To the memory of Giovanni |
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xiii | |
Preface |
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xv | |
Introduction |
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xvii | |
Chapter 1 Turbulence and dynamical systems |
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1 | (20) |
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1.1 What do we mean by turbulence? |
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1 | (2) |
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1.2 Examples of turbulent phenomena |
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3 | (8) |
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3 | (4) |
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1.2.2 Chemical turbulence |
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7 | (2) |
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9 | (2) |
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1.3 Why a dynamical system approach? |
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11 | (1) |
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1.4 Examples of dynamical systems for turbulence |
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11 | (3) |
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11 | (1) |
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1.4.2 Coupled map lattices |
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12 | (1) |
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13 | (1) |
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1.5 Characterization of chaos in high dimensionality |
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14 | (7) |
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1.5.1 Lyapunov exponents in extended systems |
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14 | (1) |
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1.5.2 Lyapunov spectra and dimension densities |
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15 | (3) |
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1.5.3 Characterization of chaos in discrete models |
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18 | (1) |
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1.5.4 The correlation length |
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18 | (1) |
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1.5.5 Scaling invariance and chaos |
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19 | (2) |
Chapter 2 Phenomenology of hydrodynamic turbulence |
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21 | (27) |
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2.1 Turbulence as a statistical theory |
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21 | (10) |
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2.1.1 Statistical mechanics of a perfect fluid |
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22 | (2) |
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2.1.2 Basic facts and ideas on fully developed turbulence |
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24 | (4) |
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2.1.3 The closure problem |
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28 | (3) |
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2.2 Scaling invariance in turbulence |
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31 | (3) |
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2.3 Multifractal description of fully developed turbulence |
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34 | (11) |
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2.3.1 Scaling of the structure functions |
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34 | (2) |
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2.3.2 Multiplicative models for intermittency |
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36 | (4) |
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2.3.3 Probability distribution function of the velocity gradients |
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40 | (3) |
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43 | (1) |
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2.3.5 Number of degrees of freedom of turbulence |
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44 | (1) |
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2.4 Two-dimensional turbulence |
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45 | (3) |
Chapter 3 Reduced models for hydrodynamic turbulence |
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48 | (43) |
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3.1 Dynamical systems as models of the energy cascade |
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48 | (1) |
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3.2 A brief overview on shell models |
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49 | (9) |
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3.2.1 The model of Desnyansky and Novikov |
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51 | (1) |
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3.2.2 The model of Gledzer, Ohkitani and Yamada (the GOY model) |
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52 | (4) |
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3.2.3 Hierarchical shell models |
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56 | (1) |
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3.2.4 Continuum limit of the shell models |
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57 | (1) |
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3.3 Dynamical properties of the GOY models |
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58 | (10) |
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3.3.1 Fixed points and scaling |
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58 | (2) |
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3.3.2 Transition from a stable fixed point to chaos |
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60 | (5) |
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3.3.3 The Lyapunov spectrum |
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65 | (3) |
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3.4 Multifractality in the GOY model |
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68 | (6) |
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3.4.1 Anomalous scaling of the structure functions |
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68 | (3) |
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3.4.2 Dynamical intermittency |
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71 | (2) |
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3.4.3 Construction of a 3D incompressible velocity field from the shell models |
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73 | (1) |
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3.5 A closure theory for the GOY model |
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74 | (4) |
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3.6 Shell models for the advection of passive scalars |
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78 | (5) |
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3.7 Shell models for two-dimensional turbulence |
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83 | (5) |
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3.8 Low-dimensional models for coherent structures |
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88 | (3) |
Chapter 4 Turbulence and coupled map lattices |
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91 | (47) |
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4.1 Introduction to coupled chaotic maps |
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92 | (5) |
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4.1.1 Linear stability of the coherent state |
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93 | (1) |
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4.1.2 Spreading of perturbations |
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94 | (3) |
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4.2 Scaling at the critical point |
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97 | (9) |
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4.2.1 Scaling of the Lyapunov exponents |
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97 | (2) |
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4.2.2 Scaling of the correlation length |
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99 | (2) |
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4.2.3 Spreading of localized perturbations |
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101 | (3) |
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4.2.4 Renormalization group results |
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104 | (2) |
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106 | (6) |
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4.3.1 Coupled map lattices with conservation laws |
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107 | (3) |
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110 | (2) |
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4.4 Coupled maps with laminar states |
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112 | (11) |
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4.4.1 Spatio-temporal intermittency |
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112 | (2) |
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4.4.2 Invariant measures and PerronFrobenius equation of CML |
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114 | (1) |
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4.4.3 Mean field approximation and phase diagram |
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115 | (3) |
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4.4.4 Direct iterates and finite size scaling |
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118 | (3) |
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4.4.5 Spatial correlations and hyperscaling |
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121 | (2) |
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4.5 Coupled map lattices with anisotropic couplings |
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123 | (15) |
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4.5.1 Convective instabilities and turbulent spots |
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123 | (5) |
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4.5.2 Coherent chaos in anisotropic systems |
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128 | (3) |
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4.5.3 A boundary layer instability in an anisotropic system |
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131 | (3) |
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4.5.4 A coupled map lattice for a convective system |
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134 | (4) |
Chapter 5 Turbulence in the complex GinzburgLandau equation |
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138 | (45) |
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5.1 The complex GinzburgLandau equation |
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139 | (4) |
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5.2 The stability of the homogeneous periodic state and the phase equation |
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143 | (3) |
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5.3 Plane waves and their stability |
