S T R A N G E A T T R A C T O R S IN A T M O S P H E R I C

BOUNDARY-LAYER TURBULENCE

GERMAN POVEDA-JARAMILLO
Postgrado en Aprovechamiento de Recursos Hidrdulicos, Universidad Nacional de Colombia, Seccional
de Medellin, Apartado Adreo 1027, Medellln, Colombia

and

C A R L O S E. P U E N T E
Hydrologic Science, Department of Land, Air and Water Resources, University of California, Davis,
CA 95616, U.S.A.

(Received in final form 17 August, 1992)

Abstract. The possible chaotic nature of the turbulence of the atmospheric boundary layer in and
above a decidious forest is investigated. In particular, this work considers high resolution temperature
and three-dimensional wind speed measurements, gathered at six alternative elevations at Camp
Borden, Ontario, Canada (Shaw et al., 1988). The goal is to determine whether these time series may
be described (individually) by sets of deterministic nonlinear differential equations, such that: (i) the
data's intrinsic (and seemingly random) irregularities are captured by suitable low-dimensional fractal
sets (strange attractors), and (ii) the equation's lack of knowledge of initial conditions translates into
unpredictable behavior (chaos). Analysis indicates that indeed all series exhibit chaotic behavior, with
strange attractors whose (correlation) dimensions range from 4 to 7. These results support the existence
of a low-dimensional chaotic attractor in the lower atmosphere.

1. Introduction

Turbulence has become one of the most elusive problems in physics during the
last century. Several approaches, which include those by Von Karman, Kolmogo-
rov and Landau, have failed to simultaneously describe, explain and predict turbu-
lent motion (Stanigid, 1985; Ruelle, 1991). New approaches to the problem have
recently emerged due to the advent of chaos theory, in particular through the
characterization of "strange attractors" (Ruelle and Takens, 1971). The idea of
chaos has been lurking since Poincar6's work on the stability of nonlinear differ-
ential equations. Recently, developments in computer technology and mathematics
have allowed an improved understanding of nonlinear chaotic phenomena, leading
to better visualization of its solutions and the identification of strange attractors.
The first of such attractors was observed in a set of nonlinear deterministic equa-
tions (a truncated form of the Navier-Stokes equations) in an attempt to model
fluid thermal convection in a gradient-perturbed atmosphere (Lorenz, 1963). This
work made clear the intrinsic differences that exist between linear and nonlinear
systems, and showed that complex and seemingly random behavior may be ob-
tained from nonlinear deterministic equations.
Nonlinear differential equations may be studied following the evolution of arbi-

Boundary-Layer Meteorology 64: 175-197, 1993.

9 1993 Kluwer Academic Publishers. Printed in the Netherlands.
176 GERM.Z~xN P O V E D A - J A R A M I L L O A N D C A R L O S E. P U E N T E

1 . 5 L q , i i , , , i , , i , , , i , , , i , , , i , ' ~ i , , , i , , , i , , ,

1,0

0.5

(.3
o -0.5

-1.0

-1.5 ~

--2.0 , , , I , , , I , , I , , , I p , , I , , , J , ~ ~ I , , , I , , ~ I , , i

2.0 -1.8 -1.6 -1.4 -1.2 -1.0 -0.8 -0.6 -0.4 -0.2 0.0
LOG (~)
Fig. 1. Powerspectrum of vertical wind velocityat site 6, and w-5/3 line.

trary initial conditions. For fixed times, the resulting coordinates define a point in
the phase-space of the system. As time passes, they delineate a trajectory (orbit)
in phase-space. The simplest of all behaviors results when all trajectories converge
to a single fixed point. In this case, all trajectories are "attracted" to the single
steady-state, irrespective of initial conditions. When the equations under study
are contractile, i.e., when volumes of arbitrary initial sets decrease as time passes,
more sophisticated behaviors may be observed (Lichtenberg and Lieberman,
1983). For these systems, termed dissipative, trajectories in phase-space may
converge to infinite (non-periodic) but bounded sets called "strange attractors"
(Berg6 e t a l . , 1984). These objects derive their names from their fractal nature
(Mandelbrot, 1982): they possess a built-in repetitive.structure that makes them
appear similar when viewed at different scales. When strange attractors exist,
extreme sensitivity to initial conditions is typically observed (Moon, 1987). Any
two trajectories which start close to one another in phase space, move exponen-
tially away from each other (for small times on the average). This extreme sensitiv-
ity to initial conditions defines chaotic motion.
Many types of turbulent flows have been shown to possess chaotic behavior,
with a strange attractor occurring on a low-dimensional phase-space (with few
coordinates). Among them there are: (i) Couette-Taylor flow (Brandstater et al.,
 S T R A N G E A T T R A C T O R S IN A T M O S P H E R I C B O U N D A R Y - L A Y E R TURBULENCE 177

