Renormalization of tracer turbulence leading to fractional differential equations.

For many years quasilinear renormalization has been applied to numerous problems in turbulent transport. This scheme relies on the localization hypothesis to derive a linear transport equation from a simplified stochastic description of the underlying microscopic dynamics. However, use of the localization hypothesis narrows the range of transport behaviors that can be captured by the renormalized equations. In this paper, we construct a renormalization procedure that manages to avoid the localization hypothesis completely and produces renormalized transport equations, expressed in terms of fractional differential operators, that exhibit much more of the transport phenomenology observed in nature. This technique provides a first step toward establishing a rigorous link between the microscopic physics of turbulence and the fractional transport models proposed phenomenologically for a wide variety of turbulent systems such as neutral fluids or plasmas.

Topological instability along invariant surfaces and pseudochaotic transport.

The paper describes the complex topological structure of invariant surfaces that appears in a quasi-stationary regime of the tokamak plasma, and it considers in detail anomalous transport of particles along the invariant surfaces (isosurfaces) that have topological genus greater than 1. Such dynamics is pseudochaotic; i.e. it has a zero Lyapunov exponent. Simulations discover such surfaces in confined plasmas under a fairly low ratio of pressure to the magnetic field energy (beta). The isosurfaces correspond to quasi-coherent structures called "streamers" and the streamers are connected by filaments. We study distribution of time of particle separation, Poincaré; recurrences of trajectories, and first time arrival to the system's edge. A model of a multibar-in-square billiard, introduced by Carreras et al. [Chaos 13, 1175 (2003)] is studied with renormalization group method to obtain a distribution of the first time of particles arrival to the edge as a function of the number of bars, which appears to be power-like. The characteristic exponent of this distribution is discussed with respect to its dependence on the number of filaments that connect adjacent streamers.

Nondiffusive transport in plasma turbulence: a fractional diffusion approach.

Numerical evidence of nondiffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of tracer particles' radial displacements is strongly non-Gaussian and exhibits algebraic decaying tails. To model these results we propose a macroscopic transport model for the pdf based on the use of fractional derivatives in space and time that incorporate in a unified way space-time nonlocality (non-Fickian transport), non-Gaussianity, and nondiffusive scaling. The fractional diffusion model reproduces the shape and space-time scaling of the non-Gaussian pdf of turbulent transport calculations. The model also reproduces the observed superdiffusive scaling.

Complex dynamics of blackouts in power transmission systems.

In order to study the complex global dynamics of a series of blackouts in power transmission systems a dynamical model of such a system has been developed. This model includes a simple representation of the dynamical evolution by incorporating the growth of power demand, the engineering response to system failures, and the upgrade of generator capacity. Two types of blackouts have been identified, each having different dynamical properties. One type of blackout involves the loss of load due to transmission lines reaching their load limits but no line outages. The second type of blackout is associated with multiple line outages. The dominance of one type of blackout over the other depends on operational conditions and the proximity of the system to one of its two critical points. The model displays characteristics such as a probability distribution of blackout sizes with power tails similar to that observed in real blackout data from North America.

Topological instability along filamented invariant surfaces.

In dynamical systems with a zero Lyapunov exponent, weak mixing can be governed by a specific topological structure of some surfaces that are invariant with respect to particle dynamics. In particular, when the genus of the invariant surfaces is more than one, they may have weak mixing and the corresponding fractional kinetics. This possibility is demonstrated by using a typical example from plasma physics, a three-dimensional resistive pressure-gradient-driven turbulence model. In a toroidal geometry and with a low-pressure gradient, this model shows the emergence of quasicoherent structures. In this situation, the isosurfaces of the velocity stream function have a web structure with filamentary surfaces emerging from the outer region of the torus and covering the inner region. The filamentary surfaces can result in stochastic jets of particles that cause a "topological instability." In such a situation, particle transport along the surfaces is of the anomalous superdiffusion type.

Front dynamics in reaction-diffusion systems with Levy flights: a fractional diffusion approach.

The use of reaction-diffusion models rests on the key assumption that the diffusive process is Gaussian. However, a growing number of studies have pointed out the presence of anomalous diffusion, and there is a need to understand reactive systems in the presence of this type of non-Gaussian diffusion. Here we study front dynamics in reaction-diffusion systems where anomalous diffusion is due to asymmetric Levy flights. Our approach consists of replacing the Laplacian diffusion operator by a fractional diffusion operator of order alpha, whose fundamental solutions are Levy alpha-stable distributions that exhibit power law decay, x(-(1+alpha)). Numerical simulations of the fractional Fisher-Kolmogorov equation and analytical arguments show that anomalous diffusion leads to the exponential acceleration of the front and a universal power law decay, x(-alpha), of the front's tail.

Quiet-time statistics: a tool to probe the dynamics of self-organized-criticality systems from within the strong overlapping regime.

A method is presented that allows one to obtain information about the underlying dynamics of a self-organized-criticality system even when the strong-overlapping or hydrodynamic regime (in which individual avalanches are no longer distinguishable) is the only one amenable of probing. The method is based on the analysis of the statistics of the lapses of time between activity bursts or quiet times. The case of a randomly driven running sandpile is used to illustrate the use and capabilities of this technique.

Avalanche structure in a running sandpile model.

The probability distribution function of the avalanche size in the sandpile model does not verify strict self-similarity under changes of the sandpile size. Here we show the existence of avalanches with different space-time structure, and each type of avalanche has a different scaling with the sandpile size. This is the main cause of the lack of self-similarity of the probability distribution function of the avalanche sizes, although the boundary effects can also play a role.

Critical points and transitions in an electric power transmission model for cascading failure blackouts.

Cascading failures in large-scale electric power transmission systems are an important cause of blackouts. Analysis of North American blackout data has revealed power law (algebraic) tails in the blackout size probability distribution which suggests a dynamical origin. With this observation as motivation, we examine cascading failure in a simplified transmission system model as load power demand is increased. The model represents generators, loads, the transmission line network, and the operating limits on these components. Two types of critical points are identified and are characterized by transmission line flow limits and generator capability limits, respectively. Results are obtained for tree networks of a regular form and a more realistic 118-node network. It is found that operation near critical points can produce power law tails in the blackout size probability distribution similar to those observed. The complex nature of the solution space due to the interaction of the two critical points is examined.(c) 2002 American Institute of Physics.

Anomalous diffusion in a running sandpile model.

To explore the character of underlying transport in a sandpile, we have followed the motion of tracer particles. Moments of the distribution function of the particle positions, =D(0)t(nnu(n)), are determined as a function of the elapsed time. The numerical results show that the transport mechanism for distances less than the sandpile length is superdiffusive with an exponent nu(n) close to 0.75, for n<1.