Global organization of three-dimensional, volume-preserving flows: Constraints, degenerate points, and Lagrangian structure.

Global organization of three-dimensional (3D) Lagrangian chaotic transport is difficult to infer without extensive computation. For 3D time-periodic flows with one invariant, we show how constraints on deformation that arise from volume-preservation and periodic lines result in resonant degenerate points that periodically have zero net deformation. These points organize all Lagrangian transport in such flows through coordination of lower-order and higher-order periodic lines and prefigure unique transport structures that arise after perturbation and breaking of the invariant. Degenerate points of periodic lines and the extended 3D structures associated with them are easily identified through the trace of the deformation tensor calculated along periodic lines. These results reveal the importance of degenerate points in understanding transport in one-invariant fluid flows.

Multiplexed detection of cancer biomarkers using a microfluidic platform integrating single bead trapping and acoustic mixing techniques.

It is critical to reliably and rapidly detect multiple disease biomarkers in tiny liquid samples with high sensitivity to meet the growing demand for point-of-care diagnostics. This paper reports a microfluidic platform integrating magnetic-based single bead trapping in conjunction with acoustic micromixing for simultaneous detection of multiple cancer biomarkers within minutes. Individual beads retained by permalloy (NiFe81/19) microarray were used to capture biomarkers and facilitate the fluorescence identification. A numerical study indicates that the magnetic force keeping a bead in the trap is proportional to the thickness of the permalloy array and the external magnetic field strength, while inversely proportional to the size of the trap. The acoustic microstreaming activated by a piezo transducer was applied to generate fast-switching flow patterns to minimize the diffusion length scales. The flow at various driving frequencies was experimentally tested to achieve the optimal mixing effect. The flow field of the microstreaming was subsequently described by a mathematical model to understand the flow further. Finally, the prostate-specific antigen (PSA) and carcinoembryonic antigen (CEA) were employed as model analytes to demonstrate the capability of the platform for rapid biomarker detection. With the aid of acoustic micromixing, the detection can be finished in 20 minutes. The respective limit of detection of PSA and CEA is 0.028 ng mL-1 (0.8 pM) and 3.1 ng mL-1 (17 pM), which is respectively 1/142 and 1/3 of the cutoff value of PSA and CEA. Our results indicate this platform has great potential for the rapid detection of multiple biomarkers in future point-of-care diagnostics.

The mathematics of market timing.

Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios using index mutual fund data for perfectly timed (by hindsight) all or nothing quarterly switching between two asset classes, US stocks and bonds over the time period 1993-2017. The historical optimal timing path of switches is shown to be indistinguishable from a random sequence. The key result is that the probability distribution function of market timing returns is asymmetric, that the highest probability outcome for market timing is a below median return. Put another way, simple math says market timing is more likely to lose than to win-even before accounting for costs. The median of the market timing return probability distribution can be directly calculated as a weighted average of the returns of the model assets with the weights given by the fraction of time each asset has a higher return than the other. For the time period of the data the median return was close to, but not identical with, the return of a static 60:40 stock:bond portfolio. These results are illustrated through Monte Carlo sampling of timing paths within the feasible set and by the observed return paths of several market timing mutual funds.

Localized shear generates three-dimensional transport.

Understanding the mechanisms that control three-dimensional (3D) fluid transport is central to many processes, including mixing, chemical reaction, and biological activity. Here a novel mechanism for 3D transport is uncovered where fluid particles are kicked between streamlines near a localized shear, which occurs in many flows and materials. This results in 3D transport similar to Resonance Induced Dispersion (RID); however, this new mechanism is more rapid and mutually incompatible with RID. We explore its governing impact with both an abstract 2-action flow and a model fluid flow. We show that transitions from one-dimensional (1D) to two-dimensional (2D) and 2D to 3D transport occur based on the relative magnitudes of streamline jumps in two transverse directions.

Impact of discontinuous deformation upon the rate of chaotic mixing.

Mixing in smoothly deforming systems is achieved by repeated stretching and folding of material, and has been widely studied. However, for the classes of materials that also admit discontinuous deformation, the theory of mixing based on the assumption of smooth deformation does not apply. Discontinuous deformation provides additional topological freedom for material transport and results in different Lagrangian coherent structures forbidden in smoothly deforming systems. We uncover the impact of discontinuous deformation on mixing rates, showing that mixing can be either enhanced or impeded depending on the local stability of the underlying smooth map.

Convection-Enhanced Transport into Open Cavities : Effect of Cavity Aspect Ratio.

Recirculating fluid regions occur in the human body both naturally and pathologically. Diffusion is commonly considered the predominant mechanism for mass transport into a recirculating flow region. While this may be true for steady flows, one must also consider the possibility of convective fluid exchange when the outer (free stream) flow is transient. In the case of an open cavity, convective exchange occurs via the formation of lobes at the downstream attachment point of the separating streamline. Previous studies revealed the effect of forcing amplitude and frequency on material transport rates into a square cavity (Horner in J Fluid Mech 452:199-229, 2002). This paper summarizes the effect of cavity aspect ratio on exchange rates. The transport process is characterized using both computational fluid dynamics modeling and dye-advection experiments. Lagrangian analysis of the computed flow field reveals the existence of turnstile lobe transport for this class of flows. Experiments show that material exchange rates do not vary linearly as a function of the cavity aspect ratio (A = W/H). Rather, optima are predicted for A ≈ 2 and A ≈ 2.73, with a minimum occurring at A ≈ 2.5. The minimum occurs at the point where the cavity flow structure bifurcates from a single recirculating flow cell into two corner eddies. These results have significant implications for mass transport environments where the geometry of the flow domain evolves with time, such as coronary stents and growing aneurysms. Indeed, device designers may be able to take advantage of the turnstile-lobe transport mechanism to tailor deposition rates near newly implanted medical devices.

