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An overview of probability distributions and their properties is shown, to provide readers with fundamental concepts, computational methods, and their applications to the study of stochastic problems. Binomial, Poisson, Gaussian, and Cauchy–Lorentz distributions are examined in detail, computing their moments and cumulants, as long as they do not diverge. Very useful tools like multivariate Gaussian integrals, the Laplace maximum method, and the properties of the Euler Gamma function are reported in the appendices.
In this chapter we continue to present the theory of Markov chains, specializing in reversible chains, for which the very important relation of detailed balance is shown to hold. This is a basic concept also in continuous processes, and the foundation of the property termed “equilibrium” in thermodynamics and statistical mechanics. The major application we present is the Monte Carlo method for estimating thermodynamic averages, which maps the average on a statistical ensemble into the dynamics through states of a reversible Markov chain. We introduce the Metropolis algorithm and we apply it to the Ising model for ferromagnetism.
We theoretically investigate the small-amplitude broadside oscillations of an annular disk within an unbounded fluid domain. Specifically, we formulate a semi-analytical framework to examine the effects of the oscillation frequency and pore radius on the disk’s added mass and damping coefficients. By leveraging the superposition principle, we decompose the complex original problem into two simpler ones. The force exerted on the disk by the fluid is linked to the solutions of these sub-problems through the reciprocal theorem; the first solution is readily available, while the second is derived asymptotically, assuming a small inner radius. Both solutions are evaluated by transforming dual integral equations into systems of algebraic equations, which are then solved numerically. Building on these solutions, we extract asymptotic expressions for the variations of the quantities of interest in the limits of low and high oscillatory Reynolds numbers. Notably, at high frequencies, we uncover a previously overlooked logarithmic term in the force coefficient expansions, absent in prior scaling analyses of oscillating solid (impermeable) disks. Our findings indicate that, when viscosity plays a dominant role, an annular (porous) disk behaves similarly to a solid one, with reductions in the force coefficients scaling with the cube of the pore radius. We also discover, perhaps surprisingly, that, as inertial effects intensify, the damping coefficient initially increases with the pore radius, reaches a maximum and subsequently declines as the disk’s inner hole enlarges further; at its peak, it can exceed the value for an equivalent solid disk by up to approximately 62 % in the asymptotic limit of extremely high oscillatory Reynolds number. Conversely, the added mass coefficient decreases monotonically with increasing porosity. The decay rate of the added mass in the inertial regime initially scales with the cube of the pore radius before transitioning to linear scaling when the pore radius is no longer extremely small. Although our analysis assumes a small pore radius, direct numerical simulations confirm that our asymptotic formulation remains accurate for inner-to-outer radius ratios up to at least $1/2$.
Elastoviscoplastic (EVP) fluid flows are driven by a non-trivial interplay between the elastic, viscous and plastic properties, which under certain conditions can transition the otherwise laminar flow into complex flow instabilities with rich space–time-dependent dynamics. We discover that under elastic turbulence regimes, EVP fluids undergo dynamic jamming triggered by localised polymer stress deformations that facilitate the formation of solid regions trapped in local low-stress energy wells. The solid volume fraction $\phi$, below the jamming transition $\phi\lt\phi_J$, scales with $\sqrt {\textit{Bi}}$, where $\textit{Bi}$ is the Bingham number characterising the ratio of yield to viscous stresses, in direct agreement with theoretical approximations based on the laminar solution. The onset of this new dynamic jamming transition $\phi \geqslant \phi _J$ is marked by a clear deviation from the scaling $\phi \sim \sqrt {\textit{Bi}}$, scaling as $\phi \sim \exp {\textit{Bi}}$. We show that this instability-induced jamming transition – analogous to that in dense suspensions – leads to slow, minimally diffusive and rigid-like flows with finite deformability, highlighting a novel phase change in elastic turbulence regimes of complex fluids.
