Fluid Dynamics Research 34 (2004) 289 297

Inverse cascade and energy transfer in forced low-Reynolds number two-dimensional turbulence
J. Legaa ; , T. Passotb
a

Department of Mathematics, University of Arizona, building 89, 617 N. Santa Rita, P.O. Box 210089, Tucson, AZ 85721-0089, USA b CNRS, Observatoire de la C ote dAzur, Bote Postale 4229; 06304 Nice Cedex 4, France Received 14 October 2003; received in revised form 1 February 2004; accepted 11 February 2004 Communicated by M.-E. Brachet

Abstract Using numerical simulations of the forced two-dimensional NavierStokes equation, it is shown that the amount of energy transferred to large scales is related to the Reynolds number in a unique fashion. It is also observed that the critical value of the initial Reynolds number for the onset of an inverse cascade is lowered as the scale of the forcing approaches the size of the system, or in the presence of anisotropy. This study is motivated by recent experiments with bacterial colonies, and their description in terms of a hydrodynamic model. c 2004 Published by The Japan Society of Fluid Mechanics and Elsevier B.V. All rights reserved.
PACS: 47.27.Cn; 47.27.Eq Keywords: Two-dimensional turbulence; Inverse cascade; Biological ows

1. Introduction This work is motivated by recent experiments (Mendelson et al., 1999; Kessler, 2000) with colonies of Bacillus subtilis growing on at surfaces, in which collective behaviors of bacteria are observed in the form of whirls and jets. These structures are dynamic; occur at a scale much larger (50100 times) than that of an individual bacterium; alternate in time (cycles consisting of a clockwise whirl, a jet, a counterclockwise whirl and a jet in opposite direction are observed; each cycle takes about 1 s to complete); and cease to exit if bacteria die or stop swimming (Mendelson et al., 1999). We recently introduced a hydrodynamic model (Lega and Passot, 2003) in which

Corresponding author. Tel.: +1-520-621-4350; fax: +1-520-621-8522. E-mail addresses: lega@math.arizona.edu (J. Lega), passot@obs-nice.fr (T. Passot).

0169-5983/$30.00 c 2004 Published by The Japan Society of Fluid Mechanics and Elsevier B.V. All rights reserved. doi:10.1016/j. uiddyn.2004.02.002

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the dynamics of a bacterial colony and of its boundary is described by advectionreaction di usion equations coupled to a two-dimensional hydrodynamic equation for the complex uid made of bacteria and water. In such a macroscopic model, bacterial activity is globally described by a small-scale forcing in the hydrodynamic equation. Our numerical simulations have shown that partial transfer of energy towards large scales takes place in such a system, even at relatively low-Reynolds numbers. This leads to the formation of structures which are reminiscent of the whirls and jets observed in experiments (Mendelson et al., 1999; Kessler, 2000). However, collectives of bacteria are typically very-low-Reynolds-number systems, even though recent experiments suggest that hydrodynamic e ects may be important (Mendelson et al., 1999; Kessler, 2000; Wu and Libchaber, 2000). In order to validate the use of a hydrodynamic model to describe the whirls and jets seen in the experiments, it is therefore necessary to estimate the minimum value of the Reynolds number for which energy transfer takes place in the forced low-Reynolds number two-dimensional NavierStokes equation. This paper addresses this question by means of a series of numerical experiments, and also describes e ects which may promote energy transfer at even lower Reynolds numbers. In the two-dimensional NavierStokes equation, inverse transfer of energy typically leads to the formation of large-scale vortices. The existence of such an inverse cascade in two- and three dimensions is often understood as resulting from a negative total (molecular plus eddy) viscosity for large-scale secondary ows, which thus grow from random perturbations of the small-scale ow (Kraichnan, 1976). In particular, anisotropy and asymmetry in space and time of the basic ow (Sivashinsky and Yakhot, 1985; Bayly and Yakhot, 1986; Yakhot and Sivashinsky, 1987; Libin et al., 1987; Yakhot and Pelz, 1987; Frisch et al., 1987; Dubrulle and Frisch, 1991), as well as long-lived small-scale uctuations (Hefer and Yakhot, 1989; Zhang and Frenkel, 1998) are important, although not necessary (Sivashinsky and Frenkel, 1992; Gama et al., 1994) factors for such an instability to develop. In this paper, we report on numerical experiments of forced two-dimensional turbulence in which we measure the percentage of energy shared by Fourier modes with wave number smaller than that of the forcing. We show that this quantity is a function of the Reynolds number of the system, whether or not an inverse cascade occurs. We also study the e ect of connement (i.e. of making the scale at which the forcing is applied comparable to the size of the system) and of anisotropy on the relationship between the Reynolds number initially imposed by the forcing and the amount of energy transferred to larger scales. Our results indicate that one of the e ects of connement and/or anisotropy is to decrease the critical value of the initial Reynolds number above which an inverse cascade occurs. We then discuss how these results may be relevant to the modeling of bacterial colonies. 2. Partial energy transfer and transition to turbulence We consider the two-dimensional NavierStokes equation for an incompressible uid of density = 1 and dynamic viscosity . This equation reads @v + (v )v = p + 2 v + F; @t v = 0;

