correspond to a speed ratio U,/U, = 0.45, and a Reynolds number based on the
local thickness of 1,750. A fluorescent dye is pre-mixed with the low speed
free stream. Laser induced fluorescence allows the measurement of the local dye
concentration, ( a ) single vortex, (h) pairing vortices. (Reproduced with
permission from Koochesfahani and Dimotakis (1986).)
Figure 7.3.10. Manifolds corresponding to various values of p, (a) p = 0.3,
and (h) p = 0.5. ( c ) Magnified view ofthe stable and unstable manifolds of two
period-1 points for p = 0.5 (see 7.3.10(a)).The unstable manifolds of the central
point are shown in red, the stable manifold in yellow, the unstable manifolds
of the outer point are shown in green. the stable manifold in light blue. The
figure shows the results for 15 iterations. More iterations would make the
picture hard to visualize; the number of points in the manifolds of the central
point is 4.000, the number of points in the manifolds of the outer point is
2,000. ( d ) Magnified view of the manifolds near the transition to global chaos
(the figure corresponds to p = 0.38). Note that the manifolds of the central
and outer points intersect slightly. Compare with Figure 7.3.2. (Reproduced
with permission from Khakhar, Rising, and Ottino (1987).)
Figure 7.4.4. Comparison of Poincare sections and experiments (U,,, = 360"):
(a) Poincare section corresponding to 8 initial conditions and 1,000 iterations;
the symmetry ofthe problem produces a total of 16,000 points. (h) Experiments
corresponding to the stretching of a blob initially located in the neighborhood
of the period-1 hyperbolic point for 15 periods.
Figure 7.4.5. Similar comparison to that of Figure 7.4.4 except that I),,, = 180":
( a ) Poincare section; colored points reveal that the initial conditions 'do not
mix' even for a large number of periods, e.g., see magenta points; (h)
corresponding experimental result for 10 periods (blob initially located in the
neighborhood of the period-1 hyperbolic point). in this case, the blob does
not invade the entire chaotic region.
Figure 7.4.6. Comparison of two Poincare sections identical in all respects,
except that the angular displacement B,,, of the outer cylinder in case ( a ) is
165' whereas in case (h) it is 166'. The value of Oi, is such that !2,,/!2,., = -2.
The initial placement of colored points is the same in both cases.
Figure 7.4.7. ( u ) Location of periodic points, and (h) corresponding Poincare
section (O,,, = 180"). The crosses represent hyperbolic points, the circles elliptic
points. The period of the point is indicated by the color; green = 1. red = 2.
blue = 3. orange = 4. yellow = 5.. . . White results due to 'superposition' of
nearby points of different order.

Color illu.strutions
Figure 7.4.10. Poincare sections corresponding to the angular histories of
Figure 7.4.9: (a) square (O,,, = 180 ), (h) sin2, (c) sawtooth, and (d) Isin().
The initial placement of colored points is the same in all cases. Note that
whereas the large scale features are remarkably similar the distribution of
colors reveals some local differences.
Figure 7.4.1 1. Stretching map corresponding to square history and 10 periods.
The figures were constructed by placing two vectors per pixel and averaging
over 10' initial orientations. In (a)U,, = 180" and the white regionscorrespond
to stretching of greater than 50; in (h) O,,, = 3 6 0 and the cut-off value is
5,000. Figure ( a )should becompared with 7.4.8 and 7.4.5, (h)with 7.4.4(a,h).
Figure 7.5.7. An experiment similar to that of Figure 7.5.5 showing an island at
the point of bifurcation ( T = 48.2 s, displacement 970 cm, Re = 1.2, Sr = 0.08).
This structure is characteristic of a golden mean rotation speed.
Figure 7.5.8. Partial structure of periodic points corresponding to the system of
Figure 7.5.2(d), A = hyperbolic period-1; B =elliptic period-2; C = hyperbolic
period-2; D = elliptic period-4; and E represents a hole of period-1. Note that
the circles represent elliptic points and the squares hyperbolic points. The full
white lines connect two elliptic points to a central hyperbolic point; all three
points move as a unit. The broken lines connect two period-2 hyperbolic points
to a period-1 hyperbolic point; the two period-2 hyperbolic points were born
from the period-l hyperbolic point. The two period-2 hyperbolic points
interchange their positions after one period.
Figure 7.5.9. Illustration of reversibility in regular and chaotic regions. The
mixing protocol corresponds to Equation ( with a period of 30 s. ( a )
is the initial condition at which the vertical line is placed in the chaotic region,
while the oblique line is placed in the regular region. ( b ) shows the lines after
two periods. Note that the stretching and bending of the line placed in the
regular region is very small, and that the line is merely translated. On the
other hand, the line placed in the chaotic regions suffers s~gnificantstretching.
(0shows the state of the system after being reversed for two periods. Clearly,
the line in the regular region managed to return to its initial location
successfully, however, the line in the chaotic region loses its identity due to
the magnification of errors in the experimental set-up.

Color illustrrrt i o t ~ s

Color illustrations
Fig. 7.3.10

Fig. 1.3.5

Color il1u.strc1tiorl.s
Fig. 7.4.4

Fig. 7.4.6

('olor- illlr.stri~tior~.s

Fig. 7.4.7

Fig. 7.4.10

Fig. 7.5.8

Mixing and chaos in two-dimensional

time-perjodic flows

In this chapter we study fluid mixing in several two-dimensional timeperiodic flows. The first two flows the tendril-whorl flow and the blinking
vortex flow are somewhat idealized and admit analytical treatment; the
last two examples - the journal bearing flow and the cavity flow - can
be simulated experimentally.

7.1. Introduction
This chapter consists of two parts. In the first part (Sections 7.2 and 7.3)
we study in some detail two idealized periodic mappings, which can be
regarded, in an approximate sense, as building blocks for complex velocity
fields: ( 1 ) the tendril-whorl mapping (TW), and (2) the blinking vortex
flow (BV).' Both flows can be regarded as prototypical local flow
representations of more complex flows and they are simple enough so as to
admit some detailed analytical treatment. The analysis concentrates on:
(i) the structure of periodic points and their local bifurcations, and (ii)
the global bifurcations, or interactions among the stable and unstable
manifolds belonging to hyperbolic points. It is found that these simple
systems possess a rich and complex mixing behavior. Both mappings are
chaotic according to muthemutically accepted definitions. One of the
lessons to be extracted from the complexities encountered in the analysis
of these mappings is that there are practical limits to the level of probing
and understanding of the details of mixing in complex systems.
In the second part (Sections 7.4 and 7.5) we focus on two flows which
do not admit such a detailed treatment: (3) a Stokes's time-modulated
flow in a journal bearing, where we focus on the comparison between
experiments and computations, as well as the need for various computational and analytical tools; and (4) several kinds of low Reynolds number
cavity flows in this case we compare the performance of steady flows
with that of periodic flows and study the evolution and bifurcations of
coherent structures. Undoubtedly, many other examples and variations
will occur to the reader.

Tendril-whorl flow


should be clear that even though the examples presented here are
gc)vcrnd by the theory of Chapters 5 and 6, our problem is not simply
one of adaptation and much work remains. Possibly the most important
diffcrcncc between conventional dynamical systems studies and the work
here is that we are interested in the rate at which phenomena
occur. Thercfore attention is focused on low period phenomena since we
want to mix both efficiently and quickly. There is also the matter of the
area occupied by chaotic and 'non-chaotic' or regular regions. Presently,
there are no predictions of the size of the mixed and unmixed regions,
no thorough studies regarding the stability of the results with respect
to geometrical changes, and no indepth studies of the relationship of
the flow to the morphology produced by the m i ~ i n g . ~
An important question to keep in mind throughout this chapter is:
What constitutes a complete analysis or understanding of a mixing flow?
In the first two examples we follow a program such as the one outlined in
Table 7.1. A loose definition as to what constitutes complete understunding
is the following: A system can be regarded as 'completely understood',
from a practical viewpoint, when the answer to the n + I question in a
program, such as the one sketched in the table, can be qualitatively
predicted from the previous n answers. In the first two examples, since
we have an explicit expression for the mapping, we can accomplish a
substantial portion of the program. In the case of the journal bearing flow
we have an exact solution to the Navier-Stokes equations, but the Eulerian
velocity is not nearly as convenient as having the mapping itself. However,
there are number of avenues left for analysis and we exploit many of these.
In the case of the cavity flow we do not have a solution for the velocity
field and the comparison with computations and analysis has to be of a
less direct nature.

7.2. The tendril-whorl flow

Flows in two dimensions increase length by forming two basic kinds of
structures: tendrils and whorls (see Figure 7.2.1 ) 3 and their combinations.
In complex two-dimensional fluid flows we can encounter tendrils within
tendrils, whorls within whorls, and all other possible combinations. The
mapping we study in this section seems to be the simplest one capable of
displaying this kind of behavior. The tendril-whorl ,flow (TW) introduced
by Khakhar, Rising, and Ottino (1987) is a discontinuous succession of
extensional flows and twist maps. In the simplest case all the flows are
identical and the period of alternation is also constant. As we shall see

Table 7.1

Study of symmetries





Entirely analytical

Convenient to produce
symmetric Poincare

Can be used to
verify experimental

Can be exploited to reduce computational

time (e.g.. search of periodic points)

Location of pvr~odicpoints

Only in very simple cases Order one given by conjugate lines

Higher order obtained by
minimization/symmetry methods

Lowest order points most

important in rapid mixing

Stability of periodic points

Biiurcation as parameters
are changed

Possible in simple cases

Possible (orten only method

to obtain eigenvalues)

Regular islands surrounding elliptic

points (obstruction to mixing)

PoincurJ sections

Only in very
simple cases

Relatively easy

Long time behavior of the

system Tor all initial conditions

Only possible in
very simple cases

Can be done by placing a blob

encircling the point

Possible in simple cases

Relatively easy

Order one. or fixed points.

Order two
Order n
Locul unulysis

Glohul analysrs

Stable and unstable manifolds

associated with hyperbolic points
(order one, two, n ) .
Interactions between manifolds
Melnikov method
Liapunov exponents
Stretching of material
lines and blobs

Hard, purely accidental

Relatively easy
Hard for large stretchings

Relatively easy
Possible, especially in systems
with suitable symmetries

Formations of horseshoes

Possible in simple cases

Resolution might be a problem

but possible


Impossible in
chaotic flows

Streaklines hardest to obtain

Speed along manirolds is proportional

to magnitude of eigenvalueslperiod.
Degree of manirold overlapping
controls overall rate or dispersion.
Generally valid Tor small perturbations only:
convenient iranalytical expression for
homoclinic/heteroclinic trajectory is available

Relatively little information

about mixing (except streaklines)

Mups oj constunr propvrrivs

Striation thickness, etc.

Best route

Possible via image analysis

Useful to make
indirect connections

Tendril-whorl jlow


the simplest case is complex enough and can be considered as the point
of departure for several generalizations (smooth variation, distribution of
time periods, etc.).
The physical motivation for this flow is that, locally, a velocity field can
be decomposed into extension and rotation (see Section 2.8). Alternatively,
according to the polar decomposition theorem, a local deformation can
be decomposed into stretching and rotation (see Section 2.7).
In the simplest case the velocity field over a single period is given by
for 0 < t < Text,extensional part
= - CX,
0, = EY,
[', = 0,
where Textdenotes the duration of the extensional component and Trot
the duration of the rotational component. Thus, the mapping consists of
vortices producing whorls which are periodically squeezed by the hyperbolic
flow leading to the formation of tendrils, and so on. The function o ( r ) is
a positive quantity that specifies the rate of rotation. Its form is fairly
arbitrary and the results are, in a qualitative sense, fairly independent of
this choice. The most important aspect is that o ( r ) has a maximum, i.e.
d(o(r))/dr= 0 for some r. Nevertheless, independently of the form of w(r),
we can integrate the velocity fields (7.2.1) and (7.2.2) over one period to

fext(x, Y) = (xla, a ~ ) ,
frot(r7 6) = (r, 8 + A$),
where a = exp(~T~,,)
and A8 = -o(r)Trot/r, i.e., the point (x, y) goes to
(.K/z,ay) due to the extensional part, the point (r, 8), which corresponds
to (xla, ay), goes to (r, 8 + A8) due to the rotational part, and so on.
Figure 7.2.1. Basic structures produced by mixing in two-dimensional flows;
((I) whorl, ( h ) tendril.


Mixing und chaos in two-dimensionul time-periodic flows

We consider a rotation given by

A8 = - Br exp( - r).
We will investigate only a few aspects of this flow. A more thorough
analysis is given by Khakhar, Rising, and Ottino (1987), and especially
in the Ph.D. thesis of Khakhar (1986). As we shall see, due to the simplicity
of the TW map, we can calculate, analytically, up to periodic points of
order 2. A similar analysis can be carried out, in theory, for periodic
points of order n. The analysis is however, extremely difficult.

7.2.1. Local analysis: location and stability of period-1 and

period3 periodic points

The qualitative idea of period-l (or fixed) and period-2 periodic points is
indicated in Figure 7.2.2. The composition of the extensional and
rotational maps produces, in polar coordinates,
f(r, 8 ) = (r', tan - '(a2 tan 8 ) + A6(r1))
where f denotes the composition of (7.2.1) and (7.2.2), f = f,,,.f,,,, and
where r' is given by

At the period-l periodic point (see Figure 7.2.2) we have

f(r, 8) = (r, 8).
Figure 7.2.2. Pictorial representation of period-1 and period-2 points.

us denote the periodic point as p* = (r*, O*). Since r stays constant we


cos2 O*


+ r 2sin2 O*= I,

which implies
0* = t a n - ' (112).
~ l s o since
the initial and final angles coincide (up to an integer number
of rotations, 2nn),
0* = tan- l ( r 2tan O*) + AO(r*) + 2nn.


Simplifying, we obtain
Br* exp(-r*) = tan-'[(% - l/r)/2]

+ 2nn

n = 0 , 1 , 2 , . . . ,M

so that depending on the values of a and M we obtain a number of

diffcrent solutions. We consider for convenience only the case of M = 0,
and make B dimensionless by defining


B = tan - I [(a - ..I/a)/2]

so that the radius and angular position of the period-1 periodic points
are given by the equations:

O* = t a n - ' ( l l r )
r* exp(l - r*) = 1//3
Thus, thc TW mapping is characterized by two parameters: r and /3. We
noticc that the angular position depends only on a, the radial position
only on P. It is also easy to see that the origin is a fixed point for all
parameter values. For M = 0 (and < 1 + 477) there can be 0 ( p < 1 ),
1 (/I = 0, 1 ) or 2 (b > I ) periodic points. A graphical interpretation of the
equations is given in Figure 7.2.3. If M > 0 additional periodic points
might appear.
The local behavior of the period-1 fixed points is given by the eigenvalues
of thc linearized mapping evaluated at the point p* = (r*, O*),

= tr(Df)

+ ([:

tr(Df)I2- 1 ) ' 1 2 .

The mapping is
f ( s , y) = ((sir)cos A8 - ay sin At), (.u/a) sin AO + rg cos A0)
A0 = AO(r)


r = (s2/a2+ a2y2)1'2


Mixing und chuos in two-dimensional time-periodic flows


' [(')

] [(:)

cos AO - rg sin AO , ;

AO + zy cos AO
After some manipulations we get

, :

cos A ~ I zy sin AO

A 8 + ay cos A 8


This expression is valid for all choices of AO(r).For our choice, we obtain




where G is defined as
G = ( r - l / z ) t a n - ' [ ( z - 1/2)/2!(r*- I )
G = g(x)(r*- 1 ).
Thus, the character of the eigenvalues depends on the value of G. We have:
G >0
+ hyperbolic,
G =0
+ parabolic,
0 > G > - 4 + elliptic,
G = - 4 + parabolic,
- 4 > G + hyperbolic.
Based on the above analysis we can now study the sequence of (local)
bifurcations that take place as P is increased from zero for a fixed value

Figure 7.2.3. Graphical interpretation of the equation for location of period-l



no penod~cpoints


one period~cpoint

r two penodic points

r exp ( I - r )

of r (recall that the position of r* depends on

in Figure 7.2.4. If P exceeds 1

p). This is explained

+ 4n the situation is like Figure

At /l=
1 two period-1 points are formed at r* = 1 in the first and third
quadrant as shown earlier. Both points are parabolic since G = 0 in this
case. When /I becomes greater than 1 , each fixed point splits into two;
F ~ g u r e7.2.4. G r a p h ~ c a lrepresentation of bifurcation sequences; the p e r ~ o d i c
points are located at a n angle 0 = t a n l ( l / z ) ; the line is mapped by the
elongat~onalflow a n d twisted clockwise. T h e intersection(s) correspond to the
periodic points
material line

- ' after one p e r ~ o d

material line


period doubling


Mixing and chaos in two-dimensional time-periodic Jows

the two at radial distance r* > 1 are hyperbolic, while those at r* < 1 are
initially elliptic. Thus, at P = 1, r* = 1 there is a 'saddle-node' bifurcation
(Guckenheimer and Holmes, 1983, p. 1 56).4 As P is increased further, the
inner fixed point, which is initially elliptic, moves closer to the origin and
G becomes more negative. If g(cc)> 4, for 1) large enough, G = - 4 and a
second bifurcation takes place in which the elliptic point becomes parabolic
and then hyperbolic. In addition there are two additional period-2 elliptic
points. This bifurcation is called 'flip' or 'period-doubling'.
Assuming that cc and fl are large enough to have period-2 fixed points
we have
f2(p*)= p*
i.e., the following relations hold:
f(r7, 0:) = (r;, 0;)
f(r;, 0;) = (r?, 0:)
where (r:, 0:) and (r:, 0;) are the two period-2 points formed near r*, 0*
Figure 7.2.5. Creation of additional periodic points; the whorl formed by
rotation intersects the line 11 = tan-'(I/G()more than once in the quadrant
x > 0, y > 0 if the rotational strength fi is greater than 1 + 471.

material line

(by symmetry we can easily obtain the results, r*, O* + n).On substitutin
in the mapping, we obtain:
r* - r *, (cos2 O:/a2
a' sin2 0:)'l2

+ a 2 sin2 0;)'"

r* - r2(cos2
0; = tan- '(a2 tan 0:)
0: = tan- '(a2 tan 0:)
which can bc simplified to give:
tan 0: tan 0)

+ AO(r;)
+ AO(r:)

I/a2 +

An: = - (n/2 - 20:)

An: = - (n/2 - 20))
r) = yr?

and r , = litan 07, r 2= I/tan 0;.

Thc stability of the period-2 periodic points depends on the eigenvalues
of the Jacobian cf f 2 ( .). For period-2 periodic points we have
X I = f 2 ( x , )= f(x,)
and the Jacobian is calculated as
XI +X,


= Df(x,)Df(x )



Df2(x2)= Df(x, )Df(x2).

Aftcr considerable simplification, we obtain:


+ GIG2+ 2(Gl + G,)


A0)(x4 - I ) ( I - r))
z2(x: 1 )
At the birth of the period-' fixcd points r: =r:.
GI = Gz=G , and
G2 =

2 + G'


r , = r 2= r

so that

G' = G' + 4G.

A t thc flip bifurcation. G = - 4 which implies that G ' = O so that thc
Period-' points arc parabolic at their point of formation. For slightly

Mixing and chaos in two-dimensional time-periodic flows


F~gure7.2.6. (a) Rotat~onalstrength for transition of the periodic point from

as a function of the strength of the extensional
elliptic to hyperbolic,
flow, a, for per~od-land period-2 polnts. (Reproduced with permission from
of region in (u). The
Khakhar, Rising, and Ottino (1986) ) ( h ) Magn~ficat~on
broken line corresponds to u = 10.









4 period- l

region shown below


5 .o




- - - - ---





1 .o




Tmtlril-whorl flow


121-guvalues of /j we find that (;' < 0 and the period-2 points become
cIliptic. As /j is increased furthcr, depending on the value of x, a second
flip may occur in which the period-2 points become hypcrbolic and two
pc1-~od-4elliptic points are formed for each period-2 point. Let us now
a few aspects of the problem which are discussed in more detail
in Khakhar, Rising, and Ottino (1986). Some aspects of the bifurcation
behavior are summarized in Figure 7.2.6, where we have plotted flip
bifurcation values ( i t . , the value of /j at which the elliptic point becomes
hqpcrbolic) versus x for the period-l and period-2 elliptic points. Figure
7.2.6(h) shows a magnified region with the broken line corresponding to
2 = I0 (as is apparent from this figure the period-1 elliptic points do not
exhibit a period doubling cascade of bifurcations). A similar study, much
harder from an algebraic viewpoint, can be carried out for period-3
periodic points, etc.
7 . 2 . 2 . Global analysis and inrevactions between manifolds

Hcrc we consider some of the global bifurcations of the TW mapping by

stildying the interactions of the manifolds of the hyperbolic period-l
periodic points. Obviously, a similar study can be carried out for period-2
periodic points, etc.
From the point of view of mixing, the stable and unstable manifolds
prov~dcus with broad features of the flow and its ability to mix. As
indicated in Chapter 5 we obtain the locus of the manifolds by surrounding
the hyperbolic points by a circle of small radius made up of a large number
of points and convecting them by the flow. Forward mappings give the
unstable manifolds, backward mappings the stable manifolds (actually,
the result is a thin filament to the resolution of the graphics output device
which encases the manifolds). Obviously, in the case of homoclinic or
hetcroclinic behavior larger and larger portions of the manifold become
apparent with the number of iterations. However, given the limit of
resolution, and the fact that we can work only with a finite number of
points. a very large number of iterations is extremely hard to interpret.
The manifolds will not appear as continuous lines, which they are, but
as a series of disconnected dots.'
Far away from the origin (r + x ) the twist mapping acts as a solid
b o d rotation. The interesting behavior occurs for r < O i l ) ; the chaotic
bellavior is confined to a well defined region shown schematically in Figure
'.7.7. The flow drags outside material which enters via conduits around
the stable manifolds and leaves via conduits formed around the unstable
manifolds. For /I < I the mixing zone disappears and the flow is regular
(nlc,stlv) cv~rywhere.~


Mixing und chaos in two-dimensionul time-periodic flows

Figure 7.2.8 shows the manifolds of the hyperbolic period-1 periodic

points at r* > 1 (P, and P',in Figure 7.2.7) and the origin, 0, for r = 1.5
and two different values of P. The manifolds appear to join smoothly7
and the system has the classical appearance of an integrable Hamiltonian
system. At p = 1.075 the stable and unstable manifolds of P I join smoothly
with each other (similarly for P',) whereas the manifolds of 0 fly-off to
infinity. However, when fi = 1.099 the situation is somehow reversed: the
stable and unstable manifolds of 0 join each other and are confined by
the region of the stable and unstable manifolds of P I and P',, which also
join smoothly with each other.
Figure 7.2.9 shows the system at cx = 5.000 and increasing values of fi.
In Figure 7.2.9((1)the mixing zone consists of two compartments which
are isolated from each other. We expect that K A M surfaces surround the
elliptic points in the center of the islands. The picture changes in Figure
7.2.9(h), in which good mixing is expected to take place, due to the presence
Figure 7.2.7. Schematic view of mixing zone. Pi and P , are the outer period-]
points, P; and P2 are the inner period-1 points The large arrows show the
direction of transport along the stable and unstable manifolds.

I.ipurc 7.2.8. Manifolds associated with the central hyperbolic fixed point and
period-l points for various values of a and 1.(u) z = 1.500 and P = 1.075. (h)
r = 1.500 and /{ = 1.099. Note the change between figures ( ( I ) and (h; in (u)
P , forms a homoclinic connection; in ( h ) the central point forms a homoclinic
connection. (Reproduced with permission from Khakhar, Rising, and Ottino

Mixing and chaos in two-dimensional time-periodic flows

Figure 7.2.9. Same as Figure 7.2.8, but at larger values of r . In ((1) r = 5.000
and /j = 1.082. (h) r = 5.000 and /j = 1.595. Elliptic islands are expected
surrounding P; and P, in case ((1). In ( h ) the islands have been reduced in
size (note change of scale). (Reproduced with permission From Khakhar.
Ris~ng,and Ottino (19861.)

Tmdril-whorl flow


homoclinic and heteroclinic points (the manifolds have been only

p;lrtinlly drawn to make the picture understandable).
In summary, from the above analysis (which is not complete since the
ilnulysis pertains to only period-l periodic points, and even more, those
rc5tricted to M = 0 ) we anticipate that if the extensional flow is weak
(small x) the mixing will be poor for all /I (strength of the rotation). As
x is increased and for a large enough /I there are intersections of the
manifolds belonging to the outer periodic points and those of the origin
resulting in a single mixing zone. However, based on the results of Chapter
6, we know that the mixing zone is not truly homogeneous, and is expected
to contain islands around each elliptic point. Of these the largest are those
corresponding to the period-1 elliptic points. The size of the islands
decreases with increasing cr and &
7.2.3. Formation of horseshoe maps in the TW map

The above discussion indicates that the TW system is capable of

behavior. We know that a homoclinic intersection
implies the existence of horseshoe maps. It is possible to prove that the
TW system is capable of producing horseshoe maps of period-I. An
analytical proof of existence of horseshoes constitutes a proyf' of chaos.
We can show the existence of period-l horseshoes by the construction
sketched in Figure 7.2.10 (Rising and Ottino, 1985). We select a rectangle
with sides in a ratio x:l and with two corners being periodic points of
period-I. By selecting suitable values of P, and mapping forward, i.e., first
the extensional flow with p being the stretching axis and then the twist
mapping acting clockwise, we can produce vertical stripes. Then, by the
inverse mapping. i.e., first the twist mapping counter-clockwise and then
the extensional flow with x being the axis of extension, we can produce
hori/ontal stripes. Actual examples are given by Khakhar, Rising, and
Ottino ( 1 986).
Problem 7.2.1
Show that f,,,(r, y) = (sly, rp) in rectangular coordinates, and

f,,,(r, 0 ) = (r[(cos2 O/r2)+ r 2 sin2 OIL", t a n 1 ( r 2tan 0))

polar coordinates. Show that fr,,,(r,0) (r, O + AO) in polar coordinates,
fr,,(r,0 ) = (rcos A 0 - y sin AO, .Y sin AO + jt cos AO)
'I1 rectangular coordin:~tes.
Prmc that the point at r = 0 is hyperbolic

Figure 7.2.10. Horseshoe formation in the tendril-whorl flow. In ( a ) the

elongational flow acts first, followed by a twist clockwise. In ( h ) the tw~stacts
lirst, counter-clockwise, followed by the elongational flow. (c) Actual example
corresponding t o r = 10.000 and = 2.180.



out of

twist, ciockwise



twist, counter-clockwise


A' goes to A"

stretching,~,,< 0

Blinking vortex jlow


problem 7.2.3*

Inject particles in one of the conduits and study the distribution of

times in the 'chaotic' region. Interpret in terms of the behavior
of manifolds.

consider the flow o, = Gx,, o2 = KGx,. Can a function K = K(t) be

specified such that this system will give horseshoes?

7.3. The blinking vortex flow (BV)

This flow, introduced by Aref (1984), consists of two co-rotating point
vortices, separated by a fixed distance 2u, that blink on and off periodically
with a constant period T (Figure 7.3.1).8 At any given time only one of
the vortices is on, so that the motion is made up of consecutive twist
maps about different centers and is qualitatively similar to the cavity flows
studied in Section 7.5.9 When the two vortices act simultaneously, the
system is integrable and the streamlines are similar to Figure 7.3.2(a).
Figure 7.2.10 continued



Mixing and chaos in two-dimensional time-periodic flows

The velocity field due to a single point vortex at the origin is given by:
o,, = T/2nr
or = 0,
where T is the strength of the vortex. The mapping consists of two parts;
each of the form
G(r, 8) = (r, 8 + A8)
where r is measured with respect to the center of the vortex and where
the angle A8 is given by A0 = TT/2nr2. Placing two vortices at distances
( - a , 0) and (a, 0) in a cartesian co-ordinate system (Figure 7.3.1), the
complete mapping, in dimensionless form, is given by:
fi(x, y) = (ti+ (x - t i )cos A8 - y sin AH, (x - ti)sin A8 + y cos A8)
where ti denotes the position of the vortex i (i = A , B), A0 = p/r2, with
p = TT/2na2,and r = ((x- ti)2+ y2)"2 (distances are made dimensionless
with respect to u so that the vortices A and B are placed at ti = +_ 1). In
the following analysis we assume that the vortex at ti=,= 1 is switched
on first and that rotation is counter-clockwise.
In this case perturbations are introduced by varying the period of the
flow, i.e., by starting from the integrable case, p = 0, and increasing the
value of p. As we shall see there are several important differences with
the TW mapping: (i) in the BV both flows are weak'' (i.e., the length of
filaments increases linearly in time) instead of having a sequence of strong
and weak flows as in the TW; and (ii) the BV flow is bounded, i.e., material
is not attracted into the flow from large distances; and (iii) the flow is a
one-parameter system rather than two as for the TW map."
7.3.1. Poincari sections

Let us start the analysis by considering Poincare sections of the flow. In

the process of doing so, the virtues and limitations of such an approach
will become apparent: Poincare sections provide some of the information
about the limits of possible mixing, but in order to truly understand the
inner workings of chaotic systems, we are forced to examine stable and

Figure 7.3.1. Schematic diagram of the blinking vortex system.

Blinking vortex jlow


manifolds and to investigate the existence of horseshoes, etc. (see

Table 7.1).
Figure 7.3.2 shows Poincare sections, t = n T with n = 1 , 2, 3, . . . . for
different values of the perturbation p (Doherty and Ottino, 1988). For
~ 1 = 0 ,the system is integrable (see Example 7.3.1). As p is increased,
regions of chaos form first near the vortices, then in the center region,
until for p = 0 . 5 they occupy the entire region. Figure 7.3.3 shows a
magnified view of the Poincare section characterizing the motion near the
boundary for p =0.38, for a number of different particles starting at
different positions. Near the boundary between the 'regular' and 'chaotic'
regions we can observe a chain of islands of regular flow, each island
F~gure7.3.2.Poincare sections corresponding to 12 different initial conditions
for various values of the flow strength p : (a)11 = 0.01, ( b )p = 0.15, (c) p = 0.25,
( d ) jc = 0.3, ( e ) p = 0.4, and (j')jc = 0.5. A transition to global chaos occurs
approximately at p =0.36. (Reproduced with permission From Doherty
and Ottino (1988).)


Mixing und chuos in two-dimensional time-periodic flows

containing an elliptic periodic point. Between islands there is a hyperbolic

point, of the same period as the elliptic points, whose manifolds generate
heteroclinic behavior. In addition, in each island the elliptic point is
surrounded by a chain of higher period islands and, in theory, the picture
repeats itself ud infiniturn. The restriction to mixing imposed by the small
Figure 7.3.2 continued


Blinking vortex flow

islands appears only for long times (0(104)iterations) since they are of
high period.
With this as a basis, we explore some of the above behavior by focusing
on aspects of local and global bifurcations. The analysis is augmented
by computations of Liapunov exponents, 'irreversibility', and mixing
Figure 7.3.2 continued

Figure 7.3.3. Magnified view of boundary region for p

with permission from Doherty and Ottino (1988).)

= 0.38.



Mixing und chaos in rwo-dimensionul rime-periodic flows

efficiencies. In the last part of the analysis we use the mapping to compute
the evolution of the intensity of segregation which might be used to mimic
mixing times. Several other possible numerical experiments are suggested
and many others might occur to the reader.

7.3.2. Stability o f period-1 periodic points and conjugate lines

Figure 7.3.4 shows two candidates for period-I periodic points (or fixed
points). The simplest one is A ' . First, vortex A moves A ' to B' and then
vortex B moves B' back to A ' . There are many other ones: For example,
the point A " corresponds to more than one rotation due to vortex A , to
position B", and then less than one rotation due to vortex B back to
position A". I t is clear that if (s*,
j*)is a period-I periodic point of the
BV flow, then it is necessary that

To find the period-I points, first we map the x-axis by vortex A c-lockwise
und with hulf' tile trnyle. Then we do the same thing with vortex B but
i.e., one line is the mirror image of the other about
J = 0. The points at the intersection of the mapped lines, c~or!jugurelines,

Figure 7.3.4. Schematic representallon o f period-1 points.

period-] points

Blinking vortex flow


;ire the location of the fixed points (Figure 7.3.5(u)). The reader should
vcrjfy that this is indeed the case."
Figures 7.3.5(h)-(d) show the location of the period-l periodic points
for different values of the flow strength p . The periodic points are labelled
by integers n , , 11, which are the number of complete rotations of right
and left vortices respectively. At low values of ,u (Figure 7.3.5(u)) there
;ire many periodic points, all of which lie above the x-axis. However, as ,u is
increased (Figure 7.3.5(h))all but three intersections disappear, and finally,
;it high strengths (Figure 7.3.5(c))new periodic points are created, some of
w h ~ c hlie below the x-axis.
question to ask next is which of the periodic points are hyperbolic,
which are elliptic, etc. This entails the computation of the Jacobian of the
mapping and an analysis of the eigenvalues at each periodic point. As with
the T W mapping, we can write the trace of the Jacobian as

In this case G is defined as

C; 4 sin(O, + f12)[(A0,A0,

I ) sin(O, + 0 2 )+ (A0, + A0,) cos(0, + 02)]

Hence. the same analysis applies, as G is varied, but in this case the points
hove to be tested one by one. The analysis becomes cumbersome almost
immediately (which limits the anlysis to period-l points) and here we
describe qualitatively just a few of the major results.'" For example,
consider the outermost periodic point located at the centerline, .u = 0 and
j.> 0 (for additional details, see Khakhar, 1986). At low flow strengths,
0 ', the point is hyperbolic. As / i is increased the point becomes
parabolic at 11 2 15 and then elliptic (this kind of bifurcation is characterized
by ;in cxchange of stability and the birth of two fixed points of the same
period: the bifurcation is called 'pitchfork', Guckenheimer and Holmes,
19x3. p. 156). An analysis for the remaining period-l points yields the
follo\ving conclusions: If the graphs of the segments ni and ni are just
tangent to one another, at the point of formation the periodic point is
llli[i;illy p:irabolic, and on decreasing 11, splits into two period-l periodic
Pc"n[s. the one closer to the origin is hyperbolic, the other elliptic (see
G~lckcnhcimerand Holmes, 1983, p. 146).

7.3.3. H o r s e s h o ~mups in rhr B V flon*

have seen in Chapter 5 thcrc is :I relationship between homoclinic.'
behavior and the existence of horseshoe maps. I n :I simi1;ir

Mixing and chaos in two-dimensional time-periodic flows

Figure 7.3.5. ( u ) Schematic representation of conjugate lines; the intersection
between the lines corresponds to period-l points; the point P is mapped as
shown by the broken lines, (h) case corresponding to p =0.5, (c) case
corresponding to p = 3, (d) case corresponding to 11 = 10. (Figures (h) and
(c), reproduced with permission from Khakhar, Rising, and Ottino (1986).)


mapping counter-clockwise
with A812


mapping clockwise
with A812

Blinking vortex ,flow


Mixing and chaos in two-dimensional time-periodic flows

fashion as with the T W mapping it is possible to prove, by construction,

the existence of period-I horseshoe functions in the flow. The construction,
which is shown in Figure 7.3.6 is based on the existence of two nearby
period-l periodic points. These points and the streamlines of the flow
define a quadrilateral which is deformed as indicated in the figure forming
horizontal striations by the forward mapping and vertical striations by the
backward mapping. The superposition of the figures yields a period-1
horseshoe, and hence, the system is chaotic.14 A similar idea, discussed in
some detail in Section 7.5 can be used to examine experimental data.