Recent studies reveal the central role of chaotic advection in controlling pore-scale processes including solute mixing and dispersion, chemical reactions, and biological activity. These dynamics have been observed in porous media (PM) with a continuous solid phase (such as porous networks) and PM comprising discrete elements (such as granular matter). However, a unified theory of chaotic advection across these continuous and discrete classes of PM is lacking. Key outstanding questions include: (i) topological unification of discrete and continuous PM; (ii) the impact of the non-smooth geometry of discrete PM; (iii) how exponential stretching arises at contact points in discrete PM; (iv) how fluid folding arises in continuous PM; (v) the impact of discontinuous mixing in continuous PM; and (vi) generalised models for the Lyapunov exponent in both PM classes. We address these questions via a unified theory of pore-scale chaotic advection. We show that fluid stretching and folding (SF) in discrete and continuous PM arise via the topological complexity of the medium. Mixing in continuous PM manifests as discontinuous mixing through a combination of SF and cutting and shuffling (CS) actions, but the rate of mixing is governed by SF only. Conversely, discrete PM involves SF motions only. These mechanisms are unified by showing that continuous PM is analogous to discrete PM with smooth, finite contacts. This unified theory provides insights into the pore-scale chaotic advection across a broad class of porous materials and points to design of novel porous architectures with tuneable mixing and transport properties.
The pressure effects on the mixing fields of non-reacting and reacting jets in cross-flow are studied using large eddy simulation (LES). A hydrogen jet diluted with 30 % helium is injected perpendicularly into a cross-stream of air at four different pressures: 1, 4, 7 and 15 bar. The resulting interaction and the mixing fields under non-reacting and reacting conditions are simulated using LES. The subgrid scale combustion is modelled using a revised flamelet model for the partially premixed combustion. Good agreement of computed and measured velocity fields for reacting and non-reacting conditions is observed. Under non-reacting conditions, the mixing field shows no sensitivity to the pressure, whereas notable changes are observed for reacting conditions. The lifted flame at 1 bar moves upstream and attaches to the nozzle as the pressure is increased to 4 bar and remains so for the other elevated pressures because of the increasing burning mass flux with pressure. This attached flame suppresses the fuel–air mixing in the near-nozzle region. The premixed and non-premixed contributions to the overall heat release in the partially premixed combustion are analysed. The non-premixed contribution is generally low and occurs in the near-field region of the fuel jet through fuel-rich mixtures in the shear layer regions, and decreases substantially further with the increase in pressure. Hence, the predominant contributions are observed to come from premixed modes and these contributions increase with pressure.
Due to the nascency of synthetically derived biological systems, there is a need to develop protocols for safety and security management. These protocols can be adapted from existing safety and security protocols (e.g., Biosafety Level Classification of biological agents) as well as NASA’s and ESA’s planetary protection guidelines. Currently, NASA is preparing for its first sample return mission from Mars including determining how to manage the types of hazards that may be returned to Earth. Synthetic biology can look to risk management practices from related disciplines, and NASA can look to its established protocols from lunar exploration as it strives to minimize Mars sample return bio-risk. Notably, the biosafety concerns of synthetic cell research are very similar to those of planetary back-contamination from extraterrestrial samples. Thus, the measures taken to limit planetary back-contamination can serve to help develop biosafety protocols for synthetic cell research. We summarize existing tools used in planetary protection that can be repurposed to establish protocols for synthetic cell safety and security.
A block of ice in a box heated from below and cooled from above can (partially) melt. Vice versa, a box of water with less heating from below or more cooling from above can (partially) re-solidify. This study investigates the asymmetric behaviours between such melting and freezing processes in this Rayleigh–Bénard geometry, focusing on differences in equilibrium flow structures, solid–liquid interface morphology, and equilibrium mean interface height. Our findings reveal a robust asymmetry across a range of Rayleigh numbers and top cooling temperature (i.e. hysteretic behaviour), where the evolution of freezing shows a unique ‘splitting event’ of convection cells that leads to a non-monotonic height evolution trend. To characterise the differences between melting and freezing, we introduce an effective Rayleigh number and the aspect ratio for the cellular structures, and apply the heat flux balance and the Grossmann–Lohse theory. Based on this, we develop a unifying model for the melting and freezing behaviour across various conditions, accurately predicting equilibrium states for both phase-change processes. This work provides insights into the role of convective dynamics in phase-change symmetry-breaking, offering a framework applicable to diverse systems involving melting and freezing.
