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The statistical mechanics of meandering

R. Bruinsma

To cite this version:

(2)

The statistical mechanics of

meandering

R. Bruinsma

Physics Department

& Solid State Science Center,

University

of California, Los

Angeles,

Los

Angeles,

CA, 90024, U.S.A.

(Reçu

le 17

juillet

1989,

accepté

sous

forme définitive

le 1 b novembre

1989)

Résumé. 2014 On

présente

un modèle

simple

décrivant la

statistique

du serpentement d’écoulements étroits sur un substrat propre et lisse. Ce modèle

présente

trois

régimes

différents suivant le débit:

(i)

pour des faibles débits, le

trajet

est une marche aléatoire stationnaire ;

(ii)

pour des débits

intermédiaires,

des méandres stationnaires

apparaissent. L’apparition

de ces méandres est très similaire à la

physique

des transitions de

phase

continues ;

(iii)

pour des débits élevés, les méandres commencent à

glisser.

Le

problème

du

décrochage

des méandres est

équivalent

au

problème

du

décrochage

des

parois

dans les

systèmes

magnétiques

désordonnés. Cette

correspondance

permet de calculer le débit

critique

apparaît

le

glissement

des

méandres.

Abstract. 2014 We

present a

simple

mathematical model to describe the statistical

properties

of the

meandering

of narrow streams on clean and smooth substrates. The model is shown to contain three different

regimes, depending

on the flow rate :

(i)

at low rates, the stream

path

is a

time-independent

random walk ;

(ii)

for intermediate flow rates, static meanders appear. The onset of

meandering

is found to be

closely analogous

to the

physics

of continuous

phase

transitions ;

(iii)

at

high

flow rates, the meanders start to slide downhill. The

problem

of the

depinning

of meanders can be

mapped

onto the

problem

of domain-wall

depinning

in disordered magnets.

Using

this

correspondence,

we can compute the critical flow rate for the onset of meander

sliding.

Classification

Physics

Abstracts 05.40 - 46.30 -

68.42

1. Introduction.

Under

non-equilibrium

conditions,

the surfaces and

interphases

encountered in solid-state

physics

can exhibit

fascinating

patterns.

Well known

examples

are

dendrites,

diffusion-limited

aggregation

and ballistic

deposition.

Fluid interfaces can also show

pattern

formation as

demonstrated

by

viscous

fingering.

We will discuss in this paper a familiar

hydrodynamic

instability

- stream

meandering

[1]

-

which shows

pattern

formation. This

instability

exhibits a number of features reminiscent of critical

phenomena

in condensed matter

physics

- a

similarity

which we will

exploit

later

on. A well known

example

of the

instability

is the

meandering

of rivers. River

meandering

has been a

long-standing fascinating problem

with a considerable literature

[2]

to which even

Einstein contributed. It involves a

complex interplay

between soil erosion and

hydrodynamics.

In the

present

paper, we will consider a

closely

related but

simpler problem namely

the

question

of

finding

the

morphology

of the

stream-path

of a narrow stream

flowing

down a

(3)

(rigid)

inclined

plane.

The fluid is assumed to be

non-wetting.

There are a number of

simplifications

in this case :

(i)

for

sufficiently

narrow streams and

sufficiently

low flow rates, one may use the

Poiseuille

approximation ;

(ii)

erosion

plays

no role for a

rigid

substrate ;

(iii)

for narrow streams, surface tension

provides

an

important

stabilizing

action which

simplifies

the

analysis.

The

problem

was

investigated experimentally by Nakagawa

and Scott

[3]

and

by

Walker

[4].

We will

briefly

review their results for different values of the volume flow rate

I.

(i)

For

large

inclinations of the

plane

(> 30° ),

the stream forms stable meanders. The meanders consist of

relatively straight diagonals

connected

by

sharp

bends. At low

I,

the meanders are less

prominent

while the

stream-path

is

strongly

correlated with the

path

taken

by

the stream when the flow was turned on. It also

depends

on

height

irregularities

and

chemical contamination.

The

shape

of the meanders of narrow streams differs from that of the meanders of rivers

(which

are

« sine-generated »

curves

[2])

but for convenience we will retain the name.

(ii)

With

increasing

I,

the

stream-path

is

reorganized

and

meandering

becomes

stronger.

The appearance of the meanders appears to be

triggered by

turbulence and/or deformation of the stream cross-section. For

larger

I,

it may take a

long

time before the

stream-path

stabilizes into a static

pattern.

(iii)

Above a critical flow rate,

1,,2,

the

stream-path

is unstable. Meanders

constantly

break up,

reform,

and slide downwards. Streams also may bifurcate.

(iv)

For low inclinations of the

plane

( 30° ),

there is a second critical current,

ici.

For I less then

Ici

the stream breaks up into

droplets sliding individually

down the

plane.

The

physical

origin

of the destabilization of

straight

stream

profiles

is the

centrifugal

force

f k

exerted

by

a

flowing

fluid on a curved

boundary

surface

(see Fig. 1).

If the

boundary

forces a narrow stream of fluid to flow

along

a curve, then the

change

in momentum of the fluid

Fig.

1. -

(4)

elements,

as

they

move

through

the curve, must be absorded

by

the

boundary.

The

resulting

force tries to increase the curvature of the stream

profile

and to deform the cross-section of the stream. The stream becomes

longer

as a result. The ratio

S (L )

of the stream

length

and

geometrical

distance L between the initial and final

points

of the stream is called the

sinusuosity.