7.3.4. Liapunov exponents, average ejfieieney, and 'irreversibility'

The Liapunov exponent calculated based on an infinitesimal segment

initially placed at X = x, and with orientation M = m, is given by1'

Computationally, we proceed in the following way: The length stretch of

an infinitesimal segment with initial orientation mi is calculated as (see
Chapter 4)

where f is the mapping

x, = f(x,- 1 )
mi = D f ( x i ~ l ) ~ m i ~ l / i . , ~ ,
where i i - ,is the length stretch in the i - l to i cycle. The total length
stretch, i.'"'. from i = I to i = 11 is

and since the period is constant. the Liapunov exponent is calculated as

the limit

F ~ g u r e7 . 3 . 6 . Horseshoe construction. The points A a n d B are periodic points.

In ( t i ) the right vortex ( r l acts counter-clucku~scfor t h o turns. then the left
\ o r t e \ . not shown. act:, c o u n t e r - c l o c h ~ i s c .in (11) thc lcl't \ o r t c \ acts c l o c h ~ i s c
lor two turns. then the r ~ g h tvortex ( r ) acts clockwise for two turns.


returns to A

period- l point


Mi.uing trnrl chtros in two-rli~~~c~n,siot~rrl


For the calculation of the efficiency we need the magnitude of D along

the path of the particle. In t h ~ scase it is constant for each half cycle and
is given by ( D : D ) ' = 2 ' '/r/r2.
('ompi~tntional results for both the Liapunov exponent (the positive
one) and the average efficiency arc shown in Figure 7.3.7. Both quantities
tend to a positive limit value for points initially located in the chaotic
reglon. the values being independent of the initial location and orientation
of the material clement."' As we saw in Chapter 5, positive Liapunov
exponents imply exponential rate of stretching of material elements, and
hence, good mixing. The computations in Figure 7.3.7 werc carried out
using over 50,000 cycles of the flow. The points were located close to one
of the vortices, so that prior to the transition to global chaos, the particle
is restricted to the chaotic region around the vortex. The behavior of the
Liapunov exponent is quite complex (Figure 7.3.7(rr));initially i t decreases
with increasing 11, and after the transition to global chaos (11 z 0.36)
increases with increasing flow strength. At higher values of , ~ i there is
another dip in the graph. Beyond / I 2 5 the calculations, up to a value of
/I = 15, show that the exponent increases slowly.
O n the other hand, the average efficiency, shown in Figure 7.3.7(h), is
better behaved and presents a single maximum. as might have been
expected based on the results of Section 4.5, with a value of ( e ) , = 0.16
at 11 = 0.8. The average efficiency seems to level off at a value (e), % 0.07
beyond / I 2 3 and the calculations indicate that it remains almost constant
up to /I = 15. I t is important to place the previous results in perspective.
From a practical viewpoint, 50,000 cycles is a very impractical way to mix.
The values obtained should be considered as a bound for the performance
of the flow.
Let us reconsider now the question posed in Chapter 2 about kinematical
rcvcrsibility of flows. Figures 7.3.8(rr) ( c ) show a line composed of 1 0 , o ~
points. The system is operated at , ~ i= I (the Liapunov exponent is
approximately 0.62) and the line is stretched by the flow for different
number ofcyclcs forward and then the flow reversed to its original state.
The computations werc done with a computational accuracy of lo-'.
Figures 7.3.8(rr) ((.) show the rcsults of forward and backward cycles
(17 = 5. 10, and 20, respectively). Each plot shows the initial line plus all
the points that fail to return it. A point is considered to have returned to
its initial location if it fi~llswithin a given radius of its initial location (in
this case 0.01 ). These resi~ltsarc not surprising: note that the round-off
error grows approximately as ( 10- ' exp[0.61(217)]). Thus, 17 = 5, 10, and
70, give errors of the order of 5 x I O F 5 , 2.4 x 1 0 ', and 5.9 x 10'9


I lgurc 7.3.7. ( ( 1 ) 1.lapunov exponent as ;I function of flow atrcngth I ( , ( I ) ) flow

c[ll~lcncq;I\ a function of flow strength 11. The different symbols corrcapond
r,, cl~ffcrcnt~al
~ n ~ t iconditions
and prccisions [ + x,, = (0.9, 0).+ x,, = (0.0.0 ) .
0)x,, (0.99,O) D, x x,,= (-0.99,O) D, C] x,, = ( - 0 . 9 9 , 0 ) ] ; D denotes
ci,,t~hlcprwclsion. (Reproduced w ~ t hperm~ssionfrom Khakhar. K~sing.and




Mixing and chuos in two-dimensional time-periodic flows

~i~~~~ 7.3.8, Stretching of a line by the blinking vortex operating at P = 1
for various number of iterations, ((0 n = 5. ( b ) n = 10, (c) n = 2, using
seven-digit precision.
._.- .....


, c..

- ."_----_-...._.-.._

.,.-.- ..--.--.-.-





. .-........





--.. .....--.,......




-. .

Blinking vortex jlow


7.3.5. Macroscopic dispersion of tracer particles

Figure 7.3.9 shows the clear advantage of mixing in the globally chaotic
region when compared with regular flows. First, a circular blob made up
of a large number of points (9,500) is placed at a given location in the
flow. which is operated at p = 0.8 for 30 cycles. In this case the flow is
reglllar and the blob is stretched linearly. Second, we place the blob in
the same location as the previous experiment but we operate the flow at
= 1.0 for 24 cycles. In this case the blob has been stretched in thin
filaments which appear disconnected due to insufficient number of points,
precisionof the graphics output, etc. Note that the actual time of operation,
!(N. is the same in both cases. The drastic difference can be explained in
terms of the Poincare sections of Figure 7.3.3. In Figure 7.3.9(b) the blob
lies outside the 'globally chaotic' region. When p is increased the region
grows, the blob finds itself inside the chaotic region and the mixing is
However, placement of blobs in the chaotic region does not guarantee
effective dispersion for short times and in fact, blob experiments
provide some evidence for the degree of connectivity of manifolds
belonging to different points. Consider the manifolds associated with
the periodic points corresponding to the intersections of n, = 0 and n, = 0
(see Figure 7.3.5).19 Figure 7.3.10 (see color plates) shows the stable and
unstable manifolds for increasing values of p (the manifolds of the periodic
point at s < 0 are not drawn but they can be inferred by symmetry). For
low flow strength, p = 0.1, the manifolds of the central periodic point seem
to join smoothly, i.e., if there is homoclinic behavior it occurs below the
resolution of the graphics device. However, the homoclinic behavior of
the outer fixed point is apparent. At higher values of the flow strength,
P=0.3. the homoclinic behavior of the central periodic point becomes
apparent while that of the outer periodic point increases in scale. At
11=0.5 there are heteroclinic intersections. More detailed computations
Indicate that the transition to global chaos occurs for p x 0.36 when the
K A M surfaces separating the chaotic region around each vortex from the
rest of the flow are destroyed and the outer manifolds intersect with the
central ones forming heteroclinic points (see Figure 7.3.10(d)).
7.3.1 1 shows the obstruction to dispersion when the system
Operates at a value of 11 = 0.5, which is close to the bifurcation value (see
manifolds in Figure 7.3.10). A blob is placed in two different locations
""d OPcratcd on for the same amount of time. Dispersion is very effective
region near the vortices but only a few particles wander to the


Mixing und chaos in two-dimensional time-periodic flows

Figure 7.3.9. Effect of regular and chaotic flows on a blob, (a) initial condition,
( h ) blob after mixing with p =0.8 and 30 cycles, and ( c ) blob after mixing
with p = I and 24 cycles. (Reproduced with permission from Khakhar, Rising,
and Ottino (1986).)

Blinking vortex flow


r c g i ~ noccupied by the other vortex. The Poincare section, Figure 7.3.2(J')

shows that, eventually, particles will cover all the region.20 However, the
process is very slow. Usually, we cannot wait this long.21
~ l t h o u g h ,during mixing, there is always a well defined boundary
separating the interior and exterior of the blob, it is hopeless to try to
mmpute the exact location of the boundary even for a modest number
of iterations (0(101-lo2)),and also, probably unnecessary. Having the
length of the boundary, L(t), allows the calculation of the intermaterial
area as tr,(t) x L(t)/area and an average striation thickness, s(t) x l / ~ , ( t ) . ~
In many applications one might be interested in a map of the distribution
of striation thicknesses in space, e.g., Example 9.2.1. A rough idea can be
obtained in several ways. For example consider a blob as before, composed
of many points. Consider also that we place a uniform grid on the flow
region grid size 6. Counting the number of points in each pixel
(or more conveniently color coding the results) gives an idea about the
uniformity of the distribution (this was done by Khakhar, 1986). Note
also that if the number of points in the blob tends to infinity and the pixel
size tends to zero we should see a lamellar structure.23
Some of the above concepts can be quantified by the following

where C is the concentration of points in the pixel and the angular brackets
represent a volume average. Since I is reminiscent of the intensity of
segregation (Danckwerts, 1952) we will use this name. Figure 7.3.12 shows
an example of such a computation where the value of the intensity of
segregation is plotted as a function of pN. Even though the results of the
computations are specific to the grid size used and the initial location of
the blob. in most cases studied there is a rapid decrease of the intensity
of segregation. I t is possible however, for the particles to be 'demixed' at
short times. The curve corresponding to 11 = 0.5, which shows an apparently
anonlalous behavior, can be explained in terms of the restrictions imposed
the degree of overlapping of man~folds.Recall that in this case during
the first stage of mixing the particles are dispersed in the region near the
"Orticcs ;111dI decliys quickly. In the second stage, however, the dispersion
Of the ~;~l.ticlrs
is controlled by transport through the cantori. and 1
slowly. as marc and more particles leak through the gaps of the
1.egio11s.At higher flow strengths (1, > 0.5) the restriction is hardly

F ~ g u r e7.3.1 1 . Obstruction t o dispersion of blob d u e t o poor communication

of m a n ~ f o l d sa t 11 = 0.5 after 25 cycles of the flow. Placement a s in ( a )a n d ((,)
results in dispersion indicated in ( h ) a n d (d). respectively (see Figure 7.3.10
a n d compare with 7.3.2. (Reproduced with permission from Khakhar. Rising.
a n d Ottino (1986).)


.. , .


. . .. , . . . ' :
. . , .
, , :,
... . . . .
. . . .
.. . .. . . . . . :
,. . ' '
. . . .. . . . ., , :.. . , ..... . .. .: >.
. . , . . . . .. , .. . .. . .
- *
. .. .
. . .
-. ,,. <..;,:..,
. :... . .



. (

. . . . . . . .

,; ,
. ;.. '.
, ,
. . . *. : . ,. ...... :*,, :.I,;,;,:.. ...
.\ , . . . . . .
. . . .. ., .....,;. . .-.. . .:. . '.:. . .. .
.:. .
., .. .~ . ,. ..,.,
;.:;,;; .,, :
. . . .
. , . .. ., ..
..., ., . .
... . . .. '. . . ' . .. . . .. ... . . ... .: ... ... ..\..., .(. . .
. . ,,.
. ~ . .. ..




I .


_ I j



.' , .



, ,

. .


' . ..








.. . : . . : . ,
, . : . ; : . -. ,.,.;..
. .

. .,

. . .,. ... .

I .


. .


.. ,

., ..
, .




.. ' , .

., , ,. .
... ,...: ' . .


.: .

- .

, .


*.<; ,

. ..

,,, .




Mixing und chuos in two-dimensionul time-periodic flows

noticable. In the same spirit as standard experimental determinations we

can define a mixing time as the time required for I to be within 5% of
the asymptotic value.

Example 7.3.1
Rather than perturbing the integrable system of Figure 7.3.2(a)by turning
vortices on and off in a discontinuous manner, consider the situation of
Figure E7.3.1 where the system of two co-rotating vortices is perturbed
by a linear flow

where K and/or G are time-periodic. Let us consider a few aspects of this

system using the Melnikov technique (Section 6.9). Consider two types
of perturbations: ( a ) flow strength (G), and (b) flow type ( K ) .

Figure 7.3.12. Decay of 'intensity of segregation'. (Reproduced with permission

from Khakhar, Rising, and Ottino (1986).)

19 1

Blinking rortex flow

I Igurc 7.3.1 3. Schematic rcpre\ent:ition of Gibbs's argument regarding mixing

rc\cr\~biliy(ace Endnote 23).


base flow


Mixing and chuos in two-dimensional time-periodic flows

The streamfunction corresponding to the integrable case is


(ln[(x - 1)'

+ y2] + In[(.u + 1)' + y2])

and the corresponding velocities are:

+ +

If we denote (x - I ) 2 y2 = Dl, (x 1 )' y2 = Dl, then DID, = 1 on the

homoclinic orbit t,h0 associated with the central hyperbolic point. The
evolution o f a point (r, 0 )belonging to the homoclinic orbit isgoverned by
drldt = - r sin 20,

dOldt = r2 - cos 20,

which can be integrated to give

0 = tan- '(tanh t),

r = (2/cosh t)'12,

or, in x,y co-ordinates

.u = 2''' cosh tlcosh 2t,

y = 2'" sinh tlcosh 2t

These are the parametric equations of the homoclinic orbit *O. In order
to set-up the Melnikov function, we need to evaluate f = (f,, f 2 ) on
$O[f($O(t)]means the velocity of a point belonging to 4'). In this case this
happens to be
sinh t(l 2 cosh2 r )
, f l = - 2112
cosh2 2r

1. - 2112 cosh t(l - 2 sinh2 t )

. 2 -

cosh2 2t
We need now to account for the effect of the perturbation 8, = Gx2,
g2 = GK.yI on the homoclinic orbit, i.e., (,flu2- f 2 y l ) evaluated on $O.
sinh r cosh t ( l + 2 cosh2 t )
sinh t cosh t ( l - 2 sinh2 r )
f i g , = Gf,y = 2G
cosh" 2r

f 1 q 2= GKf1.y = -2GK

Consider now perturbations of the type G ( t ) = Go(', + hhl(r)) when

11, ( t )=
c,, exp(ico,r). In this case the Melnikov's function is
MI ( t o ) = -Gob exp(icot,,)



2(K + I ) sin 2r
cosh3 2t

+ (K

I ) sinh 2r

cosh2 2r

Mixing in u journul beuring flow

hz(l) =


for a perturbation of the type K ( t ) = K,(u + d h 2 ( t ) ) where

1c,, exp(itu,,t) the Melnikov's function is

~ ~ ( l=
, , -) GK,d


2 sinh 2t
[ w s h 3 2r

sinh 2t

cosh2 2r

T ~ integrations
are cumbersome but it is possible to show that the system
homoclinic points (Franjione, 1987).
problem 7.3.1

Interpret p h y 4 ~ a l l ythe parameter p

prohlern 7.3.2

Examine geometrically the flow in the neighborhood of A and B in Figure

7.3.6. Is the flow hyperbolic'?

Problem 7.3.3*
Consider that a point u,, y, has not returned to its original location after
1:'. Study
n forward and 11 backward iterations if (x, - x,)' + (y,,
the fraction of points that d o not return for different precisions and different
value4 of i .

Prohlem 7.3.4*

Study numerically the assumption of random reorientation used in the

examples of Section 4.5. Introduce a blob of infinitesimal vectors and
compute the orientation distribution function as a function of time.
Prohlem 7.3.5*

AS a simple model for the decrease in striation thickness in the BV flow

assume that s = .so exp(-a(/i)n) where a ( p ) is given by Figure 7.3.7(u) and
% is or the order of 2tr. Assume that the intensity of segregation levels off
when s = c 5 l K where iiis the pixel size and K is a number of order 10'-lo2.
Calculate the values estimated in this way with the ones obtained in Figure
7.3.12. What is the best fit of K ? Develop a more sophisticated model.

7.4. Mixing in a journal bearing flow

In thih section we consider mixing in the flow region shown in Figure

7.4.1'' This case differs from the previous two sections in various respects.
111 this case we h;~vea n iinalytical solution for the streamfunction,
"d the system can be reali~edin the laboratory, emphasis will be placed
comp:~rison o f numerical and experimental results. Also, we will
Concentr:~teon understanding only a rew operating conditions rather than
;I ~ : ~ r i or
e tflows
~ in parameter space. The geometrical parameters
Of the \.stclll arc given in Figure 7.4.1 ; there are two gcomctricnl ratios:


Mixing untl chuos in two-dimmsionul time-periodic i1ow.s

Kill/Kouland ii/R,,,,,; under creeping flow conditions the streamline portrait

is determined by the ratio of angular velocities of the inner and outer
cylinders, Ri,l/R,u,.The numerical simulations are based on the solution
corresponding to the creeping flow case obtained by Wannier2%nd the
streamlines corresponding to various cases of interest are shown in Figure
7.4.2(a) (ti).Thus, according to the operating conditions, the flow might
display one or two saddle points,2h and time-periodic operation might
give rise to homoclinic and heteroclinic trajectories. In what follows we
will focus, exclusively, on the case in Figure 7.4.2(~)."The parameter
values are R,,/R,,, = cS/R,,, = 0.3, and Oin/R,,,,= -2.
The solution corresponding to the creeping flow problem is given by
V4$ = 0. Since the problem is linear, the solution can be written as a
linear combination of the forcings of the contributions corresponding to
the inner and outer cylinders, i.e.,


$ = in(.^. ~ ) f l i+
, , $",l(.~>~ ) f i < , ~ l .
This suggests the adoption of a pseudo-steady state viewpoint for the case
in which Rin and R,,, are time-periodic:
4(x9 y , t ) = $i,,(-~,
y)Rin(O+ $0u1(.y3 .Y)fiout(O>
i.e. $I(\-,y, t ) is determined by the instantaneous ratio of Rin/ROut.
In order
Figure 7.4.1. Flow region in journal bearing flow and definition of parameters.
f i P denotes the approximate location of the period-l hyperbolic point.

Mixing in u journul bearing jlow


;\chieve this condition in the laboratory the acceleration terms in the

Nnvicr Stokes equation should be negligible. For a viscous dominated
f l , ~ ; ,i t . , a flow with characteristic pressure = O ( p V / L ) ,the dimensionless
version of the Navier-Stokes equation is

where Kc = pVL/p is the Reynolds number, and Sr = o L / V is the Strouhal

( V is characteristic velocity, V = 1 vinl+ vOut1,
with V,, = R i n R i n
and V,,,,,= RoutRout;
L is a characteristic length, say L = R,, - Rout;and
0 ) is a characteristic frequency of the motion of the boundaries). Obviously,
if both S r < < 1 and Re << 1 the flow can be regarded as quasi-static, and
time enters only as a parameter. From Re<<1 we get the condition
( V ; L ) < <v , , ~ ~and
from Sr<<1 we get o<<
V / L . Combining the two

Figure 7.4.2.Streamlines corresponding to various cases of interest. The vaues

of the parameters are: (a) R,,, = 0 , Ri,/R,,, = f , 6/R,,, = 0.5; ( h ) R i , = 0 ,
K,,, K ,,,, = j. 6,R,,, =0.5: ( c ) Ri,,Q,,, = - 2 , R,,,R,,, = 6/R,,, =0.3; ( d )
(I,, Q,,,, = 3.0, Ri,/R,,, = i, 6,R0,,=0.5.


Mixing unrl chaos in two-dimensionrrl time-periodic jlows


conditions requires that the time scale of the perturbation ( T = I

much larger than the time-scale of the diffusion of momentum, i.c,,
T >> L ' s . ' ~ The computations are based on numerical solutions of
dy:dt = - ? $ i ? s ,
dsldt = ?lC/i?y,
where R i n ( t and
) R,,,(t) act as an input to the system via Equation (7.4.1 1.
The first observation to make is that the streamfunction is i r n l o p c ~ ~ r t i ~
01' the uc~ruulspeed of the boundary. This implies that as long as t h e
velocity histories d o not overlap, i.e., R i n ( t =
) 0 whenever R,,,(t) # 0 2nd
vice wrsu. the results for different histories, R i n ( t )and R,,,(r), will be
identical provided that the angular displrrcements
oin= Qi,(t) dt
= R,,,(t) dt
are kept the same. This point is indicated graphically in Figure 7.4.3; all
discontinuous histories are equivalent to Figure 7.4.3(h) with suitable
R i n= const. and R,,, = const. Thus, for discontinuous histories the displacement Hi, or H,,, becomes an additional parameter (note that the ratio
R i n'R,,, determines flin0,,,; in what follows we specify the value of I),,,,,).
The second observation is that it is convenient to start operatio11 of
the system by moving the first cylinder only one-half of its total angular
displacement (see Figure 7.4.3). This results in symmetric Poincare sections
and savings of computational time. Figure 7.4.4 (see color plates) shows a
comparison of a Poincare section and an experiment produced by placing
a blob near the location of the period-l hyperbolic point (see Figure 7.4.1 1.
In this case the agreement. after just 10 periods, is reasonably good and
the blob invades nearly all the chaotic region with the exception of the
regular island.

, , ,+
Figure 7.4.3. Angular velocity histories: R,,(t), R,,,,(t). As long as the motion5
of the inner and outer cylinders d o not overlap and the displacements arc
kept the same, histories such a s ( a ) and ( h ) are indistinguishable and produce
identical results (e.g.. identical Poincare sections), Note also that the inlt~al
angular displacement is one-half of the total displacement. This results In
symmetric Poincare sections.'"






However, this kind of agreement is the exception nither than the rule.
nit h ally, Poincari. sections do not convey a sense of the structure existent
within the chaotic region and give no indication of the mixing rate. Figure
7.4.5 (see color plates) shows a similar comparison to that of Figure 7.4.4.
In this case however, after the same number of periods, the blob invades
only a small part of the chaotic region. A more careful analysis of the
poincare sections reveals part of the reason. Initial conditions, identified
by color, 'do not mix' due to poor communication of manifolds of low
order hyperbolic points, even for a large number of periods (see Section
7.3). However, color-coding does not solve all the problems and Figure
7.4.6 (see color plates) shows an example where this is indeed the case. The
figure shows two Poincare sections, identical in all respects except that in
Figure 7.4.6(u) the angular displacement, O,,,,, is 165 , and in Figure
7.4.6(b) it is 166'. A naive interpretation of these results, especially after
the discussion on tendrils' and whorls of Section 6.1 1, might suggest that
the mixing structure in both systems should be very different since ( h )
should produce whorls within whorls whereas ( t r ) should produce just one
large whorl (not taking into account the smallest islands invisible in the
photographs). Furthermore, if this were the case the results would also
indicate that extreme care should be exercised in experimental work since
an error of 0.6% could determine the outcome of the result. However. a
deeper analysis reveals that this is not so and these variations are unlikely
to be of any consequence in the experiments. Indeed it can be shown that
the rate of rotation within the large island is nearly a solid body rotation
and 'whorls' are not noticeable even for a large number of iterations. The
rate of rotation in the smaller islands is even slower and for all practical
Purposes they can be ignored in the stretching of lines placed in this region.
In most cases the motion within the regular holes does not produce
significant stretching (see experiments on reversibility in Section 7.5). It
is apparent that a thorough understanding of this system requires a
detailed analysis of rate processes. A first step towards this goal is the
location of manifolds associated with the hyperbolic points of various
Orders. In order to accomplish this we first need to locate the periodic
Points of the system.
An important consequence of the symmetry of Poincare sections (Figure
's4.3) is that the search for periodic points is o n r c l i r ~ ~ n ~ r i orather
t ~ t ~ l than
two-dimensional. Figure 7.4.7 (see color plates) shows the location of
Periodic points up to order 8 for the case of a discontinuous velocity
along with the corresponding Poincare ~ e c t i o n . ~The
' character
Of the points can be determined by examining the eigenvalues of the

linearized flow; the crosses represent hyperbolic points whereas the crl-clcs
represent elliptic points. Note that, as expected, the elliptic point5 kill
within the islands, and there is a heavy concentration of points near the
inner cylinder since the motion in the immediate neighborhood of the
cylinders has (nearly) circular streamlines and therefore, points of
orders are possible.
The rate of spreading of a passive tracer is controlled by the 1111\tnbl~
manifolds of the hyperbolic points and is roughly proportional to the
value of the eigenvalues and inversely proportional to the period of the
point. Figure 7.4.8(u) shows part of the manifolds associated with perrod-I
points after five periods of the flow. Figure 7.4.8(h) shows the manrfolds
associated with four period-4 hyperbolic points and sixteen periods. Note
that the spreading is significantly less and that the period-l manifolds act
as a templurp for the structure of the system. A blob placed in the
neighborhood of the point is 'captured' by the low-period manifolds.
Indeed, Figure 7.4.5(h)(see color plates) can be regarded as an experimental
manifestation of this effect.
All the previous results, including those of the examples of Sections 7.2
and 7.4, were for the case of a discontinuous velocity history of the
boundaries. However, it might be argued that such a history is hard to
achieve under laboratory conditions and that smoother histories might
result in different phenomena; that is, the relevant question seems to be:
How different are the results if the histories are different'? Figure 7.4.9
pcr. pc~r.iorl.
shows several limit cases protluc,itly rltr s~lrnrwtrll displricet~~etzt
The main result insofar as Poincare sections are concerned is that the
results are remarkably similar and that the most important aspect of the
flow prescription is the period rather than its shape40 (see comparison
in Figure 7.4.10, see color plates). Similar results hold for other systems
such as the blinking vortex of Section 7.3.
The previous discussion suggests that most of the stretching, and
therefore mixing, occurs in the neighborhood of the unstable manifolds
of low period points. In order to investigate the regions of significant
stretching we adopt the following procedure: We integrate the equation
with F(X, 0) = 1
DFIDt = ( V V ) ~F.
for various initial conditions X and compute the stretching of a vector
with initial orientation M as
= (F.M(.
Figure 7.4.8. ( t r ) Manifolds c~ssociatedwith the pcriod-l hyperbolic point, thc
stretching corresponds t o four periods. ( I ) ) Manifolds associated with four
periocl-4 points. thc stretching corresponds t o sixteen pcriods (O,,,, = IXO ).

Mixing in u journul heuritzq flow



tinlr-prriollic flows
Mixing unti chaos in two-din~m.siot~ul

The ti~c~rri(lc)
.strctc,hirl(lis computed by averaging the stretchings produced
by all orientations. Figure 7.4. I 1 ( t ~ ) , ( h(see
) color plates) show the result,
o f such compiltations for a small number of periods. The white region
corresponds to large stretching (the cut-off value in ( a ) is 50, in ( b ) 5.0001,
The remarkable agreement of Figure 7.4.1 l ( u ) with the computations of
manifolds shown in Figure 7.4.8, and the experimental results of Figure
7.4.5, is further evidence that the manifolds of the period- I point pro1 ~ d e
a template for the stretching occurring in the flow (similarly, Figure
7.4.1 l ( h ) should be compared wth 7.4.4(a)). It is important to point ollt
that for a feu periods, say 5 or 10, it is possible to find initial conditions
such that the stretching in the chaotic regions is less than or comparable
to, that occurring in the regular regions. The results presented in this
section give an idea of the possible comparisons between experiments a n d
computations and should not be regarded as a complete analysis of this

Problem 7.4.1
Discuss the possibility of using the method of conjugate lines of Sect~on
Figure 7 3.9. V a r ~ o u sangular histories producing equal displacements.
square ( h )sin2. ( ( ) sawtooth. and (ti) s i n .
(a) square

( b ) sin2



( d ) 1 sin I

(c) sawtooth


7.3 to locate period-] periodic points in the alternating cavity flow and

journal bearing flow.

problem 7.4.2*
study the possibility and consequences of having periodic points with
tr& < - 2 in the journal bearing flow (Swanson, 1987).
problem 7.4.3
Consider that the angular velocities of the inner and outer cylinder are
of the form

= Rg,,(l

+ i: cos t u t )

is small. Show that the Melnikov function takes the form

M(t,) =
4 ) cos c f ~ t ,+ F,(tu. 4 ) sin (or,.

Compute the functions F, and E, (Swanson. 1987).

7.5. Mixing in cavity flows

In this section we present experimental results of mixing in several classes
of steady and time-periodic cavity flows. However, a number of general
remarks will be made regarding the comparison of analysis, computations,
and experiments. The experimental system consists of a computer controlled rectangular region capable of producing a two-dimensional velocity field in the x-y plane. The flow region of the experimental system is
rectangular with width W a n d height H (see Figure E4.2.3); the experiments described here were conducted in an improved computer-controlled version of the system described by Chien, Rising, and Ottino (1986)
(see Leong, 1990). The system consists of two sets of roller-pairs connected by timing belts driven independently by reversible motors, and two
neoprene bands that act as moving walls. The entire system is immersed
In a plexiglass tank which has a depth of approximately one foot and is
entir,ely filled with glycerine." By means of slots accompanying the rollers
and suitable partition blocks made of acrylic, the flow regions (Figure
'e5.1) can be adjusted in size to a maximum area of 5 inches by 5.5 inches.
(For details the reader is referred to Chien, 1986. and Leong. 1990.)
The tracer consists of a mixture of glycerine and a fluorescent dye and is
2-5 mm below the free surface of the fluid by means of a syringe (the
diffusion coefficient of the tracer in glycerine is of the order of
cm2 s ) .
The Reynolds number used in the experiments is the highest compatible
with two competing effects: creeping flow and two-dimensionality (i.e.,
absence of inertia and secondary flows)and minimum dye diffusion during

the time of the experiment. An order of magnitude calculation based on

diffusional effects gives a Reynolds number of order one."'
The cavity flow apparatus is used to study three classes of steady-state
flows and two classes of time-periodic flows. The steady flows are the
following: ( i ) the standard cavity flow (only one wall moving); ( i i ) a Ilow
in which the walls are moved in the same direction; and ( i i i ) a flow in
which the walls are movcd in opposite directions. The velocity of thc lop
wall is denoted as I.,,,, and the velocity of the lower wall is denotcd as
I~,,,,.Figures 7.5.2(h) (11) show the result of mixing a line of tracer pl:rced
vertically in flows (i) (iii) for equal amounts of time. In this case. thc (lows
are steady and thereforc, integrable. I t is apparent that the line is trapped
by the streamlines and, thereforc, the mixing is poor. Indeed, this is a
good technique for generating pictures of the streamlines of the steady
flows as shown in Figure 7.5.3(11) (d).
The two classes of periodic flows are: (iv) discontinuous operation of
the boundaries in a co-rotating sense, i.e., jumping between Figures
7.5.3(11) (c.) with I,,,,, = - I * ~ , ,=, U; the top and bottom walls move for a
time (1/2)T "; :and finally, (v). a periodic flow corresponding to wall
motions of the form
(7.5.l a )
I.,,,, = U,,,, s i n 2 ( ~ t l T , ,+, 2 )
L'h,,l= - Uh,,ls ~ ~ ~ ( ~ ~ / ~ ~ , (7.5.
, ~ 1 )b)
with equal amplitudes, U,,,, = U,,,, = U , periods TI,,, = T,,,, = T. and a
phase angle, r = ~ r / 2 . Thus
" ~ the system evolves smoothly in the direction

1.-igurc 7.5.1. f l o w region. The dimensions of thc cavity are W = 10.3 cm ancl
I 1 = 6.2 cm.





Figum 7.5.2. Stretching of a line placed vertically. a s shown in b).in v a r i o ~

steady flows ( b x d ) .The fluid is glyarim and the t r a a r is a fIUOXuamt dye.
The expcrimental.conditions arc the following: Re = 1.0 and the vetocitk~of
the top and bottom walls are ,o., =, o = 1.58 cm/s. In (b) both walls move in
the same direction, in (c) both walls move in opposite directions, and (d) only
the top wall moves. The total time of the experiment is 5 min.


M i x i n g und chaos in two-dimmsionul time-periodic flows

Figure 7.5.3. Instantaneous picture of the streamlines corresponding to the
prescription (7.5.I(a.b)). The experimental conditions arc: (11) r,,,, = U and
I.,,,, = 0. ( h ) r,,,, = -r, ,,,. ( c ) r,,,, = 0 and I.,,,, = - U . and (11) - 1 . ,,,, = r, ,,,. The
photographs correspond to the case U = 2.69 cm/s. The dimensions of the
cavity. constant in all the experiments. arc W = 10.3 cm and tI = 6.2 cm. The
Reynolds number is 1.7.

Mixing in cavity jlows


1,'igurcs7.5.3(t1), ( h ) , ((.I, (ti) and returns to (u) at the end of the period.
T as the governing parameter.
~'igurcs7.5.4 show the result of placing a blob as initial condition when
s?stcm operates in a time-periodic mode. It is clear that the periodic
,pcr.;~tionimproves the mixing (otherwise the blob would remain trapped

wc ,xgard the period

1,'igurc 7.5.4. I!volution of u blob of initial conditions originallq plucctl at th,

position \- -: 2.2 cm. !. = 3.1 cm (diitnictcr = 0.5 cm). Visualization is providcc.
by a fluorcsccnt dye dissoltcd in glycerine. excited by long-wuvc ~~ltritviole
light of 365 nm. The top and hottoni walls move according to the prcscriptior
of equation (7.5.1) with C ' = 2.60 cni s (Kc, = 1.7 and 0.05 < St. < 0.091. Th.
insti~ntwhen the top wall and hottoni wit11 arc moving
pictl~rcs;ire ti~kcni ~ the
at m a s i m ~ ~and
n i minimum (tcrol spccd. rcspcctivcly. The pictures corrcspont
to time period5 7': (111 15 s (a second blob. near the ccntcr of the cavity wa:.
added in this cube). (1)) 20 a. ( 1 . ) 25 s. and ( 1 1 ) 30 s: and to wall displuccnicn-(the distance travelled by the walls in one period). ( a ) 1612cm. ( h ) 752c.
I',) 951 cm. and ( t i ) 1452 cni. Note the symmetry in Figure (t0.

b! ,,,,~ll'ininpstrcanilincs). I t appears that. as compared with the journal

hcal-lllg 110%'. the cavity flow !nixes better and fewer periods arc necessary
to ;rchicvc significant mixing. However, this system is a bit more susceptible to experimental error due to corners and the flexibility of the belts.
Another significant difference is that there are no fixed hyperbolic points


Mixing tlntl chtros in two-rlit71et1,siontrItimr-periodic t1ow.s

in the velocity field and that we cannot properly speak of small perturbations with respect to steady flow.
An important difference with the previous sections is that in this case
there is no analytical solution for the velocity field. However, computations
based on a discretization of the velocity field provide only a crude picture
of the flow (e.g., exact location of periodic points, manifolds) and we are
therefore left with experiments as the main investigative tool. Therefore,
the experimental observations are limited to macroscopic structures, such
as islands, produced by mixing, and the question is how d o these structures
behave under change of the governing parameter (in this case T ) . Also,
any phenomena which are relatively long term (asymptotic)are not directly
observable, unless they form structures which are more o r less clearly
delineated from the start. As we have seen in the previous section, the
objects which can be detected are those with macroscopic spatial extent
and low periods.
The comparison between analysis, computations, and actual experiments
is not trivial and is often misunderstood. In theory there are always three
a cotnputer sitnultrted system, and an
systems; a t ~ ~ t r t h r n ~ t i t i system,
e.uperinlc~nta1system. However, it is naive to expect that all the information
extracted from experiments is easily obtainable from computations, and
ric8r w r s a . For example, asymptotic phenomena and sets with measure
zero are mathematical objects, and clearly a set with measure zero is not
observable by means of computations. The requirements for computational
observability are also different from those of experimental observability.
In general an object will be observable in computer experiments if it is
robust, i.e., relatively insensitive to round-off error, and if it occurs with
high probability, i.e., if its presence can be ascertained regardless of the
discretization choice (pixel size in the computer screen). O n the other
hand, an experimental system is fundamentally analog so that non-robust,
low probability events can be seen, though perhaps not easily repeated.35
. 2
Consider now a few experiments comparing the discontinuous and sin
histories (Equations 7.5.1 (a,b)). The comparisons reinforce the need for
careful experimental interpretation and point out some of the pitfalls of
improper and incomplete comparison. Figure 7.5.4 shows the state of the
system operating for various values of T under the prescription of Equation
7.5.I(a,b) (i.e. sin". The initial condition in all the experiments is a small
blob of t r a ~ e r . "In~ this case the system evolves from no holes to a rather
large hole for the highest value of T. Note that the large scale structures
of all cases are similar. By analogy with the previous section we might
conjecture that this is bec:iuse the initial stretching and folding is

cj(,mill;~tcdby low period hyperbolic points a n d their manifolds. T h e

additional folds which occur a s t h e n u m b e r of periods is increased a r e
indcc.d contained within the already striated region a n d very quickly the
l I I I ~ I c Lfolding
serves as a template for further stretching, a n d the structure
,,I,~ ~ shown
in the photographs is very similar t o the o n e observed for
l(,llg (illlcs. T h e holes ( a n d also the large folds) form 'coherent regions'
,\lllch c;Ln be followed in space a n d time: they a r e translated a n d deformed
b) tllc Ilow but conserve identity a n d d o not disappear u p o n further
,,1lk11lg.In terms of qualitative appearance. there seems t o be a n o p t i m u m
mi\.lllg at T = 20 s. Beyond that, a large regular region grows with
r h c mixing structures produced by the discontinuous protocol are
s u b ~ t : ~ ~ i t i adifferent
(Figure 7.5.5). A large hole is present at the lowest
c.aluc of T used in the experiments a n d the results of experiments placing
blobs inside a n d outside the island offer a nice demonstration of the speed
of mixing within the islands a n d in chaotic regions. In Figure 7.5.5(u) the
blob was placed inside the island; in ( h ) the blob was placed outside the
island: it is clear that the interior of the island does not communicate
uith the rest of the flow. An increase in the value of T decreases the size
of thc island and the best mixing is obtained a t approximately T = 58 s .
It thus appears that the t w o prescriptions, the discontinuous protocol a n d
the sin' protocol, give opposite results, a n d that the conclusions of the
prcLious section, robustness of Poincare sections (Figure 7.4.10) a n d s o
on. cannot possibly hold, since in o n e case we get hole-opening with
increasing T whereas in the other we get hole-closing with increasing T.
Houever. this is only partially correct. Indeed if the pictures a r e compared
at cjc~rrtrltlispltrc~rmentsper period, there is a region (values of displacements
In both flows) which produce similar results. Figure 7.5.6 shows a
comparison a t equal displacements for both prescriptions. G o o d agreement. in terms of similarity of large scale structures, is seen, especially a t
Ion \;dues o f T. However. both systems behave quite differently a t large
c.alues o f T.
T h e most important consequences of the coherence present in these
P1ctllrcs is that careful observations (video recording) allow the detection
of pcrlodic points. a n d that the evolution of the system through a series
of changes in the parameter T gives information regarding the bifurcations
Occurring in the system. Figure 7.5.7 (see color plates) shows a n example
ofabifurcation which would be hard t o capture in computer simulations. It
" l ~ \ \ . s the behavior of the island boundary at the time of island collapse.
result is a consequence of the b r e a k u p of the last K A M tori (rotation


Mixing trncl c-htios in two-ilirnm.siontrI time-prriotlic ,flows

Figure 7.5.5. Similar to I.'igure 7.5.4 ( K r = 1.2. 0.07 < Sr < 0.1 l ) except that
now the motion of the upper itnd lower walls is discontinuous: the top wall
moves from lcft to right for half a period and then stops. then the bottom
wall moves from right to lcft for half a period and then stops. and so on.
There is a five sccond pause between each half period to rcducc inertial cffects.
The pictures are taken at the end of the desired period. The pcriods T arc:
( 1 1 ) 34 s. ( h ) 34 s. ( 1 . ) 48 s. and ( t l ) 58 s: the corresponding displacements arc:
( ( I ) 1290 em. ( h ) 650 cm. ( 1 . ) 760 cm. and ( t l ) 1 100 em. Note that the structure
shown in ( u ) fits within the 'holes' left in ( h ) and that relatively little
stretching is observed in the interior of the island.