-2

-.3

-4

-5
"U

-7

-8

--~ IIFPIINIIIIITIrrlIIIII IIIlllllll1111Ti[ll~l111pI

-4 -3 -2 -I 0
LOG r

Fig. 2(a).

1983; Mullin and Price, 1989), (ii) Rayleigti-Benard convection (Libchaber, 1987),
(iii) fully developed turbulent flows in pipes (Sieber, 1987), (iv) meteorological
signals (Romanelli et al., 1988), (v) wind velocities (Tsonis and Elsner, 1989; Pool,
1989), and (vi) rainfall (Rodriguez-Iturbe et al., 1989), among others. All of these
strange attractors, living in Euclidean spaces of dimensions less than 10, have been
discovered using a powerful theorem proved by Takens (1981). The basis for the
procedure is the fact that a single signal (along any given coordinate) contains
information of all the variables involved in a given phenomenon liable to be
described by a set of coupled nonlinear differential equations. The idea is to
reconstruct the underlying attractor by means of successive shifts (delays) of a
single observable (signal), such that the obtained attractor preserves the topolog-
ical characteristics of the underlying process. At this stage, quantification of the
fundamental dynamics may be achieved.
The purpose of this work is to study the existence of strange attractors in the
turbulence field of the atmospheric boundary layer. For this purpose, the present
work reports on an analysis performed on high resolution time series of wind
velocities and temperature fluctuations, as measured in and above a deciduous
forest in Ontario, Canada (Shaw et al., 1988).
178 GERM,A~N P O V E D A - J A R A M I L L O AND CARLOS E. PUENTE

-2

--4

C" - 5
0
9
0
m
--6

-7

-8 -- -, ~ J r --

-g i i i i i i i ~ J [ r i i r p ~ t i i [ r i i I : i I t I I E I i I I i i i , I I , i i i i r , i

-4 -3 -2 -1 0
LOG r

Fig. 2(b).

2. Phase-Space Reconstruction from Experimental Time Series

Usually, the system of differential equations which governs a certain phenomenon

is unknown, and only a discrete time series X ( t ) of one of the variables involved is
available. In virtue of Taken's theorem, alternative N-dimensional reconstructions
(embeddings) may be carried out in order to find a suitable characterization of
the phenomenon. For different embedding dimensions, pseudo-phase-spaces are
constructed via shifts of the given series. Specifically, N coordinates may be
obtained considering X ( t ) , X ( t + r) . . . . . X ( t + ( N - 1)z), where z is a delay
parameter to be determined.
Three problems arise in practical situations: (i) the accurate definition of the
time delay z, (ii) the selection of the minimum number of data points so that
accurate estimations may be obtained, and (iii) the proper determination of the
smallest possible number of coordinates, i.e., the minimum embedding dimension.
All these concerns remain open questions in the literature of chaos.

2.1. C H O O S I N G T H E T I M E D E L A Y 7

Accurate definition of the delay z is crucial for the proper reconstruction of strange
attractors. This work uses the following optimality criteria due to Albano et al.
(1988, 1991). The time delay z is defined according to
 S T R A N G E A T T R A C T O R S IN A T M O S P H E R I C B O U N D A R Y - L A Y E R TURBULENCE 179

-2

-5

-4

~, -5
,s
(_b
o
-6

-8

-9
-4 -5 -2 -1 0 1
LOG r

Fig. 2(c).

Wl
'r - (1)
N-I'

where wI is either the window length of the autocorrelation function of the data
(the first lag for which the autocorrelation first passes through zero) or the first
local minimum of the autocorrelation function, and N is the plausible embedding
dimension (the number of coordinates) being considered.

