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Sticky islands in stochastic webs and anomalous chaotic cross-field particle transport by E ×\times B electron drift instability

D. Mandal [email protected] Aix-Marseille Université, CNRS, UMR 7345-PIIM,
case 322 campus Saint-Jérôme, av. esc. Normandie-Niemen, 52, FR-13397 Marseille cx 20, France
Indo-French Centre for the Promotion of Advanced Research-CEFIPRA, New Delhi, India Institute for Plasma Research, Gandhinagar 382428, India
   Y. Elskens [email protected] Aix-Marseille Université, CNRS, UMR 7345-PIIM,
case 322 campus Saint-Jérôme, av. esc. Normandie-Niemen, 52, FR-13397 Marseille cx 20, France
   X. Leoncini [email protected] Aix-Marseille Univ, Université de Toulon, CNRS, CPT, Marseille, France    N. Lemoine [email protected] Université de Lorraine, Institut Jean Lamour, UMR 7198, CNRS, France    F. Doveil [email protected] Aix-Marseille Université, CNRS, UMR 7345-PIIM,
case 322 campus Saint-Jérôme, av. esc. Normandie-Niemen, 52, FR-13397 Marseille cx 20, France
Abstract

The 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} electron drift instability, present in many plasma devices, is an important agent in cross-field particle transport. In presence of a resulting low frequency electrostatic wave, the motion of a charged particle becomes chaotic and generates a stochastic web in phase space. We define a scaling exponent to characterise transport in phase space and we show that the transport is anomalous, of super-diffusive type. Given the values of the model parameters, the trajectories stick to different kinds of islands in phase space, and their different sticking time power-law statistics generate successive regimes of the super-diffusive transport.


Keywords : Stochastic web, ExB drift instability, Hall thruster, super-diffusive transport

PACS :
05.45.-a Nonlinear dynamics and chaos
52.20.Dq Particle orbits
52.25.Fi Transport properties
52.75.Di Ion and plasma propulsion
05.45.Pq Numerical simulations of chaotic systems

I Introduction

The formation of stochastic web structures and the chaotic transport of charged particles in presence of electrostatic waves and magnetic field have been investigated for several decades zaslavsky91 ; chernikov87 ; vasilev91 ; balescu05 ; bouchara15 ; chen01 ; benkadda96 . In purely chaotic situations where a central limit theorem is valid, the transport process is like a discrete time random walk, and the variance grows linearly with time vkampen92 ; balescu97 ; oeksendal03 . But in the case of mixed phase space where both chaotic and regular trajectories coexist, the transport processes are not so clear Chirikov91 ; Bunimovich15 ; Lozej18 . Usually, trajectories spend more time near the border of the regular region. This type of dynamics can sometimes be modeled using continuous time random walks (CTRW), where the number of jumps within a time interval [0,t)[0,t), and the displacement in each jump are taken from two mutually independent probability densities, and these two probability densities fully specify the probability distribution describing the random walk Balescu:r ; Mendez:v . Transport in such systems can be linked with Lévy flight type processes shlesinger95 ; Negrete:d ; Solomon:t . In presence of a magnetic field, due to the interaction with electrostatic waves, the dynamics of the charged particles become chaotic and, for certain parameter values, they form stochastic webs where chaotic sticky islands, inside which trajectories show regular features, coexist with a chaotic “sea” between islands. Large scale transport is possible through this chaotic domain Boozer94 ; zaslavsky07 ; contopoulos10 .

These web structures exhibit different shapes which depend on the wave vectors 𝐤{\mathbf{k}} and amplitudes of the electrostatic waves, and on ω𝐤/ωce\omega_{\mathbf{k}}/\omega_{\mathrm{ce}} the frequency ratios of electrostatic waves frequencies ω𝐤\omega_{\mathbf{k}} to the electron cyclotron frequency ωce\omega_{\mathrm{ce}} karney78 . The study of particle transport in these web structures helps to understand the anomalous collisionless transport mechanism in magnetized plasmas. In most previous studies, the formation of stochastic webs and the associated transport were investigated for high wave frequency (ω𝐤ωce\omega_{\mathbf{k}}\gg\omega_{\mathrm{ce}}). Moreover, the perpendicular diffusion coefficient in that limit is calculated by invoking the linear time dependence of the variance karney79 . However, deviations from the linear time dependence of variance are frequently observed in case of mixed phase space.

Here, we consider the collisionless transport mechanism of electrons due to the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} electron drift instability. In magnetized Hall plasmas kaganovich20 , the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} electron drift, plasma density, temperature, magnetic field gradients and ion flow are the sources of the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} drift instabilities or electron cyclotron drift instability mikhailovskii92 . This instability is observed in many magnetized plasma devices like magnetrons for material processing abolmasov12 , magnetic filters boeuf12 , Penning gauges ellison12 , linear magnetized plasma devices dedicated to study cross-field plasma instabilities matsukuma03 , Hall thrusters for space propulsion and many fusion devices. In Hall thrusters and other devices, this 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} drift instability plays a dominant role in anomalous particle transport. In most of these devices, the electrostatic modes generated by 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} drift instability have very small frequencies compared to the electron cyclotron frequency (ω𝐤ωce\omega_{\mathbf{k}}\ll\omega_{\mathrm{ce}}). Therefore, the resonance condition with the cyclotron harmonics, ω𝐤kv=ωce\omega_{\mathbf{k}}-k_{\parallel}v_{\parallel}=\ell\omega_{\mathrm{ce}}, is not satisfied.