Mixing in cuoity jlows

21 1

of the island equal to o r multiple of golden mean). This type of

smc,oth visualization is consistent with what is mathematically predicted,
but i t is something which might be missed by computer simulations.
Figure 7.5.8 (see color plates) shows part of the structure of periodic
points corresponding to the system of Figure 7.5.4(d) and part of the
biful-cntions that took place up to this point. The entire system might be
v i s u u l i ~ ~asda sort of planetary system with the planets (hyperbolic points)


Mixing and chaos in two-dimensional time-periodic flows

Figure 7.5.6. Comparison of chaotic mixing between the discontinuous (Figure
7.5.5) and the sin2 (Figure 7.5.4) prescriptions, at equal wall displacement per
period. The initial condition is a blob of fluorescent dye located at x = 2.2 cm,
y = 3.1 cm. The conditions for the sin2 flow are the same as Figure 7.5.4 with
periods T: (hl) 20 s, (b2) 35 s, (b3)40 s; and corresponding wall displacements:
(hl) 752 cm, (h2) 1129 cm, and (b3) 1075 cm. For comparison with the sin2
flow, the discontinuous flow is started in the following way: the top wall moves
for (1/4)Tand the bottom wall moves for (1/2)T, and then the top wall moves
for (1/2)T, and so on. The other conditions are the same as in Figure 7.5.5
with T of: ( a l ) 29.2 s, (a2) 51.2 s, and (a3) 59.2 s; and wall displacements:
( a l ) 555 cm, (a2) 778 cm, and (a3) 1125 cm. In general, the results show some
similarity of macroscopic structures at low T (up to T = 25 s). Compare ( a l )
and (hl).

(a 3)


Mixing in cavity flows


and their moons (elliptic points) returning to their initial locations after the
periods characterizing the points.
wc have seen that the Smale horseshoe map involves the stretching
and folding of a blob onto itself. In the context of mixing in periodic
two-dimensional flows such a map has a clear physical significance: A
fine subdivision of the blob in the region initially occupied by the
blob. Obviously i t is desirable that the flow forms many horseshoes,
possibly interacting, in such a way that they influence a large region of
the flow. From the point of view of mixing it is desirable that they be of
(number of transformations needed to produce the horseshoe)
since we want to achieve mixing as quickly as possible, and also since the
domain of a high period horseshoe is usually small. The investigation of
horseshoes involves the superposition of forward and backward transformations with the initial location of the blob. The construction is similar
to thc one given in Sections 7.2 and 7.3. There are several properties
which must be verified in order to deduce the presence of a horseshoe
(Moser, 1973). All the conditions must be carefully examined. For
example, if the placement of the blob is not exact (and it actually never
is) the striations will be partially filled with the tracer. In such a case
the system might appear to violate some of the conditions (Chien, Rising,
and Ottino, 1986).
Chaos magnifies errors and one might wonder to what extent it is
possible to unscramble pictures such as those of Figures 7.5.4 and 7.5.5.
We anticipate that the configurations in Figures 7.5.2(~1)-(c),
which are
integrable, can be reversed within experimental error, and there have been
experiments showing that this is indeed possible in creeping flows (see
Bibliography, Chapter 2). However, we have already seen that this might
be impossible, even numerically, if the flow is chaotic (Section 7.3.4).
Figure 7.5.9 (see color plates) shows what happens to initial conditions
placed in the interior of an island and in a chaotic region (see Figure
7.S.4(tl)).Figure 7.5.9(h)shows the result of forward mappings and Figure
7.5.9((')shows the results of backward mappings. I t is apparent that the
line pl;lced in the hole undergoes relatively little stretching" and returns
its initial location. However, the line placed in the chaotic region
( ~ ' ~ ~ u m a bnear
l y a horseshoe) does not return to its initial location; every
'Irne the line passes by the horseshoe it is stretched exponentially and the
experimental errors are magnified. Apparently, two periods are enough
significantly the errors of this particular experimental system.
. w e have emphasized that the degree of smoothness achieved in these
'lctures would be hard to achieve in straightforward numeric,I' 1 simulations
bee Examples and 9.2.4). Consider now the experimental determination

2 14

Mixing und cthrios in two-rlimensionul time-periodic) ,flows

of a quantity that presents problems from a numerical viewpoint: the

estimation of the interfacial area generation (see Example 9.2.3). At the
same time, we will consider a feature of the experiments that we have
avoided mentioning so far. Even though the flow is two-dimensional, since
the camera is not a t infinity, the area of the initial blob appears to Increase
in the photographs until it occupies the entire chaotic region.38 Figure
7.5.10 shows the measurements of area and perimeter growth utilizing
image analysis for three different cases: a steady flow with one moving
wall, and the two time-periodic flows. Both time-periodic flows produce
exponential growth of the area, A , and the perimeter. P. Both A and P
follow approximately the same growth law, exp(Pt), with similar values
of 1: for the discontinuous flow /I%0.022 s - ' , for the sin2 flow
/j -, 0.01 9 s I. O n the other hand, in steady flow the growth of both A
and P is linear in time.
It is then clear that the actual fluid system provides a n alternative visual
tool, less controllable perhaps than a mapping, but with the advantage
that much of the behavior of the system can be directly observed,
particularly in the regions of hyperbolic sets. T h e smoothness and
regularity shown in the experiments a r e hard t o achieve in computer
simulations where finite pixel size (resolution)a n d round-off errors govern
the process a n d the regions often degenerate into pixel clouds by which
the underlying structure is o b s c ~ r e d . ~ '
Pvohlem 7.5.1
Using order of magnitude arguments obtain the optimal Rr for the above
experiments. Consider the lines stretch exponentially a n d use a n efficiency
of order 1 0 - ' 10-" Assume that the striations are unrecognizable if the
diffusion distances are of the same order of magnitude a s the striation
thickness itself.
Pvohlem 7.5.2
Justify the exponential growth of dye area in the experiments.
Pvohlem 7.5.3
Estimate the average mixing efficiency in the cavity flow
Problem 7.5.4*
Rationalize the similarity of the results obtained in 7.5.6 a 1 and bl.40

The first two sections are tin abbreviated version of the presentation given
in Khakhar, Rising. and O t t i n o (1986). T h e or~ginillpaper treating the


I I ~ ( I I . C7.5.10. Measurement of area growth and perimeter growth by image
;Inalysis The resolution of the image is 512 x 512 pixels and 256 grey levels.
.l.lls nlcasurcments are for three classes of flows: steady, with one wall moving;
(ll\contl~luous(Figure 7.5.5(d)):and sin2 (Figure 7 . 5 . 4 ( ~ time-periodic
~{,,rll tlmc-periodic flows produce an exponential growth (exp(Pt))in area. A ,
,Illtl pcrinictcr. P . with approximately the same exponent P. For the discont l l l , l ~ ) flow
~ ~ ~ fl 20.022 s - I . whereas for the sin2 flow P % 0 . 0 1 9 s ' . O n the
,,thcr hand. in the steady state flow the growth is linear in time.

sin2 flow


-8 m



time (s)


2 16

Mixing untl chuos in two-rlimen.sionu1 time-periodic ,flows

blinking vortex system is Aref (1984): the first treatment of the tendrilwhorl map is given in the paper by Khakhar, Rising, and Ottino (1986).
Preliminary results for both systems were given in various presentations:
The horseshoe construction of the tendril whorl system was given in
Rising and Ottino (1985, abstract only): several results regarding efficiency
of stretching were given in Khakhar and Ottino (1985, abstract only).
The material of Section 7.4, journal bearing flow, is based on the
presentation of Swanson and Ottino (1985, abstract only). A substantially
morecomplete presentation isgiveninSwansonandOttino( 1990).Thefirst
study of the journal bearing flow is the computational study of Aref
and Balachandar ( 1 986). Several nice experimental results are presented
by Chaiken cJt (11. (1986), however, most studies involve a very large
number of periods (order 10' and higher). Section 7.5, cavity flow, is
based on experimental results by Leong (Ph.D. thesis, University of
Massachusetts, Amherst); the original paper is by Chien, Rising, and
Ottino (1986). The relationship between analysis, computations, and
experiments is discussed by Ottino rt 01. (1988) in terms of the journal
bearing flow and the cavity flow. A related topic is dispersion in
Rayleigh Benard flows: even though there is a number of recent papers
in this area, the treatments of mixing are rather scarce (e.g., Solomon and
Gollub, 1988). A paper addressing mixing in the context of geophysics is
given in Hoffman and McKenrie (1985).

I Note that d u e to widespread usage the word 'flow' IS used in two d~ffcrcntways
throughout thls work: the first one in the mathcm;~ticnlsense consldcrcd in Chapter 6,
the second in the accepted fluid mechanical way. as for example, in the terms 'flow
field' o r 'fluid flow'.
2 F o r example. fractal d i m e n s ~ o n sin the chaotic regions. c o r r c l a t ~ o nfunct~ons.etc
3 These terms were defined by Berry 1.1 (11. (1979) In the context of quantum maps.
In practice. whorls arc hard t o obtain in most chaotic flows (see Section 7.4)
4 In a saddle-node hifurcation for area preserving systems. as the parameter of the
system increases the flow goes from n o fixcd points to two fixed points. one hyperbolic
and one elliptic.
5 This kind of limitation is common to moht of the computationi~lstildics described here.
6 Notice that there is efficient mixing in a rcglon where the flow is i~pproximatelylineaf
due to the ~ntcractionw ~ t hthe ol~tsldcflow. T h ~ should
be useful in understanding
mixing at the nl~croscnlcof turhulcncc. ~ h c r cthe f l o ~ arc.
s at some scale. linear
and Ianiini~r.
7 Statements like this must alwi~ysbe qualified by saylllg ' w ~ t h i nthe rcsolut~onof
the grnphlca o l ~ t p l ~ctc.'.
distribution of pcrlods, et'
X A g a ~ n .scvcl-al possible gcllcrali,;~t~onaarc posbihlc such
0 However. a n important diffcrcncc is that. near the origln. the cakltj flow hchavior
1s I,,, :
r wlicrcas it1 the hlinking vortex I.,, :I r .

A, \\c have seen In Section 4.6 this 1s a n indication that this flow might havc a n

operating period for which the efficiency 1s maximized.

I I ,lllolllcr diffcrcncc is that D: D diverges at the center of the vortices and the integral
,,('1). I) i\ ilnboundcd. By contrast. the energy d~ssipationin the T W mapping is
hchi~vcd.Nevertheless. the efficiency in the BV 1s well behaved.
13 A ,1111ilarconstruction can he used t o find the periodic points in the T W map. and
l l l , ~ ~generally.
of generalized bllnking flows (Rising and Ottino. 1985).
I 3 .rile ss:itlcr m ~ g h gtun
a n appreciation of the complexi:y ofchaotic systems by considering
rl1.11 ;I \iniilar t~nalysisapplies t o period-11 points, where 11 can be a very large number!
14 .l,lll\ idea was used in Rising and O t t ~ n o(1985).
15 .rile ~ - c ; ~ dshould
notice that in this case. since we d o havc a n expllcit mapplng.
r l l ~calculat~onis free of numerical errors which might arise d u e to renormalization
(see Lichtcnberg a n d Lieberman. 1983%p. 2x0).
16 Tllcrc arc still some questions regarding the computation of long tlme averages d u e
10 rhc finite precision nature of the computations. However, when the motion is
~ \ L I ~ I ' I C I C I I chaotlc'
and numerical prec~sionhigh (see Figure 7.3.10) the time averages
;ll.c c\lxctcd t o be reliable.
17 N ~ r cthat the accurate computation of length is not trivial: we can label points
at~tli l ~ ~ r o d u cadditional
ones if they become too separated and join nearby points.
s:~! I and i + I . by short segments to approximate the length. However. a s the number
of cvclcs increases we need to a d d polnts at a n exponential rate (see Example 9.2.3)
I X Thc.\c numbers are only approximate. Regular reglons a n d chaotic regions are intricately
c o ~ i ~ ~ e c tlcf d; ~.point gets 'trapped'in a regular region it remains there for a longtime.
I9 Althoi~phthe polnts arc elliptic at the point of formation they are hyperbolic for
~ h craligc of 11-value5 considered here
20 This is one of the reasons why 11 is convenient t o construct Poincare sections using
part~clcslabelled with a color representing the initial condition.
71 Thl\ suggests the need for transport studies in Hamiltonian systems. possibly using
rcnorlnitlizntion methods. a s indicated earlier. o r in terms of thedynamics of manifolds
Iscc I.1g. S.X.3.).
22 111 rhc nilmcrical experiments of Section 7.2.6 we can consider the line separating
two difkrent matcrlnls. Then if A is the area of the globally chaotic region and L(O)
the in~tiallength of the line. we can write A = L(O)s,, = L(/).\(/).where .\ is a distance
of the order of magnitude between the vortices. Thus. s ( t ) 2 I,(/) '.
23 It i h in~crcstingt o point out that J. W. Gibbs used a fluid mixing analogy, a regular
:lclually. to explain the origin of irreversibility in statistical mechanics (Gibbs.
1948). His argument was re-interpreted by Welander (1955) and is closely related
to the content of the previous sections. Although the argument is not entirely rigorous
it brings u p s o m e important issues a n d it is convenient t o repeat it here.
('("l\idcr home two-dimensional region with area H where we have placed a blob
11011-diffusive tracer with density 111=d,,l:drr). We consider that p(x. 1 ) = I if
bclOll@ t o the tracer region and p ( x . I ) = 0 anywhere else. The total mass of the
trilccr i l l K and the integral of the square density are both equal. i.c..
O 1 , ~ ~ ~ l ; ~ l

L i . d i 1 - M.


dil = M

"here .A1 is less than H. Given these choices. no matter how erective the mixing.
both thcsc quulitities remain equal ( t h e particles of the tracer always carry the same
. I
I). However. what happens if the resolution of the integration
tlii111 the striation thickness:' (see Figure 7.3.13). At this scale the density is
(il\ ,TI,, (5.4. nlld the square density.
= (i5ttt;ciA)'. Therefore the integral of

2 18

Mixing trnd chaos in two-tlimm.siont11 tinlr-periodic ,flows

but since iinl,'iiA cannot be equal t o one everywhere (since hf < K ) we conclude that

In other words. the density distribution becomes more honiogcncoi~sd u e t o poor

resolution. In this context mixing con be viewed a s the minimization of ( 1 1 ) ~In the
domain K .
24 This system has been experimentally built by C'haiken rr i l l . (1086) a n d Swnnson
a n d Leong, Ph.D. theses (in progress). University of Massachusetts. Amherst, 1986
25 Wannier (1950). O t h e r solutions were presented by Jeffery (1922) a n d Duffing
( 1924). Wannier's method is based o n a complex v:~riobletechnique and gives possibly,
l Rlvlln (1977):
the most man:~goblc solution. A solution also is presented by B a l l ~ ~and
this article considers also :I first-order inertial perturbation and indicates that the
streamlines are only distorted even for relatively large Reynolds numbers (0150)).
A related article focusing o n the some problem is Kazakin and Rivlin (1978)
26 Note that in creeping flow, the streamline portrait is independent ofthc actual direction
of rotation ofthecylinders (thus, ifthe b o u n d o r i e s ~ ~moved
in the oppositedirectlon,
all we need t o d o is reverse the direction of all the arrows). Note also that a s long
a s the flow is creeping. only the ratio R,,,!R,,,,, is important. not the actual value
of the velocities.
27 T h e experiments reported here have been obtained in n computer controlled apparatus
(Swanson. 1988). The most important design feature of the apparatus is that it
allowsforan unobstructed view of the flow region since the outer cylinder is rotated from
the 'outside' with 21 large bearing enclosing the outer cylinder. This is particularly
important in the case under study since the period-l hyperbolic point would not
be visible in conventional designs (see Figure 7.4.1). Observations are made from
the bottom of the apparatus. which is made of glass. The working fluid is glycerine
floated o n carbon tetrachloride.
2X This condition can be easily s~~tisfied
in laboratory experiments. see also comments
in Section 7.5.
29 Note however. that we can not prove that t i l l the points u p to this order have been
found; for example, it is possible that there might be more period-X points than those
shown in the figure.
30 T h e closest experimental studies are those of Ryu. Chang. a n d Lee 11986).
They focused exclusively o n steady flows. O t h e r related studies were conducted
by Pan and Acrivos (1967); a n d Bigg a n d Middleman (1974). Bigg a n d
Middleman studied laminar mixingoftwo fluids with different viscosities in the standard
cavity flow configuration, i t . , with only o n e wall moving. Pan a n d Acrivos focused
on tall cavities. f l l W > I . a n d streamline visualization for high Reynolds number
flows. Some of the results presented in this section. a n d n comparison with the system
of Section 7.4. can be found in Ottino er crl. (1988).
31 As a working fluid. glycerine presents some difliculties; its viscosity is not a s high
as it should be t o accomplish comfortably the condition Rc~ccI. However, by using
a transparent fluid we can check o n the two-dimensionality of the flow.
32 Both thc Reynolds number ( R c ) and the Strouhnl number (Sr). which are a measure
of the inertial efl'ects in the flow. ore kept low enough in the experiments as t o be
of no importance (in the computation of Kr ;uid S r the characteristic veloc~tyis
then a s 0 and thc chi~rncteristiclength a s ti' CV).

,: i.l l

l]lc c\pcrin~cntsi t takes some time for the motion to set in. (I([{'
1.) = 5 x I ( ) 2
,, n?irlinii/c trarl\ierlt effects uc uait for approximately 5 s betucen the
or tllc upper and lohcr bands.
;J ( ) I , , I ~ I L I \ ~ >thcrc
arc infinitely many other po\sibilitics for the motion of the ualls.
l O l ~\,iinplc.c\erl within the restricted (:lass of motions. Figures (7.5.1) and (7.5.2).
.,ill \ ; l r the relative amplitudes and direction of motion of the boundaries. the
,,ll;,,c ;lrlgle. time periods.etc.: only a few of these possibilities h a i c been explored to date.
~poirltsarc discussed in Ottino r f (11. (1988). Note that there is a factor of
35 .I
I,,,, error in the periods T reported in this paper.
7 h h,,rc ll1'1t if the flow were not two-dimensional thc \ellmenth might cross in the
7 7 ssc,olllnlcnts in the pre\ioussection: i t is Indeed \cry hard to a c h i e ~ e situation
I,, I ~ I Cfo~.rnationof iisiblc uhorls in just a few periods.
38 -1 , , l l i ~ i l ; ~indicate\
~ ~ ~ ) n that for our system the camera & i l l be unable to detect striations
,,llcl1 lilt> arc closer than 10 jlm. Alw. glowing effects and the (small) molecular
i l l l j , ~ \ ~ prcsent
durln? the time of the experiments contribute to the area increase.
I ~ ;II I I I \ I order approximation. these effects are proportional to the interfacial area
bcl\iccn IIIC trilccr and the clear fluid.
3') , ticiallcd ,tudy of breakup of islands in terms of area preserving maps. such
a\ those presented by Ottino elul. (1988), is given In the Ph.D. thesis by Rising (1989).
40 Boll1 flc)ws have the same symmetries provided that they are examined at suitable
time,. For our purposes a map M with inverse M - ' is said to be symmetric if there
exists a map S.with S? = 1. such that M and its inverse are related by M = SM-IS.
Thc \ct of points {x} such that {x) = M{x) is called thefixed lineof M. The symmetries
of time-periodic Hows can be easily deduced using rules from map algebra. Consider
for cxi~mplethe discontinuous history of Figure 7.4.9(a). Let the motion induced by
mo\ing thc top wall during a time I be denoted TI (i.e.. a set of particles {x) is mapped
to T,{x) at time 1). Similarly. denote by B, the motion induced in the cavlty by moving
the bottom wall. Sincc the How 15 a stokes flow and the streamlines are symmetric
with respect to the y-axis it follows that TI = S, TI-IS, and B,. = S, B,.-'S,, where
S, denote\ the map (x, y) -(-x, y). In this case the fixed line of S , IS the y-axis
~tsell.Furthermore ~f 1 = 1' then the top and bottom motions are related by
TI = S,B,-'S, and TI = R B, R , where R = S,.S, = S,S,, denotes at 180" rotation
(x. y ) (-x. - y ) . The symmetries of composition of Hows can be deduced by using
these rulcs For example. the How Fz, BIT,: 1.e.. a series of top and bottom wall
motion\, has symmetry with respect to the x-axis. F,, = S, F ~ , ' s whereas
the flow
G,,= H,, TI B,,; i.e.. a series of top and bottom wall motlons. but where observations
are made half-way through the bottom wall displacement. has y-symmetry instead.
Thi\ means that the Islands ~nthe flow are located in p a r s across the y-axis or on
the axis ~tsclf Note that a How can have more than one symmetry. For example.
the F,, flow can be written also as F,, = S * Fz; 'S* where the symmetry S * 1s given
S * S,T, = T l - l S , .The fixed line of S* 1s not obvious; ~tcorresponds to the mapping
of the xis wlth T , , ' ; that is. the inverse of the top wall flow wlth half the
displacement. In t h ~ case
the symmetry line is a curve (these ideas are developed
In the ;~rtlclcsby J . G Franjlone. C W . Leong. and J . M . O t t ~ n o'Symmetries
chaos' ;I route to effcctlvc mixing'. Phys. Fluids A . 1. 1772-83. 1989 and C. W.
Leon?. and J . M Ottino. 'Experiments on mixing due to chaotic advectlon in a cavity'.
F l l i l ( j Ihlech.. 209. 46.V99. 1989).

., -




Mixing and chaos in three-dimensional

and open flows

In this chapter we study mlxing in seheral three-dimensional fluid flou,

a n d open flows with varying degrees of complexity. W e stress qualitati\c
differences with respect t o the time-periodic two-dimensional case a~irl
focus o n the topology of the flows a n d in their mixing ability.

8.1. Introduction
S o far we have studied mixing in two-dimensional time-perlodic flows a n d
have seen that considerable theoretical guidance exists for this case. \2'ith
the exception of the tendril-whorl flow. in which fluid entered a n d left
through conduits. the systems were closed. W e now move t o the casc 01'
three-dimensional a n d o p e n flows. Seheral cases a r e discussed. T h e chaptcr
starts by analyzing mixing under creeping flow conditions in two continuous
mixing systems. In the first example the partitioned-pipe mixer the
helocity field is periodic in space: in the second example the eccentric
helical annular mixer - the velocity field is time-periodic. These two flc)\+s
a r e analyzed in some detail since they have many potential applications.
As we shall see, intuition based o n the two-dimensional case can bc
somewhat misleading in the understanding of three-dimensional flous in
general. T h e next example, discussed in less detail. includes inertial effcith
a n d corresponds t o mixing in a channel with sinusoidal walls. 1.11~.
treatment of this case, largely based o n the work by Sobey (1985). is
computational in nature a n d relatihely little analytical work is possible.
T h e next examples a r e of relevance t o turbulent flou,s. T h e first one of
this class is a perturbation o f the Kelhin's cat eyes flow, which is important.
as a first approximation. t o mixing in shear layers. T h e next exampic
considers the class of admissible flows obtained by constructing solutions
of the Navier Stokes equations by expanding the velocity field in a T q l o r
series expansion near solid walls. This example is of relevance to p e r t ~ ~ r b c d
flows near walls and has obvious r e l e ~ a n c eto turbulence. Finally, the la.;[
e x i ~ m p l e originally
d u e t o H e n o n (1966). is the analysis of mixing in a n

inviscid fluid by Dombre rr (11. (1986)and our presentation is largely based

on their analysis.

8.2. Mixing in the partitioned-pipe mixer

The partitioned-pipe mixer consists of a pipe partitioned into a sequence
of semi-circular ducts by means of rectangular plates placed orthogonally
to each other (Figure 8.2.1).The fluid is forced through the pipe by means
ofan axial pressure gradient while the pipe is rotated about its axis relative
to the assembly of plates, thus resulting in a cross-sectional flow in the
( r , 0) plane in each semi-circular element. We study the mechanical mixing
of a Newtonian fluid in the mixer when it operates under creeping flow
conditions. The expectation that the flow in the partitioned-pipe mixer is
chaotic is based on its similarity to the Kenics" static mixer which, as
was mentioned in Chapter 5 (see Endnote 24), resembles the baker's
transform in terms of its cross-sectional mixing (Middleman, 1977). Under
ideal conditions, each stream is divided into two in each element (see
Figure 8.2.2). The main difference between the two mixers is that the sense
of rotation of the cross-sectional flow is the same in adjacent elements of
the partitioned-pipe mixer while it is opposite in the static mixer.
8.2.1. Approximate velocity field
We consider an approximate solution to the fully developed Stokes flow
of a Newtonian fluid in the semi-circular compartment of an element of
the mixer under creeping flow. In this case the axial and cross-sectional
components of the velocity field are independent of each other and can
be considered separately. The axial flow is simply a pressure driven flow
in a semi-circular duct and in cylindrical coordinates is given by

where R is the radius of the pipe, and the average axial velocity (u,)is
8 - n2 C7p
4nZp ?z
where p is the viscosity, and p the pressure.' The cross-sectional
component is a two-dimensional flow in a semi-circular cavity, and is
given as a solution of


v4* = 0

Figure 8.2.1. Schematic view of the partitioned-pipe mixer; the length of the
plate is L.

Figure 8.2.2. Kenics" static mixer, idealized view of the system. Two streams,
A and B. enter segregated. After the first twist (clockwise looking from the

entrance) each stream is halved and joined by half of the other stream in the
second twist (counterclockwise); the process is repeated periodically. The
actual system is more complicated due to flows in the r , 0 plane, produced by
the twisting of the planes, and developing flows.

with the velocity field given by

The boundary conditions are

I ?*
$ = r ,,=o;

w = uR

for r = R , and O E [ O , ~ ]
for 8 = 0, n, and r E [0, R]

where 11, = u,(R).

An approximate solution to the above problem can be obtained by [he
method of weighted residuals (Finlayson, 1972). The streamfunction is
taken to be of the form


Z <m(rbrn(())

m= 1

where {a,) is a set of known trial functions which satisfy the boundary
conditions, and (5,) is a set of unknown functions to be found by solving
the differential equations, obtained by minimizing the residual over rhe
interior as in the Kantorovich-Galerkin method (Kantorovichand Krylov,
1964). The weighting functions in this case are the trial functions
themselves, and are taken to be
The one-term solution for the stream function for the cross-sectional flow is

where v = ( 1 1/3)'12- 1.
The streamlines for the different values of the normalized stream
function $* = ll//[4vRR/3v] are shown in Figure 8.2.3. The motion is
obtained by integrating the following set of equations which represent the
approximate velocity field
u = - - = /rl( I - rtJ)
sin 20

The above equations are dimensionless, with radial distances madc

dimensionless with respect to R, axial distances with respect to the length

Mixing in the partitionetl-pipe ntixer


of an element L, and time with respect to L / ( u , ) . The dimensionless

parameter /J. which we refer to as the tni.uittg strength. is defined as

and is essentially a measure of the cross-sectional stretching per element

(as opposed to axial stretching). The analogous parameter in the static
mixer is related to the pitch and aspect ratio of each helical unit.
Neglecting developing flows, a fluid particle 'jumps' from streamsurface
to streamsurface in the manner shown in Figure 8.2.4. The trajectory can
be obtained by repeatedly carrying out the following steps: integration
from the beginning to the end of an element, turning the co-ordinate
system by 90", carrying out the integration until the end of the next
element, and returning the co-ordinate system to its original orientation.

Figure 8.2.3. Streamlines for the cross-sectional flow in the partitioned-pipe

mixer for different values of the normalized stream function +*. Starting from
the innermost streamlines, the values of +* are 0.009, 0.031, 0.060, 0.091,
0.117, and 0.134.

Figure 8.2.4. Qualitative picture of a particle trajectory in the flow field of the
partitioned-pipe mixer; the particle jumps from streamsurface to streamsurface
of adjacent elements. The streaklines and particle paths coincide; in particular
they can not go backwards as in the system of Figure 8.3.3.

Mixing in the partitioned-pipe mixer


1t is clear from this procedure that though the particle path is continuous,
its derivatives are not, and this results in infinite stresses. However,
including the developing flows would significantly complicate the problem
(a flow involving smooth trajectories is analyzed in Section 8.3).

8.2.2. Poincare sections and three-dimensional structure

The flow in this case is periodic in axial distance rather than time (as for
example, all cases of Chapter 7), so that the most convenient choice for
the surfaces of section is the cross-sectional planes at the end of each
unit (consisting of two adjacent elements). Poincare maps are then
generated by recording every intersection of a trajectory with the surfaces
of section in a very long (ideally, infinitely long) mixer, and projecting all
the intersections onto a plane parallel to the surfaces. Every trajectory
intersects with each surface of section, and the Poincare map should
capture some of the mixing in the cross-sectional flow.
Quite conceivably, any set of cross-sectional planes separated from each
other by the length of a periodic unit could be used to generate a Poincare
section by this criterion. However, in all other cases it would not be
possible to exploit the symmetries of the mapping (which reduces the
computational effort by a factor of 8, Khakhar, Franjione, and Ottino,
Figure 8.2.5 shows the Poincare sections for the partitioned-pipe mixer
for various values of the mixing strength (1) = 2, 4, 8, 10). The velocity
field in the partitioned-pipe mixer is three-dimensional and it is important
to study the relation of the Poincare sections to the overall flow. We
visualize the three-dimensional flow by plotting Poincare sections at
intermediate lengths, which enables us to follow the progress of the KAM
curves through the mixer. In Figure 8.2.6 we have plotted these for /3 = 2,
for increasing values of the axial distance, z = 0.2,0.8, 1.4, 2.0 (notice the
asymmetry of intermediate Poincare sections). Each KAM curve then
the intersecton of a tube with a surface of section, so that the
tubes can be reconstructed by joining the KAM curves with their images
in neighboring Poincare sections by smooth surfaces (e.g., curve A in
Figure 8.2.6). The last figure in the series (8.2.6(d))gives the periodicity
various islands; apparently, the smaller islands have higher periods.
Notice also in Figure 8.2.6 that the cross-sectional area of the tubes is
"Ot constant. This results from changes in the average axial velocity in
the tube as it winds through the mixer; the total flow in the tube (average
velocity in the tube multiplied by the cross-sectional area of the tube),

Mixing unrl chuos in three-dimen.sionu1 and opetz jlows

Figure 8.2.5. Poincare sections for the partitioned-pipe mixer for various values
of the mixing strength P : ( a ) /I = 2.0, ( h )/I = 4. ( c , ) /I = 8, and ( d )/I = 10, Initial
positions for the different trajectories were placed on an (r-11) grid: eight
r-values uniformly spaced between 0 and I . and five 11-values uniformly spaced
between 45 and 135 . Each point was mapped for 300 iterations. (Reproduced
with permission from Khakhar. Franjione, and Ottino (1987).)

Mixing in the partitioned-pipe mixer

Figure 8.2.5 cotiri~~lrurl

Figure 8.2.5 corrtirrrred


Mi.uinq trntl chtros in three-tlinrensiontrl trntl open flows

1-igurc 8.2.6. Poincari. sections for P = 2.0 at intermediate lengths along n
pcr~odicunit of length 2. Notice the asymmetry of the PoincnrL; sections. (11)
z = 0.2. ( h ) := O.X. (c) := 1.4. ((1) := 2.0. The letter A in (11) through (11)
follows the same island down the length of the mixer (the reader might try to
follow the evolution of some of the other islands). The numbers in ((1) refer
to the periodicity of the islands. (Reproduced with permission from Khakhnr.
Frnnjionc. and Ottino (19x71.)

