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# Subdiffusive and superdiffusive transport in plane steady viscous flows

Edited by Snezhana I. Abarzhi, The University of Western Australia, Crawley, WA, Australia and accepted by Editorial Board Member David A. Weitz February 17, 2018 (received for review September 30, 2017)

## Significance

Anomalous transport is usually regarded as a manifestation of a spatiotemporal disorder. We predict a persistent anomalous dispersion of tracers in time-independent spatially periodic viscous flows, in the absence of either a Lagrangian chaos or a Brownian motion. The origin of transport anomalies is the slowdown near stagnation points and solid surfaces, responsible for singularities of the particle passage time. Remarkably, both subdiffusive and superdiffusive dispersion of tracers can be achieved by an appropriate choice of the flow geometry.

## Abstract

Deterministic transport of passive tracers in steady laminar plane flows of incompressible viscous fluids through lattices of solid bodies or arrays of steady vortices can be anomalous. Motion along regular patterns of streamlines is often aperiodic: Repeated slow passages near stagnation points and/or solid surfaces serve for eventual decorrelation. Singularities of passage times near the obstacles, dictated by the boundary conditions, affect the character of transport anomalies: Flows past arrays of vortices are subdiffusive whereas tracers advected through lattices of solid obstacles can feature superdiffusion. We calculate the transport characteristics with the help of the simple and computationally efficient model: the special flow.

Transport of passive tracers by flow patterns on large spatial and temporal scales is commonly quantified in terms of the effective diffusion tensor,

However, the turbulent mixing (6), extensively studied in various physical contexts and on different scales (7, 8), often features unusual scaling laws for energy, momentum, and particle density transfer (9, 10). Specifically, the dependence of the tracer MSD on time can be nonlinear, invalidating the effective diffusion approach. Such anomalous transport happens, e.g., when the Lagrangian phase space has a complex structure with islands and chaotic regions (11) or in a random velocity field with slowly decaying velocity correlations (12).

Here we discuss another mechanism of anomalous transport, present even in certain laminar flows. In the simpler context of time-independent spatially periodic flow patterns (i.e., in the absence of Lagrangian chaos), persistent anomalous growth of dispersion in the comoving reference frame was reported in refs. 13⇓–15. For this phenomenon to occur, the tracers should repeatedly visit the vicinities of stagnation points or of solid obstacles where their velocity becomes arbitrarily small. In such situations, the tracer motion features unusual spectral properties: Neither discrete nor absolutely continuous with respect to Lebesgue measure, the Fourier spectra of Lagrangian observables are supported by fractal sets. Interrelation between the spectral characteristics and the transport properties results in unconventional evolution of ensembles of tracers, carried by such flows: Despite the absence of both chaos and spatial disorder, a certain slow mixing takes place. An example of this effect is shown in Fig. 1, where an ensemble of tracers is transported by the steady viscous Stokes flow across the doubly periodic array of circular solid obstacles; repeated passages of particles arbitrarily close to the obstacle borders are enforced by the imposed irrational mean inclination of the flow. After a certain time, particles from the initially compact cloud can be found virtually everywhere in the domain.

Here we investigate transport anomalies caused in steady plane flows by singularities of the passage time. We start from description of exemplary steady flow patterns with stagnation points and stagnation zones that arise in incompressible fluids under the action of spatially periodic time-independent forces, as well as in viscous flows past solid obstacles. We quantify the logarithmic and power-law–like singularities in the distributions of passage times for tracers carried along the streamlines of such flows. We assume the sufficiently low density of particles, so that their hydrodynamic interaction can be disregarded. The main modeling tool is the special flow construction (16, 17), explained below. Simple geometry of the flow patterns allows us to replace direct solving of the partial differential equations of fluid mechanics by iterations of the special flow, based on circle maps with irrational rotation numbers. (In physical terms, rotation number for a doubly periodic flow is the tangent of the mean inclination of the streamline to the lattice axis.) Extensive numerical studies demonstrate that monotonic (power-law or logarithmic) temporal dependences of dispersion, common for all rotation numbers, are “decorated” by nonmonotonic patterns, dictated by the continued fraction representation of the rotation number. Within the formalism of the special flows, the growth rate of the mean-squared deviation can be evaluated explicitly, yielding theoretical predictions that match well the numerically obtained estimates of this growth rate. Furthermore, due to presence of singularities in the distributions of passage times, the transport is not merely anomalous, but also multifractal.

## Patterns of Forced Flows with Stagnation Points

We restrict analysis to steady 2D flows of viscous incompressible fluids. A description in terms of the stream function

Nontrivial transport characteristics are produced by the cumulative effect of repeated passages of tracers through the regions of fast and slow motion. Seeking for a flow pattern that guarantees infinitely many returns to stagnation regions, we turn to forced flows on the 2-torus with irrational rotation number, requiring also that the vector field on the torus vanishes in certain points or along certain curves. In terms of conventional fluid mechanics, this is a flow on a square with periodic boundary conditions and nonzero mean components. Irrational rotation number ensures that the tracers repeatedly visit the stagnation region(s).