Control mechanisms for the global structure of scalar dispersion in chaotic flows.

Scalar dispersion has complex interactions between advection and diffusion that depend on the values of the scalar diffusivity and of the (possibly large) set of parameters controlling the flow. Using a spectral method which is three to four orders of magnitude faster than traditional methods, we calculate the fine-scale structure of the global solution space of the advection-diffusion equation for a physically realizable chaotic flow. The solution space is rich: spatial pattern locking, an order-disorder transition, and optima in dispersion rates that move discontinuously with Peclét number and boundary condition type are some of the discoveries. We uncover the mechanisms which control pattern locking and govern the global structure of dispersion across the parameter space and Peclét number spectrum.

Toward enhanced subsurface intervention methods using chaotic advection.

Many intervention activities in the terrestrial subsurface involve the need to recover/emplace distributions of scalar quantities (e.g. dissolved phase concentrations or heat) from/in volumes of saturated porous media. These scalars can be targeted by pump-and-treat methods or by amendment technologies. Application examples include in-situ leaching for metals, recovery of dissolved contaminant plumes, or utilizing heat energy in geothermal reservoirs. While conventional pumping methods work reasonably well, costs associated with maintaining pumping schedules are high and improvements in efficiency would be welcome. In this paper we discuss how transient switching of the pressure at different wells can intimately control subsurface flow, generating a range of "programmed" flows with various beneficial characteristics. Some programs produce chaotic flows which accelerate mixing, while others create encapsulating flows which can isolate fluid zones for lengthy periods. In a simplified model of an aquifer subject to balanced pumping, chaotic flow topologies have been predicted theoretically and verified experimentally using Hele-Shaw cells. Here, a survey of the key characteristics of chaotic advection is presented. Mathematical methods are used to show how these characteristics may translate into practical situations involving regional flows and heterogeneity. The results are robust to perturbations, and withstand significant aquifer heterogeneity. It is proposed that chaotic advection may form the basis of new efficient technologies for groundwater interventions.

An experimental and theoretical study of the mixing characteristics of a periodically reoriented irrotational flow.

The minimum-energy method to generate chaotic advection should be to use an irrotational flow. However, irrotational flows have no saddle connections to perturb in order to generate chaotic orbits. To the early work of Jones & Aref (Jones & Aref 1988 Phys. Fluids 31, 469-485 (doi:10.1063/1.866828)) on potential flow chaos, we add periodic reorientation to generate chaotic advection with irrotational experimental flows. Our experimental irrotational flow is a dipole potential flow in a disc-shaped Hele-Shaw cell called the rotated potential mixing flow; it leads to chaotic advection and transport in the disc. We derive an analytical map for the flow. This is a partially open flow, in which parts of the flow remain in the cell forever, and parts of it pass through with residence-time and exit-time distributions that have self-similar features in the control parameter space of the stirring. The theory compares well with the experiment.

A partially open porous media flow with chaotic advection: towards a model of coupled fields.

In nature, dissipative fluxes of fluid, heat and/or reacting species couple to each other and may also couple to deformation of a surrounding porous matrix. We use the well-known analogy of Hele-Shaw flow to Darcy flow to make a model porous medium with porosity proportional to local cell height. Time- and space-varying fluid injection from multiple source/sink wells lets us create many different kinds of chaotic flows and chemical concentration patterns. Results of an initial time-dependent potential flow model illustrate that this is a partially open flow, in which parts of the material transported by the flow remain in the cell forever and parts pass through with residence time and exit time distributions that have self-similar features in the control parameter space of the stirring. We derive analytically the existence boundary in stirring control parameter space between where isolated fluid regions can and cannot remain forever in the open flow. Experiments confirm the predictions.

Granular friction, Coulomb failure, and the fluid-solid transition for horizontally shaken granular materials.

We present the results of an extensive series of experiments, molecular dynamics simulations, and models that address horizontal shaking of a layer of granular material. The goal of this work was to better understand the transition between the "fluid" and "solid" states of granular materials. In the experiments, the material-consisting of glass spheres, smooth and rough sand-was contained in a container of rectangular cross section, and subjected to horizontal shaking of the form x=A sin(omega(t)). The base of the container was porous, so that it was possible to reduce the effective weight of the sample by means of a vertical gas flow. The acceleration of the shaking could be precisely controlled by means of an accelerometer mounted onboard the shaker, plus feedback control and lockin detection. The relevant control parameter for this system was the dimensionless acceleration, Gamma=Aomega(2)/g, where g was the acceleration of gravity. As Gamma was varied, the layer underwent a backward bifurcation between a solidlike state that was stationary in the frame of the shaker and a fluidlike state that typically consisted of a sloshing layer of maximum depth H riding on top of a solid layer. That is, with increasing Gamma, the solid state made a transition to the fluid state at Gamma(cu) and once the system was in the fluid state, a decrease in Gamma left the system in the fluidized state until Gamma reached Gamma(cd)

Measurement of particle motions within tumbling granular flows.

Flowing granular materials are complex, industrially important, and scientifically provocative. In this paper we report measurements of granular transport in 3-dimensional tumbling containers. We use magnetic resonance imaging techniques for direct tracking of particles and measure the interior flows of granular materials. One goal is to measure industrial mixer performance over a wide range of conditions. As the mixer geometries are relatively simple, such measurements could serve as incisive tests during development of better granular equations of motion. (c) 1999 American Institute of Physics.