In order to understand water quality in the coastal ocean and its effects on human health, the necessity arises to locate the sources of contaminants and track their transport throughout the ocean. Dynamical systems methods are applied to the study of transport of enterococci as an indicator of microbial concentration in the vicinity of Hobie Beach, an urban, subtropical beach in Miami, FL that is used for recreation and bathing on a daily basis. Previous studies on water quality have shown that Hobie Beach has high microbial levels despite having no known point source. To investigate the cause of these high microbial levels, a combination of measured surface drifter trajectories and numerically simulated flows in the vicinity of Hobie Beach is used. The numerically simulated flows are used to identify Lagrangian Coherent Structures (LCSs), which provide a template for transport in the study area. Surface drifter trajectories are shown to be consistent with the simulated flows and the LCS structure. LCSs are then used to explain the persistent water contamination and unusually high concentrations of microbes in the water off of this beach as compared with its neighboring beaches. From the drifter simulations, as well as field experiments, one can see that passive tracers are trapped in the area along the coastline by LCS. The Lagrangian circulation of Hobie Beach, influenced primarily by tide and land geometry causes a high retention rate of water near the shore, and can be used to explain the elevated levels of enterococci in the water.

The transport of material in geophysical fluid flows is a problem with important implications for fields as diverse as: agriculture, aviation, human health, disaster response, and weather forecasting. Due to the unsteady nature of geophysical flows, predicting how material will be transported in these systems can often be challenging. Tools from dynamical systems theory can help to improve the prediction of material transport by revealing important transport structures. These transport structures reveal areas of the flow where fluid parcels, and thus material transported by those parcels, are likely to converge or diverge. Typically, these transport structures have been uncovered by the use of Lagrangian diagnostics. Unfortunately, calculating Lagrangian diagnostics can often be time consuming and computationally expensive. Recently new Eulerian diagnostics have been developed. These diagnostics are faster and less expensive to compute, while still revealing important transport structures in fluid flows. Because Eulerian diagnostics are so new, there is still much about them and their connection to Lagrangian diagnostics that is unknown. This dissertation will fill in some of this gap and provide a mathematical bridge between Lagrangian and Eulerian diagnostics. This dissertation is composed of three projects. These projects represent theoretical, numerical, and experimental advances in the understanding of Eulerian diagnostics and their relationship to Lagrangian diagnostics. The first project rigorously explores the deep mathematical relationship that exists between Eulerian and Lagrangian diagnostics. It proves that some of the new Eulerian diagnostics are the limit of Lagrangian diagnostics as integration time of the velocity field goes to zero. Using this discovery, a new Eulerian diagnostic, infinitesimal-time Lagrangian coherent structures is developed. The second project develops a methodology for estimating local Eulerian diagnostics from wind velocity data measured by a fixed-wing unmanned aircraft system (UAS) flying in circular arcs. Using a simulation environment, it is shown that the Eulerian diagnostic estimates from UAS measurements approximate the true local Eulerian diagnostics and can predict the passage of Lagrangian diagnostics. The third project applies Eulerian diagnostics to experimental data of atmospheric wind measurements. These are then compared to Eulerian diagnostics as calculated from a numerical weather simulation to look for indications of Lagrangian diagnostics. / Doctor of Philosophy / How particles are moved by fluid flows, such as the oceanic currents and the atmospheric winds, is a problem with important implications for fields as diverse as: agriculture, aviation, human health, disaster response, and weather forecasting. Because these fluid flows tend to change over time, predicting how particles will be moved by these flows can often be challenging. Fortunately, mathematical tools exist which can reveal important geometric features in these flows. These geometric features can help us to visualize regions where particles are likely to come together or spread apart, as they are moved by the flow. In the past, these geometric features have been uncovered by using methods which look at the trajectories of particles in the flow. These methods are referred to as Lagrangian, in honor of the Italian mathematician Joseph-Louis Lagrange. Unfortunately, calculating the trajectories of particles can be a time consuming and computationally expensive process. Recently, new methods have been developed which look at how the speed of the flow changes in space. These new methods are referred to as Eulerian, in honor of the Swiss mathematician Leonhard Euler. These new Eulerian methods are faster and less expensive to calculate, while still revealing important geometric features within the flow. Because these Eulerian methods are so new, there is still much that we do not know about them and their connection to the older Lagrangian methods. This dissertation will fill in some of this gap and provide a mathematical bridge between these two methodologies. This dissertation is composed of three projects. These projects represent theoretical, numerical, and experimental advances in the understanding of these new Eulerian methods and their relationship to the older Lagrangian methods. The first project explores the deep mathematical relationship that exists between Eulerian and Lagrangian diagnostic tools. It mathematically proves that some of the new Eulerian diagnostics are the limit of Lagrangian diagnostics as the trajectory’s integration times is decreased to zero. Taking advantage of this discovery, a new Eulerian diagnostic is developed, called infinitesimal-time Lagrangian coherent structures. The second project develops a technique for estimating local Eulerian diagnostics using wind speed measures from a single fixed-wing unmanned aircraft system (UAS) flying in a circular path. Using computer simulations, we show that the Eulerian diagnostics as calculated from UAS measurements provide a reasonable estimate of the true local Eulerian diagnostics. Furthermore, we show that these Eulerian diagnostics can be used to estimate the local Lagrangian diagnostics. The third project applies these Eulerian diagnostics to real-world wind speed measurements. These results are then compared to Eulerian diagnostics that were calculated from a computer simulation to look for indications of Lagrangian diagnostics.