Mandelbrot

[5]

noted that for

rivers,

S (L )

has a

power-law

dependence

on

L. The

instability

may be

triggered by

small initial deformations in the stream

cross-section,

as was

emphasized by Nakagawa

and Scott.

The increase in

length

of the stream

path

is

opposed by

the surface tension force

f

which

tries to minimize the surface area of the fluid

(Fig. 1).

At low flow rates, surface

tension wins so the stream should be

relatively straight.

With increased flow rates, surface

tension is overcome

by

the

centrifugal

force and

meandering

starts.

The third

important

force is

gravity.

The

component

of the

gravitational

force

parallel

to

the

stream-path

is reduced in the

diagonal

sections as

compared

with that of a

stream-path

flowing

in the direction of

steepest

descent. This means that the flow

velocity

also is reduced.

Under

steady

state

conditions,

the volume flow rate I should be a fixed

quantity

so the stream cross-section of the

diagonal

sections must have increased. This indeed is seen

experimentally.

The

diagonal

sections become unstable due to the

component

f g

of the

gravitational

force in the direction normal to the

stream-path

(Fig.1).

This is also the force which is

responsible

for the

sliding.

If we rotate a

diagonal

section towards the

horizontal,

then the

parallel

force

decreases in

magnitude

while the normal force increases. The reduction of the

parallel

force

leads,

as we saw, to a reduced flow

velocity

and a concomitant increase in the mass per unit

length.

The normal force then tries to slide the heavier sections downhill.

The aim of this paper is to construct a mathematical model for narrow-stream

meandering

which is

sufficiently simple

so that it can be treated either

analytically

or

numerically.

Eventhough

we are

dealing

with a

simpler problem

then river

meandering,

our model still

involves a number of

simplifications.

The model

certainly

does not

attempt

to

provide

an

exact

description

of the

hydrodynamics

of the stream. It has however been the

experience

in

growth

problems

that the

large

distance

geometrical properties

of a surface or interface are

relatively

insensitive to details as

long

as the basic

physical

mechanisms are

properly

included.

The

hope

is thus that the model

presented

in section 2 is useful for

computing large

scale

properties.

Whether this is indeed the case would of course would have to be confirmed

experimentally.

Some of the limitations of the model are discussed in the final section.

In section

3,

we first

develop

an

analogy

with the

theory

of continuous

phase

transitions and

discuss the associated «

phase-diagram

». In section 4 we

compute

the

relationship

between

the threshold flow rate

1 c

for the onset of

meandering

and the treshold flow rate

Ic2

for

the onset of meander

sliding.

In section

5,

we compare with

experiment, briefly

discuss

the

dynamical

aspects

of the

problem,

such as the

sliding velocity,

and we finish

by

reexamining

the « Landau »

description

of section 2.

2. The meander model.

2.1 FORMULATION. - We start

by defining

the inclined

plane

down which the stream is

flowing.

Let r =

(x, y )

be a horizontal surface with x e

[0, L ]

and let y be unbounded. The

inclined

plane

is assumed to have an average

height

ho (r )

= - ax, with a the

tangent

of the

angle

between the horizontal

plane

and the inclined surface. We

already

noted that the

stream-path

appears to be sensitive to

height irregularities

and chemical contamination. From the

theory

of

wetting

[6],

we know that chemical contamination has a similar effect as

height

(5)

We will

distinguish

two

types

of

height irregularities :

(i)

« Microscopic » irregularities.

These are fluctuations in the

height

on

length-scales

less then the stream width 2 R. The stream cannot

adjust

its course to

directly respond

to these

fluctuations. We will

only

be concerned with the variation of the average of these

microscopic

irregularities

over area’s of size

R2.

(ii)

« Macroscopic » irregularities.

These are

irregularities

to which the

stream-path

can

respond.

There are two contributions : true

height irregularities

on

length

scales in excess of 2 R and the statistical fluctuations in the average of the

microscopic irregularities

over area’s

of size

R2.

We will assume that the surface is flat on

large length-scales

and

ignore

the first contribution.

The

height

randomness will be included

by

adding

a

(small),

uncorrelated,

stochastic term to

ho.

The

height

profile

h (r)

is then

Hère,

E (r)

is a Gaussian random variable with zero average and with a correlation function :

The dimensionless

parameter à

measures the

magnitude

of the

height

disorder. It is assumed to be a small number.

According

to

equation

(2.2),

there are no correlations in the

height irregularities

among different

parts

of the surface.

Yet,

it should be

kept

in mind that

e

only

describes the

macroscopic

fluctuations of the

topography

of the inclined

plane

so

£ (r )

is smooth on

length-scales

less then R. The delta-function in

equation (2.2)

should thus be considered to be rounded on

length

scales less then R. We will treat R as the short distance « cut-off » : no

quantity

is allowed to vary on

length

scales less then R.

Next,

we turn to the mathematical

description

of the

stream-path.

Let

r (s )

be the

projection

of the centre-line of the stream onto the horizontal

plane

with s the

arc-length.

The

tangent

unit vector

Î(s)

to the

projected

centre-line is

The curvature K

(s)

of the

projected

centre-line is then

given by

with û the unit normal. Positive curvature is

assigned

to bends in

r (s )

curved towards the

positive y

axis and

negative

curvature in the

opposite

case

(see Fig. 2).

Fig.

2. -

(6)

There are two

parts

in

determining

the

equation

of motion of

r (s ).

First we must, for a

given

r (s ),

determine the flow

velocity

and the stream cross-section.

Next,

we must use this

result to calculate the various forces on

r (s )

mentioned in the introduction.