Mixing in the purtitionetl-pipe mi.uer

Figure 8.2.6 cotllitllrc~t/


Mixing anti chtros in three-tiimmsiontrl rrnd open flows

Figure 8.2.6 coniinuril

Figure 8.2.7. Schematic view of invariant tubes winding through the mixer.
According to Figure 8.2.6(1/) the smaller islands have higher periods (note
that axial length scale is different from that of Figures 8.2.1 and 8.2.4). The
cross sectional area of the tubes is not constant.

however, remains constant. A qualitative three-dimensional view of the

tubes is shown in Figure 8.2.7.
Obviously the tubes corresponding to the KAM curves are invariant
surfaces, and cannot be crossed by fluid particles. Consequently, the fluid
flowing in a particular tube remains in the tube and cannot mix with the
rest. Chaotic trajectories, on the other hand, wander in the regions left
free by the tubes on two-dimensional homoclinic manifolds. Chaotic
trajectories come close to r = R ; such a device should be efficient in mass
transfer operations between the bulk of the fluid and the wall of the tube.
We should note that the axial flow has a major effect on the Poincare
sections, and thus on the cross-sectional mixing. For example, the Poincare
section corresponding to plug axial flow (Figure 8.2.8(u))and the same
average axial velocity is quite different from the corresponding Poiseuille
flow (p = 2, Figure 8.2.5).Another parameter that has a considerable effect
on the Poincare section, and thus the mixing, is the sense of rotation in
the adjacent elements. The Poincare section (Figure 8.2.8(h)) for the
counter-rotating case, which corresponds to the configuration in the
indicates that the flow is chaotic over most of the
cross-section, and seems to mix better than the co-rotating case (/I
= 2).
It is not completely clear why this is so and a deeper study is required.

8.2.3. Exit time distributions

A pertinent question in open systems is whether or not the phenomena
described in the previous section can be captured by various types of
exit time distributions. In order to obtain an exit age distribution, we
calculate the trajectories and residence times for a large number of particles, initially distributed uniformly (on a square grid) over the crosssection at the entrance of the mixer.Vhe particles then represent a pulse
at the entrance of the mixer, and their exit age is found by integrating

along with the equations of motion.'

The exit age distributions for a mixer with I0 elements, and two different
values of P(2, 8) are shown in Figure 8.2.9, along with the corresponding
contour plots of iso-residence times showing the residence times of particles
based on their initial location in the cross-section. At low values of /I
(Figure 8.2.9(tr))when the rcgular islands are abundant and occupy much
Of the cross-section, wc see that the exit agc distribution has two peaks.


Mixing and chaos in three-dimensional and open flows

In some sense, the exit age distribution gives an indication of the inhomogeneity of the cross-sectional mixing: fluid streams in some tubes emerge
faster than others, and there is no mixing between the streams in the
different tubes. This is confirmed by a contour plot of iso-exit times and
it is possible to identify the regions responsible for the two peaks. At higher
values of the mixing strength, /? = 8 (Figure 8.2.9(/?)), the second peak
disappears, in spite of the rather non-uniform cross-sectional mixing
reflected in the Poincare section and the contour plot of iso-exit times.
In this case, some particles of the peak belong to the regular island, others
to the 'chaotic' region outside. In factjhe lowest residence time corresponds
Figure 8.2.8. (a) Poincare section for the partitioned-pipe mixer with plug
flow, (b) Poincare section for the partitioned-pipe mixer for counter-rotating
cross-sectional flows in adjacent elements. The initial positions of the trajectories
are the same as in the Poincare sections of Figure 8.2.5. In both cases, \\ = 2.
(Reproduced with permission from Khakhar, Franjione. and Ottino (1987).)


0 = 2.0

t l ~ cri1</iotl olrtsir/ii t/lcl i.s/rrr~r/.s.In this case. the peak is more spread out
and is shifted towards higher residence times. The results here show
some of the limitations of exit age distributions for capturing the complex
structure of the mixing in continuous flows. It is clear that residence
time distributions alone are insufficient for an analysis of the mixing.

8.2.4. Local stretching of' muteriul lines

Let us examine now if the Poincari: sections arc able to capture the details
of the stretching produced in the flow (only a few details of the an~~lysis
are given here: for a more complete treatment the reader should consult
Khakhar, Franjione, and Ottino (1987)).The total length stretch (In i.),
average specific rate of stretching ( x ) , and average efficiency
calculated for a mixer consisting of I0 elements, for 21 number of material
( [ I ) ,

Figure 8.2.8 continued

Figure 8.2.9. ( a l . h l ) Exit age distributions for the partitioned-pipe mixer.

and (02, b2) the corresponding contour maps showing iso-residence time curves
based on the initial positions of the particles in the cross-section. Of 5.000
particles on a rectangular grid in the top half of the mixer, those which fell
inside the cross-section were used in the calculations. In ( a t , 02) /{ = 2. T h e
initial location of the particles corresponding to each peak is shown in the
contour plot by the numbers 1 a n d 2. In ( h l , b2) p = 8 (reproduced with
permission from K h a k h a r , Franjione, a n d Ottino, 1987).




(a I )




Mixing and chrros in three-tlimensiontrl und open Jows

elements distributed on the same grid used for the residence t i n c

calculations. The results for two values of /j(2, 8 ) are shown in Figilrc
8.2.10, which indicates the initial positions of elements with the highc\t
and lowest stretching. The patterns are reminiscent of the Poincar:
sections. The material element is represented by a dot if the quantity being
displayed is less than the specified value, and by a slash if it is greater
than the specified value. Our expectation, mostly based on results of tht
Figure 8.2.10. In~tiallocation in the cross-section of material elements with
the largest and smallest: length stretch (01, h l ) , and average efficiency (02. hZ).
The grid is the same as used for the residence time distribution, the initial
orientation olall material elements is m, = (1.0.0) in cylindrical co-ordinates.
Dot, quantity is smaller than the specified value: slash. quantity IS larger than
the specified value. In (ul. u2) P = 2. ( u l ) log i :dot, < 3 , slash. > 4 : (u2) ( e ) :
(h2) (t):dot, 10.16. slash. >0.17 (reproduced with permission from Khakhar.
Franjione, and Ottino. 1987).

Mixing in the ptrrtitiotierl-pipe t?ii.uer


two-dimensional time-periodic flows of Chapter 7 , is that the fastest

stretching takes place in the chaotic regions of the two-dimensional
poincart sections. while the stretching in the regular regions is slow and
inefficient. However, these calculations indicate that this is not true, in
general, in three-dimensional flows. In Figure 8.2.10(tr) the stretching is
larger in the chaotic regions (as expected) but the efficiency is lower.
Figure 8.2.10(h) is even more dramatic; both the stretching and the
efficiency are larger in the regular regions. These seemingly contradictory
results are easily rationalized: The jumping from streamsurface to streamsurface results in a continual reorientation of material elements in the
regular regions (see Section 4.7). It thus appears that Poincare sections
alone cannot give a qualitative description of the entire mixing process,
and must be augmented by other analyses.
Figure 8.2.10 continued


Mixing and chaos in three-rlimmsional trnrl open ,flows

Problem 8.2.1 *

Consider a mixer of field dimensions (L, R ) . What is the optimal value of

1,' to maximize the mixing efficiency'? Attempt a n analysis.

8.3. Mixing in the eccentric helical annular mixer

The eccentric helical annular mixer ( E H A M ) provides a n illuminating
counterpart for comparison of the results obtained in the previous section
The cross-section of this system corresponds to the journal bearing no\\
of Section 7.4 and the axial flow is a pressure driven Poiseuille flow (Figi~rc
8.3.1).4 In this case the system is time-periodic rather than spatiall!
periodic and the solution for the flow field, under creeping flow, invol\cs
Figure 8.2.10 continued

Mixing in the eccentric helicul unnulur mixer


no additional approximations. Furthermore, there is no discontinuous

jumping of particles between streamsurface and streamsurface, and the
prticle paths have continuous derivatives. It is therefore of importance
to investigate the analogies and differences that might exist with respect to
the partitioned-pipe mixer.
In this particular example we will consider that the inner and outer
cylinder rotate with a period T as
V0,outer = U c o ~ ~ ( n / T )
= U sin2(nt/T)
and the relevant parameter is UT/ROuter(the only effect of the Poisseuille
flow is to compress or stretch the particle paths in the axial direction).
Figure 8.2.10 continued


Mi.uitig rrnrl clttros in thrrr-tlirnrti.siortrrl rrnrl open t1ow.s

In this particular case a literal 'surface of section', i t . . the marking or

intersections of trajectories of initially designated initial conditions
periodically spaced planes perpendicular to the flow, results in an 'out-offocus' picture (see Figure 8.3.2; in some cases 'islands' might disappear
completely). A section in which intersections are recorded at designated
time intervals, i.e., a Poincare section, however, reveals no information
about the axial structure of the flow since it is identical to those obtained
for the journal bearing flow (Section 7.4). It is thus apparent that, in
contrast with the case of the partitioned-pipe mixer, conventional Poincare sections are not useful in investigating the structure of the flow
and we have to resort to other diagnostic tools.
The most revealing visualization in this case is provided by strcaklines (Figure 8.3.3). The calculations however, are considerably more
difficult than those of the Poincare sections, since the storage and
computational requirements for smoothness increase exponentially with
flow time. According to the location of injection the streaklines can
undergo complex trajectories reminiscent of the Reynolds's experimcn~.~
or 'shoot through' the mixer undergoing relatively little stretching. The
dynamics of the streaklines have been relatively unexplored and more
Figure 8.3.1. Schematic of the eccentric helical annular mixer. The length of
the mixer is L. In the case of the ligure the cross flow corresponds to 7.4.2(c).

Mixing in the eccentric heliccil utztzul~rmixer


work is necessary. I t is significant that even though the axial flow always
moves forward, the streaklines can 'go backward' since they can wander
into regions of low axial velocity, whereas other parts of the streaklines
can bulge forward. Figure 8.3.3(u) shows an instantaneous snapshot of a
lateral projection of a streakline injected in a chaotic region, as well as
a view from the end of the mixer. It is significant to notice that in the
*end view' the streaklines crosses itself at various points, and that these
streaklines would be the ones observed for a system with plug flow, or
equivalently the journal bearing flow (see also Example 8.5.1). Figure
8.3.3(b) shows a similar computation but now the streakline is injected
in a regular region. (The situation however is considerably more complex;
the 'regular regions' are not static but move in a time periodic fashion;

Figure 8.3.2. The marking of intersections of trajectories of initially designated

initial conditions with periodically spaced planes results in an 'out-of-focus'
picture. Close observation reveals that the picture is not symmetric.


Mixing unrl chaos in three-rlimensionul unrl open ,flows

thus the dye injection apparatus can inject material in both regular and
chaotic regions depending upon the injection time.)
Various other diagnostic tests used for the partitioned-pipe mixer in t l l c
previous section are valid also for the EHAM. In particular, it is possihlc
to inject a dense grid of passive particles or vectors with various
orientations and to compute contours of constant age, stretching, efficicncv.
and so forth. Multiple peaks in the exit distribution are possible in t h i s
mixer. Figure 8.3.4 shows an instantaneous picture of the axial concentration distribution created by the injection of a square array of particles
at the entrance of the mixer (the concentration has been averaged with
respect to the cross section). I t thus appears that the peaks present in the
partitioned-pipe mixer are not due to any artificiality present in the miser
and that similar behavior is indeed possible in other systems. Contours of
constant stretch reveal that in this case, as opposed to the partitioned-pipe

Figure 8.3.3. Instantaneous p~ctureof a streakline injected in: (a) chaotic

region, and ( b ) regular region. In both cases the flow moves from left to right
(the axial scale is different in both figures).

Mixing rind rlisprrsion in u furrowed chunnrl


mixer, the stretching in the chaotic regions is exponential and linear in

the regular regions.

8.4. Mixing and dispersion in a furrowed channel

The example described here was considered by Sobey (1985). The system
consists of a channel with a minimum gap 2h and with boundaries given by
.u, = 1 + t ' ( s , )
s, = - 1 -y(.u,)
where f ( x l ) and g ( x , ) are sinusoidal functions given by
./'(.x,) = (D/2)[1 - cos(2n.ul/L)]
g(s, ) = (K/2){! - cos[(2nx1/L) + 41).
Thus, the case D = K and d, = 0 is a symmetric channel; if K = 0 one of
the walls is flat. Sobey solved the Navier-Stokes equations in this geometry
and focused on the case of no net oscillatory flow with a frequency o .
The volumetric flow rate, Q ( t ) is given byh
Q(t) = 2hU sin(27cwt).
For a fixed geometry, the flow is described by two parameters: the
Reynolds number, Re = Uhlv, and the Strouhal number, Sr = o h / U , which


Mixing trnrl chuos in three-tlimrnsionul unrl open .flows

can be thought of as hj(average distance travelled axially by a fluid particle).

Computations indicate that there is a region in the Sr-Kc plane whcl-c
flow separation occurs. At very small values of S r the flow is quasi-ste:~d~
and if separation is present (due to R ) the vortices grow and decoy ill
phase with Q(t). A[ intermediate values of Sr the vortices d o not decrcaw
in s i ~ ewhen Q ( t ) decreases, but instead continue to grow and enrri~in
further fluid. However, if Sr is very large, the flow is viscous dominated
and vortices d o not form. In this case the distance travelled by a typical
particle, between cycle and cycle of the flow, tends to zero and there is 110
lime for separation to occur.
The basic flow patterns obtained by Sobey by solving the Navier Stol\cs
equations, using a vorticity-streamfunction formulation (Gillani and
Swanson, 1976), are given in Figure 8.4.1 (a)-( f ' )which show the instan[aneous streamlines for the flow at Re = 75 and Sr = 0.01 as a function
of time. Figure 8.4.1 (u) represents the beginning of the cycle, 8.4.1 ( h ) thc

Figure 8.3.4. Instantaneous picture of the axial concentration (averaged over

the cross-section) created by the injection of a square array of particles at thc
entrance of thc mixer (U'I.K,,,,= 2). In this case the particles in the regular
rcgions rnovc faster than the avcrage speed.

axial distance



M i x i n g ~itlrlrli.sper.sion in u ,furrower1 chuntlel

25 1

middle of it. The same flow was studied by Ralph (1986) for Reynolds
up to 300 and a range of Strouhal numbers of
to 1.
As we have seen in previous examplcs (notably, Section 7.4) the
present only part of the picture insofar as mixing is concerned.
Nevertheless, a superficial analysis indicates that the flow will be able to
well since it consists of two interacting co-rotating vortices as the
blinking vortex flow (Section 7.3) and the cavity flows (Section 7.5). In a
rough sense we might interpret Sr as 1/p, if the circulation of the vortex
is taken to be UII.Also in the symmetric case we expect the mixing to be
rather poor since it is obvious that the centerline is an invariant surface
ofthe flow, and prevents interaction between the regions .u, > Oand .u, < 0.
As we have seen in previous examples, two-dimensional time-periodic
flows are far richer in structure than what might be revealed by a cursory
analysis and an in-depth analysis requires an entire arsenal of tools. It is
apparent that this flow contains periodic points and is capable of
homoclinic and heteroclinic behavior. However, an analysis on the level
of that presented for the TW and BV flows is tremendously complicated
and only a few aspects of the program of Table 7.1 can be completed.
Here we present the results of Sobey for macroscopic dispersion of tracer
Figure 8.4.1. Instantaneous streamlines at various points in time for periodic
flow at Rr = 75 and Sr = 0.01. for various valuesof ( o t : ( u )0.1. ( h )0.25. ((,) 0.4,
( d ) 0 . 5 ,( r ) 0 . 5 5 ,and ( / )0.75 (reproduced with permission from Sobey. 1985).

p;~rticles.The equations to be .;olved (numerically) arc:

SI. t l . ~ tlr
, = I . , ( . Y .s2,
, . r: I<(,)
Sl. (I.\-: 111 =
I . . s 2 .1 : KC').
Note that, in general, I., and I.? arc periodic but the period need not bc
equal to w - I . Also, the identification of periodic points of the velocity
field is far from trivial.
Figures 8.4.2 4 show the dispersion, and initial condition, of a plug of
3,000 passive particles for Sr = 0.07 and KC,= 10, 75, and 100, t r f r c v . o ~ ~
of' rlic. ,/low. Qui~litatively,it appears that there is a n optimum /<,,
for a given S r . Figures 8.4.5 6 show similar processes occurring in a
chi1nncl with n phase angle (1) = i~ and equal amplitudes and another case
corresponding to one wall with amplitudc k' = 0. A measure of the ;i\ial
dispersion is given by the variance of the axial particle positions ( Y , I,,
i = I . . . .. N.

Figure 8.4.2. Evolution of a n initial condition consisting of 3.000 p a w b e

particles. for Sr = 0.02 a n d K c = 10. after onc cycle of the flow. The l'ra~ne\
correhpond t o : ( ( 1 ) (or = 0. ( h )ot = 0.2, ( 1 . ) c,,r = 0.5. ((1) = 0.6. I c ) r t i / = 0.75.
and ( / I cor = I .O. (Rcproduccd with permih\ion from Sobcy. 19x5.)

M i x i n g und dispersion in a Jurrowrd channel

where ( x , ) is given by

The value of a2 depends on the initial placement of the particles ( . Y , ) ~ and

the time at which they are placed in the periodic flow (release time, t o ) .
computations indicate that there can be some contraction of the cloud
ofparticles, i.e., the growth of a2 is not monotonic, but that if we integrate
over to the variance grows almost linearly in time.' It is unclear however,
if this behavior is general or if other types of dispersion laws are possible
in this system as well as the systems of Sections 8.2 and 8.3.

Problem 8.4.1
Consider that the particles are not material particles but rather actual
tracer particles. Discuss the effect of the particle size on the process, i.e.,
account for Brownian diffusion and/or inertial effects.

Figure 8.4.3. Evolution of an initial condition consisting of 3.000 passive

particles for Sr =0.02 and Rr = 25, after one cycle of the flow. The frames
correspond to (a) : wt = 0, ( h )cot = 0.25, ( c )ot = 0.5, ( d )c ~ ) t= 0.6, ( e )wr = 0.75,
and ( f ) = 1.0. (Reproduced with permission from Sobey, 1985.)


M i x i n g lint1 chaos in three-dimension~il~inrlopen ,flows

8.5. Mixing in the Kelvin cat eyes flow

Consider again the flow of Example 6.7.1. As we hake seen, the strcanlfunction with respect to a fixed frame is of the form

$ ( x l . x2, t ) = u.u2 + I I I [ C O S ~ x 2 + A c o s ( x l u t ) ]
(8.5.1 1
(here we hake made the streamfunction dimensionless with respect ( 0
A C h , 2 , the coordinates .u, a n d .uz with respect t o 11, the velocity L' ~ i ~
respect t o A C , 2 , a n d the time with respect t o 211'AL'). In frame .xi. y,
moving with the mean flow the streamfunction $ ( x l . x,. t ) can be reduced
$ ' ( s ' , ,Y;) = In(cosh .u> + A cos s',)
which has a streamline portrait known a s the 'cat eyes' (Figure 8.5.1 1
T h e ~ e l o c i t yo f a fluid particle with respect t o the moving frame is giben b j
,f', = d.u', 'rlt = sinh .u>'(cosh .uL + A cos s',)
, f > = d x ; 'tit = A sin .u', '(cosh .u; + A cos .u', ).

Since the velocity field has heteroclinic trajectories we expect t h a ~

F~gure8.4.4. Evolution of an initial c o n d ~ t ~ ocons~stlng
of 3.000 passite
particles, for Sr = 0.02 and He = 10, after one cqcle of the flow. The frame5
correspond to: ( t i ) tor = 0. ( h )tc)t = 0.25. ( c ) oJt = 0.5. ( d )o ~ =
t 0.6. ( e )cc)t = 0.75.
and (,/ ) o ~ =
t 1.0. (Reproduced wlth permiss~onfrom Sobcq. 1985.)

Mixing in the Kelt3in c ~ i ryes



perturbations would lead to transversal intersections of stable and unstable

manifolds. As we have seen, a useful technique to determine the existence
of transversal intersections is the Melnikov method (Section 6.9). As a
simple area preserving perturbationXwe take
$1, = i: sin(tor)
.'IZ= 0.
which gives a Melnikov integral of the form
M(t,) = [ - ( : A cos(tut,,)/(l+ A ) ] F ( w ) ,
where F ( w ) is given by


sin(.xl)l,,,,,,,,, sin(wr) dl.

The function F(w) is plotted in Figure 8.5.2. Since M(t,) represents the
distance between the perturbed manifolds, we expect that an extreme in
F(w) should maximize the 'extent of chaos'. In this particular case, the
optimal frequency, (11, appears to be in the neighborhood of 0.3. I t is
important to check whether or not such a prediction is substantiated by
Figure 8.4.5. Similar initial conditions as Figures 8.4.2-4, but in a channel with
a phase angle 4 = n and equal amplitudes. Dispersion after one cycle of the
flow. The frames correspond to: ( 1 1 ) (01 = 0. ( h ) wt = 0.25, ((,) (ot = 0.5, ( d )
wr = 0.6, ( r ) cut = 0.75, and ( / ) (ot = l .O. (Reproduced with permission from
Sobey, 1985.)

other techniques, such as Poincare sections. A Poincare section for tlli,

problem consists of recording intersections of initially designated Iluid
particles with the r; x i plane every 2n time units. Also, taking advantage
of the spatial periodicity of the flow in the xi-direction, we record tllc
intersections making .xi mod 2n. Visual inspection of the results shown 111
Figure 8.5.3 indicates that, indeed, chaos is maximized for (,) 2 0.3
(substantially higher values of the frequency, ( 1 ) = 4, indicate a reduction
in the degree of chaos and mixing).
Since streaklines would be the tool of choice in experimental studies. it is
important toexamine how they look in the perturbed case. Experimentall!.
Figure 8.4.6. Similar initial conditions as Figures 8.4.2-4, but In a channel
with a phase angle 4 = rr and one wall with K = 0. Dispersion after one cycle
of the flow. The frames correspond to: ( a ) (or = 0. ( h ) ('11 = 0.25. ( c ) V I =
~ 0.5.
( d ) (or = 0.6. ( r ) ( f ~ =
r 0.75. and ( , f )= 1.0. (Reproduced with permission from
Sobey. 1985.)

Figure 8.5.1. Streamline portrait corresponding to the streamfunction of

Equation (8.5.2)for A = 0.8 (the spacing between vortices is 271);A$ is constant
between streamlines.

Mixing in the Kelvin cut eyes flow


the streaklines would be injected with respect to the fixed frame, but
c~mputationallyit is possible also to investigate injection in a frame moving
with the cat eyes (Figure 8.5.4). A comparison between the streaklines
and the corresponding Poincare section reveals that the streakline injected
within the chaotic region undergoes significant stretching and folding
whereas the streaklines injected within the 'cat eyes' and outside 'cat eyes'
undergo little stretching. Figure 8.5.5 shows the stable and unstable
manifolds associated with the hyperbolic points.
The streakline injected with respect to the fixed frame reveals also
significant stretching and folding (Figure 8.5.6). However, in this case, as
opposed to the Hama flow of Example 2.5.1, the streaklines serve as a
good indicator of the position of the vortices (there are none in the Hama
flow). It is important to notice that given the time-periodicity of the flow,
it is possible to simplify substantially the problem of streakline tracking
Figure 8.5.2. Function F(tu) in the Melnikov integral.


Mixing und chaos in three-dimensionul and open jlows

(obviously, a similar simplification is possible in the Hama flow); the

points defining the streakline injected during the second period undergo
the same stretching history as the line formed during injection in the first
period, and so on.
A more realistic simulation of this flow might involve a sequence of
vortices interacting in the fashion described in Example 6.7.2. In this case,
however, the attack has to be necessarily computational and the utility
of the Melnikov method is somewhat lost.
Example 8.5.1

A careful examination of Figure 8.5.4(b) shows the crossing of two

streaklines injected with the chaotic region. Is this only possible in a
chaotic region or could it happen in an integrable system? Examine the
d . ~ , / d=
t - .u2 + sin w t ,

dx2/dt = x , ,

Figure8.5.3. Poincaresections for the perturbed cat eyes flow ( A = 0.8. i:= 0.1 ).
The values of cv are as follows: ( u )0. I , ( h )0.2, (c) 0.3, (d)0.4. ( r )0.5, and ( f ) 0.6.
The maps consist of eight initial conditions and 100 iterations.



M i x i n g in the K e l v i n cut eyes Jow

with solution
x, = ( . u , ) cos
~ t - ( . Y ~ sin
) ~ t
x 2 = ( . Y , ) ~sin t
( . Y , ) , cos t
which is of the form

+ [to/(l
+ [1/(1

x =Q(t)-xo

to2)](costot - cos t )
- w2)](sin tot - t o sin t ) ,


The streakline passing through the point

is given by


at time


parametrized by


x = Q ( t - t ' ) - x 0- Q ( t - t ' ) - f ( t f ) f ( t ) .

It is possible to show that this flow possesses streaklines which cross

and return to their points of injection. For example, for w = 3.1 a
streaklines injected at t = 0 at ( 0 . 5 , 0 . 5 ) returns to its initial location after
Figure 8.5.4. Snapshots of streaklines injected in a moving frame in the cat
eyes flow: (a) outside the eyes, ( h ) within the chaotic region, and (c) within
the eyes. The initial conditions (xi, x;)are: (a)(0.0, 2.0). (0.0, 1.8),( h )(0.0, 1.0),
(0.0, 0.5), (0.5,0.0), and ( c ) (2.0,O.O). For comparison, a Poincare section is
given in (d). The parameters are: A = 0.8, I: = 0.1, co = 0.1. The total time of
injection is four periods of the perturbation, 8nlw.


Mixing and chuos in three-dimensional and open flows

t = 207~.Compute some typical streaklines (Franjione and Danielson,

1987). Propose other examples.

8.6. Flows near walls

In this section we consider a few examples of structurally unstable flow
fields near walls. The importance of this class of flows lies in the conjecture

Figure 8.5.5. Stable and unstable manifolds corresponding to the case A 0.8,
o = 0.3, for various injection times (the 'most chaotic system', see
Figure 8.5.3(c)).

E = 0.1,

Figure 8.5.6. Snapshot of streaklines injected in a fixed frame in the cat eyes
flow. The time of injection corresponds to two periods (spanning two cat
'eyes'). The position of the vortices is indicated by crosses. The parameters
are: A = 0 . 8 , ~ = 0 . l ,tu=O.l

Flow near wulls

26 1

that chaotic particle tn~jectories might be a precursor to Eulerian

turbulence. Also, since many of the flows presented here involve flow
separation, they serve to highlight the role of separation and recirculation
bubbles in creating favorable conditions for chaos. Even though the
development of this section is not as complete as some of the preceding
sections and Chapter 7, it should be clear that the possiblities are many
and that some of the ideas presented here have a clear connection with
the concepts of Section 5.10. The flows considered are asymptotically
exact solutions of the Navier-Stokes and continuity equations in two- and
three-dimensions.The presentation is based on recent work of Perry et
The starting point is to expand the Eulerian velocity field in a Taylor
series around a point p, i.e.,
u(x) = u(p) ( X - p).Vu(x)l,=, i(x - p)(x - p): v v ~ ( x ) l ~.=. ..~
Each term V'"'u(x)l,=, in the expansion represents a tensor of order n + 1 .
Aijk,,,= ( lln!) d"ui/dxj?xk. . .,
the expansion can be written as

where the variables associated with the (n + 1 ) order tensor Aijk,,, are of
the form (X,)"(.Y,)~(.K,)'
with n = (1 + b + c, where u , b, c are integers or
zero (c = 0 for a two-dimensional flow).'' It is clear that the tensors Aijk,,,
are symmetric in all indices but the first one due to the fact that the order
of differentiation is immaterial. These tensors constitute the unknowns
and are to be found by forcing the series to satisfy the continuity and
Navier-Stokes equations as well as the boundary conditions of the
problem in question. The coefficients may have time dependence or not,
depending on whether the flow is steady or time varying (due to some
external perturbation).
The number of independent coefficients, N,, generated by an Nth order
expansion of a three-dimensional flow field is given by

Substituting the velocity expansion into the continuity and Navier-Stokes

equations and equating coefficients of equal power generates a series of
independent relationships between the coefficients Aijk,,,. For example, the
continuity equation generates just one relationship for n = 1, three for
n = 2, and six for n = 3, and so on. For n = 4 the relationship between
cofficientsis given by


Mixing unrl chnos in three-rlimmsionul und open ,flows

Table 8.6.1


and the number of independent relationships is 20. The corresponding

expression for a two-dimensional flow is
lijk + A22ijk = O
The general rule for the number of independent relations betwccn
coefficients generated by the continuity equation, E,, is

Similarly the number of independent relations generated by the NavicrStokes equations, EN,, is given by

The corresponding relations for two-dimensional flow are:

A few tabulated values, taken from the work of Perry and Chong (1986)are
given in Table 8.6.1. An examination of Table 8.6.1 shows that, in general,
several boundary conditions should be specified in order to obtain the
numerical value of the remaining coefficients. For example, for n = 5 We
need a number of conditions to obtain the unspecified 42 - (15 + 6) = 11
coefficients. Boundary conditions such as no-slip at the wall and a
specification of the surface vorticity are commonly used and generate a

Flow rlrtrr wcills


series of non-linear equations in terms of the unknown tensor components.

For time varying velocity fields the equations become a series of non-lincar
differential equations.
As an example, consider the flows displayed in Figure 8.6.1. In this
case the velocity field was expanded to 5th order in x, the boundary
conditions are no-slip at the wall, and the vorticity at u, = 0 is specified
to be
t o , = K (.uI - u,Z)
where K is a constant which determines the strength of the vorticity, and
x, determines the points of flow separation and reattachment of the flow.
Figure 8.6.1. Two-dimensional flow gcnerated by a fifth ordcr perturbation
with K = 0.5, 0, = 45 Y, = I . R e = 50. In ( u )the position of the elliptic point,
(x;, 1;) IS (0,0.5)and a hornochnic orblt is produced; in ( h )the point is closer
to the wall (0,0.25)and a hcteroclinic orbit appears. connecting the stagnation
flows at the walls.


Mi.uitlg ut~richrlos in three-rlimensionril clnd o p e n flows

Since the vorticity changes sign at &.u, there are two separation point,,
We also specify the angle of separation and reattachment of the streamlines
O . The relationship between the angle at the point of separation, measurcd
in the clockwise direction from the .:all, and the derivatives of pressure
and vorticity evaluated at u2 = 0 x1 = f I (separation point), is given by
tan 0 = 3p(i(o,/?.~,)/(?p/?xl),
which specifies a relationship between the angle, the separation points,
and the gradient of pressure. However, these conditions are not sufficient
to specify all the coefficients. In order to close the equations the location
of a critical point (for example an elliptic point) also must be specified.
In this case we can specify the location of an elliptic point; the second
critical point (i.e.,the hyperbolic point in Figure 8.6.I ( u ) )arises as a result
of solving the problem with the boundary conditions as stated above.
Thus, in this problem, a fifth order expansion, the total number of
unknowns is 42, and according to Table 8.6.1, the number of independent
relations between coefficients provided by the Navier--Stokes equation is
6, whereas the number of relations provided by the continuity equation
is 15. Therefore the number of coefficients to be determined is 2 1 . I t can
be shown that for a two-dimensional flow the no-slip condition provides
2(N + 1 ) relations, the specification of the surface vorticity N relations,
and the angle relations and the location of the elliptic point (x;, x;), two
conditions each. For N = 5, this provides an additional 21 relations, from
which all coefficients can be determined."
In this particular example the length scale L is selected as x,, and thc
time scale T as ~ / [ K ( x , ) ~ ]The
. resultant velocity field is given by

v1 = A12x2+ A12,x: + 3All12x:x2 3Al122xlx: A,,,,x:

+6All122.~:.~: A12222.~:+ I O A l l l 1 2 2 ~ ~ . ~ :

+ 5Ai 12222x1.~;+ A 1 2 2 2 2 2 ~5 2
q = -3All12xlx:- A l 1 2 2 x ~ - 4 A l l 1 2 2 x l x1~ - 0
~2 3 ~
where the coefficients, and relationships between coefficients, is given by
A,,= -1
A i l , , = 113
A 1 2 2 2 = -213
A l l 1 2 2 =(3-A1222)/6
= I / ( x ; ) ~ + 2 / ( 3 ~ ; )+ (1/IO)RAll22x; -A122/(x;12
A112222 = -~1122/(xS)~
A 1 2 2 2 2 2 = -(lllO)RA, 1 2 2

and where the values of A ,



and A , , , are given by the solution of the

where R is the Reynolds number of the flow R = ( L ~ ; T ) ;=YK ( x , ) ~ / Y ,

which is taken equal to one in the computational results shown in Figure
8.6.l(a). The flow constructed has a homoclinic orbit. It appears that the
flow is structurally unstable in the class of all perturbations and that a
simple time-periodic perturbation will most likely give rise to Lagrangian
Another example is shown in Figure 8.6.l(h).In this case the flow is
subject to the same boundary conditions as Figure 8.6.l(a), with the
exception that the arbitrarily designated elliptic point has been moved
closer to the wall. The topology of the flow is radically altered. A streamline
separates from the wall and reattaches again after some distance. In this
case the connection is heteroclinic and the most likely place for chaos is
in the region near the end of the unstable manifold (as it 'reattaches' to
the wall).
The range of applicability of these truncated velocity field equations
can be ascertained by means of various checks. For example, the pressure
gradient field can be generated in two different ways. One possibility is
to expand Vp in terms of a Taylor series; the coefficients of the
expansion can be obtained in terms of the known Aijk,..s Another
possibility is to write Vp in terms of the Navies-Stokes equation and then
to replace the truncated velocity field into v-Vv and V2v. This generates a
second expansion for Vp containing more terms. The percent difference
at an arbitrary point between the two Vp fields is taken to be a measure of
the accuracy, or more properly, consistency, of the solution at that point.
Another way to check the accuracy of a solution is to expand about a
different point in the field and compare the percent difference in the
magnitude of the velocity from both points. In fact, if great accuracy were
desired in any particular point in the fluid, an expansion could be done
at that point.12 For instance, it may be advantageous to expand about a
homoclinic or heteroclinic point in the flow if time dependent perturbations
Were being carried out. Figure 8.6.2 shows an example generated by this
method in the case of a three-dimensional flow.


Mixing und chuos in three-dimensional cind open flows

Time dependent perturbations can produce chaotic trajectories i l l

two-dimensional flows with homoclinic and heteroclinic trajectories.
Figure 8.6.3 shows an example generated by perturbing the location or
the elliptic point according to
x; = 0,

u; = d

+ r: sin(2rctot).

The time evolution of the coefficients A , , , and A , , , , is given by

The system of equations can be investigated with an array of techniques

suitable for ordinary differential equations. (See, for example, Guckenheimer and Holmes, 1983; Arnold, 1985, 1983.) This is one of thc few
instances within the work presented here that the systems can be volunie
Figure 8.6.2. Three-dimensional flow field generated by a fifth order perturbation: (0)surface flow pattern, ( h )three-dimensional view. (Reproduced with
permission from Perry and Chong (1986).)

Figure 8.6.2continued

contracting and strange attractors appear to be possible (of course t I 1 1 \

depends upon the number of dimensions and the exact details of tl~c
systems). This brings up the possibility of complex Eulerian signals.
The computations correspond to the following values of the parametel-\:
ti = 0.3, i: = 0.05, (o = $271, R = I . Figure 8 . 6 . 3 ( ~ 1shows
a PoincarL: s e c t i o ~ ~
corresponding to the integrable system ( i : = 0 ) . whereas Figure 8.6.3(/,)
shows a Poincarc section corresponding to similar conditions but for 1 1 1 ~
time-dependent perturbation of the elliptic point. Note that the point\
leak as the unstable manifold 'reattaches' to the wall which is shown in
Figure 8 . 6 . 3 ( ~ )
Problem 8.6.1

Study the restrictions imposed by non-slip on a wall with normal 1,.