2.2. MEASURING CHAOS

2.2.1. The power spectrum

Since the motion of a chaotic signal is non-periodic, its power spectrum (the
Fourier transform of its autocorrelation function) does not exhibit defined peaks.
Instead, it typically yields a broad-band function, which in general shows an
exponential decay with frequency (Berg6 et al., 1984; Mayer-Kress, 1985; Sigeti
and Horsthemke, 1987), as opposed to an algebraic decay as observed for stochas-
tic processes (Greenside et al., 1982).
180 GERM~.N POVEDA-JARAMILLO AND CARLOS E, PUENTE

-6I

1
iI
--91 i I ~ i i i i i ~ I i ~ i p i F i i ] i I p I I i I i ~ I L i i I I I i I I I i i I r i i I I i--

a -3 -2 -1 0
LOG r

Fig. 2(d).

2.2.2. Generalized dimensions

As mentioned earlier, a strange attractor is a fractal structure in phase-space.
Consequently, its fractal dimension (Mandelbrot, 1982) is one basic measure used
to describe it. This fractal dimension determines the number of degrees of freedom
of the phenomenon, i.e., the integer part of this dimension plus one is the mini-
mum embedding dimension, viz., minimum number of differential equations
needed to describe the motion.
In addition to the fractal dimension, there exists an infinite set of dimensions,
Dq, which defines other metric properties of the attractor (Hentschel and Procac-
cia, 1983). These generalized dimensions are defined as follows. Let a strange
attractor be covered by re(e) boxes of side E, and let M be the total number of
observed points in the attractor. Then, the probability that a point on the trajectory
falls on the ith box is obtained as the ratio Pi = Mi/M, where Mi is the number
of points on the orbit that fall on the ith box. Now, the infinite set of generalized
dimensions is given as:

In s pq
1 i=1
Dq - lim - - (2)
q- 1,~ lne
 STRANQE ATTRACTORS IN ATMOSPHERIC BOUNDARY-LAYER TURBULENCE 181

-2

-3

qp
(.9
0

-7

-8
m

-9L
-3 -2 -1 0 !
-4
LOG r

Fig. 2(e).

Notice that different q's weigh the attractor's concentration of points with varying
degrees and that Do simply yields the fractal dimension of the attractor.
In addition to the fractal dimension, the information dimension (D1) and the
correlation dimension (De) are obtained in the limit of Equation (2) as q tends to
1 and 2, respectively. D1 may be expressed as (Farmer et al., 1983):
m(~)
In Z Pi lnpi
D1 = lim i=1 (3)
~--,0 In 9

and hence its name "information" or "entropy" dimension.

The correlation dimension De may be shown to give (Grassberger and Procaccia,
1984):

De = lim In C(r___~), (4)

~o In r

where C(r) is the two-point correlation function defined as:

M

C(r) = ~ ~ O(r - - jl) (5)

M 2 i,j
i:bj
182 GERMAN POVEDA-JARAMILLO AND CARLOS E. PUENTE

-2

~- -5
(D
L)
C)
12

-7-
/
-8- / _J ._Jj i -

-9 t ~ i i i i i i i ] T i i i i i i i i I i i I i i q ~ t r I i i i i i I r i r I i i i r i i E I i

-4 -3 -2 -1 0
LOG r

Fig. 2(f).
F i g . 2. Two-point correlation functions for selected time series. (a) w at site 7; (b) v at site 6; (c) w
at site 5; (d) v at site 4; (e) T at site 3; (f) u at site 2.

where 0 is the Heaviside step function, and M is the number of points in the
attractor. C(r) counts the number of pairs on the attractor ()(i,)?j), whose
distance 1 2 i - J(jl is less than r. Intuitively, C(r) accounts for the geometrical
correlation that points have within the attractor.
Notice that Equation (4) implies that for small values of r, the two-point corre-
lation function C(r) behaves like a power law:

C(r) ~ r D2 . (6)

Consequently, calculation of the exponent could be obtained from log-log plots

of C(r) vs r.
The exponent D2 is easier to find than Do due to the heavy computational
burden incurred in finding fractal dimensions (Greenside et al., 1982). Also, it has
been argued that D2 more closely characterizes strange attractors due to its intrinsic
weighing of points (Grassberger and Procaccia, 1984).
For values of q t> 3, HentSchel and Procaccia (1983) give generalized dimensions
associated with the two-point correlation function, but now considering triplets,
quadruplets, and so on. In principle then, the generalized dimensions D 3 , D e . . . . ,
STRANGE ATTRACTORS IN ATMOSPHERIC BOUNDARY-LAYER TURBULENCE 183

14

12 0

10 D

o D

4
I

[]

0 I , r , l t , , I 1El , I
0 2 6 8 10 12 14
N
Fig. 3(a).

14 t I I ' ' I ' ' I ' ' I

L.