To determine flow

velocity

and

cross-section,

we assume that the

equilibrium

contact

angle

is

TT /2

so the cross-section is semi-circular. Let

v (s )

be the flow

velocity averaged

across the

stream. It is related to the total flow rate I

by

with p the

density.

The flow rate is a constant under

steady-state

conditions,

so a low flow

velocity implies

a

large

cross-section,

as seen

experimentally.

The flow

velocity

must be determined from the Navier-Stokes

equation.

We will assume Poiseuille flow. If v

(s )

and

R (s )

are

slowly

varying

(i.e.

if

dv/ds v IR and dR/ds 1)

then

this means that

with n the

viscosity

and C’ a numerical constant. The

quantity

in square brackets is the

drop

in

height

per unit

length along

the flow direction. We assume in

equation (2.6)

that the curvature radius of the

stream-path

is

large compared

to R.

After

using equation

(2.5)

to eliminate

R(s),

equation

(2.6)

reduces to

with a value for

R (s )

given by

and C =

(2 C’ / TT )1/2.

This expresses

v(s)

in terms of

r(s),

as desired.

Our next

problem

is to

compute

the force per unit

length,

f (s ) n (s ),

on

r (s ).

It is the sum

of a

centrifugal

force

fk

-

resulting

from

absorption

of momentum from the fluid - a

gravitational

force

fg,

and a surface tension force

f, (see

Fig.

1).

To

compute

fk,

we note that the momentum

dp

of a section of fluid of

length

ds is

given by

After a time

dt,

the fluid element has moved a distance

v(s)

dt.

By

Newton’s

law,

the rate of

chance in momentum,

(dp

(s )/ds )

v

(s ),

of the fluid element is

equal

to the force exerted on

the

boundary by

the fluid element. The

centrifugal

force

f k

per unit

length

is then

after

using equation

(2.4).

The

gravitational

force per unit

length

is

The

quantity

in brackets is the

height drop

per unit

length

in the normal direction. This is the force

responsible

for the

sliding

of the meanders.

Finally,

the surface tension force

f S.

It can be found as follows. Let y be the interfacial

(7)

substrate,

and 7sv the interfacial energy between substrate and air. The surface energy

Es

is then

From

Young’s

law it follows that 1’ls =

y, if

the

contact-angle

is 7r/2.

Equation

(2.11 )

can

be

interpreted

as the energy of an elastic

string

with a line tension

7r yR (s).

The

restoring

force per unit

length

of an elastic

string

is the line tension times the curvature so

The minus

sign

is due to the fact that

f, is

a

restoring

force.

The total force/unit

length

is the sum of the three terms.

Using

equation

(2.7)

to eliminate

R (s )

and

v (s )

gives :

with

the « effective » line tension and with

We used

everywhere

equation (2.7)

to eliminate

R (s )

and v

(s).

From the forces exerted on the

stream-path,

we should now be able to find the

equation

of motion. The condition for

r (s )

to be a

stationary

stream

path

is

f (s )

= 0 or

For

non-stationary stream-paths,

we will assume that the normal

velocity

Vn of the

stream-paths

is

proportional

to

f (s ) :

with r a

dynamic

friction coefficient.

2.2 ENERGY CONSERVATION. - Since the

stream-path

is determined

by

a combination of

dissipative

and conservative

forces,

we cannot

(in general)

derive

equation

(2.15)

from an

energy minimization

principle.

Energy

conservation does

give

us however a

relationship

between the average flow

velocity

and the

sinusuosity

(ratio

of

arc-length

and

L).

This is

easily

derived

by noting

that the work per second W done

by

gravity

in

moving

fluid elements

from x = 0 to x = L should

equal

the power P

dissipated by

viscous losses.

The

quantity

W is

equal

to

since every fluid element

traveling

from one end of the stream to another has

dropped

a

(8)

because

(n/ C’)

v (s)IR2(s)

is the average

dissipative

force/unit volume

(see

Eq.

(2.6)).

It follows that

if (v2)

is the average of

v2(s)

along

the

stream-path

then

with

S(L)

the ratio of

arc-length

and L.

Increasing

the

length

of the

stream-path

reduces the flow

velocity

of the stream. For a

height

topography

with

strong

randomness,

S (L )

may be a

power of L

(as

for real

rivers).

In that case,

(u2)

goes to zero in the

large

L limit. In our case,

where the randomness is

weak,

we

expect

S (L )

to go to a constant for

large

L. 3. The

meandering

transition.

3.1 LANDAU THEORY. - In this section we will discuss

equation

(2.15)

first from a

qualitative

« Landau »

viewpoint

[7]

as a

guide

for the

quantitative

treatment.

The

morphology

of the

stream-path

is

largely

controlled

by

the effective line tension

T(s).

For low flow rates the first

(positive)

contribution to

T (s) (oc

I1/4)

is

larger

then the second

(negative)

contribution

(oc

I3/2)

so

T(s)

is

positive

(see

Eq.

(2.14a)).

As I

increases,

T

(s )

first

increases,

reaches a

maximum,

decreases and then becomes

negative.

The threshold flow rate

I,

where

T (s )

changes sign

is

Note that the threshold

depends

on the

angle

of the

stream-path.

If

T (s)

is

positive,

then the line tension tries to

straighten

the

stream-path.

The

gravitational

force

favors,

on average, a stream

profile

directed

along

x We thus

expect

that

Î

is close

to:k,

for

positive

r

(s),

since that would

satisfy

both

requirements.