Prove that in a third-order expansion of the velocity field, the no-h11p
condition implies that the following coefficients are zero: A , , A ? , . I , ,,
A 2 l . A l l , , A z l l , A l l , , , A2111Problem 8.6.2

Show that the restriction imposed by the Navier Stokes equ a t ~

' o non a
third order expansion of a two-dimensional velocity field takes the f o ~ m
~ ( A ~ A ~ ~ ~ + A ~ A ~ 2 ~+) A+ ~( zAA l1 ~2 A) 6l ~l ~ ( A ,Al l1z 2 2+) + t l A 1 2rii

~ ( A I A Z+I AI z A z I z ) + ( A l l A z I + A 2 1 A z 2 ) 6 ~ 1 ( A z I IAzI27)+dALi
~ I ~ .
t-igurc 8.6.3. Behavior of the bubble under a time-periodic perturbation o I
the elliptic point. of the form Y; = 0 . .Y; = d I: sin(2ncur)with d = 0.2. I. = 0.05.
( o = X/2n, a n d Kr = I . t l g u r c X.6.3(u) shows a Poincart: section c o r r c h p o n d ~ t ~ g
to the integrable system (I: = 0). whereas ( h ) shows a Po~ncart: section
corresponding t o similar conditions but for the time-dependent perturbation
of the elliptlc point. Note that the points leak as the unstable n1anllr)ld
'reattaches' t o the wall, which 1s shown in ((,).

Streamlines in an inviscid



Problem 8.6.3
Show that the equations describing the time evolution of the coefficients


* ^1222

a r e

volume contracting.

Problem 8.6.4
Show that the angle of separation and attachment depends only on the
viscous terms, and that the non-linear and time dependent terms are
identically zero for all expansion orders.
8.7. Streamlines in an inviscid flow
As seen in Chapter 3, a steady isochoric flow of an inviscid fluid is governed

v x a) = V(\jj + p/p + \q )
and therefore + p/p + \q2 is constant over streamlines (and also pathlines
and streaklines). The simplest case corresponds to + p/p + \q2 uniform
over some region of space and this implies that the vorticity and velocity
are co-linear at every possible x, i.e.,
Furthermore, since V'O> = 0, we have
and the streamlines are constrained to belong to surfaces /?(x) = constant,
which act as a constant of the motion. However, if fi is uniform, i.e.,
Vj8 = 0, this requirement disappears and v(x) is not constrained to belong
to any surface. Arnold conjectured that such flows might have a complex
topology and Henon, in a short note (Henon, 1966), took on his suggestion
and examined the case
dxx/dt = A sin x 3 + cos x2
dx2/dt = sin x{ + A cos x3
dx3/dt = sin x2 + cos x{
for 0 < xt < 2, / = 1,2,3, which corresponds to the case = + 1. Note that
this is a steady flow and that the portrait of iso-vorticity (surfaces \w\ =
constant), iso-dissipation ((D: D ) = constant), helicity (o-v = constant),
etc. are all very simple looking and can be computed easily. The structure
of fixed points of the flow, however, and their associated manifolds can
be extremely complicated and a complete analysis is not attempted here.
Henon integrated the equations numerically and recorded the intersections
with the plane (0 < x < 2n, 0 < < 2n, z = 0, Poincare section).
Figure 8.7.1 shows Henon's results for the case A = 3 1 / 2 , = 2 1 / 2 , = 1.
The points joined by curves correspond to the same pathline (i.e., they

2 70

Mixing trnd c/zuo.s itz three-rlinzm.siontr1 tint1 open jlows

all originate from the same initial condition); all the isolated point,
originate also from one initial condition (this behavior was called
'semi-ergodic' by Henon). The behavior of A = B = C = I is similar except
that the 'semi-crgodic' region occupies more space.
The same flow was analyzed, in a more complete study, by Dombre cJt (11.
(1986). I t is easy to check that the velocity field has eight fixed points
corresponding to
- C sin u 2 = B cos s, =

+ [(B' + C'


+ B'



sin u , = A cos .u, = + [ ( A 2

- A sin u ,

C cos .u2 =

+ [(C' + A'

The condition that x,, .uz, and .u,, be real is that a triangle be formed
with sides A ' , B 2 , and C ' . The condition dxldt = 0 implies o = 0 and
therefore at the fixed point Vv is symmetric (since Q = 0 ) . I t follows that
the eigenvalues of Vv are real and the flow is hyperbolic (the sum of thc
eigenvalues is zero since V . v = 0 ) . Furthermore they are all different except
Figure X 7 1 . Poincark section in the ABC flow for the case A
C'= I.


B = 2'".

in the case A = B = C = 0. (For C' = 0 the equations are integrable and

the streamlines belong to the surfaces B sin .Y, + A cos .Y, = const.).
The stable and unstable manifolds of the fixed points (either twodimensional surfaces or lines) have either to join smoothly or intersect
transversally and complex possibilities of the type depicted in Section 5.10
are possible. Such a scenario is indicated by Dombre et trl.
Extensive numerical simulations indicate that the system displays
chaos." I f the flow were a truly effective mixing flow every filament of
length i, placed in any orientation whatever in the chaotic regions will
increase its length exponentially. However, even though this is suggested
by the numerical calculations, i t is not true in general. Given the character
of the flow we know that if the filament of length j., is placed initially
coinciding with a vortex line with vorticity wo its length, when it moves
to a region of vorticity o is given by
i = (1o1/1o0l)i.,.
However, o is bounded (in this case its value is exactly equal to v ) and
we have to conclude that the stretching i. cunnot incrrclse esponentiully as
is expected in the chaotic region of a two-dimensional time-periodic flow
no matter what the initial orientation. Note however, that the stretching
history can be extremely complicated, and that filaments placed in any
position, most likely, will be stretched exponentially.

Most of the work reported in this chapter is currently in progress and
the presentation should be regarded as a sketch of the current state of
the field and as an outline of possibilities. Some of the original material
on the partitioned-pipe mixer appeared in the Ph.D. thesis by Khakhar
(1986). A more thorough presentation appears in Khakhar, Franjione,
and Ottino (1987). T h e work is continued and considerably extended
in the Ph.D. thesis of Franjione. The treatment of Section 8.4 follows
closely the presentation by Franjione and Ottino (1987, abstract only).
The material in Section 8.4 follows entirely the article by Sobey (1985).
Additional material can be found in Ralph (1986). The treatment of
the Kelvin cat eyes flows (Section 8.5) is based on the Ph.D. thesis
of Danielson. The treatment of flows near walls is based on the work
by Perry et al. (see references in Section 8.6) and recent work by DanielSon. T h e material in Section 8.7 is based on the short article by Henon
(1966) and Dombre et a[. (1986) with some interjections of our own.
A relevant paper for the analysis of three-dimensional flows is Crawford

and Omohundro (1984) since it e m p h a s i ~ e sdynamical aspects which

are not visible in a PoincarC map.


I In our calculation\. we u\c :t 3-term approximation of the scrics I ,lr. 0 ) : \uch

.tppro\im:ttion nac h u n d to give a rcawnahly accurate dcxription of the flon a \
comparcd to a 100 term approximation, scc Khahhar. 1086.
2 -l-wo other po\\~hilitic\come to m ~ n dwith regard to the calculation I h c first I \
'solving' the partial dlffcrcntial equation\ for the tracer concentration. a task \\hicIl
would require con\idcrahlc computational effort. I h c cccond i\ atlding \tocha\ticit!
at each htcp of the mapplnp to m i m ~ cmolecular tl~ffusion.
3 There are xeveral other standard poss~bilities,for example injecting particles w ~ t h:I
speed proportional to the axial speed. However, this 1s hard to do experimentally.
4 An analytical solut~onis glven by Snyder ant1 Goldstem (1965) I h c croshsectional flow is based on the solution by Wannicr (see Scction 7 4 )
5 See photograph 103 in van Dyke (1082). The EHAM has been an,tly/ed
experimentally hy Kusch ( 1988).
6 Note that the equation defines the speed U .
7 A related flow. with thc same geometry whlch should produce similar results corrchpoli~l..
to the case in which one of the \vtrll.\ IS moved in a time-period~cmanner. Anothclexample of a spatially p e r ~ o d ~system
produc~ngefficient mixing due to sccondal-!
vortices is a succession of tw~stetlpipe xclions (elbows). See Jones. Thomab, and Arcl
( 1990).
X Obviously, a r e a l ~ s t ~pcrturbat~on
and n f ~ ~ analy\i.;
of the prohlcm would gi\c
rlse to three-d~mcnc~onal
effect\ w h ~ c harc not con\itlcrcd here
9 For a dchcription of the method xcc Perry and Chong (19x6). a short introduction
i.; given in Perry and Fairlie ( 1074):a general review is given in Perry and Chong (1987).
10 I h c spatial coordinates arc madc dimcncionless with rcxpect to I. and the time bit11
respect to 7'. where Land 7'aresuitahly sclcctcd length and timescales, which depend
on the boundary conditions of the prohlcm
I I Of courhe since the system i h non-linear this ncetl not he true in general.
12 However, a point worth mcntioningis that wecannot prove that the solution gcncratecl I)!
this methotl is unique since the equations arc non-linear.
13 These surfitces can bc very complicated hut are, at least, tlifferentiable.
14 Recent works examining this system arc Gallow;ty and Frisch (1986. 19x7). bh1c.h
examine the linear stability in the presence ofdis\ipntion; and Feingold, ~adanoff;111~1
Piro (Ic)X7), which examines a tliscrctirctl version of the flow of the form

+ A sin .Y, + C' cos

+ H sin \ , + A cos .x,
u, + C' sin I, + H cos Y ,

Y', = .Y,

. x i = .Y,


(motl Zn)
(mod 271)
nod 271)

In this case the emphasis is on invariant \tructurcs and 'diff~~sion'.

Epilogue: dvfusion and reaction in lamellar

structures and microstructures in chaotic flows

The chaotic flows described in Chapters 7 and 8 provide a 'fabric' on

which it is possible to superimpose several processes of interest such as
interdiffusion of fluids and stretching and breakup of microstructures. A
brief sketch of possibilities is discussed here. I f the fluids are purely pussitle,
the connectedness of material surfaces suggests a way of incorporating
the effects of stretching on diffusion and reaction processes. In the first
section of this chapter we study diffusion-reaction processes occurring
at small scales in lamellar structures; the presentation is general and
independent of specific flow fields. Another prototypical situation, discussed
in the second part of the chapter, corresponds to active particles; in this
case the fluid particles are endowed with some 'structure' in such a way
that they can mimic the behavior of small droplets, an interfacial region,
or macromolecules (which we shall refer to as microstructures). The
microstructure is governed by some evolution equation, for example, a
vector equation based on suitable physics, which coupled to the underlying
flow, governs the processes of stretching, change of orientation. breakup,
etc. The nature of the presentation is speculative and is intended primarily
as a catalog of possibilities and as an outline of future problems.

9.1. Transport at striation thickness scales

The simplest problem of stretching of microstructures corresponds to the
case of passive material elements. For example, in the case of passive
mixing, which can be regarded as the case of two fluids of similar viscosity
and without interfacial tension, the boundary between the two fluids acts
as a marker of the flow; the motion is topological and the interface can
be regarded as pussire. In the case of uctioe it~terfucc.s' the interfaces
interact with the flow and modify it. Obviously, when describing mixing,
it is too complicated to try to attack the problem in full. I t is convenient
to describe mixing in terms of passive interfaces and then add, possibly

at small scales, the effect of active interf:ices.' Let us consider first illv
purely passive case, the active case is considered in Section 9.3
Within the framework of the motions described so far, x = @,(X),2nd
in particular all the flows of Chapters 7 and 8, initially designated material
volumes remain connected, i.e., topological features are conserved and
cuts of partially mixed materials reveal a lamellar structure. The striation
thickness, s, serves as a measure of the mechanical mixing3 (see Figure
1.1.1). We wish to preserve a similar structure for the case of diffusing
fluids in such a way that a properly defined striation thickness can he
thought to act as the underlying fabric on which the transport processvs
and reactions occur. We define a tracer as a hypothetical non-reactive
material m that moves everywhere with the mean mass velocity v = (p, I,)",
(see Section 2.3). Thus, if to, represents the mass fraction of the traccr
(to, = p,/p) we have
Dtu,/Dt = 0.
Under these conditions, material surfaces of the tracer remain connected
and map the average mass motion of the flow.
The patterns produced by the tracer are similar to those shown in the
examples of Chapters 1,7, and 8: tendrils, whorls, and primarily, stretched
and folded structures. Diffusive species traverse the hypothetical surfaces
of the tracer, concurrent with stretching and folding of the tracer surfaccs,
which is governed by the equations of Chapter 3. The entire process is
governed by the convective-diffusion equation

where r, represents the rate of reaction of species-s (an important

simplification, which we will adopt here, is that the transport processes
and the chemical reaction d o not affect the fluid mechanics). Sincc in
general it is impossible to predict the stretching of surfaces in complete
detail,4 it is clear also that the diffusion and reaction problem cannot be
solved in a completely general way, and that we have to search for simple
representations that contain the essential physics.
We take the structures of Figure 7.2.1 as the morphologic~alhuilrliwl
hlocks of arbitrary flows. These material regions (labelled by the material
particle X,) stretch and deform, in a Lagrangian sense, as indicated In
Figure 9.1.1, aiding the diffusion and overall reaction processes. We assume
that the gradient of concentration has (locally) only one non-vanishing
component, i.e.,
(0. I .? 1
V(l),= (?(I),/?.Y.0, 0 )


Trtrtlsport trt s t r i t i t i o t ~t l ~ i t ~ l i t


where .\- is a co-ordinate direction which is normal to thc planes in the

lamellar structure (Figure 9.1 . I ).' The simplest case corresponds to a
periodic structure with striation thickncsses s , and s,: in such a casc we
can study a single pair of striations thercby avoiding thc complexities
arising from distributions of striation t h i c k n e s ~ c s .Consider
now the
application of (9.1.1) in a Lagrangian sense, i.e., by focusing our attention
on a (small) identifiable material region of fluid labelled by thc material
particle X, and denoted S.,
Figure 9 1.1. D e f o r m a t ~ o n sof structures In flows:


tendr~ls,( h ) whorl. ; ~ n d

(0a pair of strlatlons. w ~ t hcorresponding concentration fields along a cut

Note that the Instantaneous l o c a t ~ o nof the maxlmum d ~ r e c t ~ oofn c o n t r a c t ~ o n
not necessar~lynormal t o the striations.



concentration profile

along broken line

maximum direction
of contraction

The simplest theories of diffusion arc bnscd on Fick's law, i.c.. rllc
relative diffi~sionvelocities are given by
~ - (0~7Ills VW,~.
Since us transforms as ul, = Q - u , and V transforms as V' = Q - V we concludc
that the diffusion equation has the same form in any moving framc 1;'
provided that the velocity field is referred to the frame F'. An identical
argument applies to the energy equation.' In particular we can apply
Equation (9.I . I ) to a frame attached to a material particle X, such t hot.
at small distances from X,,, in frame F', we have

where c, is the concentration of species-s and v,,, is the relative velocity

field of Section 2.8.
According to the lamellar assumption (9.1.2) we have

where n is a normal vector in the direction of V C , . ~In general, n does not

coincide with the instantaneous (local) maximum direction of contraction
(see Figure 9.1.l(c)).Another way of writing Equation (9.1.5) is in terms
of the surface area stretch (for V - v = 0)

The stretching function r(X, t ) ( E D In tl/Dt) depends on the fluid

mechanics and provides the tie up with the previous chapters.' In the
simplest case the problem is represented by one equation of the type (9.1.5)
and the elements of Figure 9.1 . I . According to the circumstances the
complexity of the problem can be augmented by incorporating additional
effects (for example a different stretching history for each microflow Sx,,,?
see Section 9.2). However, even in the simplest cases, i.e., simple chemical
reactions, the multiplicity of parameters makes the analysis quite
complicated and it is hard to obtain results of general validity.
Example 9.1.1
The equation

where L is Vv, which is a generalization of (9.1.4).and where c., can be either

concentration or temperature, has been cxtcnsivcly analyzed in the context


Trcrt~sporrcrt stricrtiot~thic~kt1c~s.s

of various applications. For example. Townsend ( 195 1 )considered the case

where the D,,s are the diagonal components of D. which in general are
functions of time. but are considered constant here. A heat spot is released
at the origin, and according to the value of the determinant of D, it is
converted into a filament (det D > 0 ) or into a flat disk (det D < 0). We
take tr D = 0 and consider D l , 3 DZ23 D33; i.e., D l , > 0 and D,, < 0. The
temperature evolves as

where the eris are given by

T,,,(t) = A / L I , u ~ L I ~ ,
where A is a constant determined by the initial conditions. Thus, the
isotherms are ellipsoids, and for long times ( D l ,t >> I ) , T,,,(t) decays
exponentially in time. Batchelor (1959)considered a similar problem, but
with the initial condition
T = A, sin(l-x )
r 2 , s,).In this case
where I = (I,, 12, I,) is a constant vector and x = (s,,
the solution is of the form
T(x, t ) = A(t) sin(m(t).x)
where m ( t ) is giver, by
dm/dt = -D-m,
and therefore (assuming 1, # 0 ) we obtain
+ tn: + ni: + 15 exp(-2D3,t),

as t



T-+ A , , ( ( Y + ~ / ~sin(m(t)
D ~ ~ ) x),
which shows that the normal to surfaces of constant T (i.e., with normal
V T ) approaches the direction of the greatest rate of contraction. Note
however, that this local result is valid only for linear velocity fields.'"

Example 9.1 -2
. O n many occasions it is sufficient to characterize the mixing in average
or structured
terms, e.g., profile of striation thickness across a



mixing layer, average striation thickness in the cross-section of an extruder+

etc. Consider a thin sheet of a tracer which at time t = 0 coincides \vith
the boundary between materials. As mixing proceeds, and interdiffusion
occurs, the thin layer S of the tracer moves with the mean mass velocity,
and if the mixing is effective, it is finely distributed throughout a material
volume V. We define p*(X, t ) as the mass of tracer per unit volume
(p* = 0 for points x not belonging to the thin layer). It follows that


Similarly, we define pn(X,t ) as the mass of tracer per unit area of the
surface at the location X and with orientation n. We have


We define a,(X, t) (and similarly, a,,(x,t)) as a, = p*/pn. The quantity a,.

can be interpreted as the area of tracer/volume.ll Furthermore a,. is
proportional to the area stretch,
a, = ~ : ~ / d eFt
and obeys (see Ottino, 1982)

Problem 9.1.1
Show that material planes remain flat in the flow field v,,,


Problem 9.1.2
Confirm the invariance of the convective-diffusion equation.
Problem 9.1.3
Show that the distance 6(t) between two small, nearby, parallel planes
with normal n varies as a function of time as (Ottino, Ranz, and Macosko1979)
I DS(t)
= D: nn.
6(t) Df

Trunsport crt striation .scule.s


Therefore. l/O(t) is proportional to the intermaterial area per unit volume,

a,, (Example 9.1.2).
problem 9.1.4

Build a simple model to interpret the determination of mixing times in

terms of the temperature decay of hot spots.12
9.1 . I . Parameters and variables characterizing transport at small scales

It is important to recognize that the simplest problem of stretching with

diffusion and reaction at small scales is characterized by, at least, three
time scales and many parameters. Such multiplicity of parameters makes
a general analysis difficult. There are three time-scales associated with
local processes, the time-scale of diffusion, which is related to diffusional
distances, O(sZ(t)/Ds),the time scale of the reaction(s) (in the case of
multiple reactions there can be several times scales), and the time-scale
of the thinning of the striation thicknesses, O(l/a) where a is the stretching function (see Section 2.9). There is also at least one time-scale associated with the macroscopic processes of mixing, which can be taken
as the exit age of the element, t,,, (see Figure 9.1.2). Let us consider
now the independent variables and parameters characterizing the system.
In order to cast the equations in dimensionless form it is convenient to
define the following variables:
I-' = tit,,
reduced time
'warped time'

Figure 9.1.2. U'i-premixed reactor. The reactants A and B enter the system and
are mixed by complex motions. The microflow element SXmexits the system
after a time t,,,.

where rl is the area stretch associated with the microflow clement .' ;ll,d
r,. is a characteristic time. The usual choices are I,. = I,,,, (diffusional I I I ~ , ~ )
and t,. = r, (reaction time). A dimensionless distance is defined as
spirc-c1S L - I I ~~L ~I I S Part~ tho i ~ t ~ t r ~ ~ t i r ~I ' L~I t~cI I~Oof'
o ~l/,c,
f = s/s(t),
We also define the following fluid mechanical parameters:



r ( t l )dtr,

tinw trcleragrd oul~reof the stretc.hing ,firrlc.r ion

Based on these definitions we define the following characteristic times:

characteristic jluid ntecltuniccrl time (stretc~hi~t,~)
instantatteous d(ffusionu1 tinte
t, = s ( ~ ) ~ / D , ,

t ~ ( t=
) I/(r(t)),

t ~ =, $IDK, characteristic diffusion time ( K denotes a reference species).
The characteristic time of reaction is denoted t,.
The variables I-, 7, and the fluid mechanical parameters, s(t), x(t). and
~ ( t )are
, associated with the microflow element S,,, the label X, being
omitted without fear of confusion.
In terms of these variables the convective diffusion Equation (9.1.6)can
be transformed into the following two forms (see Chella and Ottino, 1984):

where Ci represents the dimensionless concentration of species-i, Ai is a

diffusion coefficient ratio, and Pi is the initial concentration ratio of
species-i. R i represents a reaction term (production) of species-i.
Note that the contribution of stretching is double; first, an increase in
the area available for diffusion accelerates the interdiffusion process;
second, the continual stretching does not allow the mass fluxes to dccaY.
Equations (9.1.6a, and b) provide two different viewpoints of the infli~ence
of local stretching on diffusion and chemical reaction: Equation (9.1.(,a)
shows that in the time scale I- and striation thickness based scale f . the
apparent diffusion coefficient is augmented by a factor $(r)due to th"
local stretching; Equation (9.1.6b) shows that in the warped time s a ~ l ct



str'itrtiort t/tic.krirss sc.crles

28 1

and striation ~hickness based scale <, the apparent reaction rate is
multiplied by a factor 11-q~)
due to the local stretching."
The usual initial conditions correspond to complete segregation of the
streams: the physical situation might correspond to streams being fed to
the reactor (in this case the interface is a streaksurface) or two segregated
volumes initially placed in a batch reactor. As initial condition we establish
that the streams are unmixed. i.e.,
T or
3 0,
c?C,/?<= 0,
for = 0, I .
where Hi(() is a unit step function discontinuous at ( = 4, where 4 is the
volumetric fraction of the one-stream (one,of the streams is arbitrarily
designated as 'one'). l5 T h e boundary conditions, in the periodic case, are
obtained from symmetry considerations:
for ( = 0, I .
(?c,/ay= 0,
7 or r 2 0,
Consider now the value of the initial striation thickness, so. In
establishing this value we face two competing effects: We might argue
that if so is too large, and curvature effects are important, the lamellar
structure assumption is probably not quite valid and consequently the
model a poor approximation. O n the other hand, if we wait longer and
select a smaller so, we might miss some of the diffusion-reaction process
and not be able to estimate the initial conditions. However, if so is large,
as for example during the first stages of mixing in a shear flow (see for
example, the Hama flow of Example 2.5.1 ), the interfaces are essentially
non-interacting and therefore it really does not matter that the lamellar
structure has not been established.


Problem 9.1.5
Eliminate the convective term (v = x . D ) in the equation

where c is a vector of concentrations and K is diagonal, by transforming

the time t as A = A(() and x as = Q - x , where Q is diagonal. Show that
the convective term disappears if we choose


This leaves several choices for the selection of A([) (Chella, 1984).
9.1.2. Regimes
Equations (9.1.6a and b) form a system of coupled, non-linear partial
differential equations, which can be solved, in general, only by numerical

Table 9.1
Average striation


Age of microflow


Kinetic control






t < t D<< t ,
N o appreciable reaction
until reaching scales
at which reaction
behaves as homogeneous

t 2 t,
System of O D E s
with initial conditions
(classical reactor analysis)

t D<< t R

t << t,, t D
N o appreciable reaction

Combination of O D E S
and P D E s (some reactions
might be in equilibrium
whereas others might be
diffusion controlled)

t = O(t,, t ~ )
System of coupled

reaction kinetics
others diffusion
Diffusion control
Fast reactions
f R << f D

t << t o
N o appreciable reaction

t <tD
System of P D E s with
matching flux conditions
and initial conditions

tR2 tD
Reaction practically


Stretching at
*small scales



stricltion thickness sc.tr1r.s


means. The limit cases. 'fast'or 'slow' reactions, are more tractable than the
general case. The different regimes of reaction are shown. schematically.
in Table 9.1 . I .
It is evident that the presence of at least three major time scales produces
two dimensionless ratios (Damkohler numbers) which characterize the
processes occurring at small scales:
DtrjL'= tR/tb 1 6
Dull tD/tR.
Note that the characterization of a reaction as fast or slow depends, in
gneral, on t,, t,, and t, (see Figure 9.1.3).


Slow reactions
A reaction is called 'slow' if t,/tR << 1 during the course of the reaction,
except possibly during the first stages of mixing (this is a conservative
criterion since t,,, is defined with respect to the initial segregation - the
loosely defined so). Actually, the diffusion time-scale varies in time, since
the striation thickness is decreasing in time. Consider a simple example
corresponding to exponential thinning. Initially, the diffusional time-scale,
t , = s ( t ) ' / ~ ,might be larger than the reaction time-scale, i.e., s(O)'/D > t,,
but after some time, we might achieve t, z t,, since s(t) decays as
s(0) exp(-xt), and quite rapidly afterwards we might be in a regime such
that t, << t,. From this time onwards, intrinsic kinetics controls and local
mixing has no influence on the course of the reaction. Under these
conditions the mass balance for species-s reduces to:
dC,7/dt= /j,,R,.
This limit corresponds to residence time theory (see Chapter 1).
Figure 9.1.3. Schematic representation of regimes corresponding to slow and
fast reactions.

case corresponding to
'fast reaction'


time (age)

case corresponding
'slow reaction'



Vtry f i s t reactions

A reaction is called 'very fast' ~f t,)/t, >> 1 during the course of the reactloll,
In such a case the reacting species cannot co-ex~stand the reactlng 1011,
reduces to a plane. The rate of diffusion to this plane controls the ovcl-;~ll
reaction rate, and we lose the influence of the intrinsic kinetics. ' I t l c
controlling factor is the rate of stretching and the location of the reaction
Lone, which in the simplest case does not move and acts as a m a t ~ r i ; ~ l
surface." In addition to the initial and boundary cond~tions,the f l i i \ of
reactants to the plane must satisfy the overall reaction stoichiometry. Hcrc
the variable T, with I, selected as I,,,, contains all the effects of the local
convect~ve mixing (through the stretching function r(X. t ) ) and tllc
problem reduces to

Thus, the solution of (9.1.8) for a particular reaction scheme allows thc
superpos~tionof any stretching history (cho~ceof r(X. I ) ) . This is thc b a x
idea behind the use of fast reactions as tracers of the fluid motion.lx
Exumple 9.1.3

Figure E9.1.3 represents the effect of the local flow on a series-parallel

reaction (A + B -t P), with a specific rate of reaction k2, R + B -t S. ~ i i t h
a speclfic rate of reaction k,). The system is governed by the equatiollr

The parameters are: i: = 0. I , A, = A, = I, /r', = 0.5,4 = 0.5, initial diffuri~n

time, t,,, = 2.25 x 10' s, final diffusion time, t,,, = 2.25 x 10-I s ( i t . . the
striation th~cknessreduction is 109, the characteristic reactlon time is
1, = 2.25 x 1 0 ' s. Two types of flows are considered: a hyperbolic flow,
I., = Eu,, o2 = -E.u2, and a shear flow r l , = jay2. c., = 0; the initial orientation
in both cases is N = (0, I ) . The values of i: and $ are selected such tllat
they produce the same striation thickness reduction in the total time,
10 s. The value of R in the ordinate in Figures E9.1.3 represents 111"
average concentration of species-R in the S,,,, clement. The two I l o al-c
compared with that of a premixed rc;ictor. where the initial condition
corresponds to A and B mixed molccul;~rly. In this ex;~mplc.tlic t w o

unpremixed systems have the same overall values of DeriLJ when the
mechanical time t, is defined as t,,,/ln(.s,,/.s,). Extensive computations
indicate that. for simple reactions, this definition of t, gives a reasonable
measure of convective mixing; for example, even though the fluid
mechanical histories x(t) are substantially different, the final results do
not seem to be very sensitive to the form of x(t) for values of DuIL' as
convective effects are
high as 0.5. On the other hand, when DaILJ <
not significant (Chella and Ottino, 1984).
Example 9.1.4
The previous example showed a case where the functional form of r ( t )
does not seem to be very important and flows with equal overall values
of D L I I ~ ' give similar selectivities. In more complex reactions, however, the
fluid mechanical path can produce drastic differences in the final product.
Figure E9.1.4 shows the result of a more elaborate simulation (see Fields
and Ottino, 1987a.b) using similar stretching paths to those used in
Example 9.1.3. The physical situation corresponds to a co-polymerization
between two species, A , and A,, with a third one, B, leading to the

Figure E9.1.3. Effect of local kinematics on a series-parallel reaction. The

figure shows the evolution of concentration of the intermediate reactant R.

premixed feed


elongational flow

time (s)





formation of (A,-B) units (soft segments, denoted P , ) and (A2-B) units

(hard segments, denoted P,). The reaction is exothermic and the diffusion
coefficients are a function of the concentration. High molecular weight
polymer is preferentially formed near the interface. Average propertics
(gross concentration profiles, average molecular weight, etc.) are not path
dependent whereas other properties such as the maximum molecular
weight across the striation are strongly path dependent.

Problem 9.1.6
Calculate the penetration thickness of a product P, 6,, produced by a
very fast reaction A + B -+ P. The plane of reaction undergoes area stretch
given by q -,exp({ cl dt). Show that for cr constant 6, reaches a steady
state proportional to ( D / u ) ' ~Does
~ . this happen for any other functional
form of cr(t)?

Figure E9.1.4. Effect of stretching path on a copolymerization. Molecular

weight across the interface of reaction for (a) shear and ( h ) elongational
histories corresponding to a dimensionless time of 250, (c) evolution of
molecular weight for shear and elongational histories over a longer time scale;
the initial and final values of the striation thicknesses in the shear and
elongational prescriptions are the same. (Reproduced with permission from
Fields and Ottino (1987b).)

Transport at striation thickness scales

Figure E9.1.4 conr~nurd



Problem 9.1.7

As a crude indicator, assume that reactions are diffusion controlled 11

tI,/tR > lo4 and kinetically controlled if !,It, < 1 0 ' . Calculate the lengt/,
scales necessary for these two regimes for the following second order
reactions: HCI + HONa. k , 2 lo", C O , + H O N a , A , -, 1.3 x lo-'.
H C O O C H , H O N a , k2 = 4.7 x lo1( k 2in l/mol. s and at 30C).

9.2. Complications and illustrations

9.2.1. Distortions of lamellar structures and distribution effects

Here we consider briefly some of the additional physics necessary to

complete the simplified picture described in Section 9.1. It will become
apparent that while many effects can be considered we might get
diminishing returns by their introduction. In any case we want to o b t a ~ n
results of general validity, and then, if necessary, according to the physical
situation, complicate the picture.
Striation thickness distribution

In general, the striation thicknesses are distributed rather than spatii~lly

periodic. and the distributions can give rise to large scale diffusion effects
and 'isolation of reactants' (Ottino. 1982). In some cases, such ;IS
combustion, this effect is referred to as flame shortening (Marble and
Broadwell, 1977), in other problems such as polymerizations this cflcct
produces permanent results due to variations in the diffusion coeffictent
and local 'quenching'. Numerical experiments (direct simulations) provide
a glimpse into this
Changes in topology

By definition. the material surfaces of the tracer d o not change the

topology and remain connected throughout time (however, they rnigllt
appear disconnected in two-dimensional cuts as in Figure 1.1.2). H o L I ~ v ~ ~
the iso-concenration surfaces ofdiffiusitiy scalars move at a different velocity
than the average mass velocity and might change topology (initially
connected regions can break and form islands). (See Gibson, 1968.1 'Phis
effect distorts the lamellar appearance.
Note also that Equations (9.1.6a and b ) apply to only one microflow
element; in practice we have the following complications:
A distribution of fl~lidmechanical histories, x(X, t ) : Each element might
have a different stretching history identified by its label X nltholt!ll
21 given flow might be well represented by a 'typical type'. For cxanlplc.

all steady curvilinear flows (Section 4.4) have r l 2 t . in a globally chaotic

flow 'almost all Xs' evolve as r l 2 exp(t).
A distribution of initial striation thicknesses, s,,s: This distribution
might depend on the feeding or initial placement of the reactants. As
an example consider the inlet condition in a multi-jet reactor. A large
s, can be used to signify that the reacting surfaces d o not interact.
A distribution of ages: The microflow elements identifed by labels X
will exit the reactor (or reaction zone) after a time t,,, according to an
age distribution function (Figure 9.1.2).20
In spite of these effects, it should be emphasized that the main idea is that
the overall rate of reaction might be controlled h y the .sc,clle.s.
Therefore, most of the physics is controlled by striation thickness scales
and is modified only quantitatively, but not qualitatively, by distribution
r rdiffusionally controlled, then the problem
effects. If the reactions ~ ~ 1101
becomes simpler and falls within the scope of classical reaction engineering.

Example 9.2.1
Consider a system, a simplification of the co-polymerization of Example
9.1.4 (Fields and Ottino, 1 9 8 7 ~ )The
. reaction is of the form A, + B + P ,
and A , + B + P,. For simplicity the striation thickness is constant in time.
Figure E9.2.1 shows two systems with the same mean value of the striation
Figure E9.2.1. Instantaneous concentration of reactant in a system with: ( u )
uniform and ( h )distributed str~ationthicknesses. (Reproduced with permission
from Fields and Ottino (1987b3.3

x =0

x= 1



thickness, one of the systems has a uniform striation thickness

the other has a distribution of values. Figure E9.2.1 shows two snapshots
of the reacting systems at the same real time; it is clear that thick striations
remain unreacted for relatively long times (this effect has been called
'isolation of reactants').
Problem 9.2.1
The rate of variation of the concentration of a scalar c when moving : ~ t
speed v in a fluid is given by

Consequently, the velocity, c, =,,,,

~ ( x t ,) = const. is given by

corresponding to the speed of a surfi~cc

Use this result to prove that, at the point x, and at any instant t,

Compute a similar expression for the velocity of regions of zero gradient,

i.e., Vc = 0 (Gibson, 1968).
9.2.2. Illustrations
The following illustrations serve to reinforce some of the previous concepts
and exemplify the limits of current computational efforts and the ability
to resolve striation thickness scales.
Example 9.2.2
Figure E9.2.2 shows what happens during the wrapping of an interface
due to the first stages of instability in a shear flow in the direction .Y. for
times such that the layer is constrained to be two-dimensional (Corcos
and Sherman, 1984). The initial velocity and concentration profiles are
p = - 0.5Ap[(nPr)1'2y/(2(5)1
u, = U erf[n"2y/(26)],
i.e., the streamwise velocity changes from + U to - U and the scalar from
+Ap to -Ap. The value of 6 is such that 6 = U[((7uX/dy),,,]- ' : the
Reynolds number is defined as Re = U6/v and the Schmidt number is \','D.
The time-scale is made dimensionless with respect to d/U where d is the
length scale of the initial disturbance.
Figure E9.2.2(a) shows the wrapping of the interface along with the
instantaneous picture of the streamlines, and iso-concentration curvcs of

Cotnplications and illustrations

Figure E9.2.2(a).Wrapping of the interface between two fluids due to the first
stages of instability in a shear flow: ( a l ) location of the interface at
dimensionless times 0.5, l .O, 1.5, and 2.0, with a = (2nii)ld = 0.43. Re = 100:
((12)iso-concentration curves of a passive scalar with Sc = I . a = 0.4, Re = 100,
at times 1.5 and 2.0. (Reproduced with permission from Corcos and Sherman

29 1



the diffusive passive scalar. Note that the stretch of the interface is fiiil-lv
small (O(10))and that the lamellar structure assumption is a reasonable
one except near the center of the 'cat eye'" (something more complica[cd
occurs during vortex pairing). The details of the stretching history of [Ilc
elements are highly complicated. With the exception of elements near the
hyperbolic points, all other points experience a quasi-periodic s t r e t c h ~ n ~
history where a ( X , t ) becomes negative. Corcos and Sherman (1984) noted.
as might have been expected, that the stretching history is highly sensitiic
to the initial conditions near the hyperbolic point.
Example 9.2.3
As we have seen in Section 9.1.3, the accurate computation of material
interfaces is important in problems involving fast reactions producing t h i n
reaction zones. The problem also has relevance to computations such 2 s
those described above and the direct computations given below. Order
of magnitude calculations indicate formidable problems due to stori~gc
requirements. Computationally, the material interface is composed of a
large number of points connected by small linear segments. However, duc
to the flow the interface stretches and folds, and if the distance between
points becomes too large, the linear segments connecting adjacent polnts
could cross, which is physically inadmissible. In order to maintain
consistent resolution, the numbel of particles should be increased in such
a way as to be able to resolve the striation thickness accurately. Obviously,
such a calculation is a precondition for the resolution of the concentration
Figure 9.2.2(u) continued

field within the striations and the computation of concentration gradients

without loss of information due to averaging. The storage requirements
can be estimated based on the idea of Figure 9.2.2(h).Consider a striation
thickness reduction of lo-', maintaining throughout the process a ratio
of particle separation (S) to striation thickness ( s ) of lo-", where p is of
Figure 9.2.2(u) rontinuvd



order one. The simplest possible case, which is a lower bound for nio1.c:
complicated situations, corresponds to a two-dimensional (deterministic,
time-periodic) mapping in a 'globally chaotic' regime where the length of
a line increases, on the average, as Lo exp(crk),where k refers to the number
of mappings and a is a suitable Liapunov exponent (in the case of
integration of the Eulerian velocity field, we have estimated that tllc
number of operations for each dimension, F, is of the order 10 to 100,
and that each period requires 10' time steps with t of order 3). An estimate
of the number of floating point operations per mapping, taking into account
the loss of precision due to growth of errors, for an accuracy of O.OI'!;,.
yields the results shown in Table 9.2 (Franjione and Ottino, 1987b). I t
should be noted that the bulk of the computational effort is not due
to growth of errors. For example for the case of a striation reduction
relaxing the accuracy to 1% and 5 % , reduces the storage
requirements by only 1.5 and 2 Gigabytes respectively.
Example 9.2.4
There have been a few direct simulations incorporating chemical reactions.
Figure E9.2.2(h). Tracking of the interface between two fluids being mixed.
The distance between material points is 6, the striation thickness is s. Material
points are used to represent the blob itself or the interface between the blob
and the surrounding fluid.

