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Self-organization and entropy production rate in thermally driven turbulence Yohei Kawazura and Zensho Yoshida Graduate School of Frontier Sciences, The University of Tokyo

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Page 1: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

Self-organization and entropy production rate in thermally driven turbulence

Yohei Kawazura and Zensho Yoshida

Graduate School of Frontier Sciences, The University of Tokyo

Page 2: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

OUTLINE

Introduction

Thermodynamic Model of Self-organizing Turbulence

Numerical simulation of Thermally Driven Drift Wave Turbulence

2

[1] Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008).[2] Y. Kawazura and Z. Yoshida, Phys. Rev. E 82, 066403 (2010).[3] Y. Kawazura and Z. Yoshida, Phys. Plasmas 19, 012305(2012).

Page 3: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

Large scale structure ➟ Self-organization of vortex (emergence of large scale vortex)

ex.) the Great Red Spot and zonal flow in Jupiter

In plasma, vortex structure plays an important role in terms of plasma confinement in magnetically confined fusion.

Contrary to the second law of thermodynamics.

INTRODUCTION

Vertical flow to temperature gradientzonal flow ➟ improves a confinement

[1] M. Nakata,T.-H. Watanabe and H. Sugama, Phys. Plasmas 19, 022303 (2012).

Parallel flow to temperature gradientstreamer ➟ degrade a confinement

[1]

Large Scale Structure in Plasma

3

Page 4: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

INTRODUCTION

Baroclinic Vorticity Generation

Vorticity is defined by “curl” of momentum ⇒

Evolution of the mometum

taking curl → vorticity equation

H : combined fluid enthalpyT : temperature s : specific entropy

Only is available to generate vorticity ➟ Baroclinic

Otherwise ( ) the systems is called barotropic.

4

Page 5: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

INTRODUCTIONThermal driving

Baroclinic term is in the form of heat .

Identifying “ ” as the change along the fluid’s streamline, we combine thermodynamic laws and fluid dynamical motion ⇒ infinite number set of cycles embedded in space [1]

Plasma converts the energy in collective motion in the

form of vorticity through baroclinic term, then change the

impedance (zonal ? or streamer ?)

➟ Thermal driving

Thermodynamic analysis of the impedance

Numerical simulation of turbulence under thermal driving

[1] Z. Yoshida, Lecture Note: Vorticity Creation and Entropy Production, Proc. in International Advanced Workshop on the Frontiers of Plasma Physics (2010).[2] Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008). 5

Page 6: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

Thermodynamic Model of Self-organizing Turbulence

Page 7: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC VARIATIONAL PRINCIPLES

Variational principles in dissipative systems

− Rayleigh, Onsager’s minimum dissipation principle [1,2]

Linear relation between force and flow is given by variational principle

− Prigogine’s minimum EPR principle

Dissipative structure toward turbulent structure

[1] Lord Rayleigh, Proc. math. Soc. London 4, 357 (1873), L. Onsager, Phys. Rev. 37, 405 (1931); 38, 2265 (1931)[2] P. Gransdorff and I. Prigogine, Thermodynamic Theory of Structure, Stability and Fluctuations (Wiley-Interscience, New York, 1971).

➟ Unable dictate convective nonlinearity dominant state, i.e. turbulence.

7

Page 8: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

MAXIMUM ENTROPY PRODUCTION

Firstly proposed by Paltridge [6] ➟ Succeeded to predict mean temperature distribution in earth

➟ Extensively studied and applied for various self-organizing systems

Ozawa found experimental observations of fluid mechanical instabilities are predicted by MEP [2]

Yoshida and Mahajan found L - H transition of plasma boundary layer is equivalent to the bifurcation to MEP state [3]

[1] G. W. Paltridge, Q. J. R. Meteorol. Soc. 101, 475 (1975)[2] H. Ozawa, S. Shimokawa, and H. Sakuma, Phys. Rev. E 64,026303 (2001).[3] Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008).