The threshold flow

rate

le

for

t =

i is

For

negative

T

(s),

the first term in

equation

(2.15)

tries to increase the

length

of the

stream-path.

The most obvious way of

increasing

the

length

is

by introducing

bends and buckles. A

natural guess would be that

I=I c

marks the threshold current

I c2

for a

dynamic

instability.

In the

following

we will

investigate

what

happens

to the

stream-path

for I

right

around

Ic.

This means that the

tangent

Î

is

always

close to k. Note however that even if

1 = k,

the cumulative effect of a

large

number of small

displacements

in the

stream-path

could,

for

large

distances

L,

still lead to a

large

net

displacement along

the

y

direction. This is

expected

to become

particularly

noticeable for I close to

1 c

where the line tension is small. For I close to

Ic,

there are considerable

simplifications

in the

equation

of motion : since

Î

=

k,

the

gravitational

force is

predominantly along

the stream direction and the flow

velocity,

stream cross-section and line tension are to lowest order

independent

of

(9)

When t =

î,

it is also convenient to use the

following

representation

for the stream

profile :

Since t =

î,

the derivative

dg/dx

is small

compared

to one.

By expanding equation

(2.15)

in ~powers of

dg /dx,

we

get

where

We will discuss

equation (3.5a)

in more detail below.

First,

we will write it in a different

form to exhibit the relation between stream

meandering

and continuous

phase

transitions.

Neglecting

the random contribution in

equation

(3.5a)

we can write it as

with 0

=

dg /dx.

To solve

equation

(3.6),

think of it as the

equation

of motion of a

«

particle »

with

« position »

0

and « time » x. The

particle dissipatively

relaxes in a «

potential

»

F (~ )

given by

For

large

« time »

x, qb

must go to a

minimum 0

* of

F (0 )

where

aF (0

* )/a 0

= 0.

For

positive

T,

F ( ~ )

has a

unique

minimum

at ~ * = 0. By expanding

F around

0

=

0,

and

solving

equation (3.6)

we find

with 0

(0)

the

slope

at x = 0 and with

The

slope 0

of the

stream-path

thus goes

exponentially

to zero with a

decay

length

e’.

By

analogy

with the

physics

of

polymers

and

membranes,

we could think of

e ’

as a «

persistence

»

length :

the

stream-path

is

straight

on

length-scales

small

compared

to

e ’.

The «

angle-angle »

correlation function should

decay with e ’

as

decay length.

Note that

ç +

goes to zero at

1 = le according

to

equation

(3.9).

In

reality,

we know from the

physical

meaning of e’

that it cannot be less then the

microscopic

cutoff R. For

negative

T,

F ( cp )

has two

(infinitely deep)

minima at

Using equation

(2.14b)

and

equation

(3.3),

For

large x

the

slope

must assume one of these two values.

Apparently,

the

stream-path

(10)

In the

language

of condensed-matter

physics

we would say that

I=Ic

is the critical

point

for a continuous

phase-transition.

The

spontaneously

broken

symmetry

for I>

le

would be

the mirror reflection y - - y

while 0

would

play

the role of order

parameter.

The

corresponding

Landau free energy

[7]

for ~

is

F (0 ).

As

expected

from a Landau free energy,

F (0 )

has one minimum in the

symmetric

phase

(0

=

0 )

and two

degenerate

minima in the

broken-symmetry

phase.

The

dependence

of the order

parameter

on the control

parameter

of the transition

(the

volume flow rate

I)

is also what is

expected

from a

(mean-field)

Landau

theory

for continuous transitions.

However,

the

persistence

length §+

does not

diverge

at

1 c

as would be

expected

for a correlation

length

in Landau

description.

We shall see in

section 5 that the Landau

picture

is not

quite

valid. 3.2 SYMMETRIC PHASE

(I le).

- We

now will

investigate

the effect of the randomness

(i.e.

of

e (r))

on the Landau

description

of the

preceding

section. We will

mostly

use methods

borrowed from statistical mechanics and

consider,

wherever

possible, equation

(2.15)

as

being

derived from a Hamiltonian H. Statistical mechanics

problems

which involve

«

quenched-in

»

randomness,

frequently

lead to

hysteresis,

i. e. ,

with the behaviour

depending

on the

preparation

history.

For the

present

purposes, we restrict ourselves to

elementary

methods which do not take account of the

hysteresis

but which do

help

to

give

intuitive

insight.

We start with the case I

le

where the « bare » line tension T has a

stabilizing

effect on the

stream-path.

The term

T’ (dg /dx )2

is

stabilizing

as well. If

dg

ldx «

1,

as we have been

assuming,

we may

neglect

this term in

comparison

with T.

Neglecting

this term,

equation

(3.5a)

reduces to

We can obtain intuitive

insight

into the

long

distance behaviour of

equation

(3.11)

by

assuming

a

parabolic stream-path :

g (x )

=

W(L) (xlL)2

with

W(L) «

L. The first term in

equation

(3.11)

is of order

W (L )/L2

while the second term is if order

W(L)/03BE+

L. For

L > 03BE

+,

the first term is

neglible compared

to the second term.

We can estimate the

magnitude

of last term from its RMS average. The total random force on a

straight stream-path

of

length

L is

proportional

to

L 1/2 using

the central limit theorem. The force per unit

length

then scales as

1/L1/2.

This random force tries to

displace

the

stream-path

away from

W(L )

= 0.