Ocean surface transport plays a critical role in marine ecosystems, influencing the complex spatiotemporal patterns of both marine species and pollutants. The theory of Lagrangian coherent structures (LCSs) aims to identify fundamental patterns within time-dependent, nonlinear fluid flows. LCSs are material surfaces that act as dividing lines which fluid does not cross for a relevant period of time. LCS theory is still under active development, and there are multiple proposed ways to mathematically determine an LCS. Each proposed mathematical definition aims to capture the same physical properties, and some capture those properties more successfully and consistently than others. Here we examine two proposed definitions from the founder of the LCS field: finite time Lyapunov exponents (FTLEs) and geodesic detection. While geodesic detection was developed as an improvement on FTLEs, FTLEs remain the most popular method for using LCSs as an analytical tool. We apply both methods to a novel application. We analyze ocean surface current data in an area off the coast of central California slated for wind energy development, comparing their relative strengths and weaknesses both in theory and in practice.

abstract: Presented is a study on the chemotaxis reaction process and its relation with flow topology. The effect of coherent structures in turbulent flows is characterized by studying nutrient uptake and the advantage that is received from motile bacteria over other non-motile bacteria. Variability is found to be dependent on the initial location of scalar impurity and can be tied to Lagrangian coherent structures through recent advances in the identification of finite-time transport barriers. Advantage is relatively small for initial nutrient found within high stretching regions of the flow, and nutrient within elliptic structures provide the greatest advantage for motile species. How the flow field and the relevant flow topology lead to such a relation is analyzed. / Dissertation/Thesis / Masters Thesis Mathematics 2015

Low back pain is a common medical problem around the world afflicting 80% of the population some time in their life. Low back injury can result from a loss of torso stability causing excessive strain in soft tissue. This investigation seeks to apply existing methods to new applications and to develop new methods to assess torso stability. First, the time series averaged finite time Lyapunov exponent is calculated from data obtained during seated stability experiments. The Lyapunov exponent is found to increase with increasing task difficulty. Second, a new metric for evaluating torso stability is introduced, the threshold of stability. This parameter is defined as the maximum task difficulty in which dynamic stability can be maintained for the test duration. The threshold of stability effectively differentiates torso stability at two levels of visual feedback. Third, the state space distribution of the finite time Lyapunov exponent (FTLE) field is evaluated for deterministic and stochastic systems. Two new methods are developed to generate the FTLE field from time series data. Using these methods, Lagrangian coherent structures (LCS) are found for an inverted pendulum, the Acrobot, and planar wobble chair models. The LCS are ridges in the FTLE field that separate two inherently different types of motion when applied to rigid-body dynamic systems. As a result, LCS can be used to identify the boundaries of the basin of stability. Finally, these new methods are used to find the basin of stability from time series data collected from torso stability experiments. The LCS and basins of stability provide a richer understanding into the system dynamics when compared to existing methods. By gaining a better understanding of torso stability, it is hoped this knowledge can be used to prevent low back injury and pain in the future. These new methods may also be useful in evaluating other biodynamic systems such as standing postural sway, knee stability, or hip stability as well as time series applications outside the area of biomechanics. / Ph. D.