BoundaryBoundaryHeat flow

Low confinement mode↓

High confinement mode

[1]

[2]

8

Page 9: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC MODEL OF PLASMA BOUNDARY LAYER

Nonlinear term Carnot efficiency diffusion

Quasi-stationary boundary layer surrounded by high temperature core and cold outer region

is controlled by heat flux ➟ Flux-driven condition

Define the impedance against the flow as

P is bounded by Carnot efficiency x flowdissipationdominant

convectiondominant

1. Plasma absorbs energy from heat and converts into macroscopic flow2. Returns the energy to the heat flux by viscous process

Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008). 9

η0:linear impedancea :constantP:Available power to generate macroscopic flow

Page 10: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC MODEL OF PLASMA BOUNDARY LAYER

Nonlinear term Carnot efficiency diffusion

η0:linear impedancea :constantP:Available power to generate macroscopic flow

Quasi-stationary boundary layer surrounded by high temperature core and cold outer region

is controlled by heat flux ➟ Flux-driven condition

Define the impedance against the flow as

P is bounded by Carnot efficiency x flowdissipation

dominantconvectiondominant

1. Plasma absorbs energy from heat and converts into macroscopic flow2. Returns the energy to the heat flux by viscous process

Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008). 10

Page 11: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC MODEL OF PLASMA BOUNDARY LAYER

organizedsolution

non-organizedsolution

linearnonlinear

2 4 6 8

1

2

3

4

5

6

7linearnonlinear

EPR bifurcate to “Maximum” state

Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008). 11

Solutions

Zonal flow!

Page 12: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC MODEL OF STREAMER

Previous model dictate high temperature difference state ➟ zonal flow

We invented the model to dictate steamer (or Benard convection).

Zonal flow ⇔ Series connection Streamer ⇔ Parallel connection

Y. Kawazura and Z. Yoshida, Phys. Plasmas 19, 012305(2012). 12

Page 13: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC MODEL OF STREAMERZonal flow ⇔ Series connection Streamer ⇔ Parallel connection

Temp. driven solution Temp. driven solution

13

linearnonlinear

1.0 2.0 3.0

1

2

3

4

1 2 3 4

0.51.01.52.02.53.0

Page 14: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC STABILITYWhich of the bifurcated solution (linear or nonlinear) is realized?

In order to analyze thermodynamic stability, we assume a fluctuation δT and subsequent chain event

Series connection model

⇒ unstable

Flux driven

In the same way, assuming a fluctuation δF and subsequent chain event

Temperature driven

⇒ unstable

(A)

0 2 4 6 8 100.0

1.0

2.0

3.0 (B)

2 4 6 8 10

1.0

2.0

3.0

0.0

Nonlinear solutions are stable for both case

14

if

if

Page 15: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC STABILITYWhich of the bifurcated solution (linear or nonlinear) is realized?

Parallel connection model

⇒ unstable

Flux driven

Temperature driven

⇒ unstable

Nonlinear solutions are stable for both case

0.2 0.4 0.6 0.8 1.0 1.2

0.5

1.0

1.5

2.0

1.2 1.4 1.6 1.8 2.0

0.5

1.0

1.5

2.0

2.5

15

if

if

Page 16: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

ZONAL AND STREAMER FOR FLUX-TEMPERATURE-DRIVENZonal flow ⇔ Series connection Streamer ⇔ Parallel connection

16

linearnonlinear

1.0 2.0 3.0

1

2

3

4

1 2 3 4

0.51.01.52.02.53.0

Zonal flow : F-driven → T increase  T-driven → F decrease  

Streamer : F-driven → T decrease  

T-driven → F increase  

We can construct the bifurcation matrix of EPR

Page 17: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

COMPARISON OF EPR IN PARALLEL AND SERIES SYSTEMS

Flux driven Temperature drivenZonal flow Max Min

Bénard convection Min Max

0.2 0.6 1.0 1.4

0.20.40.60.8

2 4 6 81234567

2 4 6 8 10

2468

1.5 2.5 3.5

0.51.01.52.0

17Similar results are proposed by Niven (2010) for fluid pipe flow.