By

balancing

it with the

restoring

force/unit

length, proportional

to

W(L)/L,

we find that

W (L )

is

proportional

to

L 1/2 which

would mean that the

stream-path

behaves as a random walk. We will

investigate

the

limits 03BE+

-> 0

and § +

-.> oo to find the

proportionality

constant between

W (L )

and

L 1/2.

First consider the critical

point

I =

le where e’

= 0. The

resulting

equation,

states that the

tangent

t = (1, dg/dx)

is

parallel

to Vh. The

stream-path

is

entirely

determined

by

the

topography

of the surface. More

precisely,

the stream flows

perpendicular

to constant

height

contour lines. For our

particular

choice of the surface

topography,

equation

(2.1),

lines of

steepest

descent are random walks with a bias towards the

negative

x axis

(directed

random

walk).

It is easy to estimate the

displacement

along

the y direction for

equation

(3.12).

The

stream-path

can

only undergo

of order

L/R

sidewise

displacement

steps

(a

more

rapid

variation is

unphysical).

The

typical

value of

aEl8g

for such a

step

is of order a.

According

to

(11)

W(L)

after

L/R

steps

is of order

using again

the central-limit theorem.

Next we consider the limit of

large g+

and,

consequently,

large

T. In this case,

g (x )

can vary

only slowly.

Let

(g )

be the average of

g (x ).

For

large

T,

g (x )

must remain close to

(g ) .

We will use a

perturbation

expansion

in powers of d and of the correction

g’

= g -

(g ) .

To lowest order :

This

equation

can be treated

by

once more

applying

an

analogy

with mechanics. Let g stand for

particle

position

and x for time. The

equation

is then of the form of a

Langevin

equation

for a

particle

with unit mass and friction constant

(03BE+

)-1

exposed

to a noise source.

The correlation function of the noise is

using equation

(2.2).

The effective noise

« température »

T in this

« Langevin » equation

is

given by

kb T

=

L12

R/ a 2 03BE + ,

using

the

fluctuation-dissipation

theorem

[8].

The statistical

properties

of

the solutions of the

Langevin equation

are well known. For

L > §

+ ,

the RMS

displacement

W(L) =

(g(L)2)1/2 is

where the diffusion constant D is

given by

Einstein’s law D

= g + kb

T or

This result for

W(L)

for

1 - Ic reproduces

equation

(3.13)

for

1 = Ic.

For

large

L,

W(L)

is

apparently independent

of I which is somewhat

surprising.

It is also known from the

theory

of the

Langevin equation

that the correlation function of

dg’ /dx

is

given by

The

« step

size » of the random walk

W(L )

oc

L1/2

is,

according

to

equation (3.18),

the

persistence

length § +.

As discussed in the

conclusion,

this is a

fairly

large

length-scale

away

from the « critical

point »

I =

1 C.

We should

expect

the random walk behaviour to break

down for

length

scales less

then e’.

Finally,

note that since the sidewise

displacement

W (L ) oc L l/2

is small

compared

to

L

(for

large

L)

the

arc-length

scales as L in the

large

L limit. The

sinusuosity

S (L )

thus should go to a constant for

large

L.

3.3 BROKEN SYMMETRY PHASE

(I >

Ic).

- In this

regime,

we know from

experiment

that

the

stream-path

makes an

angle

with the direction of

steepest

descent. We will thus look for

solutions to

equation

(3.5a)

consisting

of

diagonal

sections of non-zero average

slope,

say

(12)

with the average fluctuation of the

slope,

(dg’/dx) ,

equal

to zero. To lowest order in

g’,

equation (3.5a)

becomes

where

and

where e(x, y)

has the same statistical

properties

as

E (x, y ).

For

equation

(3.20)

to be

meaningful, 03BE -

should be

positive eventhough

T 0.

Equation (3.20)

for I >

Ic

looks very similar to

equation

(3.11)

for I

I,,.

There is however an

important

difference. A finite « DC

bias »,

(03BE- )-1

dgo/dx,

has entered. If we would use

the

Langevin

method of the

preceding

subsection we would find that

g’

is

always

either

increasing

or

decreasing

with x. This is inconsistent with our

original

assumption

that

(dg’ /dx )

= 0.

According

to

perturbation theory,

there are thus no static solutions of

equation

(3.5a)

above

Ic.

If true, this would mean that we would have to

identify

Ic

with the upper critical current

1 C2

for

dynamic instability.

It is however easy to see that we

actually

can construct static solutions

by

allowing

sharp

bends in the

stream-path.

Assume we have a

diagonal

section of

length

L. The

typical

value of the random term in

equation

(3.20)

is then of order

=+= t1/ (cr 03BE -).

For a

diagonal

of

length

L,

the average value of the random

force,

f (L ),

is of order

This random term must exceed the DC bias

(03BE-1)-1

dgo/dx

in order for the

diagonal

section to be stable. We conclude that

equation

(3.20)

can be satisfied

only

for

diagonal

sections of a

length

no

greater

then À

(1 )

where

f (À (I ))

=

(e-

)-1

dgo/dr

or

We now construct a

stream-path by joining

the

diagonal

sections

(see Fig. 1).

Each section has a

length

L less then À with the

slopes

of the sections

alternating

between +

dgo/dx.

The

sections are

joined

by sharp

bends. Let the curvature radius of such a bend be

p o

(with

p o >

R).

The total outwards force on the bend due to the

centrifugal

force is of order

p o (- t/po).

This force must be

compensated

by

the line tension ? +

T’ (dg /dxo )2

in the two

diagonals joined

at the bend

(see Fig. 1).