L
12j- o

10

O X ~

0 r I i i I 1 ~ 1 I ~11 rll ,

0 2 6 8 10 12 14
N
Fig. 3(b)
184 GERMAN POVEDA-JARAM1LLO AND CARLOS E, PUENTE

q
i
12

r i
10
I

[]
8
L

o
L
(/3

iI"
i-

0 2 4 6 8 !0 12
N

Zig. 3(~).

14 ' I ] ' ' I ' ' i [ i , I

12 D

[]

[]
10
0

o [3

[]

[]

4 []

0 2 4 6 8 10 12 14
N

Fig. 3(d).
 S T R A N G E A T F R A C T O R S IN A T M O S P H E R I C B O U N D A R Y - L A Y E R TURBULENCE 185

14

12 []

10 []

[]

[]
&
0 []

[]

[]

0 2 4 6 8 10 12
N
Fig. 3(e).

can be obtained. It may be shown that these dimensions are ordered:

Do >I D1 ~> 9 9 9I> D,, with equality applying only when there is a uniform distribu-
tion of points within the attractor.

2.2.3. Estimation of the two-point correlation function and data requirements

The correlation dimension D2 (Equation 4) is one of the main tools used to identify
the existence of chaotic dynamics. It has been extensively used in problems related
to hydrodynamic experiments, laser systems, neuronal and electroencephalo-
graphic signals, epidemiology, climatology, plasmas, etc. All procedures con-
sidered in the literature rely on log-log plots of the two-point correlation function
C(r) vs. the distance r, as introduced by Grassberger and Procaccia (1984).
Deterministic chaos is tentatively identified if the slope of C(r) vs. r converges
to a saturation value, for increasing values of the embedding dimension N. For
deterministic chaotic signals, the slope D2 reaches a maximum due to the low-
dimensional nature of the system. As explained before, the obtained saturation
dimension, being lower than the fractal dimension of the underlying attractor, is
a lower bound for the actual number of nonlinear ordinary differential equations
that could be written to describe the data (Moon, 1987). For several systems,
however, the fractal dimension Do and the correlation dimension D2 are very close
to each other, and then the value of D2 provides a good estimate of the actual
186 G E R M A N POVEDA=JARAM1LLO AND CARLOS E. P U E N T E

!4

12 L- []

[3

10 O

[]
|
o_
o E1

[]

[]
4
i

0 2 4 6 8 10 12
N

Fig. 3(f).
Fig. 3. Slope D2 vs. embeddingdimensionN for selected series. Squares represent a purely random
signal. (a) w at site 7; (b) v at site 6; (e) w at site 5; (d) v at site 4; (e) T at site 3; (f) u at site 2.

minimum number of nonlinear differential equations needed to describe the attrac-

tor (Moon, 1987).
Although stochastic processes with a power law spectra of the form S ( w ) -~ w -~"
lead to a finite saturation dimension Dz = 2/(~ - 1) (Osborne and Provenzale,
1989; Pincus, 1991), typically the slope of C(r) vs. r increases for stochastic
processes as the embedding dimension N is increased (Grassberger and Procaccia,
1983; Grassberger, 1986). This happens when the coordinates of the phase-space
are fully random (e.g., like white noise), leading to points that fill-up space
independently of the embedding dimension.
The method by Grassberger and Procaccia has been extensively used in the
chaos literature, but some drawbacks have been also reported (Theiler, 1986;
Moller et al., 1989). The main limitation of the algorithm is its large computational
burden, because it requires computing distances between all pairs of points within
the attractor. To circumvent such problems, modifications to the procedure have
been introduced by Theiler (1987). This method, named "box-assisted corre-
lation", takes into account only the shortest distances within the attractor. The
attractor is divided into "boxes" of'a size r0, and then all distances are computed
within the boxes (i.e., distances less than r0), and for points in adjacent boxes.
 STRANGE ATTRACTORS IN ATMOSPHERIC BOUNDARY-LAYER TURBULENCE 187

2.5 ' ' ' I ' ' ' ' ' '
2.5 '

2.0
r'''l ~
I

i
i

I
''t

t
2511......1
#
2.0 ~i u

2.01 ~1
i ,
vI
1,5 u J" 1.5 1.5 w I

.)