Page 18: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC POTENTIAL

We introduce the potential functions that give operating point

or

as its extremum.

The following potential functions give operating point.

Here, equals to EPR in stationary state.

or ⇒

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Page 19: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMODYNAMIC POTENTIALLinear theory (Onsager)

,

Min EPR = Min Dissipation function

, :Dissipation function

‣ EPR is not the target function to be extremized‣ EPR appears as Legendre transform of and

Noninear theory

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Page 20: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

HYSTERESIS IN H-MODE

[1] A. E. Hubbard et al.Plasma Phys. Control. Fusion 44 (2002) A359–A366

Hysteresis is sometimes observed in L-H transition. However, our previous series model do not have hysteresis

linearnonlinear

10 20 30 40 50

1234567

Ramp up and down in Alcator C-Mod [1]

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Page 21: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

HYSTERESIS IN H-MODE

⇒From implicit function theorem, when

is satisfied, T(F) has three nonlinear solutions. ➟ If a(T) has steep gradient, hysteresis occursThis statement is verified from experimental data

The intermediate solution is unstable because,

10 20 30 40 50

1234567

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Page 22: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

SUMMARY

We extended the thermodynamic model to describe streamer (Benard convection) type self-organization.

From the stability analysis, nonlinear solutions are stable for all case

Each of nonlinear solutions seem to be correct phenomenologically

Min/Max of EPR depends on “1. how plasma organize (zonal or stremer)” and “2. how plasma is driven (flux-driven or force-driven)”

EPR is not target functional of variation in nonlinear regime, but appears in Legendre transformation of dissipation functions.

Flux driven Temperature drivenZonal flow Max Min

Bénard convection Min Max

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Page 23: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

SUMMARY

These thermodynamic models are mechanism free

We made assumption : the power P available to generate flow is determined by Carnot cycle’s efficiency

➟ turbulence should be almost ideal heat engine!

We need to verify it → numerical simulation with specific mechanism

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Page 24: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

Self-organization in Thermally Driven Drift Wave Turbulence

Page 25: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

UNDERLYING MECHANISM OF MEPWhy maximization of EPR and structure formation coexists?

➟ Scale hierarchy of turbulence

Preliminary example of 2D Navier-Stokes equation

Two constants of motion ➟ Energy

Enstrophy

Energy and enstrophy have different scale ➟ Selective decay and inverse cascade

[1] D. Biskamp and H. Welter, Phys. Fluids B 1, 1964 (1989)

Scale separation enables the coexistence of “order” and “disorder” [2]

[2] Z. Yoshida, S. M. Mahajan, Phys. Plasmas 15, 032307(2008). 25

Page 26: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

BAROCLINIC VORTICITY GENERATION

However, inverse cascade theory do not have baloclinic vorticity generation and coupling with thermodynamics ( )

Many of the preceding studies have been indicated that the emergence of zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic discussion.

In our previous thermodynamic discussion, we assumed that coherent flow (= vortex structure) is effectively excited by heat flow

In this section, we investigate how the structure in plasma is thermally excited numerically.

26

Page 27: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

HASEGAWA - MIMA EQUATION

Consider 2 dimensional compressible barotropic motion

Boltzmann relation and charge neutrality

Drift approximation

Identical to Chaney equation dictating Rossby wave in atmospheric flow

Vorticity eq.          ,

Continuity eq.

A. Hasegawa and K. Mima, Phys. Fluids 21, 1 (1978). 27

Page 28: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

BAROCLINIC HASEGAWA - MIMA (BHM)

Including baroclinicity

Vorticity eq.          

Continuity eq.

Entropy eq.Normalization

In all the other preceding works, normalization is not by L but Ln, therefore β reduces to unity.Freedom of (α, β) is important for zonal flow bifurcation

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Page 29: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

ENERGY BALANCE OF BHM

Total energy of BHM is given as

Assuming closed boundary conditions, the evolution of E is

In quasi-stationary state, the energy injection from background gradient and dissipation balance.