J. Lega, T. Passot / Fluid Dynamics Research 34 (2004) 289 297

291

where F is a forcing and the pressure p is determined to ensure that the vector eld v remains divergence free. Our simulations are performed by means of a pseudo-spectral code with periodic boundary conditions. The time step is 0.1, the size of the system is 8 8 and distances in Fourier space are measured in units of 2 = 8 = 1 inverse units of lengths. Collocation points in real space 4 dene a numerical lattice of size Nx Ny . In what follows, Nx = Ny = N , and, depending on the scale at which the system is forced, either N = 128 or N = 256. Initial conditions are v = 0. The forcing is a white noise in time whose Fourier spectrum has Gaussian-distributed random phases and is supported on the region between the two squares centered at the origin and of side lengths 2(kf 1) and 2(kf +1), where kf denes the scale at which the forcing is applied. More precisely, the y (k )) of its x (resp. y) component x (k ) (resp. F forcing F is solenoidal and the Fourier transform F is such that x; y (k ) = F X= Y= (X + i Y ) F0 A(|kx; y |) 0 if kf 1 6 |kx |; |ky | 6 kf + 1; otherwise;

ln(1 a1 )sin(2 a2 ); ln(1 a3 )cos(2 a4 ); (1)

2 + k 2 , F is the amplitude of the forcing, the a s are random variables uniformly where k = kx 0 i y distributed between 0 and 1, the function A(q) is given by

A(q) = 0

if q = kf 1 or q = kf or q = kf + 1;
4

A(kf ) 1 = 1 A(kf 1) kf

A(kf + 1) 2 = 1 A(kf 1) kf + 1

and A(kf 1) is chosen such that the amount of energy injected into the system is independent on the value of kf and therefore only proportional to F0 . At any given time, we dene the total energy in the system as 1 2 2 E= (vx + vy )= 2 v 2 2 x +v y; N

x and v y are their discrete Fourier where vx and vy are the components of the velocity eld v, v transforms, and is the numerical lattice in Fourier space. We also dene the amount of energy below a given wave number k as 1 N E (k ) = 2 v 2 + v 2 06k 6 ; y; N 2 2 2 x 2
kx +ky 6 k

and use this quantity to calculate an energy density , dened by E (0) (0) = ; E (N= 2) (k ) = E (k ) E (k 1) ; E (N= 2) 16k 6 N : 2

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Note that is proportional to the power spectrum of v and that E = E (N= 2). We then measure a characteristic length scale L for each realization of the velocity eld v according to
N= 2

L = 4= k;

k=
k =0

(k )k;

and dene the corresponding Reynolds number as 1 vL 2 + v2 ; v = 2 Re = vx y N (recall = 1). Since the value of F0 (set to 0.02) and the boundary conditions (periodic) are xed, the only two parameters in this study are kf , the wave number at which the system is forced, and , the dynamic viscosity of the uid. For kf xed and for small enough, an inverse cascade occurs, in which (i) the total energy in the system, E , increases linearly as a function of time, (ii) the fraction of energy below forcing,

= E (kf 3)=E;

tends to 100% as t increases, and (iii) k decreases. This is illustrated in Fig. 1, where we show E , = 0:00013 and kf = 30, and in Fig. 3, where we and k as functions of time, in the case where show the corresponding energy ux (solid line). There is indeed a denite region of wave number space below forcing where a roughly constant, although strongly uctuating, negative energy ux is present, indicating the presence of an inverse cascade. Fig. 1(d) displays the energy spectrum,
200 180 0.986 0.982 < 0.978 0.974 120 12000 (a) 4 3.8 14000 16000 time 18000 (b) 10
0

160 140

12000

14000

16000 time

18000

3.4 3.2 3 2.8 12000

(k+1)

3.6

10

-5

-5/3

_ k

10

- 10

10 14000 16000 time 18000 (d)

- 15

10

100

1000

(c)

mode index (k + 1)

Fig. 1. Plots of (a) the total energy E , (b) the fraction of energy below forcing , and (c) the mean wave vector k , as functions of time. The energy density (k ) at t =18000 is shown in (d) in loglog scale. For this run, =0:00013; kf =30, and N = 256.