Complictrtions trntl i1lu.strtrtio11.s


Table 9.2. Cor~~puttrtiontrl

esrimtrtcs ,fiw r~ltrtcritrlline rrtrckin~qin u rhuotic
floul on tr rornpurcr ctrptrhlc of 10' ,flotrtiny point opertrrions prr second.
The c~trl~~~rltrtion.s
trssurllc cr = I , p = I . F = 20, trnd t = 3


Computational time

Integration of
Eulerian velocity

Number of
required digits
of precision


4 minutes
6.5 hours

1.5 weeks
36 motlrhs
300 ycclrs


5.2 x 10'
600 x 1o9
70 x lo1*

1 tnot~th

The article by Riley et ul. (1986) presents one of the most complete. They
considered a binary chemical reaction with no heat release (i.e., the
reaction does not alter the fluid mechanics) in a temporully growing mixing
layer, which is simpler to analyze, and contains some of the same physics
as a spatiully developing mixing layer (i.e., their geometry is similar to that
in Figure E9.2.2(u)). The initial condition was also qualitatively similar to
that of Corcos and Sherman (1984). Riley, Metcalfe, and Orzag (1986)
used a pseudo spectral method using 323 and 643 grids; typical runs
involved between 500 and I000 time steps and consumed one to two hours
of Cray 1 computer time. The Schmidt number was kept of order one so
that the resolution requirements for both velocity and concentration were
roughly the same, the Reynolds number based on the Taylor microscale
was approximately 50, and the diffusivities of all species equal. Figure
E9.2.2(c) shows snapshots of iso-vorticity plots and iso-concentration
contours, the iso-concentration contours being simpler and more lamellarlike (compare with the cat eyes flow). Note that the limit of resolution is
set by the computational grid. Striations created below this scale will be
averaged out and the lamellar structure, if present, will be lost. If the
reactions are slow the loss of resolution is not serious. However, depending
on time-scales, the reaction might be diffusion controlled at these length
scales and in this case the resolution problems become serious (see previous
example). Similar treatments have included compressibility, for low Mach
numbers, and also heat release (McMurtry et al., 1986).
Problem 9.2.2
A possible way of connecting the results for microflow elements with
Eulerian measurements is by computing the spectrum of concentration of
a product or a passive scalar. Lundgren (1985) used an axisymmetric
microflow element to obtain the product spectrum corresponding to small



length scales (large wave numbers). T o what extent is the spect~-u,,l

dependent upon the characteristics of the microflow element'?

Problem 9.2.3*
Study the computational problems associated with the determinatio~lof
the striation thickness evolution by means of Eulerian sensors. Use the
BV flow (Section 7.3) and consider a probe such that it marks 'one' if it
is contained within a striation and 'zero' if it is not. Discuss the possibility
of using this signal to determine a 'mixing time'.
Problem 9.2.4*
Consider the analysis of Kerr's direct simulation data (Kerr, 1985)
done by Ashurst el al. (1986). Kerr conducted a three-dimensional
Figure E9.2.2(c). Direct simulation of a mixing layer with a bimolecular
reaction: (cl ) iso-vorticity ;and (c2)iso-concentration, showing a single roll-up.
The initial condition is similar to that of 9.2.2(a) and is taken as u ( z ) =
(Ul2) tanh(0.55z/zm); the time is made dimensionless with respect to (dul
dz)-' at z = 0, whereas distances are made dimensionless with respect to
UT; the Reynolds number is defined as Uz,lv and is equal to 50; the second
Damkohler number based on a diffusional time defined with respect to the
scale z, is 12.5. (Reproduced with permission from Riley, Metcalfe. and
Orzag (1986).) The frames show the state of the system at various times.

simulation in a cubic box using up to 128"oints

to compute velocity
and passive scalar (concentration, c ) fields with periodic boundary
conditions in all three directions (the equations were forced to maintain
steady-state turbulence by driving the wave numbers less than a specific
cut-off value). Ashurst rt t i / . took 'snapshoots' of the flow and at various
points x calculated the eigenvalues of the symmetric part of Vv, denoted
a, p, and ( r 3 /j3 7 ) and the direction of Vc (they analyzed 8 planes
each of which consisted of 12g3 points and in each point they recorded
the value of o,, rlo,/dx,, and Vc). They found that 23% of the points
analyzed were such that /j < 0 and the eigenvalues were ordered approximately as IfiI x ($4 and H x 1 .2IYI (a sphere becomes a filament). In the
remaining 77% of the cases fi > 0 and /j' -,ly1/3 and H x (3/4)Iyl (a sphere
becomes a disk). Moreover, in this case Vc was found to be nearly parallel
to the maximum direction of compression of the flow ( 7 ) . Attempt a
rationalization of these findings in terms of the two-dimensional results of
Sections 7.2 (tendril-whorl) and 7.3 (blinking vortex). Note that if the
efficiency decreases, the flow becomes less extensional. Compare the results
with the classical findings of Batchelor and T o w n ~ e n d Investigate

Figure E9.2.2(c) continued



the roll of loss of precision in similar computations in light of the Example

9.2.3. (For additional details see Ashurst et rrl., 1987.)

9.3. Passive and active microstructures

The simplest problem of deformation and rotation of m i c r o s t r u c t u r ~ ~
corresponds to the case of passive material elements. By definition. a
pussive mutrriul filument of length dx and orientation m = dx/(dx)evolves
according to the equations of Chapter 3, i.e.,

D(ln E.)/Dt = (Vv):mm

(9.3.1a )
DmlDt = ( V V ) ~- .(D:mrn)m.
(9.3. l b )
A similar viewpoint can be adopted in the case of trttrire mic~ro.str~rc~rir~.f
(both infinitesimal filaments and planes). For example, in the casc of
filaments, an active element described by a vector equation obeys a
somewhat more complicated expression than (,b); if the element hxs
some internal resistance, such as surface tension or viscosity in the cast
of a droplet or an 'entropic force' in the case of a coil, it stretches and
rotates in a different way than a passive element.
In the context of mixing the most interesting case corresponds to the
case of droplets. As we have seen, for miscible fluids, molecular diffusion
becomes the controlling mechanism when the striations are reduced to
small enough length scales. In the case of immiscible fluids at the beginning
of the process, the blobs or striations fed into the flow are large and the
stretching and breakup are dominated by inertial and viscous forces.
However, as the length scales of the blobs decrease, surface tension forces
might play a dominant role in preventing further stretching and breakup.
The deformation of the blobs is related in a complicated way to the
velocity field. In practical mixing problems, the velocity field, even in the
case of a single fluid, is not known, and in any case it would be perturbed
by the presence of a second fluid. If the fluids are immiscible, coalescence
and other hydrodynamic interactions further complicate the analysis. as
does accounting for blobs of several length scales produced by the mixing
process. In practice the fluids are more often than not, rheologicall~
complex. In the same style as Section 9.1, it is desirable to start the analysts
from a clearly defined point.
T o a first order approximation, the velocity field with respect to a frame
fixed on the drop's center of mass, denoted X, and far away from it, denoted
by the superscript a,can be approximated by
v" = x L + higher order terms,

where the tensor L = L(X. t ) = D + R is ;I function of the fluid mechanical

path.'" The central point is to investigate the role of L in the stretching and
breakup of the drop.
Denote the viscosity of the d r o p a s p , and the viscosity of the surrounding
fluid as jc, (the subindices 'i' and 'e' represent the it~tcriorof the d r o p and
the crtclrior fluid, respectively). Neglecting any body forces that arise due
to the rotation and translation of the moving frame and assuming that
the Reynolds numbers p,Sr~'/ic, and p,Str'/~c, are vanishingly small ('tr' is
a characteristic length scale, c.g., the radius of the undisturbed drop, and
S is characteristic shear rate, IL(), the problem is governed by the creeping flow equations

V. v,,,

= VP,?

= 0,



with the boundary conditions

v +v'


as 1x1 +


v, = vi and n . (T, T,)= 2 H o n , at the surface of the d r o p (denoted S ) ,

where o is the interfacial tension, and 2 H is the mean curvature at the
point with exterior nit normal n. As formulated above the main
parameters of the system are'4:
(i) the dimensionless strain rate o r cupillury number Cu = u S ~ ~ / u ,
which is the ratio of the viscous to surface tension forces,
(ii) the viscosity ratio p = jii;jc,,
(iii) the imposed flow, L = L(X, 1 ), and
(iv) the initial shape of the d r o p S,,.
Note that the equations contain no explicit time dependence. This fact
has an important consequence: the velocity field is instantaneously
determined by the d r o p shape and the imposed flow, o r equivalently, the
drop shape at time t is uniquely determined by the initial condition S,,
and the value of L(X, r ) (Rallison, 1984).
There are almost no experimental data studying the deformation of
droplets o r microstructures with a prescribed deformation history (i.e., a
specification of L(X, 1)). Also, a general theoretical analysis is plainly
impossible and simplifications are necessary. Therefore, the bulk of
analysis and experimentation has centered on prototypical two-dimensional
(steady)flows such as simple shear and plane hyperbolic flow. Theoretically
it is possible to s t ~ ~ dalso
y the case of axisymmetric extensional flow
(Acrivos, 19x3; Rallison, 19x4). However, only recently have studies been
conducted with linear two-dimensional flows spanning the range between
Pure shear and pure straining (Bentley a n d Leal, 19X6b). (See Problem


9.3.1. Experimental studies

The focus of both theoretical and experimental investigations is to find

the deformation produced by a given flow and how 'strong' it must be in
order to break the droplet. Consider first some of the classical observations
corresponding to the limits of simple sltecir and planor esret~siot~~il
Experiments2"ndicate that when Cu is small, the deformation of a n
initially spherical droplet is small, and if the flow is steady the drop attains
a steady shape (the time response to viscous stresses being of order p~i,rr,o ) .
When the deviation from sphericity is small the usual measure or
deformation is D = (I- b)/(l+ b); when the drops are significantly elongated
(slender drops), the preferred measure is lla (see Figure 9.3.1).
The most important experimental observations are the foll~wing'~:
( i ) At low Cu (Cu < 0.1 or SO) and in both flows the deformation D
increases linearly with Cu.
(ii) In both flows, for low values of the viscosity ratio p, and large values
of Cu, drops are slender and have pointed ends.
(iii) In most cases there is a critical capillary number, Cu,, such that ir
the strain rate is increased the extent of deformation increases until
surface tension forces are surpassed by the viscous forces and the
drop continues to elongate in the steady flow. The critical capillary
number corresponds to the value of Cu (the shear rate being increased
quasi-statically) such that

dNdt > 0 for Cu > Cu,


dNdt = 0 for Cu < Crr,

However, in simple shear there is a value of p, z 4 such that if p > 11,

drops would not break no matter how high the value of Cu.
There have been many experimental studies for the limit cases of simple
shear and planar extensional flows. However, experimental studies in the
class of linear flows studied in Example 4.2.3 (see also Figure P2.5.3)
which span the limit cases of fi = 0 (pure stretching) and D = 0 (pure
rotation) as K is varied from 1 to - I, are relatively more recent. Simple
shear corresponds to K = 0 (such flows can be generated in a four roller
apparatus by varying the rotational speed of diagonally opposed pairs of
cylinders, see Problem 2.5.3). In the first thorough study, Bentley (1985)
considered the effect of such a flow by carrying out experiments under
quasi-static conditions (dSldt small) and for K in the range 0.2 to 1.'' As
might be expected, the curves of Ca, = Spea/a versus p for flows with
more vorticity than hyperbolic two-dimensional flow (K < I ) were found
to lie between those of simple shear and hyperbolic two-dimensional flow
(Figure 9.3.2). For K = 1, Cu, was almost independent of p for p > I . For

Ptrssive und uctioe microstructures

30 1

K < 1, however, Ca,, increased with p, for p > I . For the flow with the
most vorticity considered, there was a limiting value ( p z 14.7, based on
theory), beyond which breakup was not possible. For high and intermediate
viscosity ratios (p > 0.05),the data agreed well with the small deformation
theory of Barthks-Biesel and Acrivos (1973), and for low viscosity ratios
( p < 0.01) with an empirically modified version of the result of Hinch and
Acrivos (1979) for hyperbolic extensional flow. In a related study, Stone,
Bentley, and Leal (1986) focused on the interfacial driven motion which

Figure 9.3.1. ( a )Drop being deformed in a flow; the flow in the neighborhood
of the drop is Lax (the center of coordinates corresponds to the center of mass
of the drop). (b) Deformation measures for nearly spherical drops, D =
( I - b)l(l+ b ) , and elongated drops, [la.

local velocity field x .L


near spherical


pointed drop



occurs after the flow is stopped abruptly, for various flows with K = I .().
0.8, 0.6, 0.4, and 0.2 and viscosity ratios in the range 0.01 < p < 12. The!
found that for modest extensions d r o p breakup does not occur with the
flow but may occur as the result of a new mechanism, which they called
'end pinching'. In this mechanism the ends of the elongated d r o p become
spherical, forming a dumbbell-like shape; the ends then proceed to pinch
off leaving a cylindrical thread of fluid which can again repeat the proces\
Figure 0.3.2. Critical capillary number a s a function of viscosity ratio p = ~ ( , ' / 1 , .
with flow type, K , a s a parameter. Comparison between experimental data
and small ((I(<:'))
deformation theory (full line) and large deformation theory
(broken line). (Reproduced with permission from Bentley and Leal (1986a).)
The valuea of K increase from top t o bottom (circles, K = 1.0: triangles;
K = 0.8, diamonds. K = 0.6; inverted triangles, K = 0.4: crosses. K = 0.2).

or relax back to a spherical shape. This mechanism was observed only in

moderately elongated drops.'Tigure 9.3.3 shows the critical elongation
necessary to produce breakup after cessation of the flow. One of the conclusions of this study is that both very viscous and inviscid drops are hard
to break; if the drops are very viscous they do not break in any flow,
however, if the drops are inviscid, a very large elongation under quasi
steady state conditions is needed before breakup can be achieved.
9.3.2. Theoretical studies

There is a strong correspondence between experimental and theoreticall

anaytical studies. Analytical studies can be divided into those applicable
to high viscosity droplets, where deviation from sphericity is small (small
deformation analyses), and those applicable to low viscosity droplets
highly elongated, only slightly bent and nearly axisymmetric and where
it is possible to use results obtained in the context of slender-body theory
[for reviews through 1983 see Acrivos ( 1 983) and Rallison ( 1 984)]. In the

Figure 9.3.3. Necessary elongation to produce breakup following an abrupt

halt of the flow, as a function of viscosity ratio p = /l,/ii,. The triangles denote
the smallest elongation for which a drop was observed to break: the squares
denote the largest elongation for which the droplet relaxed back to a sphere.
(Reproduced with permission from Stone. Bentley. and Leal, (1986).)



context of theoretical studies, breakup can be interpreted in various w a ~ , :

according to the theory i t might be unbounded growth. absence of ;I
steady-state shape. o r reaching a prescribed amplitude in the growth 01'
capillary waves.
The basis of v , ~ r r l lrl~fi)r.r,~rrtior~
rrr1tr1j~sc.sis the exact general solutions of
the creeping flow equations for spherical geometries. due to Lamb (19321.
When the drop is only slightly deformed from a spherical shape, the I l o ~
field inside and outside the droplet can be obtained as a regular
perturbation series, with the deformation from sphericity as the srn:lll
parameter, and the evolution of the d r o p surface can be predicted. This
method was first used by Taylor (1934) to study a d r o p in shear f l o ~ t .
assuming the drop to be deformed into a n ellipsoid. Several years later
Cox (1969) generalized Taylor's first order solution to the case of all lincar
flows. The shape of a slightly deformed drop is given by

where i: is a small parameter. The shape of the drop is characterized h!

the time evolution of the tensor A . Since the evolution equation is linealin A, a steady shape exists for all Crr and therefore the model is not capable
of predicting breakup. However. if some of the higher order terms arc
taken into account, the equation is non-linear and beyond a particular
Crr no steady solution is possible. Using computer algebra to fi~cilit:\tc
the anaysis. Barthes-Biesel and Acrivos (1973) obtained the second ortlcr
solution to the problem. Even though the expansions should not be carrictl
out to the same order of approximation. a point which was noted by the
authors, the model was able to predict the breakup of drops. Their results
were verified by the data of Bentley (1985).
The /rrr<qrlc. rlq/Orr,~trtion rrr1rr1ysr.s theories pertain to the case of low
viscosity drops in flows with sufficiently large Crr so that the drops arc
slender with pointed ends. The main component of the analysis is 'slender
body theory' in which the outer flow is constructed approximately by
replacing the drop with a distribution of singularities (e.g.. sources. sinks,
stresslets). The original paper in this area is by Taylor (1964), thirty year5
after observing the pointed d r o p shapes in his 1934 experiments. In line
with previous work. he considered the simplest case corresponding to
axisymmetric extensional flow; even though few details were given Taylor
managed to obtain the correct expression for the critical strain
(Crt, = 0 . 1 4 8 ~ - as was shown later by Acrivos and Lo (1978). Buckmustcr
(1972. 1973) studied the same problem, within a somewhat more rigoro~1.s
framework, and apparently without knowledge of Taylor's work. and

found that there could be several possible steady-state solutions for the
drop shape. but based on physical grounds he selected the one in which
the drop was stretched the least as the only realistic solution (this was
also the solution found by Taylor (1964)). Several years later. Acrivos
and Lo (1978) obtained the same conclusion by means of a stability
analysis. Hinch and Acrivos (1980) studied the case of a hyperbolic
two-dimensional flow as perturbation of the axisymmetric case. They
found that even though the cross-section was not circular, the area in the
axisymmetric and two-dimensional cascs were approximately the same
(Cu, = 0 . 1 4 5 p 1 "). Thus, it appears that only the area and not the shape
is important in the breakup process and suggests the possibility of using
the approximation of circular cross-sectional area for other flows.
The analysis corresponding to simple shcar flow is substantially more
complicated than the case of axisymmetric flow. Hinch and Acrivos (1980)
sti~diedthe case in which the d r o p is almost sligned with the streamlines
in a shear flow by assuming that the d r o p cross section remains circular
due to the slenderness. They found that the d r o p axis bends slightly and
that the elongated droplet attains a sigmoidal shape. but that the deviation
from a straight line was small for most cases of interest. A steady-state
analysis of the d r o p shape indicated that steady shapes were possible for
all values of Crr. However, a time dependent simulation indicated that the
drops were unstable beyond Crr, = 0 . 0 5 4 1 p 2 ". In numerical calculations
involvingjump in the strain rate they found that drops 'broke' (interpreted
as failure of the numerical scheme) at the lower strain rate.'"
Extensions of these analyses yield models which can be incorporated in
the context of the flows of Chapters 7 and 8. For example, for the case
p << 1 and Ca >> I , the dynamics of a nearly axisymmetric drop with pointed
ends, characterized by a n orientation m ( m = 1 ) and a length I(t), is given
by (Khakhar and Ottino, 1 9 8 6 ~ )

D In I(t)/Dt = L: mm - (a/2(5)'l'/~,u)[(/(t)/rr)'!~/(l
DmlDr = ( G D + R)' em - ( G D : mm)m
where G(t) = ( I + 1 2 . 5 ~ ~ I ( r ) ~-) /2.5u3/l(t)".
The underlined term in
(9.3.5a) acts as a resistance to the deformation [contrast with (,b)].
A very long drop, (I(t)/u)+ r,, G I , rotates and stretches as a passive
element since the resistance to stretching is unable to counterbalance the
effect of the outer flow. Note also that since G > 1 the droplet 'feels' a
flow which is slightly more extensional than the actual flow.
Other researchers have sought a unification of results and developed a
format which is useful for both low and high viscosity drops. Olbricht,


Epilog uc.

Rallison. and Lcal (1982) developed two phenomenological models: one

in which thc microstructure was characterized as a vector [for example
I(t)rn. as in (9.3.5a.b)l. thc other as tensor. The vector model is uscful
elongated drops and macromolecules, for example in terms of a dumbbell
model; the tensor model for high viscosity drops (see 9.3.4). Both models
involve a number of phenomenological coefficients. which can be obtained
by comparison of the models to particular cases. For example. in a n
empirical scheme for breakup of drops, one of the coefficients M:\\
backed-out from the small deformation results of Barthes-Biesel and
Acrivos (1973) and subsequently used to predict the critical strain rate
for breakup in other flows. The vector equation, useful for a variety of
axisymmetric elements. such as droplets or macromolecules, is

DplDt = p.(GD + R ) - G(F/(I F))[(D: pp)/(p.p)lp- [/)/(I + F)]p (9.3.6)

where p is the length of the element, and G, F , and /) arc suitably selcctcd
parameters." Such models can be incorporated in the context of thc
simulations described in Chapters 7 and 8.
Example 9.3.1
In the context of the model of Equation (9.3.5a,b) a drop is said to brcak
when it undergoes infinite extension and surface tension forces are unable
to balance the viscous stresses. Consider breakup in flows with L:mm
constant in time (for example, an orthogonal stagnation flow with thc
drop axis initially coincident with the maximum direction of stretching).
Rearranging Equation (9.3.5a), and defining a characteristic length as
tr/pl'-', we obtain

L: mrn/(D: D)"' = efficiency = (1/2(5)'i2E)[(1,"2/(l+ 0.81;')]

where I, denotes the steady-state length and E = p'lhCu. A graphical
interpretation of the roots I, is given in Figure E9.3.1. The horizontal line
represents the asymptotic value of the efficiency (i.e., corresponding to
DrnlDt = 0), which in three-dimensions is (2/3)'12, and the value of the
resistance is a function of the drop length for various values of the
dimensionless strain rate E. For E < E , there are two steady states: one
stable and the other unstable. For E > E,. there are no steady states
and the drop extends indefinitely (see Khakhar and Ottino, 1 9 8 6 ~ ) .
Pvohlem 9.3.1
Estimate the order of magnitude of the additional body forces that arise
due to the translation and rotation of the moving frame. How significant
Lire they to the analysis based on Equation (9.3.3)?

Problem 9.3.2

Stone. Hentley, and Leal (1986) investigatcd the time evolution of the
d r o p Icngth, L(t)ltr, for conditions slightly above the critical capillary
number in the flow field of Figure P2.5.3. Thcy plotted their results using
a dimensionless time, ( ; K 1 ' r . They found that curves of L(r)/u versus
G K ' ' r for a wide range of K frill approximately on the same curve. Justify.
Problem 9.3.3
Cast the results of Hinch and Acrivos (1980) and Huckmaster (1973) in
the form of Equations (9.3.5a.b).

9.4. Active microstructures as prototypes

The interaction of active microstructures and a chaotic flow field might
provide a prototype for a variety of physical problems. We will mention
a few possible situations. For example, such a picture might help to
understand why small amounts of high polymers ( o r needle-like particles),
when added to laminar o r turbulent flows, produce (sometimes) consequences at a macroscopic level which are out of proportion to their
c ~ n c e n t r a t i o n . ~Manifestation
of these effects might be the drag reduction
produced by polymers in turbulent flows and the increase of viscosity and
non-Newtonian effects displayed by polymer solutions injected into porous
media. Even though the two problems are very different one is a low

Figure E9.3.1. Graphical interpretation of breakup of pointed drops. The

ligure corresponds to the case in which the droplet does not rotate with the flow.

resistance to stretching



drop length



Reynolds number flow, the other is high Reynolds flow there seems to
be agreement that the explanation of the phenomena in the case of'
polymers is due to flow-induced conformational changes and that much
benefit can be obtained by focusing o n the behavior of a single microstructure in a linear, possibly time dependent. flow. Macromolecular
stretching can modify the surrounding flow: in turbulence the smullc\r
eddies might be suppressed; in porous media the hydrodynamic interactionh
might result in non-Newtonian effects.
Even though considerable experimental and theoretical work has bccn
done in both areas, the suggestion here is that microstructures in chaotic
flows might have a bearing o n these kinds of problems. However. since
o u r primary focus is o n a few c o m m o n aspects of both problems, our
review of the literature is rather superficial." A review of experimental
studies of flow induced conformation studies is given by Leal (1984). M o h ~
of the work focusing o n conformational changes has been o n well
controlled linear flows. for example, opposed jets, two-roll mill, four-roll
mill. six-roll mill (see. e.g., Berry and MacKley, 1977); only a few studit\
have focused o n spatially periodic flows (Nollert and Olbricht, 19851.
There should be n o question that such flows contain some of the r e l e ~ a n ~
aspects of both problems (i.e., porous media, turbulent flows) and thar
the conceptual and experimental advantages are significant. T h e flows arc
relatively simple to characterize completely and measurement of conform;^tional changes by light scattering are r e l a t ~ ~ e lsimple
t o perform ('I\
opposed t o measurements in a n actual turbulent flow o r the interior of a
real porous media). What is missing, however is the unsretrtij nature of
the flow experienced by microstructures in actual turbulent flows ancl
topologically disordered porous media. O u r thesis here is that there i \
some opportunity for a n unexplored mid-ground.
O n e such possible mid-ground is t o focus o n the behavior of microstructures in two-dimensional chaotic flows (either experimentnlly or
theoretically). Carefully designed low Reynolds number chaotic flo\\\
provide several key ingredients missing in the studies listed above. Let L I \
consider a few

( i ) Chaotic flows provide unsteady (chaotic) Lagrangian histories. The

flows are capable of generating regions where the stretching is mild
and time-periodic and chaotic regions where. o l e r time. the stretching
of material elements is nearly exponential (efficient flows)." In the
chaotic regions the microstructure is neLer in steady extension: the
maximum directions of stretching constantly change.
( i i ) T h e unsteadiness of the maximum directions of stretching, prcscnl

in turbulent flows, is also present in chaotic two-dimensional flows,

such as the journal bearing flow (Chapter 8); the randomness
associated with porous media, usually ascribed to the porous media
itself, is present in the partitioned-pipe mixer, which is spatially
periodic, or in the eccentric helical annular mixer, which is time
(iii) Chaotic flows allow the investigation of spatial co-operative effects
(e.g., percolation of chaotic regions, percolation of significantly
stretched regions, see Figure 7.4.1 1 , color plates).
(iv) Practical mixing problems start from an unmixed state; for example,
polymer is injected into a pipe line and the drag reducing effects take
place during mixing of the polymer with the flow. This effect cannot
be incorporated into the conventional picture; however, chaotic flows
can mimic this effect.
The central question is what happens to microstructures, such as those
described by Equation (9.3.6), when placed in a chaotic flow (and also,
but this is a harder question since it involves hydrodynamic interactions,
what happens to the ,flow as a result of the interaction between the
microstructure and the flow). The simplest studies can proceed under the
assumption that it is possible to decouple the global and local aspects of
the problem (i.e., there is no hydrodynamic interactions). Even with this
idealization, several questions come to mind. For example, where is the
region of significantly stretched elements'? The answer to this question
might have relevance in several co-operative phenomena. Besides stretching,
several other phenomena can be incorporated at the microstructural level;
breakup and coagulation/coalescence came to mind. A whole range of
phenomena can be anticipated; for example it seems obvious that the
process can generate fractal-like structures as obtained in diffusion limited
aggregation (see, e.g., Witten and Sander, 1981, 1983; Meakin, 1985).

Example 9.4.1 *
Consider stretching and breakup of pointed drops (with volume (4/3)7-rtr3)
in the flow described in Section 8.2 (partitioned-pipe mixer). The objective
is to determine if it is possible to predict (qualitatively) the behavior of
the droplets based on the results obtained for the stretching of (passive)
material filaments.
In an admittedly oversimplified model (Franjione and Ottino, 1987,
Unpublished), we assume that the drops are characterized by a vector p
1 = lpl have a viscosity ratio p , and obey an evolution equation of the type
(9.3.5), i.e.
DplDt = p - ( V v ) * - (((3 - 1 ) [ D : P P / ( P - P )+~ . f ) p


(Vv)* = GD + R,
is the velocity gradient experienced by the droplet a s it moves in the no\\.
and G a n d ,I' are functions defined a s
G = [ I + 12.5(t1.1)" [ I - 2.5(ti 1)".
f = [ ~ / 2 ( 5 ) " ~ ~ , a ] ( '12/[1
a / f ) + 0.8p(a/1)3].

Further, we will arbitrarily assume that the drops break when / , t i > 10.
T h e droplets, somewhat stretched, are placed a t the entrance of tllc
partitioned-pipe mixer and arranged in a square lattice. T h e initial
orientation is purely radial and the initial number of droplets is 3.14 x I oJ.
We will consider two operating conditions, P = 2 a n d /) = 8. T h e valucs
of the parameters for the results presented below are p = 3 x

Figure E9.4.1. Stretching and breakup of microstructures in the flow lield of

the partitioned-pipe mixer for two operating conditions ( ( u ) /I = 2. ( h ) /I = 8 ) .
The dots represent the region where the mlcrostructurei have broken after 10
sections. Note that in ( b ) a significant amount of breakup occurs near the
center of the channel.

Active microstructures us prototypes

31 1

= 1. where L is the length of the plate and Vz the average

axial velocity. O n physical grounds, we restrict G to be positive. If an)
of the droplets, as it moves through the mixer, produces G <O the
simulation for that drop is stopped and the drop removed. The centra
question is to determine the regions of breakup to determine an]
correlation with the results of Section 8.2 for passive structures (i.e.. G = 1
f = 0).
Figure E9.4.1 shows the results for two different values of the operating
parameter /3 and for a mixer consisting of 10 elements. Figure E9.4.l(a
shows that most of the drop breakup has occurred near the walls, wherea:
Figure 8.3.10(al) predicts that most of the stretching (greater than lo4
occurs in the chaotic regions (compare with Poincare section) which are
quite evenly distributed throughout the flow. The correlation with
efficiency is no better: Figure 8.3.10(a2) predicts that some of the most

Figure E9.4.1 continued

3 12


efficient regions are the large regular islands where no breakup occurs
all. The results for P = 8 are no more encouraging. Figure E9.4.1 ( h )~ h o \ \ , ~
that breakup occurs near the walls and in two large central regions.
whereas Figure 8.2.10(ul) and (02) although roughly consistent u.itll
each other do not predict such a pattern. It thus appears that these results
could hardly have been predicted based on the maps of stretching of
Section 8.3. Obviously, extensive studies are needed in order to make
qualitative predictions of breakup in this and other complex flows.

Example 9.4.2*
The chaotic flows of Chapters 7 and 8 can be used to study variouh
aggregation processes. Possibly the simplest example, which can bc
Figure E9.4.2. Coagulation in the blinking vortex flow. Figure 9.4.2(11)
shows the initial location of particles with capture diameter 0.003 which did
not coagulate in the flow field of the blinking vortex flow operating at 11 = 0.8
after 25 cycles; the approximate location of the bounding K A M surface is
shown by a full line; ( h ) example of a non-monotonic histogram of cluster
order; the operating conditions correspond to 11 = 0.4 and a capture diameter
0.001 after 212 cycles of the flow. The initial arrangement was achieved in the
following way: 3,600 particles were placed in the region - I < .u < 1, -0.01 <
y < 0.01 and mixed for 5,000 cycles without coagulation; (c) time evolution
of cluster order for a well mixed condition (11= 1.0, 6 = 0.001, 5,000 cycles).
The symbols represent the computational results (circles, order-I: triangles.
order-2; diamond, order-3, squares, the total number of clusters); the curves
are the solution predicted by a mean field kinetic model.

regarded as model of gradient coagulation (Levich, 1962), corresponds to

irreversible binding of particles with capture diameter 6 (Muzzio and
Ottino, 1988). More complex examples might consider aggregation and
breakup processes, growth of fractal-like structures, Brownian diffusion,
etc. In this example, when two particles coagulate, the size of the cluster
does not change. The number of particles forming part of a cluster is
denoted as the order of the cluster. Figure 9.4.2((1)shows the initial location
of particles with capture diameter 0.003 which did not coagulate in the
flow field of the blinking vortex flow (Section 7.3) operating at p = 0.8
after 25 cycles. It is apparent that the regular regions are not nearly as
effective as the chaotic regions and that most of the coagulation takes
place within the bounding KAM surface. The dynamics of this simple
coagulation process is quite complicated and it is possible to find
conditions leading to non-monotonic histograms of cluster order; this
seems to be due to the presence of relatively large regular and chaotic
regions (Figure 9.4.2(b) shows a case at a value of p slightly above the
transition to global chaos). Under 'well mixed' conditions, i.e., when the
stirring is efficient enough as to destroy large scale concentration variations,
Figure E9.4.2 continued
10,000.0 T

cluster order

Figure E9.4.2 continued




the kinetics of cluster formation can be described by simple laws, such as

Smoluchowski's mean field kinetics (even though there is no diffusion), and
the dependency of the kinetic constant upon parameters such as p and 6,
can be predicted based on simple models. Figure 9.4.2(c) shows the type
of agreement observed between computations and a kinetic model for
clusters of order one (single particles), two (dimers), and the total number
of particles.