Under

steady-state

conditions,

the total force on the bend must be zero.

By

the

principle

of

virtual work we find

Comparing equations

(3.21)

and

(3.24),

we see that

equation (3.21)

guarantees

that

e’

is

positive.

For small T,

equation (3.24)

reduces to

which satisfies our

requirement

that

dgo/dx

exceeds

cp

+. The

persistence

length e -

and the

(13)

Note

that e -

has a

power-law dependence

different

from e ’

and that

dgo/dx,

unlike

0+,

does not behave as the order

parameter

of a Landau

theory. Like §+ , §-

does not

diverge

at

1 C.

We have left an

important

question

unanswered. The

largest

value of the

length

of the

diagonal

sections is

A (I ).

Yet,

we could as well construct

zig-zag paths

of much shorter

sections,

i.e. of size R. We will discuss in the conclusion

why

it seems

likely

that

A

(I )

indeed is the characteristic

length

scale of the meanders. In

general,

there can be many

possible

stream

trajectories

above

1 c

and we indeed should

expect

extensive

hysteresis.

4.

Upper

critical current.

We have found that for I

greater

than

I c,

there are two characteristic

length

scales in the

problem :

the meander size À and the

persistence length e-.

At

Ic, À is

infinite and

ç -

zero

(or

rather

R).

From

equation (3.26b)

we see that with

increasing

flow rate

À

drops rapidly

(for

small

à)

while e -

increases with I

(Eq. (3.26a)).

If À

drops

to a value less then

R,

then our

zig-zag

construction

clearly

is

unphysical.

One thus would guess that

a

(Ic2 )

= R marks the threshold for the

dynamic

instability.

This would however

disagree

with

the

experimental

observations : the characteristic

length

scale of the meanders does not

shrink to R at

Icz.

In this section we will

compute

the actual value of

Ic 2’

The

predicted

relation

between

1 c

and

1 Cz

should

be an

important

test of the model.

Assume that I is far

enough

above

Ic

for the condition R

À «

to be valid. In that case,

we could

neglect

(ç - 1)-

1dg’/dx

with

respect

to

d2g’/dx2.

If we wanted to

compute

the

scaling properties

of

g’ (x )

then we would in fact never be allowed to

neglect

this term

since,

as we saw, it

always

overwhelms the term

d2g’/dx2

in the

large

L limit.

However,

the upper

critical current does not

depend

on the

large

L

scaling

properties

as we shall

shortly

see.

Neglecting dg’ /dx

in

equation (3.20)

gives

This

equation

has been studied in detail in a different context. A domain wall in a random-bond

ferromagnet

in the presence of an

applied

magnetic

field

obeys

a

stability

conditions which has the same mathematical form as

equation (4.1).

The

relationship

between the two

problems

is as follows : the interfacial energy of the

magnetic

domain wall

corresponds

to

03BE - ,

the

applied magnetic

field

corresponds

to

dgo/dx

and

ê’ (r)

corresponds

to the randomness in the

exchange

energy. We now can

directly

translate the known results from the

magnetic analog

to our

problem.

For

dgo/dx

= 0

(i.e.

I

le)’

the transverse

displacement W(L)

of an

« equilibrium » [9]

domain wall is known to

depend

on L as

where the

« roughening »

exponent

[10] C

= 2/3 and where the

amplitude A

is

[11]

These results are of course

only

valid up to

L =-z e -

since for

larger

L we could not

neglect

dg’ /dx.

We thus

expect

that

W (L )

oc

L2J3

for L less

then e

-For finite

dgo/dx

(i.e.I >

le)’

the random force can

prevent

sliding

if

dgo/dx

is less then

some critical value. The

stream-path adjusts

itself to the local randomness to make

optimal

-

use of the available

pinning strength

supplied

by

the random force in

equation (4.1).

The DC

(14)

In the

magnetic analog,

this critical value

corresponds

to the coercive field.

Translating

the known

expression

[12]

for the coercive field to our

problem

leads to the

requirement

that

dgo/dx

must be less

then 0,(L)

where

Since ~Ce

(L )

increases with

decreasing

L,

the critical

depinning strength

is dominated

by

the

short distance behaviour of

g’ (x ).

This

justifies a

posteriori

our

neglect

of

dg’ / dx

in

computing

Ie2.

The shortest allowed L is the value

Le

for which

W(Le) ==

R. From

equation

(4.2)

it follows that

or,

using

equation (4.3),

The

physical

meaning

of

Lc

is that of a

roughening length.

The

stream-path

is smooth on

length-scales

less then

L,

and

rough

on

length-scales

greater

then

Lc.

Obviously,

LC

must exceed the

persistence length e-.

The critical value for

depinning 0,(Lc) is

given by

Note that the

largest

allowed value

of 0 c corresponds

to the smallest value of

03BE - .

Since e-

is of order R near

1=IC,

the

critical 0,,

value is of order

(4/ a

)4/3

near

Ic.

With

increasing

I, e -

increases

so Oc

decreases. At the same

time,

dgo/dx

increases with

7

(Eq. (3.25)).

When

dgo/dx

exceeds Oc,

we lose the static solutions.

The critical current

IC2

2

corresponds

to the

point

dgo/dx

= Oc.

From

equations

(3.25),

(3.26a)

and

(4.6)

it follows that

For this result to be

consistent,

we must

require

that the

length

k (I)

exceeds R at I =

1 Cz.

From

equations (3.26b)

and

(4.7)

The

validity

condition for

equation

(4.7)

is then

so the randomness cannot be too weak.