,' s
1.0 * /)' 1.0

9N \
\\
\ \,~\

0.5 0,5 0.5

0.0 i ~ i I ~ I i I t 0.0 ,,,I, I,i f~

4 6 -0.8 -0.6 -0,4 -0.2 0.0 0.0 0.2 0.4 0,6 0,8
% VW correlallon Rel. ~ntens.
Fig. 4. Patternsfor normalized heights (forest top equals i). (a) correlationdimensions for velocities
u, v, and w; (b) uw correlations, after Shaw et al. (1988); (c) relative intensities of turbulence for
velocities u, v, and w, after Shaw et aL (1988).

The desired computational savings are realized by considering some - but not all -
of the distances greater than ro. Theiler's method will be used in the experimental
part of this work.
As mentioned earlier, data requirements represent another constraint in the
estimation of the correlation dimension, D2. Several investigators have proposed
bounds on the actual number of data points needed. Among others, Smith (1988)
suggests a safe size of the order of 42 [D~ data points, where [Do] is the integer
part of the fractal dimension of the set; Ruelle (1990) proposes a size of 10 D2/2
points; while Essex and Nurenberg (1991) argue that 2D2(D2 + 1) points are needed
in the reconstructed attractor. These bounds will be checked later with meteoro-
logical data.

2.2.4. L y a p u n o v e x p o n e n t s
The Lyapunov exponents contain information about the speed at which trajectories
exponentially diverge or converge within the attractor. They are related to the
expanding or contracting directions in phase-space (Wolf et al., 1986). A chaotic
system is characterized by an exponential divergence of nearby initial conditions,
and therefore possesses at least one positive Lyapunov exponent. The magnitude
of the largest positive exponent (if existent) reflects the time scale on which the
188 GERMAN POVEDA-JARAMILLO AND CARLOS E. PUENTE

1.5 r'cr~7-rTTi-rr T]-l-T~7-]7-FTT-C77 I t r I I ~ r-; i i i I ~ ~ - V 1 7 ~ q ' T ~ , i ~ ~ ~ J ll-rrl 9

o.o ~ I A

-1.5 it

0.0
(.2
o

-I.5

c
o
z=] .Sin
ID
0.0 I*
23
4-F
(.9
-1.5
1.5

03
k_
3
-4J
-1.5
~D 1.5 F f=10.Sm ~1
L.
00
o_
E
0o
1.5 ~z
o.o

-~.5 [tl If tit r f f f Pttt t l t t l l J l l l T fllf IIII f If

0 100 200 : .300 400 500 60C

Time (s)
Fig. 5. Temperature fluctuation series for sites 1, 2, 3, 5, 6, 7, after Gao et al. (1989).

system dynamics become unpredictable (Moon, 1987). Estimation of Lyapunov

exponents for an N-dimensional dissipative dynamic system requires that one
follow the long-term evolution of an infinitesimal N-sphere of initial conditions
(Wolf et al., 1985). As time passes, the sphere evolves into an ellipsoid. The
Lyapunov exponents are defined tracking the principal axes of the ellipsoid.
Specifically, the ith largest exponent (A;) is defined in terms of the growth rate of
the ith largest principal axis, Pi:

1 r Pi(t) 3
Ai = lira logz] |. (7)
~-~ t LP~(O)J

Several methods have been proposed to estimate these exponents from experi-
mental time series. Among them, Wolf et al. (1985) presented the first procedure
which follows the dynamic separation between nearby pairs of points on the
attractor. Landa and Chetverikov (1988) have suggested improvements to this
algorithm to shorten its computational time and decrease data requirements. Such
 STRANGE ATFRACTORS IN ATMOSPHERIC BOUNDARY-LAYER TURBULENCE 189