The content of this chapter is more indicative of future possibilities than
of the current state of the art. The common thread is the role played by
local and global flows on diffusion and reaction processes and in stretching,
breakup, and aggregation processes. For example, the fluid mechanical
path is not very important in conversion and selectivity of simple reactions
but appears to be very important in complex reactions such as polymerizations; small variations in the coefficients of a dynamical equation appear
to determine whether a microstructure breaks or not.
There is a substantial amount of literature on the foundations of both
topics and the review presented here is a rather biased account suited to our
needs. The sections on diffusion and reaction rely on transport across
stretching interfaces. The main ideas and a brief historical review can be
found in Ottino (1982). The importance of stretching of material surfaces
is addressed in many works; one of the earliest is Batchelor (1952) and
various other articles referred to in the chapter. In the context of chemical
engineering, the idea of a local flow was used by Fisher (1968) and by
Chan and Scriven (1970); in mechanical engineering, the idea has been
used in the context of combustion, e.g., Spalding (1978a). The transformations of Section 9.1 can be found in Ranz (1979); Ottino (1982);
and Chella and Ottino (1984) (many of the examples are taken from this
work). The basic ideas of the lamellar viewpoint are discussed by Ranz
The review of stretching and breakup does not d o justice to the
state of the art and the reader should consult the reviews by Rallison
(1984); and Acrivos (1983). The most complete summary of experimental
work is given by Grace (1982). Probably the most complete experimental
studies are those from Leal et al. A partial listing includes Bentley and
Leal (1986a); and Stone, Bentley, and Leal (1986). Complete details are
given by Bentley (1985).

I These terms wcre coined by Arcf and Tryggvason (1984).
3 This viewpoint was suggested by Khakar. Chclln. and Ottino (19x4).
3 This is a good approximation if the distribution o f s is narrow. In chaotic flows
the distribution can be very broad, especially if there are large regular regions.
4 See Example 9.2.3.
5 If the structure is nearly axisymmetric, as the whorl of Problem 4.3.5, we have.

where .Y is the radial distance.

6 In a few simple cases we might be able to solve some problems taking into account
the distribution. One case is the vortex wrapping of Problem 4.2.5.
7 Throughout this chapter we will use an approximate form of the continuity cqunliol~.

Similarly. the energy equation is written as

where T is the temperature, r,- is an average thermal diffusivity, and r,. is a gcncratic
term that includes energy generation due to chemical reaction, viscous dissipation.
and volume change (see Bird, Stewart, and Lightfoot, 1960, Chap. 18). We d o not
consider multi-component effects.
8 This equation is valid for a material region S,", of size d where a linear velocity
field approximation is valid. For turbulent flow thisscale can be taken as the Kolmogoro
scale, (~'/O~I:)~:'. where E is the viscous dissipation per unit volume. Note, however.
that there can be significant stretching and folding below these scales as seen in thc
examples of Sections 7.1.
9 For example, we know that if the flow is a steady curvilineal flow, the stretching
history s( decays as I/(; in chaotic flows, on the average, s(, is nearly constant, etc.
10 A brief list of other works using similar equations are: Saffman, 1963; Tennekes
and Lumley. 1980; Foister and van de Ven. 1980; and Batchelor. 1979.
l l The application of u,. to mixing was suggested by Corrsin (1954).
12 See Ottino and Macosko (1980). and references therein, and Townsend's hot spot
model, Example 9.1.1.
13 This delinition of 'warped time' coincides with that of Ranz (1979) iff,. = t,,,,.
14 The choice of the scaling time t,. is also important in improving the accuracy of
numerical solutions (it should be selected in such a way that each term (e.g.. i 2 C ,i v
in Equations (9.1.6a.b) is of the order one. The coellicient (e.g.. r,/r,,,) then reflects
the importance of the term). Thus, 1,. is chosen to be r, for 'slow' reactions and it,,,
for 'hst' reactions.
15 Also, note that the streams themselves can be partially premixed and that everything
can be generalized to the case of three or more streams.
I6 Damkohler (19361 defined what is now called the first Damkiihler number, Du,. as
(length/velocity )/characteristic reaction time which can be interpreted ns the riitio
of the characteristic Eulcrian time t o a characteristic reaction time. O u r Du~'.'isdefined
in an analogous fashion. the superscript ( L )refers to the use ofa Lagrangian time-scale.

3 17


17 For examplc. for the reaction A + IJB P. the conditions b r a stationary reacting
zone are: (I)(.,,,, s.\~,,(,
,,, s,,) = I . ( I J C ,,#, c,,,)(D, D,)' = I.
18 The case of List reactions has been considered in the context of combustion and
has reccivcd considerable attention in applicd mathematics (see for cxample Kapila.
1983): the LISC of fist reactions as tracers is discussed in Ottino (1981 ).
19 An extreme case is given by polymerizations; see Ex;imple 9.2.1. It is possible also
to imagine situations where imperfect mixing can lead to 'thermal exlosions' due
to imbalance between heat generation and dissipation due to thermal conduction. The
presence ofa thermal explosion depends strongly upon the Lewis number (Ottino, 1982).
20 This topic dates from the work of Danckwerts (19581 and Zweitering (1959). See
references in Chapter I. A book devoted to these issues is Nauman and Buffham (1983).
21 See Section 8.5.
22 Batchelor and Townsend ( 1956)obtained.for homogeneous turbulence. r = 0.43(1:/~0~,'.
/I = o.12(c//O1 ;.= -0.55(1:,'~0' '.
23 The tensor L(X. t ) plays the same role as thestretching function, r(X, 1 ) in Section 9.1.
24 This formulation is largely due to Taylor (see Chapter I ).
25 As indicated in our presentation in Chapter I . Taylor (1934) invented the two basic
experimental configurations; to mimic a two-dimensional hyperbolic flow hc invented
the four-roller apparatus, to mimic shear flows he constructed a parallel flow apparatus.
26 A few references discussing various aspects of experimental results. prior to the work
of Bentley (1985). are the following: Rumscheidt and Mason (1961). repeated some
of the same experiments of Taylor (1934); their rcsults matched the theory for small
deformations. Karam and Bellingr (1968). carried out experiments in simple shear
flow using a Couette apparatus over a relatively wide range of p and obtained a
graph of Cu, versus p which had a minimum for p in the range 0.2 to I. They also
reported a viscosity ratio of p s 4 beyond which breakup was not possible in shear
flow. A few years later an exhaustive experimental study was reported by Grace
(1971, published 1982). In the first half of his paper Grace concentrated on shear
and hyperbolic flows (as Taylor had done), but on a much wider range of viscosity
ratios ( I O - q o 950). whereas in the second half of the paper he concentrated on
the applicability ofthe results to static mixers. In addition to Cu,, the time for breakup
and the length and deformation at breakup were also recorded. He also investigatcd
the breakup under conditions of super-critical strain (Ctr > Cu,). Grace also found
a maximum viscosity ratio, slightly lower than Karam and Bellinger's, p s 3.5, beyond
which drops could not be broken in shear flow. At low viscosity ratios he found
Ca, s p-n.s"or simple shear flow and Ca, s p O . l hfor two-dimensional extensional
flow. For drops of higher viscosity ratio, the data are more sparse and indicate an
increase of Ca, with p . There have been relatively few studies focusing on the effect
of the history of the imposed flow and the dynamics of the drop. One early study
is by Torza, Cox, and Mason (1972). They found that the rate of increase
of the strain rate (dS/(/t) had a significant impact on breakup. Though data are only
reported for relatively low values ofdS/dr. they found that the critical strain rate
was a function ofdS/dt, especially at high dS/dt.
27 See Bentley and Leal ( 1986a)for details of the apparatus and Bentley and Leal ( 1986b)
for experimental results.
28 It is significant that the breakup mechanism wus rtor due to capillary wave instabilities
as studied by various researchers (e.g., Mikami, Cox, and Mason, 1975; Khakhar
and Ottino, 1987). A long thread is not equivalent to an infinite cylinder and end
effects cannot be neglected under most conditions of interest. Obviously, a significant
difference between an infinite and a linite cylinder is that an infinite thread is an
equilibrium shape whereas a finite cylinder is not; in the case of an infinite cylinder
the only question is whether o r not it is stable (Stone and Leal, 1989). However,
if drops are significantly stretched, Na>>l@, as they are in chaotic flows,
the prevalent mode of breakup is by capillary waves.



Epilog ur
20 Other results for time dependent flows indicate the severity of the flu~dmechanic;~l
path. For example. Khakhnr and Ottino (1987) considered the number of f r a g n i c n ~ ~
N produced ny bursting of an ittlittirc, thread by means of a model based o ~ gi r o ~ l h
of capillary w;~vcs.The flow field around the thread was taken to be
I., = - :E(I)~.
I.: = 1(1)I.
Two cases were compared; one with constant 1. the other with l ( r ) = S/( l + Sr ) where
S is a constant. The number of fragments goes as Cii2~"forconstant 1 and as Cii'
for the u s e 1(r)= S, ( I + SI ) (where Crr is the capillary number. Cii = ~r,Sil.o. and
il the initial diameter of the thread). This implies that under identical conditions
n flow with dccaying efficiency will produce significantly fewer fragments than onc
with constant elliciency. These results appear to have interesting implications in thc
context ofexperimental studiesof breakup in chaotic flows,such as those ofsections 7.4
and 7.5. Although the experiments are just at the beginning and it is early to draw
lirm conclusions, it does appear that there is significantly more stretching and
breakup within the chaotic regions as compared with the regular regions, where thc
elliciency of the flow is poor.
30 Choices corresponding to two-dimensional extensional flow and simple shear flow
are given by Khakhar and Ottino (1986b).
31 This simple picture implicitly considers the possibility of drag reduction withour
any wall eNects. Such a viewpoint was advocated by de Gennes (1986).
32 Fornn introduction to the literatureofdrag reduction see Lumley (1973). Virk (1975).
Rerman (1978). and many of the articles in Vol. 24(5). J . 1!/' Rhrology. 1980.
33 Recent studies involving experiments in the journal bearing flow of Section 7.4 show
that droplets in chaotic regions can stretch by several orders of magnitude and break
primarily by capillary wave instabilities whereas drops placed in large islands, such
as those of Figure 7.4.5(a), hardly deform at all (Tjahjadi, 1989).
34 Recent theoretical analyses and computations involving fast bimolecular reactions
( A B- P) in systems with initially distributed striations of the reactants - such as
Figure E9.2.1- have shown scaling behavior. Owing to the unevenness in the striation
distribution the reaction planes move and the average striation thickness increases
in time. The remarkable result is that, regardless of the initial distribution, the system
evolves in such a way as to produce a self-similar time-dependent striation thickness
distribution (F. J . Muzzio and J . M. Ottino, 'Evolution of a lamellar system with
diffusion and reaction: a scaling approach', Phys. Rev. Lerr., 63,47-50, 1989).

Cartesian vectors and tensors

The objective of this appendix is to cover some indispensable background

with minimal mathematical complexity. The discussion is restricted to
Cartesian tensors.'

Properties of vector spaces

Vectors, in a general sense,2 are denoted as u, v, w, etc. We require them
to satisfy the following properties:

I Sum
(1) Associative
(2) Commutative
(3) Existence of zero (0)
(4) Existence of negative

11 Multiplication

( I ) Associative
(2) Unit multipication
(3) Distributive
(4) Distributive
Properties I + 11 form a vector

dpu)=( 4 0 ~
( a + P)u = r u flu
a(u + v) = au + av.

111 Inner product

(1) u - v = v - u
(2) ( u + v ) . w = u . w + v . w
(3) a ( u - v ) = r u - v
(4) u - u > 0 if u # 0 (magnitude of u, lul = + (u.u)'I2, denoted u).
(5) u.o=o.
Properties I + 11 + I l l form an Inner Product Spuce. No reference is
necessary to basis, dimension, etc. Properties I , 11, and 111, are quite
general and with proper definitionsof '+', addition, and '.', multiplication,

they might be obeycd by n suitablc class of functions. In particular. the,

itre obeyed by Cartcaian vectors and tensors. Some important propertic,
arc a direct consequence of 1 I l l . A space obeying 1 111 satisfies tllc
Cauchy S c h w a r ~
Iu-vI 6 IuI -IvI

IU + VI < IuI + IvI.


Co-ordinate system, basis, dual basis

From here on the discussion is restricted to three-dimensional space. In

general, a point x in space is located by its co-ordinates, x = x ( s l . r'. .s.').
For example, in cylindrical coordinates, x is specified by r, (I, z . The nrirlr~.ol
hllsi.s jei) is defined as
ei = ix/isi

We require the je,) to be linearly independent, i.e., xiei = 0 implies th~tt

xi 0." Consider a vector v located at x, i.e., v = v(x). The components
defined with respect to the natural basis,
r l ( x )= e, v(x)
are called the conrrc~ruriantc8omponent.s.The dual basis, ( e i ) , is defincd
such that
e i - e J= 1 if i = j
e i - e j = 0 if i # j
The components defined with respect to the dual husis
ui(x) = ei. v(x)
are called the corclritrnr componrnts. A coordinate system is callcd
orrhogpnul if the natural basis is such that
e i . e j # O if i = j
e i . e j = 0 if i # j
For an orthogonal co-ordinate system the vectors
e < i , - ei/leil = ei/c)i

form an orthonormal basis, i.e.,

e<i ) e( j)

= dij

where Oij is the Kroncker dclta ( h i i = I i f i = j and ijii = 0 if i # , j ) . '1'hc

components with respect to the orthonormal basis (e(';] are called ph!,.sic.irl

C ~ O I I I ~ ~ ~ I I OFI oI r~ fut
, ~ . ure

record the magnitudes cJi in two co-ordinate

Cylindrical :

See Figure A . 1 .
Figure A . I

or = I , o,, = I..
or =

I . o,, = r . o4 = I . sin O


Appendix: C u r t e s i u ~rectors

Cross product - definition

The cross product, denoted x is defined in terms ( e i j

e , x e2= e ,
ez x e , = -e,
e , x e, = -el
and so forth. In general. ei x e, = cijke, (qj, is called the permutation
symbol) and is such that
I;.. =
, ~ k -

+ 1.



ifijk = 321,132,or213
if any two indices are equal

Verify that 6,,ijm,
Verify that



bjrijks ijjsSkr

~ ~ ~ ~=
l : ~ , , ,-

Using the results given above prove
u x (V x w)=v(u-w)-w(u.v).
This identity provides a means for proving the Cauchy Schwarz inequalit!
Vector representation in terms of bases

Any vector v admits an infinite number of possible representations. -1'hus

v can be expressed in terms of the bases ( e , ) and ( e j ) as
v = l,.e.= rrei


The are the components of v with respect to { e , ) , and the ri are the
components with respect to ( e i ) . Thus. one of the possible ways of
identifying v is by means of its components.

[ V I E( r , , 2;2,c,)
where the brackets, [ 1, denote matrix representation.5 It is important
not to confuse the vector itself with its component representation.
How to obtain components

Using the inner product and the representation of v (using any subindex.
but never repeating them) we write:
v . e1. = ~ . . e .I . e . c=. ( e i . e j )= ~ ; .ldJ . . =c1.

so v = ( v . e j ) e j ,which is a representation of the vector in terms of itself."

Appendix: Cartesian rectors and tensors


Remark: If the basis is not orthogonal we need the dual basis and v is
expressed as
v = ( V .el)ei= (v.ei)el.

Addition and subtraction and multiplication by scalar in component form





(ri+ ui)ei

=( ~ 1 1 : ~ ) ~ ~ .

Scalar product
~I . e .c..e . = uI.t.J.e..
eJ. = u.r .h.. = u.r
- u .c.
~ ' i - 11'

Cross product

ejcj x e,wk = ej x ekcjwk= cjkieicjwk= ~

The origin of tensors - linear scalar functions and

linear vector functions
Linear vector functions provide a convenient and general way of introducing
tensors. Before discussing them, let us consider linear scalar functions.
Linear scalar functions (LSF)

Definition: Mapping
f ( ): V


(vectors into reals)

such that
f(x + Y ) =.f(x) +!(Y)
f(ax) = ?/'(XI.
Representation theorem
Any L S F has the representation f ( x ) = f - x , where the vector f is unique
and independent of x.

( i ) Uniqueness: Assume f and f' such that f - x =f'.x = f(x). Then

f - x - f'.x = 0 and using property III(2), (f - f'). x = 0. Since x is arbitrary,
using property III(5) we obtain f = f'.
(ii) Existence: f(x) = f(xiei) and using linearity f ( x ) = xi f(ei) = x.e,f(e,) =
f(ei)ei. x, so f = f(ei)ei.
Show that

,/(.)=I 1,

where the bars denote magnitude, is not a LSF.

Linear. vector .frrnctions (1- V F )

I>cfinition: Mapping t ( . ) such that V + V (vectors into
t(x T y ) = f ( ~ ) f(y)
t(xx) = xt(x).


Exutnplc 1
The multiplication of a vector by scalar is a LVF.
Exanlple 2
I>cfinc (a b).u -a(b.u), where the dot can be interpreted as (a b) actin!
on u. Note that the result is parallel to a. The entity (a b) is ailled a d!ad.
Notc also that if the order of a and b is reversed the result of the operation
is parallel to b. (b a).u = b(a.u). Similarly, u.(a b) =- (u.a)b.
A note uhout notution
The dyad (a b) is often denoted (a 8b). Customarily. within this notation
the product of a vector and a tensor. here denoted as T-v. is denoted a,
.l'v. The contraction (or inner product) of two tensors or a tensor a n d
dyad. here designated as T: S or T: nn, is designated as T - S and Tan S n .
respectively. The main motivation for this notation, which the reader i \
urged to master. is that the inner product of both vectors and tensors is
designated with the same symbol.

Representation theorem
Any I.VF has the representation

t(u)= ( e l t l ) - u (e,t,).u
= ( e l t l ezt, e,t,).u
= (eiti).u= e,(ti.u)
whcrc the ti arc unique.

( i ) L'rlicluc~rlc~s.~:
Consider two representations
t(u) = e,(t,. u) = ei(t;.u).

Taking the inner product with ei,

ei.t(u) = ( t i - u )= (ti-u)
and by the same reasoning as with LSF, ti = tj.
( i i ) E.~I'sIL~II(.~:
We write
t(u) = e,(t,-u)= ti(u) e,

component5 basis

It is enough to prove that t j ( u )is a LSF. Write

t(u) = t,(u)e,
t ( v ) = ti(v)ei.

Appendix: Cartesian vectors and tensors


t(u) t(v) = ti(u)ei ti(v)ei= [ti(u) ri(v)]ei.

Also since t( ) is a LVF,

+ v) = ti(u + v)ei,
ti(u) + t,(v) = ti@+ v).


t(ru) = (eiti).ru = ei( eiti(ru)= r(eiti).u = rei(ti.u) = eiati(u)
ri(ru)= rti(u).

A LVF is the most general linear transformation of vectors into vectors.

Symbolically, t(u) is written as

t(u) = T - U ,
where T = e,t, e2t2+ e3t3.This sum of dyadics is called a tensor. (More
precisely, a second rank tensor. Unless stated explicitly, whenever we use
the word tensor we mean a second rank tensor.) Similarly, we can define
linear transformations between tensors, and so on.

Components of a tensor

Any of the ti, for example, t,, has component representation

t , = t l Jej, where t , means the jth component of t,
[Remark: Note convention here. We could just as well have written tjl
to mean the same thing.]
Thus, in general,
t 1. = r.*I J J
T = e.t.
= e.t..e.
= t.e.e.
1 1
I J L J '
Usually, the components rij are denoted with the same letter as the tensor,
T = TiJeiej.
As with vectors, the array of Tij,usually displayed in matrix form, is one
of the infinitely many possible representations of the tensor T. Thus, we
can write
T = T.l .e.e.
= Tr .ere'.
1 I I J
as the representations of T with respect to the bases { e , ; and (ef).


Appendix: Cartesian uectors and tensors

How to obtain components

The ij component of S, denoted [SIjj, is obtained as

[SIij = ei.(S.ej).
Note that the vector corresponding to the first subindex is placed on the
left. It is easy to see why this works:
[SIij = ei.(Sklekel-ej)
= Sk,ej.ekel.ej
= SklSikblj
= SilSlj= SkjSik
= Sij.
Some properties of tensors
Zero tensor (0)
Defined such that 0.u = 0 for all u. The components are


= ei.(O-ej)= ei.O = 0.

Thus the component representation is

in any basis.
Unit tensor ( I )
Defined such that I mu = u for u. The components are
[llij = e i . ( l . e j )= ei.ej= Sij.
Thus the component representation is

in any basis. Note also that

Product by scalar
Defined such that 2T.u


Addition (and subtraction)

Defined such that IT S).u T-u S . U .

Inverse tensor
Givcn T , there exists 'r-'. such that if det T #0, then T - T - = 1.
T - . '- T = 1. If det 1' # 0, T is callcd non-singular. I t can be shown that
det 'l' docs not depend on the basis and that 'r-I is unique. The rule of
computation of T ' is similar to that used in matrices.


Appendix: Cartesian Gectors and tensors

Vector function t T ( . )such that tr(u).v= t(v).u.
tT( ) is a LVF: Note
tT(u+v).w= t(w).(u+ v ) = t(w).u + t(w).v
= tT(u).w+ tT(v).w= (tT(u)+ tT(v)).w.
Since w is arbitrary,

tT(u v ) = tT(u)+ uT(v).

tT(u).rw= atT(u).w= rt(w).u = t(w).ru = tT(ru).w

and since w is arbitrary,

rtT(u)= tT(ru).
Note: The transpose of T is denoted TT.Thus, we write (TT.v).u= (T-u).v.
Component representation of transpose
[TTIij= ei. (TT.ej)= ( ~ ~ . e =
~ (T.ei).ej
) - e ~ = Tji.
Note: If T = Tijeiej,then TT= Tjieiej.If T = TT, T is called symmetric. If
T = -TT, T is called antisymmctric or skew.
Show that T = (TT)T.
Show that any tensor T can be decomposed, uniquely. into symmetric
and antisymmetric parts:
T, = (T + TT)/2,symmetric.
TA= (T - TT)/2,antisymmetric.
Component representation of a dyad
= akbl(ei.ek)(el.ej)
= u,h,di,dlj = uih,dlj= aibj.


(a b)' = (b a).
Useful relations inuolcing unit vectors
( 1 ) eiej-ek= ei(ej.ek)= eidjk
(2) eiej.eke,= ei(ej.e,)el = eiSkjel
(3) eieJ x ek= e,[ej x ek]
(4) e, x eJek= Ce, x ejle,
(5) eiej:eke,= (ej.ek)(ei.el)
= 6jkiii,.


Appendix: Cartesian vectors and tensors

Warning: definition (5) is not universal. For example, some authors define
eiej:ekel= (ej.el)(ei.ek)
rather than (ej.e,)(ei.el).
ck6jk= (i.
= Tjl
bjk= d k j .
Operations in terms of components

Addition (and subtraction)

T + S = TiJeiej+ Sijeiej= (Tij + Sij)eiej,

Multiplication by scalar
rS = rSijeiej,

which is a tensor.

which is a tensor

Product of vector by tensors

which is a vector.
T.V = T,JiC!j'Ckek
= (Tijck)eibjk
= (Tikuk)ei,
Note: This corresponds to usual matrix multiplication ( [ 3 x 3][3 x I]).
Similarly, v.T is interpreted as:
v.T = ckek TiJeiej= (c, Tij)Skiej
= (ciTij)ej.
Note: This corresponds to usual matrix multiplication ([l x 3 ] [ 3 x 31).
Inner product (or double dot product or contraction) of two tensors
which is a scalar.
T :S = T,-Jeiej:
Sklekel= TijSklSilbjk
= TikSki
= TljSjl,
T : vw = T.IJ.uJ.w.

uv: wz = U i V j W j Z i .
Show that if T = TT and S = -ST then T : S = 0. Thus if ':' is interpreted
as an inner product this means that the projection is zero.
Product of two tensors
which is a tensor.
T .S = TiJeiej.
&,ekel= TijSklbjkeiel
= TikSkleiel,
Note: This corresponds to usual matrix multiplication ( [ 3 x 3][3 x 31).

Change of orthonormal basis

The problem is how to find the components of vectors and tensors when
they are seen in different bases. Consider two such bases: lei} and {ej).
a; = cos(ang1e between ei and ei)= e;.ei
and arrange the a; as in Table A . l

Appendix: Cartesian vectors and tensors

Table A. 1

Then, for example, from Table A.l

In general,
e!1 = a [J eJ .
ei = aie'.
J J'


We denote the matrix of the a j as [Q] (note convention here)





Q is an orthogonal matrix. Consider now some of the properties of Q.

Note that
e i . ei = d,,.
Replacing the transformation we obtain


Note that a x b-c = Volume of prism




e; xe;.e;= 1 .

e; = a i e , + u$e,
eI, = u i e , + uie,

then detjurj = 1 .


+ a:e,
+ u:e3



Appendix: Cartesian vectors and tensors

Prove that uiu;

= 6,,.

Prove that detla;] = 1.

Transformations of Cartesian co-ordinates

The same vector v can be written in (ej) and {ei}as
1: = cses = c'e'
es = aze:
we write
L' ase' = c'e'
s r r
r r
(csa: - c:)e: = 0.
Since all the components of 0 are zero,
L"r = r IS)
or in matrix form, [v'] = [Q][v].
0, = ci'u'
or in matrix form, [v] = [QT][v'].

Further properties of Q
Since v transforms as [v'] = [Q][v] and the length of v is invariant, we
= Ca'lCa'l= CQICalCQICaI = CQTICQICalCal = Cal [a]= la21





det([QT][Q]) = det[l] = 1
det[QT] det[Q] = (det[Q])2 = 1
det[Q] = k 1.
Q is called proper orthogonal if det[Q] = 1 .

Prove that [Q] preserves angles between vectors.

Appendix: Cartesian uectors und tensors

33 1


Consider two vectors v and u and a tensor T such that u = T . v . The

question is: What happens when T is seen in terms of {e;) and (e,)'? We
know that:
U: =aJu.

= Tjqt',

u: = uiT.14 6 4
u: = uiT.J4 ~ P4 uP' '
Also, since
u'.= T'.IP u'P

we get
T i , = aja4,Tj,
or, in matrix form, with the usual rules of multiplicaton,

Derive the above result using matrix manipulations. Consider


= [Ql [ul





CQTICv'1= Cv1.
In {e,),

Cul = CTICvI
whereas in {el),
[u'] = [T'][v'].


Cull= CQl [TI Cvl



= [QICvI.


Appendix: Cartesian t'ecrors and tensors

Scalar functions of tensor arguments

There are two kinds:
(i) Those for which the relationship is dependent upon the choice of basis.
(ii) Those for which the relationship is independent of the choice of basis.
These are called incuriant or isotropic functions.
Examples: f(T) = TI, belongs to class (i); as we shall see det(T)and tr(T)
belong to class (ii).

Definition: Mapping, tr( ), 8 + R, such that

tr(T + S) = tr(T) + tr(S)
tr(rT) = r tr(T)
(i.e., linear), and
tr(a b) = a-b.
Calculation: tr(T) = tr(Ti,eiej)= Tj tr(eiej)= 7;.j6ij= Ti.
tr(ST)= tr(S)
tr(S.T) = tr(T-S).
Magnitude of a tensor


= /[tr(T-TT)]Ii2I.

The Cauchy-Schwarz inequality, for tensors, reads

Show that IT1 = I(T:TT)1121.
(See earlier comments about notation.)
Show that in


1 if In1 = 1

Show that T: TT2 0,
Prove that tr(A.B.C)
is invariant.

= tr(B.C.A).

Prove uv: wz = uw: vz = (u.z)(v.w).

Use this result to prove that the trace

Appendix: Curtesiun rectors und tensors



The determinant is calculated using the representation of T in any basis.

The result is independent of the basis (without proof).
det T =

7.11 TI, 7-13,

7i1 T,, TZ3.
T3 1




Prove that dct(A

I) =




Prove that det(T') = det(T).

b:igenvalues and eigenvectors

Givcn a tensor T, its eigenvalues and eigenvectors are the solutions of:
Tan = i.n gives the right eigenvectors ni and eigenvalues i.i (i = 1 to 3)
m - T = fim gives the left eigenvectors mj and eigenvalues fij ( i = 1 to 3).
Note that the left eigenvectors are also given by T T - m= [Im.

Note that
( T - i.l).n = 0.
T - n - i.1 .n = 0
The system admits a non-trivial solution if and only if
det(T - - j . l ) = 0
(third-order polynomial)
which generates, at the most, three different eigenvalues (real or complex).
The corresponding eigenvectors ni are the solutions of
replacing i. by L,.Normally, the eigenvalues are normalized, i.e., they are
reported such that
In,l = I .
Churacteristic equation

det(T - i i ) = 0 can be written as

+ lI,i-1I1,I = O


Appendi.~:Curt esirln rectors unri tensors

I,.. II,.. and Ill, are called the principal invariants of the tensor. As we
have sccn I,.. 11-,.and Ill-,. arc independent of the choice of basis.
Chyley-Humilton theorem (without proof)
Any tensor T satisfies its own characteristic equation, i.e.,
1- .3 - l l ~ r 2 + l l , ' l ~ - I l I , l = O .
Note: Besides I,, 11,. and 111, the other invariants commonly encountered
in the literature are the moments
I; = tr('f),
II', = tr('f2),
111; = tr(-r3).
Representution theorem for symmetric tensor (without proof)
Any isotropic scalar function of a symmetric tensor argument can be
expressed as a function of the invariants of the argument:
,f(T)= (](IT? 111, 111,)
or. alternatively,
,/IT) = gC(l',
, I I.;.. 11 I.;.).

Show that if T is symmetric, the eigenvectors belonging to different
eigenvalues are orthogonal.
Ilcnotc n,, ii and nj. il as two sets of eigenvcctors eigenvalues such
that ii# /.j. then
I . n ., = ;..n.
I !
T.nj = ;.,nj
then, cross-multiplying.
( iini.nj
(T-nj).ni= ijnj-ni.
Using the delinition of transpose. since ?' is symmetric.


/.j)nisnj = 0.

Since. by assumption. ii# i j then ni and nj are orthogonal.

Obtain the rcprcscntation of the above tensor with respect to its eigenvectors. Construct
T..= ( ' r - nI . ) . nI . = ; . . n . . n i = / ...I (.)11'

So the matrix representation is



Using the Cayley Hamilton theorem prove that 'T' = Q - T - Q ' and T have
the same invariants.

Using the Cayley Hamilton theorem prove that T".

in terms of 1, '1'. and T'.


> 3, can be written


Show that if T is invariant, then Tnis invariant.


Show that T and TT have the same cigenvalucs.


Show that if 'l'.n


thcn T

' an = i



Show that if T = 'f.''and the 7; are real then the eigenvalues of T are

Continuing the problem above, construct the matrix [L] such that its
columns, n,, are the eigenvectors of T, i.e.,



where the ni are written as ( 3 x 1) vectors. Show that [LT][I'][I.] is


Prove that T and T ' = Q . T . V T have the same eigenvalues and


Show that if W

W ' thcn i.
= 0 is an eigenvalue.


Show that thc maximum (or minimum) of D : nn, with D given and In1 = I ,
is given by the solution of the eigenvalue problem D . n = Ln. Identify i.
with a 1.agrange multiplier.

Differentiation of scalars, vectors, and tensors

Grudicnt of a scalur - definition


V f (f(x), sculur function)

d f ' = , f ( x + d x ) - , / ( x ) = dx.vf'.

Appendix: Curtesiun vectors und tensors

Denoting ldxl

= ds

V f is a vector.
Gradient of a vector - definition of Vv (v(x), vector function)

dv = v(x + dx) - v(x) = dx .Vv.

Denoting (dxl = ds

Vv is a tensor (second order).

Gradient of a tensor - definition of VT (T(x), scalar function)

d T = T(x + dx) - T(x) EE dx-VT.

Denoting ldxl

= ds

VT is a third order tensor.

Note: In every case V( ) is independent of dx. This is what makes the
definition useful.
Find the components of V( ).
Consider Vf, f(x). Note that the unit vector can be written as

Then, using the chain rule,

- G
f dxk
- .ds dx, ds
Vf is vector, since df is scalar. Then
df = dx,(Vf



Appendix: Carteslun rectors unrl tensors


Thus, the operator V( ), applied to

'.' is:

The symbol '.' denotes a scalar, or tensor- preceded by an operation (no

or ' x '). If '.' is a vector or a tensor i t should be inserted in
component form.
( ' a '

Divergence of a vector field

Definition: V is followed by '.'. Thus,

If V . v = 0, v is called solenoidal.
Divergence of a tensor field
Definition: V is followed by

V S T= el

'.'. Thus,

-.Ti.k e . ek = e,.ejek-= aij


i ui



a vector.


Luplacian of a scalar field

Definition: divergence of the gradient

; Y
?r'f - ?l?f
. e . - - =aij,(.xi ' ? x j
c,ui?.uj ?Xi ?.u,


a scalar

This is often indicated as V2f

Gradient of a urctor field

= el


? u,
i u,
Note that the ij component of Vv 1s (c't,/c'w,)

Luplacian of a vector field

Note: why not


a tensor.


Appendix: Cartesiun vectors un~Itensors

Curl of a vector field

If V x v = 0, v is called irrotational.
Other operations, such as V x T, can be defined similarly.
Prove the following results. Both j'and g are scalar functions, v and u
are vector functions.

V(f9) = fV9 + 9Vf

V.(fv) = (Vf).v + f(V-v)

(fv) = f ( V V )+
~ (Vf) v

Prove the following results
V*(vw) = v - v w ~(V'V)

v x f ~ = v f ~ v + f ( v ~ ~ )
V2(V.v)= v . v 2 v
V . ( V V )=
~ V(V.v)
V(a-x) = a, where a is a constant vector and x = xiei
vv:1 =v . v
~ ( l / l x l=
) -x/1xI3 where x = xiei.

Integral theorems for vectors and tensors

Divergence theorem or Gauss's theorem


Appendix: Curtesiun oectors

N I I ~tensors


The unit vector n is the outward normal t o c'V.

Stokes's theorem

[n.(V x v) ds]

= fc (t-v)dc


The symbols are explained in Figure A.2.

1 Excellent references for this material in the context of continuum mechanics and fluid
mechanics, respectively. are Chadwick (1976)and Aris (1962).Portions of this appendix
are based on the appendix of Coleman, Markovitz, and Noll (1966).
2 As we shall see this definition includes both 'vectors' and 'tensors'.

3 Unless explicitly stated we use Einstein's summation convention: rcpcatcd indices are
summed from 1 to 3, i.e.. riei = riel + r,e, + r3e3.For example. q j r j r imeans the
double sum 11 Tijrjriwith both indims running from I to 3.
4 This applies to components of vectors and tensors. Throughout this work, unless
explicitly stated otherwise, we will deal with orthonormal bases.
5 As is usual in fluid mechanics we do not distinguish between column and row
vectors to simplify the notation; also, the distinction it is always clear by the
context of the operation.
Figure A.Z.

6 'I'he re~idcrrnighr find i r in\trucIr\c r r ) conlp'irc t l i i h \\irh [lie c\pari\iorl of a f~rnclrori

in terms of base functions, a, in Fourier herich for example. and to identify the terms
(v'e,) with the Fouriercoelficienta.
7 In the Iltcraturc one~on~e~imcscncouritcrs
opcr,~lioli\siich as ~ v . V lO. n e intcrprclarion
15 lo regard V. by irhelf. as a vecror. We prefcr. ho~vcver10 regard ir ,is a n opcraror
according to rhe defin~rion\g r \ c ~ lriho\e.