J. Lega, T. Passot / Fluid Dynamics Research 34 (2004) 289 297

12 10 8 6 4 2 0 0 2000 6000 time 30 28 10000 14000 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 2000 6000 10000 time 14000

293

(a)

<
(b)
10

_ k

26 24 22

(k+1)

10

-5

10

- 10

10 0 2000

- 15

(c)

6000 10000 time

14000

(d)

10 100 mode index (k + 1)

1000

Fig. 2. Plots of (a) the total energy E , (b) the fraction of energy below forcing , and (c) the mean wave vector k as functions of time. The energy density (k ) at t = 12000 is shown in (d) in loglog scale. For this run, = 0:0002; kf = 30, and N = 256.

in which a k 5=3 slope is clearly visible below forcing. For larger values of , an inverse cascade does not occur but transfer of energy towards larger scales may still take place. In such a case, the quantities E , and k asymptotically uctuate about a constant value for large times, 1 as illustrated in Fig. 2. If dissipation (i.e. if ) is further increased, the amount of energy transferred towards scales larger than that of the forcing becomes negligible. Fig. 3 shows time averages of the kinetic energy ux (k )=N 3 as a function of the wave number k for three di erent values of : = 0:00013 (as in Fig. 1), for which an inverse cascade occurs; =0:0002 (as in Fig. 2), for which there is only partial transfer of energy; and = 0:00033, for which there is almost no transfer of energy towards larger scales. The kinetic energy ux is dened as (see for instance Lesieur (1997), Chapter VI) (k ) =
06j 6k

T ( j );

where the kinetic energy transfer T (k ) is obtained by averaging over an annulus of radius k in Fourier plane, T (k ) =
k 1 k 6k

S (k);

In borderline cases, E appears to uctuate about a constant value, even though the corresponding energy ux, which also uctuates strongly, is roughly constant and negative at small k s. We do not use the phrase inverse cascade to describe such situations, since dissipation at small k s is still su cient to balance inverse transfer of energy.

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40 20 0 (k)/ N3 20 40 60 80

20

40

60 k

80

100

120

140

Fig. 3. Plot of the time-averaged kinetic energy ux (k )=N 3 for kf = 30, N = 256, and three di erent values of . Solid line: = 0:00013 and the ux is averaged over 20 outputs; dashed line: = 0:0002, ux averaged over 6 outputs; dashed dotted line: = 0:00033, ux averaged over 6 outputs.

and S (k) is given by (Rose and Sulem, 1978) S (k) = Jm

p+q=k

p )(u q ) + (k u q )(u p )) ; ((k u k u k u

k is the Fourier transform of the vector u = (ux ; uy ) at k = (kx ; ky ) and denotes complex where u conjugate. We see from Fig. 3 and the preceding ones that the amount of energy transferred towards larger scales is correlated with the presence of large negative uxes at small wave numbers. The above results can be summarized independently of the values of and kf . Fig. 4 shows as a function of Re for kf = 5 (diamonds and down-triangles), kf = 10 (squares), kf = 20 (up-triangles) and kf = 30 (circles), and for di erent values of . We use temporal averages in the absence of an inverse cascade (lled symbols), and instantaneous values when an inverse cascade occurs (open symbols). All the points, including those obtained from instantaneous values, appear to lie in the vicinity of the graph of a universal function E(Re) which has a steep gradient near Re = Rec 9. We can thus dene Rec as the critical Reynolds number above which signicant energy transfer towards large scales takes place. We also note that as the amount of energy transferred to larger scales increases, the time-average of the velocity eld solving the forced NavierStokes equation gets more and more structured. 3. Energy transfer, connement and anisotropy We now turn to the question of relating ReI = v f Lf ; Lf = 4=kf ;

to the initial Reynolds number dened by

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100 90 80 70 60 50 40 30 20 10 0 0

295

60 50 40 30 20 10 0 0 2 4 6 8 10 12

<

80

160

240 Re

320

400

480

Fig. 4. Plot of the fraction of energy below forcing, , as a function of the Reynolds number, Re, for kf = 5 (diamonds for forcing (1) and down-triangles for forcing (2)), kf = 10 (squares), kf = 20 (up-triangles) and kf = 30 (circles). Open symbols indicate that an inverse cascade occurs. The dashed line is here to guide the eyes and represents a sketch of the graph of the function E (see text). The inset shows an enlargement of the graph for small Reynolds numbers. For these runs, N = 256 if kf = 30 and N = 128, otherwise.