If the

opposite

case,

A -- apqRlIc,

holds then we should use our earlier estimate À

(12 )

= R. In that case it follows from

equation

(3.26b)

that

The

theory

thus

predicts

that for very smooth and very clean

surfaces,

i.e. surfaces for which the

inequality

of

equation (4.9)

does not

hold,

the size of the meanders indeed are of the order of R at the onset of meander

sliding,

as we

guessed

earlier on. As we saw,

roughness

(15)

5. Discussion and conclusion.

5.1 COMPARISON WITH EXPERIMENT. - How do the

predictions

of the model compare with the

experimental

results ? We found that below a critical current

Ic

the

stream-path

is a random walk. For low

I,

the

stream-path

is

relatively straight

while near

IC

the side-wise

wandering

becomes more

pronounced.

We also found that above

1C,

there is a

regime

where we still have

stationary

stream-paths

but where

they

now exhibit

zig-zag

patterns.

The

angle

of the

zig-zags

goes

continuously

to zero at

IC.

With

increasing

I,

we reached a second

threshold

I C2

such that above

I C2

2 there are no static

stream-paths.

The existence of the intermediate

regime

of static

meandering

is due to the presence of the

height irregularities.

For a

perfectly

smooth substrate we found

1 c

=

Ic 2.

These results do appear to

qualitatively

reproduce

a number of the observations cited in the introduction. To make a

quantitative comparison,

we will take a stream of water with

p = 1

grlcm3,

q =

10-2

cm2/s

and y = 70

erg/cM2 .

For a

slope

a =

0.1,

the critical current

7c

is of order

0. 1 gr/s, using

equation (3.2).

From

equation (3.3a),

it follows that

v is of order 10 cm/s and R of order 1 mm at

lC.

These values compare

reasonably

with

experiment.

Starting

with the case of a

rough

substrate,

we could have

height

irregularities

of order

100 U

in which case the

parameter

àla

would be of order 1. For L = 1 m,

W(L)

is then of

order 1 cm

(Eq. (3.13)).

Near

Ic,

where

ç+

goes to zero, one should see the random-walk

behaviour most

easily. Away

from

Ic, ç+

is of order 10 cm

(Eq. (3.9)).

To observe randomwalk behaviour below

1 c

would

require

that the

system

size L is

large compared

to 10 cm. To find the upper critical current, we note that the

inequality

equation

(4.9)

is satisfied for A = 0.1 so we should use

equation

(4.7).

The

resulting

upper critical current

Ic2

is

rather close to

Ic :

I,, 2/IC - 1 ---

0.06. The

length

À of the

diagonal

sections at

1 = 1 C2 is

of order 1 cm

(Eq. (4.8)).

The critical

angle oc

for the

zig-zags

(Eq. (4.6))

is of order

0.1.

For a smoother

substrate,

with

A/a

of order

10- 1,

the intermediate

phase

has a

negligible

range in I and the meander size at threshold should be of order 0.1 cm, while for very smooth

substrates,

with

11/ a

less then

10- 2,

the meanders at threshold have a size of order

R because the

inequality

equation (4.9)

is violated.

The range of the intermediate

phase

with static meanders appears to be too small

compared

with

experiment.

The most

likely

source of the

problem

is the

neglect by

the model of contact

angle hysteresis.

The real contact

angle

can deviate from

Young’s

law and in fact varies between a maximum and a minimum value

[13].

For a small

applied

force

f,

a stream line can

then absorb the force

by

deforming

the stream cross-section

[3].

On one side of the stream

(leading edge),

the contact

angle approaches

its maximum value and on the other side

(trailing edge)

its minimum value. Our

stability

condition

f

= 0 for the

stream-path

is thus not valid in the presence of

contact-angle hysteresis.

One could

phenomenologically

include

contact-angle hysteresis through

a static friction term. More

precisely,

the absolute value of

f

must exceed a threshold force

f C

before it can

move the stream

profile.

The corrected

equation

of motion would be

(16)

How about the lower critical current

1C1 ?

The lower critical current is related to the

Rayleigh

instability [14].

For I =

0,

a semi-circular

cylinder

of fluid is unstable

against

droplet

formation as was shown

by

Plateau. If we

investigate

the

stability

of

equation

(2.7),

then the

Rayleigh

instability

is encountered for any finite I.

Experimentally,

free-falling

streams of

water are indeed

always

subject

to the

instability

[15].

For streams

flowing

down an inclined

plane,

the

Rayleigh

instability

is

only

seen for small inclinations and then

only

for low volume

flow rates. The reason of this stabilization effect of the substrate must be that the total

dissipation

rate

by

viscous loss of individual

droplets

rolling

down the

plane

is in excess of that

of a continuous stream. A proper

stability

analysis

would

require

us to go

beyond

the Poiseuille

approximation.

We

simply

assumed

stability

on the basis of the

experimental

observations.

The use of the Poiseuille

approximation

could lead to other

problems.

Experimentally,

some turbulence is observed

[4].

It is seen in

particular

if the flow rate is

suddenly

increased

for an

initially straight stream-path.

However,

meanders

making

an

angle

with the direction of

steepest

descent have a reduced flow rate and thus a reduced

Reynolds

number.

Although

turbulence is

likely

to be

important

for

time-dependent,

transient

stream-paths,

we do not

expect

it to be a very

significant

effect for stable meanders.

5.2 DYNAMICS. - We did not address the formation

dynamics

of the meanders. The

dynamics

could however be

important

in

establishing

the

length

scale of the meanders above

IC.