29

Page 30: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

HAMILTONIAN STRUCTURE OF BHM

Hamiltonian

Poisson bracket

Casimir invariant

⇒ there is no enstrophy like quadratic invariant

⇒ invariant

⇒ satisfies Jacobi identity

30

Page 31: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

SIMULATION CONDITIONS AND RESULTS

Simulation conditions

x : Dirichlet ➟ central differencey : Periodic ➟ pseudo spectral method4th-order Adams Bashforth method for time integralGrid points : 256 x 256 ~ 512 x 512

CASE I : (α, β) = (1, 1)

CASE II : (α, β) = (0.21, 1.6)

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Page 32: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

SIMULATION CONDITIONS AND RESULTS

CASE I : (α, β) = (1, 1) CASE II : (α, β) = (0.21, 1.6)⇒ non zonal ⇒ zonal

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Closed boundary results

Page 33: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

ENERGY EVOLUTION

10-510-410-310-210-1100101102103104105

0 100 200 300 400 500 600 700 800 900

CASE II : (α, β) = (0.21, 1.6)⇒ zonal

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Page 34: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

POWER SPECTRUM OF ZONAL CASE

Inverse cascade

10-6

10-5

10-4

10-3

10-2

10-1

0.1 1 1010-2

10-1

100

101

102

103

104

0.1 1 10

Energy Injection

Linear state Noninear state

Inverse cascade is observed. As zonal structure becomes clear, the energy

of low wave number mode grows.

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Page 35: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMAL DRIVE

HO

T

CO

LD

Back ground inhomogeneity

Feed back

Instability is driven by background inhomogeneity

Heat flows in and out at the boundary by turbulence

Turbulent field change original background inhomogeneity ⇒ “perturbation feedback”

35

Page 36: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

THERMAL DRIVE

HO

T

CO

LD

Back ground inhomogeneity

Feed back

Instability is driven by background inhomogeneity

Heat flows in and out at the boundary by turbulence

Turbulent field change original background inhomogeneity ⇒ “perturbation feedback”

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Flux Driven Boundary conditions for φ

0 mode ➟ Dirichlet. Other modes (turbulent modes) → random oscilation → Turbulent component of velocity penetrates the boundary. we can change the intensity of driving by changing the amplitude of the oscilation

Page 37: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

ENERGY INJECTION AT BOUNDARIES

Considering boundary conditions, the evolution of energy is written as

Time evolution of incoming power through the boundary.

-60

-40

-20

0

20

40

60

80

100

120

0 100 200 300 400 500 600 700 800

Energy Injection

through inner boundary

Strongly drivenWeakly driven

We consider strongly driven and weakly driven case by boundaries37

Page 38: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

ENERGY INJECTION AT BOUNDARIES

Strongly drivenWeakly driven

0

1

2

3

4

5

6

0 10 20 30 40 50 60 0

1

2

3

4

5

6

0 10 20 30 40 50 60

Strong thermal driving → Large scale mode is enhanced → Large temperature gradientTurbulence convert injected heat to large scale vortex → efficient heat engine

T0 at t = 0

38

T0 at final

Radial profile

Page 39: Self-organization and entropy production rate in thermally ... · zonal flow and streamer is due to the self–organization of drift wave turbulence. However there remains thermodynamic

SUMMARY

We performed nonlinear simulation of baroclinic drift wave turbulence

The bifurcation of zonal flow depends on the parematers (α, β)

We introduced thermal driving boundary condition

39

→ Therefore the assumption that turbulence is almost ideal heat engine seems correct

- Large scale structure is enhanced by heat injection at the boundary

- Large mean temperature gradient is induced by strong heat injection at the boundary

→ Consistent with the result from the thermodynamic model

Our thermodynamic model is appropriate for plasma zonal flow