100 90 80 70 60

<

50 40 30 20 10 0 0 1 2 3 4 5 6 Re I 7 8 9 10

Fig. 5. Plots of the fraction of energy below forcing, , as a function of the initial Reynolds number, ReI , for kf = 5 (diamonds and down-triangles), kf = 10 (squares), kf = 20 (triangles) and kf = 30 (circles). Open symbols indicate that an inverse cascade occurs. Solid curves correspond to the forcing given by (1) and the dashed curve to the anisotropic forcing (2). For these runs, N = 256 if kf = 30 and N = 128 otherwise.

where v f is the averaged magnitude of the velocity eld vf induced by the forcing. We approximate vf by the velocity eld solving the NavierStokes equation at a short time, specically t = 100 (recall that our initial condition is v = 0). Our simulations indicate that for each value of kf ; is a function of ReI whose graph has a shape similar to that of E. However, the threshold value ReIc above which becomes signicant now depends on the properties of the forcing. As shown in Fig. 5, this threshold is displaced towards small values of the Reynolds number as kf is decreased. In other words, the critical value of the initial Reynolds number above which signicant energy transfer towards large scales takes place is reduced in conned systems. Moreover, for an anisotropic forcing

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J. Lega, T. Passot / Fluid Dynamics Research 34 (2004) 289 297

Fa dened by a F x (k ) = F x (k ); a F y (k ) = (1 )F y (k ) (2)

x; y as in (1), this threshold is even lower, as shown by the dashed curve with = 0:75 and F in Fig. 5.

4. Conclusions These numerical investigations indicate that in the forced two-dimensional NavierStokes equation, the amount of energy eventually transferred to scales larger than that of the forcing is a function of the asymptotic Reynolds number of the system only. The quantity can, however, also be thought of as a function of the initial Reynolds number, calculated from the velocity eld initially imposed by the forcing. In this case, this function is parametrized by kf , whose reciprocal measures the spatial scale Lf at which the forcing is imposed. The e ect of connement, as well as that of anisotropy, is to increase the amount of energy transferred to larger scales, for a given value of ReI . This study is limited to the case of periodic boundary conditions, but we expect the main result, i.e. the existence of a universal curve giving the amount of energy transferred to larger scales as a function of the Reynolds number, to be valid for other types of boundary conditions, at least for systems of large enough size. The e ects of connement and anisotropy should also be similar to those described here, even for di erent types of boundary conditions. This study may be relevant to the understanding of complex bacterial systems in the following sense. For bacterial colonies growing on agar plates, whirls and jets are only observed in regions wet enough to allow the bacteria to swim. Typically, this occurs in a relatively narrow band close to the colony boundary (Mendelson et al., 1999), and nite-size e ects are therefore important. In the hydrodynamic model of (Lega and Passot (2003)), agellar activity at the bacterial level is modelled as a small-scale forcing. The isotropic or anisotropic nature of this forcing, as well as the scale at which it is imposed are currently di cult to quantify. However, the above results indicate that if one can show that the microscopic bacterial dynamics leads to a forcing whose Reynolds number is of order of a few units, then partial transfer of energy is expected to take place. This would then provide a denite justication for the whirls and jets observed in a variety of experiments involving bacteria (Mendelson et al., 1999; Kessler, 2000; Wu and Libchaber, 2000). A possible approach toward quantifying the microscopic forcing imposed by a dense collective of bacteria is to estimate the correlation length of the velocity eld imposed by a collection of randomly distributed doublets. Such considerations are, however, beyond the scope of this paper and will be the topic of further investigation.

Acknowledgements This material is based upon work supported by the National Science Foundation under Grants No. 9909866 and 0075827 to J.L. and by CNRS (Centre National de la Recherche Scientique)/NSF Grant No. 9166 to T.P.

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