Definition and properties of Lagrangian coherent structures from finite-time Lyapunov exponents in two-dimensional aperiodic flows

Shadden, S., F. Lekien, and J. E. Marsden

Physica D 212, 271-304

Abstract:

This paper develops the theory and computation of Lagrangian Coherent Structures (LCS), which are defined as ridges of Finite-Time Lyapunov Exponent (FTLE) fields. These ridges can be seen as finite-time mixing templates. Such a framework is common in dynamical systems theory for autonomous and time-periodic systems, in which examples of LCS are stable and unstable manifolds of fixed points and periodic orbits. The concepts defined in this paper remain applicable to flows with arbitrary time dependence and, in particular, to flows that are only defined (computed or measured) over a finite interval of time.

Previous work has demonstrated the usefulness of FTLE fields and the associated LCSs for revealing the Lagrangian behavior of systems with general time dependence. However, ridges of the FTLE field need not be exactly advected with the flow. The main result of this paper is an estimate for the flux across an LCS, which shows that the flux is small, and in most cases negligible, for well-defined LCSs or those that rotate at a speed comparable to the local Eulerian velocity field, and are computed from FTLE fields with a sufficiently long integration time. Under these hypotheses, the structures represent nearly invariant manifolds even in systems with arbitrary time dependence.

The results are illustrated on three examples. The first is a simplified dynamical model of a double-gyre flow. The second is surface current data collected by high-frequency radar stations along the coast of Florida and the third is unsteady separation over an airfoil. In all cases, the existence of LCSs governs the transport and it is verified numerically that the flux of particles through these distinguished lines is indeed negligible.