Recurrence-based time extrapolation

Recurrence-based time extrapolation

Feb 21, 2025 Β· 3 min read
Distance plot of a fluidized bed. Bold, black lines indicate time intervals used for the time-extrapolated series. Dashed, black lines connect similar states, i.e. recurrences.

Many driven, dissipative systems exhibit recurrent behavior, i.e., the same states appear again and again albeit in a completely irregular fashion. Examples include particulate flows like fluidized beds and rotating drums and other types of multiphase flow such as bubble columns. If slow, transient, long-term processes take place in such systems, one may decouple them from the fast, recurrent dynamics and use the following, simple approximation for the latter.

First a time series of flow fields is recorded that contains recurrences of the volume fraction $\alpha_{\textrm{g,p}}(\boldsymbol{r},t)$ and velocity fields $\boldsymbol{u}_{\textrm{g,p}}(\boldsymbol{r},t)$ . In many cases, a few seconds are enough to characterize the ongoing dynamics. Then the series is extrapolated with large time steps employing recurrence statistics. To predict how a state will evolve, the most similar one in the recorded time series is identified and its evolution is used. Upon iteration, one can create sequences $\alpha_{\textrm{g,p}}^{\textrm{(rec)}}(\boldsymbol{r},t)$ , $\boldsymbol{u}_{\textrm{g,p}}^{\textrm{(rec)}}(\boldsymbol{r},t)$ of almost arbitrary length to approximate the actual long-term dynamics. Such a series has the same statistical properties in terms of spatially resolved temporal averages and variances as the underlying, short time series. This provides a criterion on their required length.

Finally, one can carry out very fast simulations of transport processes on the time-extrapolated sequences. For the case of passive transport in the gas phase with an interaction term inline math $S_{\textrm{p-g}}$ with a secondary, particulate one, one only has to solve

$$ \frac{\partial \alpha_{\textrm{g}}^{\textrm{(rec)}} c}{\partial t} + \nabla\cdot \alpha_{\textrm{g}}^{\textrm{(rec)}}\boldsymbol{u}_{\textrm{g}}^{\textrm{(rec)}}c = \nabla\cdot \alpha_{\textrm{g}}^{\textrm{(rec)}} D^{\textrm{(rec)}}\nabla c + S_{\textrm{p-g}} $$ without the need to compute the velocity and volume fraction fields. Similarly, the particle dynamics can be approximated based on their time-extrapolated velocity field $\boldsymbol{u}^{\textrm{(rec)}}_{\textrm{p}}$ . Such a simplified treatment led to speed ups between two and three orders of magnitude compared to the full calculations for transport of species and heat.

References on recurrence statistics and recurrence CFD:

T. Lichtenegger, S. Abbasi, and S. Pirker, Transport in turbulent, recurrent flows: Time-extrapolation and statistical symmetrization, Chem. Eng. Sci. 259 (2022) 117795.

F. Dabbagh et al., Disclosing recurrence properties in fluidized beds, Phys. Rev. Fluids 6 (4) (2021) 044310.

T. Lichtenegger and T. Miethlinger, On the connection between Lagrangian and Eulerian metrics for recurrent particulate flows, Phys. Fluids 32 (11) (2020) 113308.

S. Abbasi et al., Recurrence analysis and time extrapolation of a confined turbulent jet using modal decomposition, Phys. Fluids 32 (7) (2020) 075115.

S. Abbasi, S. Pirker, and T. Lichtenegger, Application of recurrence CFD (rCFD) to species transport in turbulent vortex shedding, Comput. Fluids 196 (2020) 104348.

T. Lichtenegger, Local and global recurrences in dynamic gas-solid flows, Int. J. Multiph. Flow 106 (2018) 125-137.

T. Lichtenegger et al., Dynamics and long-time behavior of gas–solid flows on recurrent-transient backgrounds, Chem. Eng. J. 364 (2019) 562–577.

P. Kieckhefen et al., Simulation of spray coating in a spouted bed using recurrence CFD, Particuology 42 (2019) 92–103.

T. Lichtenegger et al., A recurrence CFD study of heat transfer in a fluidized bed, Chem. Eng. Sci. 172 (2017) 310–322.

T. Lichtenegger and S. Pirker, Recurrence CFD - a novel approach to simulate multiphase flows with strongly separated time scales, Chem. Eng. Sci. 153 (2016) 394–410.

J.-P. Eckmann, S. O. Kamphorst, and D. Ruelle. Recurrence plots of dynamical systems. Europhys. Lett 4 (9) (1987) 973–977.