0.220 ! I

0.207

0.i 93 - -

~.- O.180 ]'~

I
0.167_

L
0.!53,

0.140 I I I
0 6 12 18 24 30
Time (Min)

Fig. 6(a).

improvements will be used together with the procedure of Wolf et al. (1985) to
estimate the largest Lyapunov exponent for the meteorological time series.
Basically, the method employed calculates the average divergence of initially
close orbits on the attractor, by considering many points along a trajectory. The
algorithm starts by selecting both a reference trajectory on the attractor and a
close point on a nearby trajectory. Then, it measures the rate of divergence as
both trajectories evolve. As the distance between the two trajectories becomes
too large, the algorithm looks for a new nearby trajectory and defines a new
small initial separation. Then, averaging over different regions of the attractor is
performed, and the largest Lyapunov exponent is estimated through the equation:
N
1
"~1 = - - E log2 P~(tk) (8)
t N -- to k=l Pi(tk-1)

3. Experimental Analysis
The mathematical tools outlined in the preceding sections were used to test the
existence of strange attractors (chaotic dynamics) in the turbulence of the atmo-
spheric boundary layer. Simultaneous measurements of wind velocity and tempera-
ture fluctuations at six locations constituted the data set of 24 meteorological time
190 GERM~dq P O V E D A - J A R A M I L L O AND CARLOS E, P U E N T E

0.180 I I I

0.163
i
i
I
0.147 I
I

~-0.130 ~

0.113
i

0.097 -

/
0.080 I I ~ J r
0 6 12 18 24 30
Time (Min)

Fig. 6(b).

series. The original data were measured at a deciduous forest experimental site in
Ontario, Canada, in an attempt to quantify the turbulent patterns observed in and
above the forest (Shaw et al., 1988, 1989; Gao et al., 1989, 1992). Such data
included: (i) longitudinal wind velocity (u), (ii) transversal wind velocity (v), (iii)
vertical wind velocity (w), and (iv) temperature fluctuations (T).

3~1. DESCRIPTION OF EXPERIMENTS

The set of meteorological time series was gathered using arrays of 3-D ane-
mometers located on two towers separated by a distance of 25 m in which 7
ultrasonic anemometers/thermometers were installed. The seven recording sites
were distributed in the following way: sites 1, 2, 3, and 4 at tower number one at
heights of 5.9, 10.5, 15.4 and 17.6 m above the ground, and sites 5, 6, and 7 at
tower number two at 17.9, 34.2, and 43.1 m above the ground. See Shaw et aL
(1988).
The simultaneous series considered in this work each consisted of 18,000 obser-
vations measured every 0.1s (10Hz) for a total length of 30min. They were
obtained on October 2, 1986 from 2 to 2:30 PM. Skies were cloudless. The Monin-
Obukhov length was computed at the forest height of 18 m, and its value of - 138
corroborated the presence of unstable atmospheric conditions.
 S T R A N G E A T T R A C T O R S IN A T M O S P H E R I C B O U N D A R Y - L A Y E R T U R B U L E N C E 191

0.46 I I I I

0.44

0.42

~<- 0.40

0.38

0.36 -

0.34 I I I I
0 6 12 18 24 50
Time (Min)

Fig. 6(c).

We shall use the 24 (4 x 6) time series recorded at the six highest sites, i.e., 2
through 7. For further information on the time series used, see Poveda (1989).

3.2. SEARCHINGFOR CHAOSIN THE ATMOSPHERICBOUNDARYLAYER

AS previously explained in Section 2, the power spectrum, the two-point corre-
lation function, and the largest Lyapunov exponent provide guidelines to test the
existence of chaotic dynamics.
First of all, the power spectrum for each of the 24 time series was estimated
using the maximum entropy method (Press et al., 1986). Results showed that
slopes of the log-log power spectrum agree well with Kolmogorov's - 5 / 3 law.
This observation is consistent with other studies related to meteorological phenom-
ena (e.g., MacCready, 1962; Bath, 1974). For illustration, Figure 1 presents a
portion of the power spectrum of the vertical wind velocity at location 6 (w6). As
the power spectra do not exhibit any preferred frequency, chaotic behavior can
not be ruled out from the analysis.
Phase-space reconstruction was performed employing Equation (1) to find the
time delay ~-. Once reconstruction was carried out, computation of the two-point
correlation function for the set of 24 meteorological time series was performed
using Theiler's method (1987). Embedding dimensions used for the pseudophase-
192 GERMf~N POVEDA-JARAMILLO AND CARLOS E. PUENTE