The forced flow of the incompressible fluid with density **2** is time independent and spatially periodic; in experiments, such forces can be created in thin layers of conducting fluids by positioning at the bottom regular arrays of electrodes (18). The shape of the arising flow pattern depends on the geometry of

Introduction of weak force deforms the streamlines (Fig. 2*A*) and makes the velocity field nonuniform. However, at sufficiently small

The steady solution of the Navier–Stokes equation yields time-independent components of the velocity field; in the case of the force Eq. **5**, this is*B*). When **5** generates two counterrotating vortices (Fig. 2*C*); other, more elaborate, forcing patterns can produce corotating vortices as well (Fig. 2*D* with the velocity components

Whenever two initially close tracers enter the region near the saddle point, the particle with a streamline closer to the saddle is subjected to a stronger slowdown. Therefore, the former neighbors move apart and leave the stagnation region nonsimultaneously. The strongest decorrelation of this kind occurs when two particles tend to the saddle along opposite sides of its incoming separatrix: On passing the saddle, one tracer leaves the slow region along the “nonclosed” outgoing separatrix, whereas the other one encircles the vortex, enters the stagnation zone for the second time, and slows down again. The tracers stay attached to neighboring streamlines, but the average distance between them grows in the course of accumulating passages near the saddle points. In its turn, decorrelation is reflected in the spectral properties: The Fourier spectra of Lagrangian observables in Eq. **2** are neither discrete nor absolutely continuous but sit on the fractal sets (13). In a pattern like the one in Fig. 2*C* with symmetric counterrotating vortices, the repeated slowdowns and accelerations are in a rough balance, and the autocorrelation of a Lagrangian observable (say, of a velocity component) does not ultimately decay. In contrast, the configuration with corotating vortices from Fig. 2*D* is not balanced, and autocorrelation of the velocity features algebraic decay (13).

A still faster decay of correlations occurs in the hydrodynamically different situation, in which there is no forcing (save for the pressure gradient, necessary for the flow across the cells): motion of a viscous fluid through a regular lattice of solid obstacles. The flow pattern is sketched in Fig. 3.

Due to no-slip boundary conditions, both components of velocity vanish not in isolated stagnation points, but along the entire boundary of every obstacle. From the point of view of dynamics, boundaries turn into continua of fixed points, and the creeping motion along these continua is rather slow.

## Singularities of Passage Time

For tracers advected by a spatially periodic velocity field, a reduction of dynamics in continuous time to the discrete Poincaré map looks natural; the boundaries of the square cell (e.g., any of the horizontal borders in the patterns from Figs. 2 and 3) serve as natural secants.

Fig. 3, *Right* shows that one-dimensional Poincaré mapping induced by the flow is equivalent to the circle shift *Right* shows that passages close to the obstacle border alternate with passages far from it; correspondingly, the length of the time interval between the sections displays enormous fluctuations. If the stagnation points and/or obstacles are absent, this time is bounded, and the mapping dynamics mirror the dynamics of the underlying flow. The presence of vortices and obstacles, albeit leaving the mapping intact, bears a drastic influence upon the timescale: The passage (return) time

Quantitatively, the cases of isolated stagnation points and solid obstacles bear different implications. We start with the flow past a structurally stable stagnation point. Straightforward linearization discloses the divergence of the passage time *C* with two vortices per basic cell, the passage time *D* has just one asymmetric (

Singularities of return time affect dynamical properties of the flows. In the absence of equilibria (in our case, at **6** at

In a generic situation of vortices encircled by separatrices of hyperbolic stagnation points, the singularities of passage time are logarithmic. Stronger singularities occur near nonhyperbolic equilibria, at the transition that transforms a flow pattern without stagnation points into the pattern with equilibria. In such critical situations, the departure along the separatrix of the newborn stagnation point is algebraic in time. In Eq. **6** at

Flows through arrays of solid obstacles are characterized by stronger singularities of passage time. Assuming high viscosity for the flow in Fig. 3, nonlinear terms in the equation of motion can be discarded. The resulting Stokes flow obeys, in terms of the stream function

## Transport of Tracers Through Arrays of Obstacles

Power spectra of all these flow patterns, despite integrability of the underlying dynamical systems, contain the fractal component. Since transport characteristics are related to spectral properties, it is only natural to expect unconventional behavior from ensembles of tracers advected by such patterns. A compact cloud of passive tracers gets distorted and stretched with every passage near a stagnation point or a solid obstacle. As visualized in Fig. 1, integrability does not hinder mixing: After a sufficient time interval, tracers from the initially localized droplet get scattered over the whole basic cell.