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146 | (2) |
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5.3.1 The stability of plane waves |
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146 | (2) |
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5.3.2 Convective versus absolute stability |
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148 | (1) |
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5.4 Large-scale simulations and the coupled map approximation |
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148 | (2) |
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5.5 Spirals and wave number selection |
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150 | (2) |
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5.6 The onset of turbulence |
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152 | (6) |
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5.6.1 Transient turbulence and nucleation |
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155 | (3) |
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5.7 Glassy states of bound vortices |
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158 | (3) |
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161 | (7) |
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5.8.1 Microscopic theory of shocks |
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162 | (1) |
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5.8.2 Asymptotic properties |
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163 | (4) |
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167 | (1) |
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5.9 Phase turbulence and the KuramotoSivashinsky equation |
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168 | (4) |
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5.9.1 Correlations in the KuramotoSivashinsky equation |
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170 | (1) |
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5.9.2 Dimension densities and correlations in phase turbulence |
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171 | (1) |
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5.10 Anisotropic phase equation |
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172 | (11) |
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5.10.1 The shape of a spreading spot |
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173 | (5) |
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5.10.2 Turbulent spots and pulses |
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178 | (3) |
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5.10.3 Anisotropic turbulent spots in two dimensions |
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181 | (2) |
Chapter 6 Predictability in high-dimensional systems |
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183 | (28) |
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6.1 Predictability in turbulence |
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185 | (3) |
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6.1.1 Maximum Lyapunov exponent of a turbulent flow |
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185 | (1) |
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6.1.2 The classical theory of predictability in turbulence |
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186 | (2) |
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6.2 Predictability in systems with many characteristic times |
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188 | (3) |
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6.3 Chaos and butterfly effect in the GOY model |
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191 | (9) |
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6.3.1 Growth of infinitesimal perturbations and dynamical intermittency |
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191 | (4) |
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6.3.2 Statistics of the predictability time and its relation with intermittency |
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195 | (2) |
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6.3.3 Growth of non-infinitesimal perturbations |
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197 | (3) |
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6.4 Predictability in extended systems |
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200 | (2) |
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6.5 Predictability in noisy systems |
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202 | (7) |
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209 | (2) |
Chapter 7 Dynamics of interfaces |
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211 | (33) |
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7.1 Turbulence and interfaces |
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211 | (1) |
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212 | (3) |
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7.3 The Langevin approach to dynamical interfaces: the KPZ equation |
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215 | (4) |
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7.4 Deterministic interface dynamics: the KuramotoSivashinsky equation |
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219 | (12) |
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7.4.1 Cross-over to KPZ behaviour |
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222 | (3) |
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7.4.2 The KuramotoSivashinsky equation in 2-1-1 dimensions |
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225 | (2) |
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7.4.3 Interfaces in coupled map lattices |
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227 | (4) |
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231 | (12) |
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7.5.1 Quenched randomness and directed percolation networks |
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231 | (1) |
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7.5.2 Self-organized-critical dynamics: the Sneppen model |
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232 | (3) |
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235 | (2) |
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7.5.4 A scaling theory for the Sneppen model: mapping to directed percolation |
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237 | (3) |
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7.5.5 A geometric description of the avalanche dynamics |
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240 | (1) |
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241 | (2) |
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7.6 Dynamics of a membrane |
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243 | (1) |
Chapter 8 Lagrangian chaos |
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244 | (33) |
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244 | (9) |
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8.1.1 Examples of Lagrangian chaos |
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247 | (4) |
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8.1.2 Stretching of material lines and surfaces |
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251 | (2) |
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8.2 Eulerian versus Lagrangian chaos |
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253 | (12) |
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8.2.1 Onset of Lagrangian chaos in two-dimensional flows |
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255 | (3) |
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8.2.2 Eulerian chaos and fluid particle motion |
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258 | (6) |
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8.2.3 A comment on Lagrangian chaos |
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264 | (1) |
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8.3 Statistics of passive fields |
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265 | (12) |
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8.3.1 The growth of scalar gradients |
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265 | (1) |
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8.3.2 The multifractal structure for the distribution of scalar gradients |
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266 | (2) |
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8.3.3 The power spectrum of scalar fields |
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268 | (2) |
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8.3.4 Some remarks on the validity of the Batchelor law |
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270 | (2) |
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8.3.5 Intermittency and multifractality in magnetic dynamos |
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272 | (5) |
Chapter 9 Chaotic diffusion |
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277 | (15) |
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9.1 Diffusion in incompressible flows |
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279 | (6) |
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9.1.1 Standard diffusion in the presence of Lagrangian chaos |
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279 | (2) |
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9.1.2 Standard diffusion in steady velocity fields |
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281 | (2) |
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9.1.3 Anomalous diffusion in random velocity fields |
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283 | (1) |
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9.1.4 Anomalous diffusion in smooth velocity fields |
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284 | (1) |
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9.2 Anomalous diffusion in fields generated by extended systems |
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285 | (7) |
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9.2.1 Anomalous diffusion in the KuramotoSivashinsky equation |
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286 | (4) |
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9.2.2 Multidiffusion along an intermittent membrane |
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290 | (2) |
Appendix A Hopf bifurcation |
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292 | (2) |
Appendix B Hamiltonian systems |
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294 | (7) |
Appendix C Characteristic and generalized Lyapunov exponents |
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301 | (8) |
Appendix D Convective instabilities and linear front propagation |
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309 | (6) |
Appendix E Generalized fractal dimensions and multifractals |
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315 | (5) |
Appendix F Multiaffine fields |
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320 | (5) |
Appendix G Reduction to a finite-dimensional dynamical system |
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325 | (4) |
Appendix H Directed percolation |
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329 | (3) |
References |
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332 | (15) |
Index |
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347 | |