0.SO01
i
i

0.27.5 "-

I
o.247
i
I

.<- 0.220 I

ii i
/
I

,J.ls5 "-

I
m
o.167L

i /
/
0.!40[_ I I i L
0 6 12 18 24 5O
Time (Min)

Fig. 6(d).
Fig. 6~ Time evolution of largest Lyapunov exponent for selected series. (a) u at site 6; (b) T at site
6; (c) u at site 5; (d) v at site 5.

space ranged from 2 through 12. For all cases, convergence of the slopes of
log C(r) vs. log r (found via linear regression) was obtained. This could be seen
in Figures 2a-f, which in order show the two-point correlation functions for the
series w7, v6, w5, v4, T3, and u2, as the embedding dimension N is varied. Figures
3a-f present the embedding dimension, N, vs. correlation dimension, D2, for the
time series considered in Figures 2. Also included in Figures 3, as squares, are
the correlation dimensions that would be obtained from purely stochastic pro-
cesses. Notice that the computed dimensions saturate as N increases. This fact
indicates the existence of low-dimensional attractors, and deterministic chaos,
whose confirmation requires positive Lyapunov exponents.
Table I includes the correlation dimensions found for the different phenomena.
The orders of magnitude obtained in this work agree well with those previously
found by Tsonis and Elsner (1989) and Pool (1989) for wind velocities at other
locations. Although the very stringent data requirements set forward by Smith
(1988) are not valid for any of the time series analyzed, both conditions suggested
by Ruetle (1990), and by Essex and Nurenberg (1991) are satisfied by all data
sets. Observe that Kolmogorov's - 5 / 3 law implies for a stochastic process with
power law spectra a correlation dimension of 3. Because all correlation dimensions
 STRANGE ATrRACTORS IN A T M O S P H E R I C B O U N D A R Y - L A Y E R TURBULENCE 193

TABLEI
Correlationdimensionsforsites2to7

Site 2 3 4 5 6 7
phenomenon
u 4.4 3.5 5.0 4.1 5.7 6.4
v 4.0 4.4 3.7 4.9 5.7 6.2
w 4.3 4.1 3.6 4.1 6.7 6.8
T 4.5 5.0 5.3 5.8 6.7 5.5

in Table I are above 3, there is indeed no evidence that such data may be
represented by such a stochastic process.
Notice that although sites 4 and 5 are located at about the same elevation on
separate towers, their correlation dimensions were not equal. This observation,
based on a single data set, does not contradict the good agreement in Reynolds
stresses that Shaw et al. (1988) reported over a variety of stability conditions at
those elevations. Even though there are no obvious trends on all the obtained
dimensions, it is worth noticing that correlation dimensions for velocities do in-
crease for elevations at and above the forest canopy (sites 4, 6, 7, or, 5, 6, 7),
indicating qualitatively more turbulent behavior for higher elevations. Inside the
forest at the first tower (2, 3, 4), there are no consistent patterns. As seen in
Figure 4a, there is non-monotonic behavior in correlation dimensions for velocities
in the horizontal plane, while they decrease with height for vertical velocities.
This overall picture resembles the patterns observed by Shaw et al. (1988) regard-
ing horizontal correlations (uw) vs. height, with higher negative correlations above
the forest, and variable negative correlations inside the forest, see Figure 4b. Also,
mirror images of the observed profiles on correlation dimensions exhibit the same
qualitative trends of relative intensities of turbulence (a coefficient of variation
defined by dividing the velocity standard deviations by the cup wind speed), as
reported by Shaw et al. (1988), Figure 4c. Whether or not these structures could
be understood jointly remains an open question. Certainly, a chaotic analysis of
such surrogates of turbulence (and others like Reynolds stresses, heat fluxes, etc.)
may provide additional information, specially if alternative stability conditions for
different foliage coverages are considered.
Figure 5 shows the observed ramp structure of the temperature measurements
at sites 1, 2, 3, 5, 6, and 7, as reported by Gao et al. (1989). The ramps are
more clearly defined for locations inside the forest (below 18 m). The relative
unpredictability of temperature fluctuations for different elevations is nicely cap-
tured by the correlation dimensions in the last row of Table I. Observe that as
one moves upward, the correlation dimensions increase (except for the highest
site), indicating more erratic behavior and the need for higher order sets of
differential equations. Although the pattern is broken for the last site, notice that
the data complexity captured by the eye is entirely consistent with the obtained
194 GERMAN POVEDA-JARAMILLO AND CARLOS E. PUENTE