The theory of Lagrangian Coherent Structures (LCS) enables prediction of material transport by turbulent winds, such as those observed in the Earth's Atmospheric Boundary Layer. In this dissertation, both theory and experimental methods are developed for utilizing small fixed-wing unmanned aircraft systems (UAS) in detecting these atmospheric coherent structures. The dissertation begins by presenting relevant literature on both LCS and airborne wind estimation. Because model-based wind estimation inherently depends on high quality models, a Flight Dynamic Model (FDM) suitable for a small fixed-wing aircraft in turbulent wind is derived in detail. In this presentation, some new theoretical concepts are introduced concerning the proper treatment of spatial wind gradients, and a critical review of existing theories is presented. To enable model-based wind estimation experiments, an experimental approach is detailed for identifying a FDM for a small UAS by combining existing computational aerodynamic and data-driven approaches. Additionally, a methodology for determining wind estimation error directly resulting from dynamic modeling choices is presented and demonstrated. Next, some model-based wind estimation results are presented utilizing the experimentally identified FDM, accompanied by a discussion of model fidelity concerns and other experimental issues. Finally, an algorithm for detecting LCS from a single circling fixed-wing UAS is developed and demonstrated in an Observing System Simulation Experiment. The dissertation concludes by summarizing these contributions and recommending future paths for continuing research. / Doctor of Philosophy / In a natural or man-made disaster, first responders depend on accurate predictions of where the wind might carry hazardous material. A mathematical theory of Lagrangian Coherent Structures (LCS) has shown promise in ocean environments to improve these predictions, and the theory is also applicable to atmospheric flows near the Earth’s surface. This dissertation presents both theoretical and experimental research efforts towards employing small fixed-wing unmanned aircraft systems (UAS) to detect coherent structures in the Atmospheric Boundary Layer (ABL). These UAS fit several “gaps” in available sensing technology: a small aircraft responds significantly to wind gusts, can be steered to regions of interest, and can be flown in dangerous environments without risking the pilot’s safety. A key focus of this dissertation is to improve the quality of airborne wind measurements provided by inexpensive UAS, specifically by leveraging mathematical models of the aircraft. The dissertation opens by presenting the motivation for this research and existing literature on the topics. Next, a detailed derivation of a suitable Flight Dynamic Model (FDM) for a fixed-wing aircraft in a turbulent wind field is presented. Special attention is paid to the theories for including aerodynamic effects of flying in non-uniform winds. In preparation for wind measurement experiments, a practical method for obtaining better quality FDMs is presented which combines theoretically based and data-driven approaches. A study into the wind-measurement error incurred solely by mathematical modeling is presented, focusing on simplified forms of the FDM which are common in aerospace engineering. Wind estimates which utilize our best available model are presented, accompanied by discussions of the model accuracy and additional wind measurement concerns. A method is developed to detect coherent structures from a circling UAS which is providing wind information, presumably via accurate model based estimation. The dissertation concludes by discussing these conclusions and directions for future research which have been identified during these pursuits.

Time varying flow structures are involved in a large percentage of fluid flows although there is still much unknown regarding their behavior. With the development of high spatiotemporal resolution measurement systems it is becoming more feasible to measure these complex flow structures, which in turn will lead to a better understanding of their impact. One method that has been developed for studying these flow structures is finite time Lyapunov exponents (FTLEs). These exponents can reveal regions in the fluid, referred to as Lagragnian coherent structures (LCSs), where fluid elements diverge or attract. Better knowledge of how these time varying structures behave can greatly impact a wide range of applications, from aircraft design and performance, to an improved understanding of mixing and transport in the human body. This work provides the development of new methodologies for measuring and studying three-dimensional time varying structures. Provided herein is a method to improve replacement of erroneous measurements in particle image velocimetry data, which leads to increased accuracy in the data. Also, a method for directly measuring the finite time Lyapunov exponents from particle images is developed, as well as an experimental demonstration in a three-dimensional flow field. This method takes advantage of the information inherently contained in these images to improve accuracy and reduce computational requirements. Lastly, this work provides an in depth look at the flow field for developing wall jets across a wide range of Reynolds numbers investigating the mechanisms that contribute to their development. / Ph. D.