The rate of the mixing process depends on the type of singularity of passage time: Slow in the presence of logarithmic singularities, mixing is much faster for the power-law–like ones. Vicinities of stagnation points/obstacles serve as a kind of trap: As the tracer ensemble is carried past the trap, some of its elements get captured and bog down, while the bulk of the ensemble moves on. As the tracers, one by one, leave the trap, new particles get into other traps farther downstream, and the ensemble becomes elongated in the stream direction. As long as no molecular diffusion is allowed, transport across the streamlines is absent. We characterize the time-dependent dispersion along the streamlines by “unwrapping” the torus onto the plane and computing the MSD in the comoving reference frame attached to the drifting center of the ensemble,

According to numerical studies in refs. 13 and 14, the MSD is, on average, growing in the course of time

## Special Flow Construction: Flow over the Mapping

Absence of positive Lyapunov exponents results in slowness of mixing, especially in the case of relatively weak logarithmic singularities of the passage time. At nonsmall values of **8** requires billions of passages through basic cells. This circumstance obstructs numerical estimates of the transport characteristics through direct simulations of the hydrodynamical equations, making them rather time-consuming. Below, we draw conclusions on the character of transport from simulations of a much simpler model that preserves both essential properties of dynamics: repeated passages arbitrarily close to any given point and presence of singularities of the required character in the passage times.

This model, proposed by von Neumann in ref. 16 and known in ergodic theory as the “special flow” (17), is, in a sense, a modification of the mapping that permits its iterations to possess “duration.” In expressions for average characteristics of conventional mappings, all iterations share the same weight. Taking duration into account allows us to assign higher weights to long slow passages from the secant to the next secant and, respectively, lower weights to short fast passages (compare segments of the red streamline in Fig. 3, *Right*). A flow is built over the mapping in the following way: As sketched in Fig. 4, the phase space is the plane region between the abscissa, parameterized by

The role of singularities in

## Numerical Studies

For computations of the transport characteristics, we used the special flow over the circle map **8**, the stretching MSD

### Logarithmic Singularities of Passage Time.

Fig. 5 presents temporal evolution of MSD

The overall (albeit nonmonotone) growth tendency in the evolution of the MSD in Fig. 5 is doubtless: The system gradually forgets its past, and the ensemble does not really contract to its initial size. Nevertheless, in the case of the symmetric singularity (the lower curve) when the passages along opposite sides of the separatrix roughly compensate each other, dispersion along the streamline grows rather slowly: After hundreds of thousands of turnovers on the torus, the mean deviation does not exceed the mere size of a basic cell. This is a very slow subdiffusion; on average,

For the asymmetric logarithmic singularity (Fig. 5, upper curve), the growth of MSD occurs noticeably faster. Again, the general tendency is decorated by the log-periodic Fibonacci pattern. Fitting these results yields

### Power-Law Singularities of Passage Time.

A faster subdiffusion is observed in special flows with singularities of the return time of the kind *Left* we present numerical results for the cases

In both cases, a short initial segment with ballistic growth is followed by subdiffusion: The MSD obeys the power law with the exponent

As *Right*, indicate that the mean-squared elongation follows the law

Increase of *Right*) invariably indicate superdiffusion; on approaching

## Theoretical Estimates

The value of the growth exponent as well as the estimate for the corresponding global prefactor can be derived explicitly via the evaluation of the dispersion of the time that a special flow with the prescribed singularity requires for carrying out

Singularities in the range

For

Remarkably, transport in these special flows is not only superdiffusive but also multifractal. According to the CTRW calculation of the higher-order central moments*Right* we demonstrate the effect of multifractality for the case of the special flow with

## Conclusions

Summarizing, we have considered transport of tracers in plane steady viscous flows in a wide interval of temporal and spatial scales. In a contradistinction to chaotic turbulent flows that typically feature normal transport, the laminar plane steady viscous flows through periodic arrays of liquid or solid obstacles can display transport anomalies. This kind of anomalous transport is of purely deterministic origin: It is caused solely by divergence of the passage times near the obstacle. Depending on the geometry of the flow pattern, advection of passive tracers can be subdiffusive or superdiffusive. For the effect to take place, it is sufficient to have just one vortex or obstacle in every cell of the periodic flow pattern; if several singularities of passage time are present, the strongest of them determines the kind of transport anomaly. Otherwise, the effect is largely independent from the details of forcing or the injected energy. (Of course, the energy supplied by the forcing should suffice for the onset of vortices.) By using the construction of special flow over the circle map with appropriate singularities of passage time, we arrived at explicit estimates for the transport characteristics that well match the results of extensive numerical simulations. Although the present study is restricted to infinite periodic lattices of vortices or obstacles, qualitative predictions of this theory can be relevant also for spatially disordered flow patterns with appropriate types of passage time singularities.

## Acknowledgments

This research was supported by Grant I-1271-303.7/2014 from the German–Israeli Foundation for Scientific Research and Development.

## Footnotes

↵

^{1}M.A.Z. and A.N. contributed equally to this work.- ↵
^{2}To whom correspondence should be addressed. Email: nepom{at}math.technion.ac.il.

Author contributions: M.A.Z. and A.N. designed research; M.A.Z. and A.N. performed research; A.N. contributed new reagents/analytic tools; and M.A.Z. and A.N. wrote the paper.

The authors declare no conflict of interest.

This article is a PNAS Direct Submission. S.I.A. is a guest editor invited by the Editorial Board.

Published under the PNAS license.

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