Turbulence driven by gyrokinetic instabilities is largely responsible for transport in magnetic fusion devices. To estimate this turbulent transport, integrated modelling codes often use mixing length estimates in conjunction with reduced models of the linearized gyrokinetic equation. One common method of formulating and solving the linearized gyrokinetic eigenvalue problem equation uses a Ritz variational principle, particularly in the local collisionless limit. However, the variational principle as typically stated in the literature is mathematically incorrect. In this work, we derive a mathematically correct form of the variational principle that applies to local linear collisionless gyrokinetics in general geometry with electromagnetic effects. We also explicitly derive a weak form of the gyrokinetic field equations suitable for numerical applications.
The shape of a free-surface slump of viscoplastic material supported by an oblique barrier on an inclined plane is investigated theoretically and experimentally. The barrier is sufficiently tall that it is not surmounted by the viscoplastic fluid, and a focus of this study is the largest volume of rigid viscoplastic fluid that can be supported upstream of it. A lubrication model is integrated numerically to determine the transient flow as the maximal rigid shape is approached. Away from the region supported by the barrier, the viscoplastic layer attains a uniform thickness in which the gravitational stresses are in balance with the yield stress of the material. However, closer to the barrier, the layer thickens and the barrier bears the additional gravitational loading. An exact solution for the rigid shape of the viscoplastic material is constructed from the steady force balance and computed by integrating Charpit’s equations along characteristics that emanate from the barrier wall. The characteristics represent the late-time streamlines of the flow as it approaches the rigid shape. The exact solution depends on a single dimensionless group, which incorporates the slope inclination, the barrier width and the fluid’s yield stress. It is shown that the shape is insensitive to the transient flow from which it originates. The force exerted by the slump is calculated for different barrier shapes. The results of new laboratory experiments are reported; these show that although convergence to the final rigid state is slow, there is good agreement with the experimental measurements at long times.
This study examines the similarity properties of hypersonic turbulent boundary layers using direct numerical simulations within a two-species mixture, composed of molecular and atomic oxygen. A dissociation–recombination mechanism is considered, at varying reaction rates. The results show that while the hydrodynamic field remains largely unaffected by changes in reaction rates, temperature profiles are slightly altered, with faster reactions leading to lower temperature peaks. The chemical mechanisms significantly influence the wall heat flux, with frozen chemistry overestimating the flux. The reference simulations are compared with companion calculations, where chemical reactions are activated downstream within the fully turbulent region. These calculations represent set-ups in which the computational domain effectively starts with an inflow in a fully turbulent state, where hydrodynamic and thermal quantities are accurately described at the boundary and the chemical inflow profile is derived from a frozen-chemistry assumption. In this set-up, chemical source terms rapidly relax towards the baseline downstream of the chemistry activation location. This behaviour is due to an approximate global self-similarity shown by the chemical species transport in the fully turbulent region. Unlike laminar boundary layers where streamwise fluxes are relevant, source terms are balanced only by wall-normal transport in the turbulent region. A chemical relaxation length scale is introduced to collapse the results of all mechanisms.
Accurately predicting the mean flow properties of wall-bounded turbulence is essential for both fundamental research and engineering applications. In atmospheric boundary layers, the mean flow within the surface layer is typically described by Monin–Obukhov similarity theory (MOST). However, beyond the surface layer, MOST no longer applies as the Coriolis effect becomes significant. To address this issue, this study introduces a novel analytical model for the mean turbulent momentum fluxes and geostrophic wind deficits in nocturnal stable atmospheric boundary layers (NSBLs), which are stably stratified near the surface and transition to neutrally stratified flow above. The model solutions are derived from the Ekman equations using the eddy viscosity approach and a new parametrisation of the flux Richardson number. The solutions show that the geostrophic wind deficits scale with $u_*^2/(hf)$, where $u_*$ is the friction velocity, $h$ is the boundary layer height, and $f$ is the Coriolis parameter. The model’s predictions align closely with recent large-eddy simulation studies, confirming the model’s accuracy. Combined with the geostrophic drag law, the model can reliably predict the wind speed profile above the surface layer of NSBLs. This work marks a significant step in modelling atmospheric turbulence and its fundamental dynamics.