Recall that in section II we

only

established an

upperbound k

(1 )

for the size of the

meanders. The observed meander size could be the one which dominates

during

the

growth

stage

of the meanders. Since the

regime

I

Ic 2is

hysteretic

the actual meander size may not

be a

unique.

If we use a linear

stability analysis

in the

equation

of motion

(Eq. (2.16))

then

one finds that at

early

times,

the most

rapidly growing

modes have a

wavelength

of order

R,

the smallest allowed value. At later times

however,

the

opposite happens :

the

largest

amplitude

mode has the

largest

allowed

wavelength,

i.e.

A (I ).

For this reason, we have assumed that À

(1 )

is the

typical

size of a meander. The dominant

stream-path

is then the one

with the minimum number of

sharp

bends.

Another

important dynamical question

is the

velocity

V of the

sliding

meanders above

IC2.

Here another

analog

is of use. We need to solve the

dynamic equation

of motion

equation

(2.16).

Using

the same

approximations

as in section

3,

one arrives at

This

equation

has been studied for a

special

class of random

potentials, namely

with

F

periodic

in y

(I.e. é(x, y )

=

h (x )

cos

(y - gi

(x ) )

with h

and gi

random).

For this random

potential,

equation

(5.2)

can be

mapped

onto the

equation

of motion of a

Charge

Density

Wave

(CDW).

The

position g’

plays

the role of the CDW

phase

and

~ +

that of the DC

electrical field bias.

Within mean-field

theory

it can be shown

[16]

that the

sliding velocity

goes to zero as a

powerlaw

in the DC bias. For the

present

problem,

this means that we

expect

that

The

exponent £

will be different from that of a mean-field CDW

(e

=

3/2)

because the

random

potential

is not

periodic in y

and because of corrections to mean-field

theory.

If the

analogy

is valid then the

depinning

at

I C2

is a «

dynamical

critical

phenomenon

» i. e. we should

(17)

observed

by

the author for I near

IC 2when

he tried to

reproduce

the

experiments.

A

further

discussion of

dynamical

critical transitions is

given

in reference

[16].

5.3 LANDAU THEORY REVISITED. - How well does the

simple

Landau

description

of section 2.1 stand

up ?

The correlation function for the order

parameter 0

=

dg /dx

shows

exponential decay

for 7

I C (Eq. (3.18)).

This agrees with a Landau

theory

of the

symmetric

phase.

However,

for I >

1C2

there is a severe

problem.

The

symmetry y - - y

is not

really

broken. We were forced to introduce

sharp

bends which connect the two minima of

f (~ ).

In a Landau

theory

such

objects correspond

to domain walls -

metastable defects of the broken

symmetry

phase.

In our case, an array of

sharp

bends is

always

present.

They are

an intrinsic feature of the

regime

I >

1 C.

Assume we

expand

the

winding stream-path

above

Ic

in a Fourier series. If the Fourier

amplitudes

are dominated

by

a narrow range of wavevectors then we could consider the

associated

amplitude

as a more

appropriate

order-parameter.

In that case, the broken

symmetry

would be translation-invariance instead of mirror-reflection.

Determining

whether

or not this would be the more

appropriate

description

would

depend

on further numerical or

experimental

work. The

uncertainty concerning

the real

order-parameter

and the nature of

the

regime

I >

IC

raises the

question

whether or not there is a true

phase-transition

at

IC.

It coult also be a crossover from a

relatively straight stream-path

with small Fourier

amplitudes

to a more

winding

one with

larger amplitudes.

Not that this issue does not affect the existence of the

depinning

transition at

1 Cz.

Despite

these

questions,

the

analogies

between

stream-meandering

and interfaces in random media in condensed-matter

problems

are

clearly

useful on the

descriptive

level. To

what extent these

analogies

are also

quantitatively

reliable for

computing,

say,

1 Cz is

a

question

which must be addressed

experimentally.

References

[1]

The word meander derives from M~03B103BD03B403C1o03C3, the classical name for a river in present

day Turkey

which

prominently

shows this effect.

[2]

Fluvial Processes in

Geomorphology,

Eds. L. B.

Leopold,

M. Gordon Wolman and J. Miller

(W.

H.

Freeman)

1964.

[3]

NAKAGAWA T. and SCOTT J. C., J. Fluid Mech. 149

(1984)

89.

[4]

WALKER J., Sci. Am. 253

(1985)

138.

[5]

MANDELBROT B., The Fractal

Geometry

of nature, Ch. IV

(Freeman)

1982.

[6]

DE GENNES P.

G.,

Rev. Mod.

Phys.

57

(1985)

827.

[7]

For a discussion of continuous

phase

transitions, see LANDAU L. and LIFSHITZ E., Statistical

Physics,

Ch. XIV

(Pergamon

Press,

Oxford)

1970.

[8]

FORSTER D.,

Hydrodynamic

Fluctuations, Broken symmetry and Correlation Functions, Ch. 6

(Benjamin, Reading)

1975.

[9]

By

equilibrium

stream

path

we mean here the

following.

For

03A6 +

= 0,

equation

(3.27)

is of Hamiltonian form and can be derived from a variational energy H. We can then average over all stream

paths

with the Boltzmann factor

e-H.

This leads to a

W(L ) proportional

to

L03B6.

See for instance, KARDAR M., J.

Appl. Phys.

61

(1987)

3601. Whether this

averaging

procedure

is correct is a rather delicate

question

for surfaces in a

quenched

random environment. In our case, if the flow source contains a

sufficiently large

white noise

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