TABLE II
Lyapunovexponents at sites 5, 6, and 7
Site 5 6 7
phenomenon
u 0.370 0.205 0.195
v 0.250 0.250 0.150
w 0.185 0.273 0.209
T 0.211 0.156 0.155

numbers. Correlation dimensions are therefore valuable surrogates for qualitative

data comparisons.
To corroborate the existence of chaotic behavior, the largest Lyapunov exponent
(A1) was computed for the meteorological series corresponding to the three highest
sites, i.e., 5, 6, and 7. The analysis was carried out using the algorithm by Wolf
et al. (1985), modified to include the improvements suggested by Landa and
Chetverikov (1988). As seen on Table II, all sites considered are found to lead to
positive Lyapunov exponents, thus confirming the existence of chaotic behavior.
Figures 6a-d show the evolution of the largest exponent throughout the attractor
for, in order, the time series u6, T6, u5, and v5. Notice that all series result in
similar numbers, with no obvious trends for different heights.

4. Conclusions and Further Research

Low-dimensional strange attractors, whose correlation dimensions range from 4

to 7, have been identified in the turbulence of the atmospheric boundary layer in
and above a forest in Ontario, Canada. 24 time series of wind velocities and
temperature fluctuations, sampled every 0.1 s for a total of 30 minutes under
unstable atmospheric conditions, were used in the analysis. Chaotic dynamics were
also confirmed for the turbulent field through power spectrum and Lyapunov
exponent calculations.
The range obtained on correlation dimensions is consistent with the work of
Tsonis and Elsner (1989) and Pool (1989) dealing with wind velocities at other
sites. These dimensions were found to be good surrogates of erratic behavior,
which matched general trends of turbulence-related characteristics (relative inten-
sities of turbulence and general patterns of coherent structures in temperature
records, as reported respectively by Shaw et al. (1988) and Gao et al. (1989)).
Due to this observation, it is proposed that a chaotic analysis be performed
on those turbulence-related characteristics and other turbulence surrogates like
Reynolds stresses and normalized intensities of turbulence, in an attempt to further
quantify them and study their interrelations to the dimensions reported here. Also
it is suggested that the study be made under alternative atmospheric stability
conditions and different foliage coverages.
 S T R A N G E A T P R A C T O R S IN A T M O S P H E R I C B O U N D A R Y - L A Y E R T U R B U L E N C E I95

Once chaotic behavior of low-dimensionality is identified and confirmed, the

next step is to develop appropriate sets of nonlinear differential equations for
short-term modeling. In this context, further work may be carried based on the
works of Crutchfield and McNamara (1987), Abarbanel et al. (1990), and Sugihara
and May (1990).
This study brings further light to the important open issues pertaining to the
existence of a chaotic climatic attractor, as discussed in the works of Nicolis and
Nicolis (1984), Grassberger (1986), Fraedrich (1986), Tsonis and Elsner (1989),
and Lorenz (1991), among others. Certainly, the results presented here are consis-
tent with the hypothesis that low-dimensional deterministic chaos is present in the
lower atmosphere.

Acknowledgments
.,<

Field data used in this work were from an experiment funded by Environment
Canada under the direction of Drs. G,. den H artog and H. H. Neumann of the
Atmospheric Environment Service. Th~ authors.thank Dr. Roger Shaw for provid-
ing the data, Dr. James Theiler for sharing his computer algorithm, Dr. Alfonso
Albano for sending his unpublished manuscripts, and Mr. Miguel Mejia for his
help on the final graphs of this work. This research was partially funded by
California Water Resources Center W-731 and by Kearney Foundation (Project
86-7). The suggestions of anonymous reviewers are gratefully acknowledged.

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