The reactivity of transverse waves in detonations of methane, oxygen and nitrogen are experimentally assessed using MHz rate schlieren and chemiluminescence imaging. In these highly unstable mixtures, the mode of wave propagation is more complex than what is described by the cellular instability model that is conventionally used for weakly unstable mixtures. Behind the low-speed leading shock in unstable waves, the processed gas remains essentially unreacted until transverse waves reach this region. In highly unstable waves, the transverse waves have a range of reactivity, that is rates of reaction in the flow immediately behind the wave. In this study, we present examples of transverse waves for near-limit detonations and analyse four cases in detail. In some cases, these waves appear to be essentially non-reactive or cause very slow reaction. In other cases, the transverse waves can be highly reactive. In the most extreme example, the transverse wave is propagating at the Chapman–Jouguet speed with a small reaction zone, i.e. a transverse detonation. A reactive oblique shock model is used to approximate the triple-point configuration of this case as a double-Mach reflection, which shows good agreement with the images. The reaction evolution along path lines is analysed using detailed reaction mechanisms and considerations about flow-field unsteadiness. Length scales of the energy release and expansion processes within the reaction zone region are used to explain the observed modes of wave propagation and interaction.
Buoyancy-driven exchange flows in geophysical contexts often exhibit significant interfacial turbulence leading to a partially mixed intermediate layer between two counterflowing layers. In this paper we perform a three-layer hydraulic analysis of such flows, highlighting the dynamical importance of the middle mixed layer. Our analysis is based on the viscous, shallow water, Boussinesq equations and includes the effects of mixing as a non-hydrostatic pressure forcing. We demonstrate the superior predictive accuracy of three-layer hydraulics over the more classical two-layer approach by applying it to direct numerical simulation data in stratified inclined duct exchange flows where turbulence is controlled by a modest slope of the duct. The three-layer model predicts a region bounded by two control points in the middle of the duct, linked to the onset of instability and turbulence, whereas a two-layer model only predicts one control point. We show that the nonlinear characteristics of the three-layer model correspond to linear long waves perturbing a three-layer mean flow. We also provide the first evidence of long-wave resonance, as well as resonance between long and short waves, and their connection to turbulence. These results challenge current parameterisations for turbulent transport, which typically overlook long waves and internal hydraulics induced by streamwise variations of the flow.
We address the Reynolds number dependence of the turbulent skin-friction drag reduction induced by streamwise-travelling waves of spanwise wall oscillations. The study relies on direct numerical simulations of drag-reduced flows in a plane open channel at friction Reynolds numbers in the range $1000 \leqslant Re_\tau \leqslant 6000$, which is the widest range considered so far in simulations with spanwise forcing. Our results corroborate the validity of the predictive model proposed by Gatti & Quadrio (J. Fluid Mech. vol. 802, 2016, pp. 553–558): regardless of the control parameters, the drag reduction decreases monotonically with $Re$ at a rate that depends on the drag reduction itself and on the skin-friction of the uncontrolled flow. We do not find evidence in support of the results of Marusic et al. (Nat. Commun. vol. 12, no. 1, 2021, pp. 5805), which instead report by experiments an increase of the drag reduction with $Re$ in turbulent boundary layers, for control parameters that target low-frequency, outer-scaled motions. Possible explanations for this discrepancy are provided, including obvious differences between open channel flows and boundary layers, and possible limitations of laboratory experiments.
By incorporating leading-edge (L-E) protuberances inspired by humpback whale flippers, this study enhances hydrodynamic performance, mitigates cavitation effects and develops efficient models to minimise noise emissions in aquatic systems. Experimental and numerical simulations are conducted on four semi-elliptical NACA 16020 three-dimensional (3-D) hydrofoils, including a baseline hydrofoil and three modified versions featuring sinusoidal L-E alterations. These alterations encompass amplitudes of 2 %, wavelengths of 8.33 % and 4.1667 % of the mean chord length (C), and wavenumbers of 12 and 6. Experimental analysis encompassing both cavitational and non-cavitational regimes at varying attack angles revealed significant relationships between the hydrodynamic performance and partial sheet cavitation. Hydrodynamic force analysis shows that hydrofoils with L-E protuberances generate elevated lift at moderate and high angles of attack (AOA) in cavitating and non-cavitating conditions. Under lower-severity cavitating conditions, models with L-E protuberances exhibit no significant reduction in sound pressure level. In contrast, at higher severity, the presence of L-E protuberances effectively reduces the flow-induced noise, with partial cavities covering 30 %–50 % of the chord. Numerical simulations were conducted to investigate the turbulent kinetic energy (TKE) distribution and the presence of counter-rotating vortices on each protuberance. The results reveal a significantly enhanced TKE around the trough area and the presence of counter-rotating vortices at each protuberance peak. The more realistic asymmetric design performed better than the other modifications regarding hydrodynamic force, whereas the symmetric model with wavelengths of 8.33 % excelled at cavitation and noise suppression. Therefore, this study offers promising avenues for advancing hydrofoil design in diverse engineering domains.