Frequently used symbols

r;rdius o f a sphcriciil droplet
arc;i densit!
concent r;rtiorl
c;ipillary nu111her
stretching tensor
diffusion cocflicicrlt
differential arca clcr~lent(prcbcrlt
differential arca clement (rcfcrcncc
s1:ite I
Linetic energ! \xithin matcri;~l
\olurnc I,
hod? force
right hirnd \idc ol' a ~1ilTerenti;rl
tbpical ~ n a p p ~ n gas. i n Scctic~rih
7.11 and 7.3
\ilic:~r rate
r p i c a l Li~grangiirnful~ctiorl
t ! p i ~ ~I l( u l e r ~ ; ~l un n c r i ~ ) ~ ~
action i n Il:rm~lroni;~nsbstemli
intensit! o f segregation
invariant set III horseshoe map
tlo\v cl~;~r;~ctcr
111 1111e:rr l 1 t 1 :~
- I. pure rot;111~1rial
li I. orthogon;tl stapn:itlori f l o ~
Icl~gtlro f a droplet
rcli.rc~icc II~:II~~I.II Ic1ig111
;it ti111e r
~ ~ r ~ e l ~ t i of
i t i ;<I )~r~~i ; l l c r l fil;i111e111.
prchcllt \ t . l l C

rcfcrcr~ccstirte oS~~i;tteri:~l
out\idc normal t o a rrl;~terial
o r i c ~ ~ l ; ~ l iof
o n:in ilreil ~ICIIICII~.
prchcrlt st,ltc
r c f c r c ~ ~ ct ei ~ t eo f an area element
\ixx)\it! r;ttio
( ~ r i c ~ ~ t ; ~of~ ~i onri ic r o s t r ~ ~ e~I ~i ~t rhe
1 - - 1p;
;I \;~riahlci n a l i a ~ n i l t o n i ; ~
I \ \ irh cornp~)llcrlts11, I
tllc fi\cd p ~ ~ i rindicated
Ileal fluv
a \ari;~hlei n ;I Hamiltolliitn \!stem
( ~ i t comporlcrlts

orthgonnl tensor o r r n i ~ t r i x
~ ~ u l . cterm
c 111 clitTu.;ion c q c ~ a t i o l ~
Kc! l ~ o l d s~ ~ u r l ~ h c r
real time
tlrllc period
\trc\\ tcnwlr
\ elocit!
rcfcrcncc material \ o l u ~ ~ ~ c
~ i i ~ i r c r\OIIIITIC
i ~ ~ l :it t i r i ~ cr
~ I I ~ I ,II~~III~II
I I ~ ~t c
~ \tri;~tior~s
~ L I \ I ~ I O Iiector
t p o \ i t i o l ~< ~ c c ~ ~ p i c
h> p;irticIc \ ill t1111e1 1
p:irt~clcS. LI\LI;III! d e h i g ~ ~ i ~ h!
il\ l i c ~ \ i t i o;it~ ~time I

List of ji.eyirrnrly irsrrl synlbols

Creek symbols

@,(. )



stretching function
parameter in tendril- whorl flow
parameter in tendril whorl flow
mixing strength in the partitioned
pipe mixer
strain rate
reduced time
extensional rate
perturbation parameter
internal energy per unit mass
energy dissipation per unit volume
per unit time
area stretch
length stretch
mixing strength in the blinking
vortex flow
kinematical viscosity
dimensionless space with respect to
striation thickness
Liapunov exponent
interfacial tension
warped time
viscous part of the stress tensor
potential function
motion o r flow
vorticity o r spin tensor


bottom wall in rhe cavity flow

critical value
exterior fluid
interior fluid


inncr cvlindcr in a journal bearing

I,th term in il vector
11th iteration
outer cylinder in the journal
bearing flow
stable manifold
steady state
top wall in the cavity flow
unstable manifold
reference state; initial condition
quantities referring to an
infinitesimal area element
angle in Hamiltonian systems
quantities referring to an
infinitesimal line element
quantities referring to infinite time


initial position
quantity referring to the frame F'
quantities referring to flow far
away from droplet or

Special symbols
D . Dt

( )

[ ,]

when applied to a vector f, it

denotes the matrlx i f ,i X , (also Dx
material derivative
brackets denote matrix
representation of tensor M
pointed brackets denote tlme or
area average
Poisson brackets


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,5101~1,P/IJ,\..Kl. 67 105,
Rxu. 11.-W.. H.-K. ('hiing. and I).-I. Lee (I9861 Crccping flows in recfangul;ir c:r\~tie\
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Saffman. 1'. <;. (19631 O n the fine-scale structure of Lector field, con\ccted h a t u r h u l e ~ ~ t
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Saliim. I-'. 41. A , . J. I?. Marsden. iind f'. f'. V a r a i ~ a(1983) Chaos and Arnold diffuhion
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697 708.
S'IX. J . F. (1085) Iranhport of small molecule> In pollmcr blend\: transport-morpI~oIog>
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Scrrin. J . (1050) '1 he mathematical principles of classical fluid mechanics. in tl[rt~rlh~rt~/l
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Author index

Italic numbers refer to figures.

Abraham. R . 11.. 109, 124, 127. 152
Acrivos. A.. 218. 299. 301. 303-7. 31 5
Allcgrc. C. J.. 8
Andronob. A. A.. 128
Aref. I{.. 1 . 3. 130. 140. 153, 171. 216. 272.
3 16
Aris. R.. 17. 40. 339
152 - 3
Ashurst. W. '1' .. 296. 298
Astarita, Ci.. 67
Balachandar. S., 2 l 6
Balals. N. L.. 150 1 and 216 lin Bern
or (11. (I979)J
Ballal. B. Y.. 218
Barthbs-Biesel. D.. 301. 304. 306
Batchelor. C;. K.. 6. Y. 51, 57 8. 62. 75.
139 40. 277. 2Y7, 315 17
Bcllingcr. J . C.. 31 7
Bcntlcy. B. J.. 41. 299. 302 3. 304. 307.
315. 317
Berker. R . 95
Rcrman, N. S.. 318
Berry. M. V.. 150 1 . 216. 308
Bigg. D.. 2 1 X
Bird. R . B.. 6. 22. 316
Birhhoff. G . I).. 145 6. 152
Howen. R . M.. 22. 41
Brenner. H.. 47
Bro;tdwell. J E.. 288
Brothman. A., 3
Brown. <;. I... X
Buckmasrer. J. D.. 304. 307
Buffham. B. A,. 16. 317
Burgers. J . M.. 57
J.. 62
("~suell. J. H., 34
('h;idwich. P.. 20. 40. 62 3. 339
<'h;~ihcn.J.. Y. I I. 21 6. 218
C-han. K . I-..6

Cfian. W. C'.. 315

Chance. B.. 17
<'hang. H.-N.. 218
Chella. R.. 7.72.81 .X6.90.94.28&1.285.
315 16
Chevray. R.. 9. 1 I . 216. 218 Lin haikcn
(11. (I986)]
Chicn. W.-L.. 9. 201. 213. 216
Chong. M . S.. 261. 206 7. 272
Cohen. E. G . D.. [see Helleman (I9XO)and
Swinney (I985)]
Coleman. H. I).. 9 4 - 5. 339
Coles. I).. 62
Cooper. A . R.. I 6
Corcos. G . M.. 290. 291 3. 292. 295
Corrsin. S.. 3. 6. 9. 11. 316
Cox. R . Ci.. 304. 317
Crawford. J . D.. 271

Damkiitiler. G.. 316

Danckwcrts. 1'. V.. 4. 7. 16. 187. 317
1)anielson. T. J.. 271
I>;t\ies R . M. [see Batchelor and .Townsend
( 1956)J
de Gennes. 1'. Ci.. 318
1)ebaney. R. I... 127
Dimotakis, P. I<. Fig. 1.3.5 (see color plates)
12. 13. 60
Iloherty. M. F.. l.(ll. 173
Dombrc. T.. 111. 127
Duffing. Ci.. 218
Echi~rt.(... xi. 4
Eringen. A. ('. [see Howen ( 1976~1
Eisc;~ndc. I). 1. .. 153,,
t.airlie. B. D.. 35. 171
1Fcldm;in. S. M.. 3
I-'cigenbaum. M. J.. 127
Fcingold. M.. 272
1'1elds. S. D.. 13. 285. 2x6 7 , 2x9
1;inlnyson. B. A,. 224
Fisher. I>. A,. 31 5
Folstcr. R. T.. 3 16

Franjionc. J. G.. 110. 227.228-3.5. 2.38-4.5.

27 1 . 204
t'rictlrichs. K. 0..22
Frisch. U.. 221 and 271 1 in 1)onibre 1.1 111.
(I9X6)I. 272
<;alloway. I).. 272
(iarcia-RcjOn. A. [see Khirkhar. ('hell;r.;~nd
Ottino (1984) and I.eal (IOX4)]
(iibbs. J . W.. 191. 217
(iihson. ('. H.. 2x8. 3 0 . 296 tin Ashurst
1.1 ttl. (I9XhlJ. 298 [in Ashurst rr ttl. (I9X7)J
(iiesckus. 11.. 41
~;illirni. K. W,. 250
(iogos. C. (i.. 16
(ioldherg. F. D.. 16
(ioldstein. G . A,. 272
Goldstein. H.. 152 3
(iollub. J. P.. 216
Grace. 11. P.. 315. 317
(ireene. J . M.. 128. 153. 221 and 271
[ i n Dombrc t.1 01. (19X6)]
(iuckenheimcr. J.. 97. 101. 1 12. 127 9.
141. 152 3. 162. 177, 266
Harna. F. K.. 25. 62
Hawthorne. W . K..3. 5
Hellernirn. R. I{. <;., 132. 145, 152
tleller. J. P.. 40
Ilinon. .M.. 2 2 0 , 221 and 271 [in
I>ombre cJr trl. I9X6)I. 269
Ilinch. F. J.. 305. 307
Ilirsch. M. W., 25. 97. 1 0 1 3. 127 X. 136
Hoffman. K . R. A.. 10. 210
Hollirnd. W. R.. I6
Holloway, G . . xi
Holmes. l'.. 97. 101. 112. 127 9. 141.
I52 3. 162, 177. 266
Hottel. H. ('.. 4. 5
Huilgol. R. R.. 34. 67
Ilyman. I).. xi
loos. <;.. 127
Jeffre. G . B.. 2 1 X
Jcpson. C. ti.. 4. 7. I h
Jones. S. W.. 153. 272
~ o s ~ p r).
h . D.. I 27
Jou. W.-H.. 295 (in McMurtry cJr ~rl.( It)X6)]
Kadanoff. L. I>.. 272
Kanterovich. I.. V.. 224
Kupila. A. K.. 317
Karam. H. J.. 71 7
Karweit. M.. 6. 0 . I I
Kari~kia.J. Y.. 2IX
Kcrr. K . M.. ?)(I. 290 [ i n A\hurst 1.1 '11.
(10x6)).208 [in Ashursr rr rtl. llOX7)1

Ksrb~ein.A.. 206 [in Ashursl rr trl. (l986)j.

2')X [in Ashurst rr rrl. (I9X7)I
Khaikcn. S. F.. 128
Khahhar. I). V.. 67. X X 03. 155. 158. 104.
165. 167 8 . 169. 177. 178. 183. 18.5
l.'ip. 7.3.10 (set color plates). 187. IXS.
/YO. 213. 227. 22s 35. 238 4.i. 271 2.
305 6. 316 I X
Kim. J.-S.. I28
Kirstrnannson. S. S.. xi
Kol~nogorov.A. N.. 146
Koochesfh;tni. M . M.. 13. Fig. 1.3.5 (see
color plates)
Krylov. V. 1.. 224
Kusch. H . A,. 272
Lamb. 11.. 63. 139. 304
1.andford. 0. 1.. 127. 129
1 . ~ 1 .I*.
Ci.. 41. 67. 85. 299, 301. .<O? 3.
306-8. 315. 317 D.-I.. 21 X
1.w. L. J.. 13
1.eonard. A.. 133
Leong. C . W.. 201.210. 219. lin Ottino 1.1
01. (IOXX)]. 218
I.cvich. V. C;.. 313
1.ichtenberg. A. J.. 103. 116. 127 X. 137.
152. 217
Licbcrrnnn. M. A.. 103. I 16.127 X, 137.152.
1.ightfool. 1:. N..6. 22. 316
Lighthill. M. J.. 57
Lo. I'. W.. 304 5
I.oren/. F. N.. 126
I.umle). J. L.. 40. 316. 318
Lundgrcn. r . S.. 57. 295
MacKay. K. S.. 152 3
MacKlc!;. M. R.. 308
Macosko. C'. S.. 3. 13 [see 1 . e ~er ul. ( 1980)1.
13. 278. 316
Malvcrn. I.. F.. 40
Marhlc. f . I:.. 2x8
Markobiti.. 11.. 94 5. 339
Marsdcn. J . I:.. I52 3
Mason. R . G.. 31 7
Ma!. R. M.. 127
Mc<'ahe. W. I... xi
McC'a\c. I. h'.. 16 [rri(ioldbcrg~,ra/. (107711
McKcnr~e.1). l'.. 10. 17. 217
McMurtr). 1'. A.. 295
Msahin. P..300
Mshr. A,. 221 and 771 [ i n D o ~ n h r ct2r rrl.
Msisa. J . L).. 152 3
Mclnikob. V . K.. 1.11
Mcna. 13. [see Khakh~rr.C'hellir and Ottino
(11)X4)ant1 Lcirl I I9X4I]

Mctcalfc. K. W..205 and 3 5 [in McMurtr!,

P I trl. ( 19X6)]
M~iike-Lye.R. C'.. 12. 13
Middleman. S.. 16. 120. 218. 221
Mikami. '1' .. 317
Milne-'l~homaorl. I.. M . 63
Minorak). X . . 153
Moffat. t t . K.. 59
Mohr. W. I)..4. 7. 16
Monson. P. A,. X
Moser. J.. 126. 137. 148. 152 3
Muzzio. F. J . , 313
Naum;tn. F . B.. 16. 317
Noll. W . , 82. 84.04,. 339
Sollert. M I:.. 308
O'Brien. J . J.. 16 [in (ioldbergrr ul. (197711
Olbricht. W. I... 67. 85. 3 0 5 . 308
Omohundro. S., 272
Onsagcr. L.. 41
Or7ag. S. A , , 295
Osecn, C. W.. 95
Ostrousky. N. [see Meakin (1985)J
Ottino. J . M..3. 7. X. 9. 13 tin 1.w 1.1 ui.
(1980)].l3.16 X6.XX.XY.
90. 94. 121. 140. 1.55. 158. 164. 165. 167.
168. 109. 173-5. 178 50. 183, 1x5-6.
Fig. 7.3.10(seccolor plates). 188 YO. 201.
238-45. 271.27X.280.2XS.286.288-9.
289,294.305-6.313, 3 1.5-1 8
Palis. J.. 153
Pan. I-.. 2IX
I'iipantoniou. I). A.. 12. 13
I'alterson. A. K.. 29
Patterson. G . K.. xi. 315 jiri Ran/ il9Xj)l
Peizoto. M . M..100
l'ercival. I . C.. 102. 127. 157. 153
Perry. A . F... 35. 261 2. 266 -7. 272
Piro. 0..272
Poincark. H.. 125. 153
Pomphrey. K.. 140
Prandtl. I... x i . 6. 22. 40
Rallison. J . M.. 16. 67. 83. 299. 303. 306.
3 15
Kalph. M . E.. 2.51. 271
Riingcl-Nafiiile. ('. 1 acc Kh;~Lh;ir.C'hella.
and Ottino (1984) and Leal (1984)l
Ranr.. W . I:.. 13. 13 tin Lcc ui.i 1 PXOi]. 278
315. 316
Kcichl. 1.F:.. 7
Rhtncs. P. H.. 16
Richard\. I)..102. 127. 152
K~le).J . J.. 195. 105 [in M c M u r ~ r ycr (11.

Rising. t1..9. 121-3. 155. 158. 164. 165.

167-8. 169.17#40.18.7.INS-6. Fig.
7.3.10 (see color plates). 210. 21.3-14.
216. 216 [in O t t ~ n o e r u l(IOXX)].
R i ~ l i n K. S.. 218
Kobcrts. F. A , . 138
Roberts. J . M.. 17
Kom-Kedar. V.. 143
Kosenbweig. R E.. 47
Koshko. A,. X
Roughton. F. J. W.. 17
Rumacheidt. 1.. D..
Kiiasmann. H.. 140. 153
Kqu. H.-W.. 218
Saffman. 1'. G.. 3 16
Salarn. F. M. A,. 153
Snndcr. L. M.. 309
Sax. J . L . . X. 17. Fig. 1.3.4 (bee color
Saxton. R. I... 4. 7. I0
Schlichting. H.. 6
Schowalter, W. R.. 63
Schuster. H . Ci.. 122. 127
S c r i ~ c n .1.. f .. 3 15
Scrrin. J.. 18. 20. 45 6. 52. 54. 57. 62
S c ~ i c k LI.
, M.. 8
S h i l ~ C.'. I).. 109. 124. 127
Sherman. F. S.. 200. 291 3. 292. 295
Shinnar. R.. 16
Smale.S..20.97. 101 3. 108. 112. 115. 119.
126 9, 113)
S m ~ t hJ. . C.. xi
Snyder. W. 1.. 277
Sohey. I . J.. 220. 249. 232 3. 271
Sofia. S.. 6
Solornon. 1.. H.. 216
Souard. A . M..221 and 271 [in Domhre
1.1 (11. i 19x6 11
Spalding. TI. B . 16, 271
Spencer. K. S.. 4. 6. 129
Stanley. H . E . [see Mcakin (19X5)l
Steelc. J . 11. 16 [in (hldherg cr (11. (1977)]
Stewart. W. E.. 6. 22. 316
Stone. 11.. 303. 307. 315
Stuart. J . T.. I67
Suanaon. 1'. I).. 216. 216 tin Ottino rr (11.
S ~ a n s o n W.
. X.. 250
Swinney. H . L.. 127
Synge. J . L.. 118. IS?


'I'abor. M.. 19. 11. 116. 218. in Chiliken

rr (11. (1986)]. 150 1 and 216 lin Berr)
t11. ( I979 I]
Tadmor. %.. 16
'l'an. Q . %
. 216. 118. in ('haiken
1.1 ctl. (IOX6)I


Aurhor int1e.u

Tanner. R . I.. 67
Taylor. G . I.. 3. 4. 7. 40. 304 5. 317
Tict.jens. 0.Ci.. xi. 22. 40
'Tennehcs. H.. 316
Thirring. W.. 127
Thomiis. E. L.. 13
l'homas. 0. M.. 273
Torza. S.. 317
Toupin. R.. 10. 24. 40. 46. 59. 62 3. 03
Townsend. A . A,. 6. 277. 297. 317
Tritton. L). J.. 63
I'ruesdell. C'. A., l X 19. 24. 4 0 I . 46. 53.
59. 62 3. 67. 94
Tryggvason. C;.. 1. 3. 316
'I'urcotte. D. I... 8
1Jlbrcch1, J . J.. xi. 315 [in Ranz (IOX5)l
van de Vcn. T . G. M.. 316
van Dyke. M..272
Varniyn. 1'. l'.. 153
Veronis, Ci.. 9. 16

Virk. P. S.. 318

Vitt. F.. A.. I28
von Misses. R.. 21
Voro5. A,. 150 1 and 216 [in
Wallerstein. C;.. 6
Walters. f'.. 17
Wannier. G . 11.. 194. 218
Wciss. N. 0.. 17
Weissbcrger. A. [see Roughton
Welander. P.. 4. 5. 5. 9. 217
Wendell. D. S.. 4. 5
WicLerl. 1'. D., 13
Wiggins. S.. 143. 152
Wilev. R. M.. 4. 6. 129
witten. T. A,. 309
Wollan. G . N..3
Zwcitering. -1.h. N.. 4. 7. 317

Subject index

Kote: A subscript following a page number indicates an endnote; for example 16,. indicatcs
the second footnote of page 16. An italic number indicates a figure or table.
acceleri~tion. 20. 5 1
acceleration and changc of frame. 5 1
acecssible domain. 85. 86
action-angle variables. 132 3. 153,,,
active intcrPaccs. 3. 273
activc microstructures. 173. 298
in chaotic flows, 307
additional body forces due to frame
transformation. 52. 306
advcction. xi
age. 279. 289
agitation. xi
analytical tools in the study of mixing
systems. 156
antisymmetric tensor. 51. 327
area preserving maps, 101
arca stretch. definition, 31
arca stretch. finite arcas. 36, 37 X
astrophysics. 6
asymptotic efficiency, 65
asymptotic stability. 101
average elliciency. 65
definitions, 65 6
in the linear two-dirncnsional flow. 70
in the HV flow. 180
aterage mass velocity. 22
axisymmetric cxtcnsional Ilow.efficiency. 68
Baker's transformation. 6.1 19,119,122,129,,
barotropic fluid. 54
basis. 320
behavior near elliptic points. 143
Hcltr;~miflows. 87
I3eri1oulli equation(s). 55
diagrams. Ihl
flip or period-doubling. 162
in the cavity flow. 209
in the tendril whorl map. 161, I64
saddle-node. 162
blending. xi. 7

blinking vortcx flow ( R V ) . 171

horseshoe maps, 177
PoincarC sections, 172
stability of period- l periodic points. 176
body couples. 46
body forces due to framc transformation, 52
and coalescence. 16,
experimental studies 300
role in mixing, -7
thcoreticnl studies. 303
bubble, separation. -768
building blocks. 4, 154
RV flow. 171
canc~nicaltransformation. 133
capillary number. 299
ci~pillarywave instabilities. 3 1 72,
cat eyes flou. 254. 292
('auchy's equation of motion. 46
Cauchy Grcen strain tensor. 32
Cauchy- Schwari. inequality, 65, 332
Cauchy Ricmann condit~ons.60
Cauchy's construction, 45
Cauchy's equation of motion. 46
Cauchy's tetrahedron. 45
cavity flow. 201
cabity flou. related studies. ?I#,,,
center. 27. 28
centrifugal force. 52
change of framc. 49
change of orthonc)rmal basis. 328
chaotic behavior near elliptic points. 143
in dynan~icalsystems, general rcfercnces.
125 7
i r ~Homiltonian systems. 151
possibilities in higher dinlcnsions. 124
chi~ractcristictimes. 270 XO
characterization o l the mixed state. 7
circulation. 53

cI:issiciil 111e:1nsfor ti\~~;iIiziition

offlo\\\. 22
clu!,tcr order distributio~i.31 3
ctx~gularionin chac~ticIlo\\s. 312
cc)hcrent strtrctures. 8. 209
combu.\tion. 5. 16,,,. 3 17,,
complcs potential. 60. 90
composition of niutions. 32
nuniericnl requirements. 208. 102 5
of \tretching and cfficict~c!.. 64
computational tc~olsin the srudy of miling
sptelnb. 156
conjugale lines. 176. I X; 0. 200
conser\;uion of mask. 42
L;igrangian \crsion. 42
1:ulerinn ~ c r s i o n 42
cunstant stretch h i s t o r m o ~ i o n s 82
contact forccs. 43
continuit\. equation {or mass balance). 42
continuoits d n a m i c a l s)stems. 97
continuum mech;t~iics.rolc in thc analysis
of [nixing. xi. 6
conxra\ari;irit componentz. 320
con\ cctiie-diff~~aion
cqunt ion. 276, 180
copol~meriration.3 6 - 7
Corioli\ 'force'. 52
correlation f ~ ~ n c t i o n129,.
cot;iriant colnponcnta. 320
creeping flois. mising in. 11. 194. 21 X,,,
critical capillary number. 300 2
curvature or line>. 37
cur\aturc of surf;iccs. 36
cutting and folding. 6
homoclinic co~incction.I I I
hcteroclinic connection. I I I
tnanifolds of. 107. 1 1 I 1 I4
cjclic ~ a r i a b l c .133
c!lindcr. potential flu\\ o u t s ~ d ca, 60. 61

1)amkiihler number>. 2x3. 316, ,,

decay of efficiency. 66. 67. 8 9
definitiotia of bre;ikup in theoretical
studies. 304. 307
deformation ;in;~lq.sesfor droplets
larpc deformation. 304
small deformation. 304
deform;ttion gradient. 30. 82. O H
delinition.; of ch;~os.summiiry. 124. 129>dcgrccb of frccdom. 13 1 2
diffcomorpliism. I8
diffusion l ~ m ~ t caggregation.
diffus~on.rolc In !nixing. I
d ~ r c c tsimulatio~i.296
discrctc dynamical system. 97
tlispcrs~on.1x5. 751 3
dih~ipiilivesystem\. OX. 138. 268

distribution effects. 2XX

tii\srgc~iccof initial corlditions. 110
drag rcducrion. 207. ! I N ,
drop breakup
studies. 300. 3 17,,,
theoretical studies. 30.3
niotion. g o ~ t r n i n gequ;~tion\.299
t c r j \ ~ s c o u s 303
sle~idcror lo\v \ iscosir!.. 303 5
dual babis. 320
& n a m ~ c ; ~slstems.


earl] works in mixing. 3

Earth. mi.\ing in the mantle of. X l o
eccentric helical annular mixer. 244
elliciency of mixing. 64
in linear three-di~ncnsion;ilflow. X4. Xn
in sequences of Ilo\bs. $7. SY
in steady tuo-dimensional flou. 69. 70
eigcnvaluc5 in linear two-dimensional flou.
e~gcnv;tlues.mapping. 159
ellipttc point. 102. 137
energ) equation, 47
cqui\alcnce among iarious definition!, of
chaos. 174
crgodicity. 17,-. 12XLZ
Fuler.5 accclcratiun. 52
luler's auiom. 43
Eulcr's formul;~.20
\icwpoint. 20. 40. 40, 41,
vclocit), 45
ex;tmples of stretching and efficiency. 68
exit time. 7
exit timc distribution.\. 237
expansion work. 47
experimental tools in the study of mixing
hysletna. 1.56
extra bod! forces. 52
extruders. 90
fiimilies of pcr~odicpoints. 103
fast reactions. 13. 8 2 . 284
I-ick's law. 276
first law of thermodynamics. 48
fixed point, 24
fixed points and periodic points. 99
flow. 14. IS
atid motion. terminology. 17, bisuali~at~on,
14. 25
flow class~fication.14. 25
and maps, 97
flow s
extensional flow. 68
near walls, 760

hlnlplc illcar. OX
\\ ~ t ha \ p c c ~ ; ~
of. 1'1. 77
u ~ t hl)(Gv) I)! - 0 . 77
a ~ t h111Vv)/ ) I small. 70
w ~ t ha special form of F. X2
fluid mechanical h~>toric>.
f O ~ l l \ . '7. 2X
folding. 107. 100
formation of horhcshoe map\ in the -1-W
map. 170 1
formation of horscbhoc m;ip\ in thc R V
four-roller apparatus. 41, ,. 317:,
furroircd channcl, m~xingin. 240
fractal construction. 5
fritme indifference. 50
I renet triad. 37
(;alllean [ransformation. 51
general structure of ~ntegrablesystems. 133
gcncrali/ctl shear flow. 86
glohal components of rniu~np.4. 15. 96
glohal chaos. 153,,
gradient coagularior~.313
gradient with respect to prcwnt
configuration. 30
gr;itl~cntwith respect to reference
conliguration. 30
Hamcl flow. 70. 77. 80. 81
Ii:~m~lton.sequations. 130
heat spots. 6 . 277. 279
helical anriul;~rmlxcr flow. 71
helicity. 59. 269
connection. 1 1 1 2
point. I I I . 112
homeomorphism. I X
and hcteroclinic connections iund pointb.
ant1 hcteroclinic points in t{am~ltoni;tn
systems. 140
connection. I I 1 12
point. 1 1 1. 112. 123
horseshoemaps. I I I, 117. 119. 121).122.213
construction. 120
in the BV flow. I77
in the T W flow. 169
propcrt ies. 121
cyclic. 107. 1 1 1 , 113 15. I??
flow. 4
point. 102. 137
image !con;~lys~s.
13. k'lgs. 1.3.4 5 (see color

IIllpIIl&!cIl~c111 11lI\II1~.1.1. 17: ,,
irnport;tricc of rcor~cntat~on.
improper n o d c ~2:. 28
integrable tnist mapping. 133
i n t c g r a h i l ~ t ~14.
. 131
~ntcgrabilitof llarniltonian 2~btcrns.132.
of vortic~t).56 7
Intc'nzltJ of >cgrcgatiori. X. Ih2. IS3
interactions betiwen mnnifolds. 16.5
actlvc. 2.
pasbiic. I . 2
intermatcr~alarea per unit \olumc. 3. 278.
sct. I?X,,
subbpascs. 105
~nr.;rriantsin linear three-dimensional flu\*.
inv~scidfluid. 47. 40
irrational o r h ~ t s .143. 134. 147
irre\.ersih~l~t!.180. 184
flair. 55. 90
~\ochoricflo\vs. 10. 6%. 130
iso-concentration cur\.es and surfaces, 3. 290
isolation of reactant>. 2XX
Jacobian. 19. 121. 15.3,
jet\. I?
Jordan form. 102
journal hearing flow. 193
K a n t o r o ~ i c hGalerkin method. 224
Kelvin cat eye floa. 130. 254
klncrnatical viespoint. ix
kinc~natics.xi. 40
kinematics of deformation
rate of strain. 35
strain. 30
Kolmogoro\ Arnold -Moscr theorern
(KAM theorem). 146
Kolmogorov length scales. 13. 3 16,
Lagrange's theorern. 22
I.agr;inp~anand Iiulerian viewpoints. 20.
40. 40,
I.agrang~anturbulcncc. I
lamcllar structures. 1. 2. 5
complications and ~llustrations.288
initial conditions for conccntration. 281
dlffuaiori and reaction in. 174 85
distortion effects. 288
distribution effects. 289
large deformation analyses. 304
laher iriduccd fluorescence. 13. Fig. 1.3.5
(bee color platcsl. 12

leitking from bubble. 268

length stretch. 31
area preserving map. 101. 103
isochoric two-dimensional flow. 29
momentum. 43
scalar funct~ons.323
subspaces. 105
threc-d~mensionalflow. 84
two-dimensional flow. 25. 69. 78
two-dimensional flow. streamlines. 27
vector functions. 324
computation in the BV flow, 180, I83
exponents. 1 1 1. 1 2g2,. 138
stability. 101
Liouville's theorem. 98, 128,. 135
Lipschitz constant, 23, 97
equilibrium. tractions. 45
flow. 298
processes. 4. 15
local stability and linearized maps. 100
macroscopic bztlance of vorticity. 57
macroscopic dispersion of traccr particles,
of a cycle, 107. 111. 114 15
of hyperbolic points, 125
mantle of the Earth, 10
mass flux vector. 45
material description. 20
integrals. 36
volume, 42
matrix transrormations, relationship with
mixing, 7
maximum directions o l stretching. 39
measurement of mixing, 7
mechanical energy equation, 47
Mclnikov's method, 141
application examples 190, 191. 201, 255,
25 7
microflow element. 276
microstructure, 67, 306
microstructures in chaotic flows. 307
mixed cup average, 72
and chaos in three-dimensional and
open flows, 220
and chaos in two-dimensional
time-periodic flows, 154
cavity flows. 71. 201
mantle of the earth. N 10
improvement. 91
In oceans, 5. 9. 16,,

in the partitioned-pipe mixer. 221

In time-period~cflows. 105
in stars. astrophysics, 6
layer. Fig. 1.3.5 (see color plates)
mathemat~cnldelinition. 1 1 7. 118. 124.
of diffusing and reacting fluids. 15
of immiscible fluids. 15. 298
of polymers. Fig. 1.3.4 (see color platcsj
of a single fluid. 14
strongly measure-thcoretic. I I8
strongly topologically. I I9
morphological building blocks. 274
motion 14. 18
motion (velocity) around a point. 33
in multicomponent rncdia. 22
with constant stretch history. 82
multicomponent media, 22
Navier-Stokes equation, 47. 195. 250, 261
near integrable chaotic Hamiltonian
systems, 149
Newtonian fluid. 47 8. 56. 221
Newton's 'second law', 152,
Newton's 'third law', 43
node. 27, 28
non-topological motions. 19
non-wandering points, 115
obscrvability, 208
obstruction to dispersion. 187 9
oceans. mixing In. 5, 9. 16,?
orbit. 22, 98
matrix. 329
stagnation flow. 29
transformation. 49
parabolic point. 102. 137
pararnetcrs and variables characterizing
transport at small scales. 279
particle path, 22
partitioned-pipe mixer. 221 2
~nterfaces.1, 3
microstructures, 298
scalar, 292
pathlines. 22
periodic points, orbits, etc.
eigcnvalues in thc neighborhood of. 158
flows. 24
method for location of. 178 NO
orbit, 100
pictorial representation. 158,160,161,176
polnts. 25
reorientation, 83. 87

~ ~ r i o d i c i tof
! ~ \ l , ~ n d Fig.
s . 7.5.X ( w e color
pI;llc~).?>? :
i i p p l ~ c ~ ~ t iofo nMclnlhol's method. I90 3
H;~miltonl;tns)htclns. 141
pcrturhed shear flou. 25. 20. 254
phase ,pace. 97
1l;imiltoniall systems. 13.5
I'oincare section, ;ind tori. 136
physical medning
of dcfor~nationtensor. 3X
of ( V v ) ' . 38
\elocity gradient. 38
physical picture of mixing. I
I'iol;~ tensor. 41
planar hyperbolic flo14. 4
Poincarb HirkhoK theorcm. 144
Poincart sections. 100. 103. 104. 105. 136,
137. 172. 197. ,728 31, 258
and three-dimensional structure. 2'7
in the BV flou. 172 i
In the journal bearing flow. F ~ g s .7.4.6.
7.4.10 (.\ee color plates)
Poincarc's recurrence. 136
point transformation. I X
point \.orriccs in the plane. 139
pointed drops, 301. 304
Poisson's br;icket. 1 32
polar decomposition theorem. 32
polymer mixing. Fig. 1.3.4 (see color
plates). 16,
polymer molecules in chaotic flows. 308
polymer processing. 7. I3
polymerization. 28.5 7
porou, modla and chaotic flows. 308
possible u a y s to improve mixing. 91. 93
potent~;ilfunction. 59
present statc, I 9
conserv;ition of ;ingular momentum, 46
conscr\'ation of energy, 48
conservalion of lincar momentum. 43
conservation of mass. 42
proper orthogonal transformation. 49
properties of 1,; and P,. 66

qualitative picture of ncar-integrable

chaotic tlamiltonian systems. 149
quasi-periodic. 144
rate of area generation, 277
VdtCS of change of material integral$. 36
rational orbits. 137. 143, 144
reattachment to wall, 268
reference configuration. 19. 21, 41 ,,,
regimcs. 28 1, 282
slow reactions. 283

\er> f,ist re;~ction,,284

regular and chaotic flo~ts.m i ~ i n gcflecrs.
rcnormalization methods in Hamiltoliian
skstcms. 153,,
reprcscntatlon theorcm. 323
reorlentation. period~c,strong. ucak. 83
residence tlme. 237 9. 24(1 1
Reynolds number. 195. 201. 249. 299
typic;ll lulues in Larious processes. 9
Re! nolds's theorem ( o r tranhport ). 20. 128,
rotation number. 143
saddle. 20. 27
scal'ir lector function. 326
scnsitirity to ~nltlalconditions and
Liapunov exponents. I I I . 110
separ;ition bubble. ,763
sequences of flows. 87
shcar flow
strctch~ngin, 29&2, 291 7
time pcrturhation. 75
shear layer. 138
shear stress. 47
signarures of chaos. I I 1
simple shcar flow, 4. 27. 28. 68
singular point, 24
slender body theory. 304
small dcformation analysis. 304
Smoluchowski's kinetics. 3 1.5
hpin tensor. 33
spiral sink. -77, 28
spiral source. 27. 28
definitions. 101
of area preserclng two-dimensional
maps. 101
of perlod-l and period-? periodic points
in the -I'W flow. 158
of periodic points in the B V floe. 158
stable and unstable manifolds, 105
stz~ndardtuo-dimensional cavity flow. 72
stars, mixing in, astrophysics, 6
static mixers. 129?,, 223
statisticiil thcory. 6
steady flows, 24
steady curvllinenl flows. 82. 83
stirred tdnks. 4
stirring. xi
stopped flow mcthod, 17,,
strange attractors, 129,,
strcaklincs. 23, 246. 248 9
crossing of, 258
in fixed frames. 260
in lime dcpendcnt shear flows, 26
with respect to moving frames, ,759
streamfunction, 92, 130