Nesta tese foi estudado o transporte de partículas na borda do plasma confinado magneticamente em tokamaks a partir de um modelo para ondas de deriva proveniente de flutuaçõoes eletrostáticas geradas pela não uniformidade do plasma. Para investigar esse problema, consideramos o modelo com duas ondas de deriva, que possui uma complexa dinâmica não linear onde podemos encontrar tanto transporte anômalo quanto transporte difusivo. Para a encontras no plano de fases as Estruturas Lagrangianas Coerentes (ELCs) e os jatos, foram confeccionados mapas de Poincaré, diagramas de expoente de Lyapunov a tempo finito, diagramas de deslocamento quadrático, diagramas de autocorrelação da velocidade e o diagrama de retorno. Para avaliar o impacto dessas ELCs no transporte de partículas foram analisados a série temporal do desvio padrão médio, da dispersão relativa e dos saltos dentro do mapa de Poincar´e e também foram confeccionados histogramas com a distribuição desses saltos. Foi encontrado que, com duas ondas de deriva e para uma determinada combinação de parâmetros, surgem correntes de jato, que persistem por longos períodos, imersas na região caótica. Verificamos que, assim como nas ilhas, a região interna às correntes de jato são inacessíveis às ELCs. Também foi encontrado que, quando existe uma corrente de jato, o transporte observado na região caótica não é simétrico com uma pequena deriva na direção contraria ao jato. Esse fenômeno observado ocorre em contrapartida ao caso típico de sistemas com mistura em que as ELCs tem acesso a todo o plano de fase e o transporte é difusivo. / In this thesis we studied the particle transport in the edge of magnetically confined plasma in tokamaks using a model of drift waves due to electrostatic fluctuations generated by the non-uniformity of the plasma. To investigate this issue, we consider the model with two drift waves, which has a complex nonlinear dynamics where we can find both anomalous and diffusive transport. To find the Lagrangian Coherent Structures (LCSs) and the jets, we used Poincaré maps, Finite time Lyapunov exponent diagrams, quadratic displacement diagrams, autocorrelation velocity diagrams and return displacement diagram. To evaluate the impact of LCSs in the transport of particles, we analyzed the time series of both average standard deviation and relative dispertion and also histograms of the distribution of these jumps. It was found that, with two drift waves and for a given combination of parameters, a jet streams appear in the phase space and persist for long periods of time immersed in the chaotic region. We found that, as well as on the islands, the inner region of the jet streams are inaccessible to LCSs. It was also found that when there is a jet stream, the transport observed in the chaotic region is not symmetrical and have a small drift in the opposite direction to the jet. This phenomenon is observed in contrast to the typical case of systems with mixing in wich the LCSs have access to all the phase space and the trasnport is diffusive.

The Lagrangian dynamics of two-dimensional incompressible fluid flows is considered, with emphasis on transport processes in atmospheric and oceanic flows. The dynamical-systems-based approach is adopted; the Lagrangian motion in such systems is studied with the aid of Kolmogorov-Arnold-Moser (KAM) theory, and results relating to stable and unstable manifolds and lobe dynamics. Some nontrivial extensions of well-known results are discussed, and some extensions of the theory are developed. In problems for which the flow field consists of a steady background on which a time-dependent perturbation is superimposed, it is shown that transport barriers arise naturally and play a critical role in transport processes. Theoretical results are applied to the study of transport in measured and simulated oceanographic and atmospheric flows. Two particular problems are considered. First, we study the Lagrangian dynamics of the zonal jet at the perimeter of the Antarctic Stratospheric Polar Vortex during late winter/early spring within which lies the "ozone hole". In this system, a robust transport barrier is found near the core of a zonal jet under typical conditions, which is responsible for trapping of the ozone-depleted air within the ozone hole. The existence of such a barrier is predicted theoretically and tested numerically with use of a dynamically-motivated analytically-prescribed model. The second, oceanographic, application considered is the study of the surface transport in the Adriatic Sea. The surface flow in the Adriatic is characterized by a robust threegyre background circulation pattern. Motivated by this observation, the Lagrangian dynamics of a perturbed three-gyre system is studied, with emphasis on intergyre transport and the role of transport barriers. It is shown that a qualitative change in transport properties, accompanied by a qualitative change in the structure of stable and unstable manifolds occurs in the perturbed three-gyre system when the perturbation strength exceeds a certain threshold. This behavior is predicted theoretically, simulated numerically with use of an analytically prescribed model, and shown to be consistent with a fully observationally-based model.

abstract: The tools developed for the use of investigating dynamical systems have provided critical understanding to a wide range of physical phenomena. Here these tools are used to gain further insight into scalar transport, and how it is affected by mixing. The aim of this research is to investigate the efficiency of several different partitioning methods which demarcate flow fields into dynamically distinct regions, and the correlation of finite-time statistics from the advection-diffusion equation to these regions. For autonomous systems, invariant manifold theory can be used to separate the system into dynamically distinct regions. Despite there being no equivalent method for nonautonomous systems, a similar analysis can be done. Systems with general time dependencies must resort to using finite-time transport barriers for partitioning; these barriers are the edges of Lagrangian coherent structures (LCS), the analog to the stable and unstable manifolds of invariant manifold theory. Using the coherent structures of a flow to analyze the statistics of trapping, flight, and residence times, the signature of anomalous diffusion are obtained. This research also investigates the use of linear models for approximating the elements of the covariance matrix of nonlinear flows, and then applying the covariance matrix approximation over coherent regions. The first and second-order moments can be used to fully describe an ensemble evolution in linear systems, however there is no direct method for nonlinear systems. The problem is only compounded by the fact that the moments for nonlinear flows typically don't have analytic representations, therefore direct numerical simulations would be needed to obtain the moments throughout the domain. To circumvent these many computations, the nonlinear system is approximated as many linear systems for which analytic expressions for the moments exist. The parameters introduced in the linear models are obtained locally from the nonlinear deformation tensor. / Dissertation/Thesis / Doctoral Dissertation Applied Mathematics 2018