We investigate the effects of external harmonic forcing on flow through a duct with square cross-section containing two circular orifice plates – a double-orifice cavity – at an operating condition where self-sustained limit cycle oscillations are observed. When the oscillatory flow is periodically forced at a frequency $f_f$ near its natural frequency $f_n$ ($0.9\leqslant f_f /f_n \leqslant 1.1$), it undergoes lock-in and amplitude suppression through synchronous quenching. We observe phase-drifting (or phase-slipping) prior to lock-in that happens via a saddle-node bifurcation. However, when the flow system is forced far from its natural frequency ($0.8\leqslant f_f /f_n\leqslant 0.9$ and $1.1\leqslant f_f /f_n\leqslant 1.4$) lock-in happens via asynchronous quenching through a Neimark–Sacker bifurcation (torus death). In asynchronous quenching, phase-drifting and phase-trapping are observed before lock-in. An asymmetry is present in the synchronization map on forcing either side of the natural frequency, which becomes more pronounced in the asynchronous quenching regime. There is also an observed saturation of the synchronization map for $f_f/f_n\gt 1$ over the range of frequencies explored. Subharmonic synchronization or $1:2$ lock-in with period-two oscillations is also observed when the system is forced near $f_n/2$ ($ 0.49 \leqslant f_f /f_n \leqslant 0.51$). The route to lock-in consists of a three frequency regime where subharmonics of the forcing frequency ($f_f/2$ and $f_f/3$) play an important role in the dynamics. The transition from $1:1$ to $1:2$ lock-in occurs via a de-lock-in regime ($ 0.55 \leqslant f_f /f_n \leqslant 0.65$), where a lock-in boundary is present; i.e. the system delocks after lock-in if the amplitude is raised beyond a critical value. The de-lock-in regime is also characterized by a nonlinear phase drift after de-lock-in and a significant jump in the forcing amplitude for lock-in for $f_f/f_n=0.6$. Amplification is observed for $f_f/f_n\gt 1$ and also in the $1:2$ lock-in and de-lock-in regimes where the total signal power exceeds the unforced system’s power for small increases in forcing amplitude after lock-in. Based on these results, we identify the asynchronous quenching regime for $f_f/f_n\lt 1$ as the optimal frequency range where active control is most effective. Finally, we introduce a reduced-order phenomenological model based on vortex–acoustic interaction dynamics from first principles. The model correctly identifies the four regimes, their dynamics leading to lock-in, and asymmetry and saturation in the synchronization map.
The evaporation of liquid from within a porous medium is a complicated process involving coupled capillary flow, vapour diffusion and phase change. Different drying behaviour is observed at different stages during the process. Initially, liquid is drawn to the surface by capillary forces, where it evaporates at a near constant rate; thereafter, a drying front recedes into the material, with a slower net evaporation rate. Modelling drying porous media accurately is challenging due to the multitude of relevant spatial and temporal scales, and the large number of constitutive laws required for model closure. Key aspects of the drying process, including the net evaporation rate and the time of the sudden transition between stages, are not well understood or reliably predicted. We derive simplified mathematical models for both stages of this drying process by systematically reducing an averaged continuum multi-phase flow model, using the method of matched asymptotic expansions, in the physically relevant limit of slow vapour diffusion relative to the local evaporation rate (the large-Péclet-number limit). By solving our reduced models, we compute the evolving net evaporation rate, fluid fluxes and saturation profiles, and estimate the transition time to be when the initial constant-rate-period model ceases to be valid. We additionally characterise properties of the constitutive laws that affect the qualitative drying behaviour: the model is shown to exhibit a receding-front period only if the relative permeability for the liquid phase decays sufficiently quickly relative to the blow up in the capillary pressure as the liquid saturation decreases.