In previous works, the chaotic dynamics of test particle (electron) near the anode region in Hall thrusters due to inhomogeneities in magnetic field, and its effect on ionization efficiency and anomalous electron transport, were reported even in the absence of waves Marini:S ; Skovoroda:A . In our recent work mandal19a , we present the anomalous transport of electrons due to wave-particle interaction in Hall thruster using a three-dimensional test particle model, even in a uniform magnetic field. But in three space dimensions, the dynamics in the presence of waves is very complicated.

In this paper, we focus on the consequence of the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} drift instability. We discuss the formation of chaotic web structures and characterize the associated transport properties using a reduced two-degrees-of-freedom Hamiltonian which helps to simplify the original dynamics complexity. In real thrusters, due to the presence of wall boundaries, particles can reflect from the boundary, a process which may destroy the web formation. We find that, in presence of a single background electrostatic wave along with the uniform, static electric and magnetic fields, the trajectories generate web structures, and that, due to the presence of sticky islands, particle transport is super-diffusive. Then we analyse the sticking time statistics by observing a power-law decay of particle presence in each of the sticky sets. Therefore, this work complements our previous findings with a new understanding of the particle transport, which can be applicable in other systems having mixed phase space.

Section II presents the model and its two descriptions (respectively time-dependent and time-independent). Sec. III indicates the numerical method used to integrate the evolution equations. Sec. IV discusses the chaotic web structures generated by the dynamics, Sec. V analyses the transport in these structures, and Sec. VI discusses the effect of sticking to invariant islands on transport. We conclude in Sec. VII.

II Reduced Hamiltonian dynamics and the elementary model

II.1 Fields acting on an electron

We consider a Cartesian coordinate system for the numerical modelling, with xx-direction along the magnetic field 𝐁0{\mathbf{B}}_{0}, yy-direction as 𝐄0×𝐁0{\mathbf{E}}_{0}\times{\mathbf{B}}_{0} drift direction and zz-direction along the constant electric field 𝐄0{\mathbf{E}}_{0} (see fig.  1 of mandal19a ).

In Hall thruster geometry, unstable low frequency (ω𝐤ωce\omega_{{\mathbf{k}}}\ll\omega_{\mathrm{ce}}) electrostatic waves are generated due to 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} drift instability. A 3D dispersion relation of this instability for Hall thruster has been derived by Cavalier et al. cavalier13 . The most unstable mode boeuf18 is given by kmax(λDe2)1k_{\max}\sim(\lambda_{{\mathrm{De}}}\sqrt{2})^{-1} and ωmaxωpi/3\omega_{\max}\sim\omega_{{\mathrm{pi}}}/\sqrt{3}, where λDe\lambda_{\rm De} and ωpi\omega_{\rm pi} are the electron Debye length and ion plasma frequency respectively. Its propagation angle deviates by tan1(kz/ky)1015{\mathrm{tan}}^{-1}(k_{z}/k_{y})\sim 10-15^{\circ} from the yy-direction near the thruster exit plane. Hence, the wave vector along the zz-direction is small (kz0.2kyk_{z}\sim 0.2\,k_{y}), and the electric field along the zz-direction is dominated by the stronger constant axial electric field 𝐄0{\mathbf{E}}_{0}. Therefore, for simplicity, we remove here the zz-variation of the electric field.

For this first investigation, we consider only the fastest growing mode. The total electric field acting on the particle is

𝐄(x,y,z,t)=ϕ1𝐤sinα(x,y,t)+E0𝐞z,{\mathbf{E}}(x,y,z,t)=\phi_{1}{\mathbf{k}}\sin\alpha(x,y,t)+E_{0}\,{\mathbf{e}}_{z}, (1)

with the local phase α(x,y,t):=kxx+kyyω1t\alpha(x,y,t):=k_{x}x+k_{y}y-\omega_{1}t, where the wave vector 𝐤=kx𝐞x+ky𝐞y{\mathbf{k}}=k_{x}{\mathbf{e}}_{x}+k_{y}{\mathbf{e}}_{y} and the wave angular frequency ω1\omega_{1} follow the dispersion relation of the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} electron drift instability cavalier13 and kz=0k_{z}=0. The origin of time is such that α=0\alpha=0 for x=y=0x=y=0, t=0t=0. The position 𝐫=(x,y,z){\mathbf{r}}=(x,y,z), velocity 𝐯{\mathbf{v}}, time tt and the potential ϕ1\phi_{1} are normalized with Debye length λDe\lambda_{{\mathrm{De}}}, thermal velocity vthev_{\rm the}, inverse electron plasma frequency ωpe1\omega_{\rm pe}^{-1} and mevthe2/|qe|m_{\mathrm{e}}v_{\rm the}^{2}/|q_{\mathrm{e}}|, respectively. We choose the amplitude ϕ1\phi_{1} equal to the saturation potential boeuf18 at the exit plane of the thruster |δϕy,rms|=Te/(62)=0.056vthe2|\delta\phi_{y,{\rm rms}}|=T_{\mathrm{e}}/(6\sqrt{2})=0.056\,v_{\rm the}^{2}. We consider a single mode with (kx,ky,ω1)=(0.001,0.754,1.23103)k_{x},k_{y},\omega_{1})=(0.001,0.754,1.23\cdot 10^{-3}).

Earlier studies of Hall thruster cavalier13 reported that the comb-like unstable modes found in axial-azimuthal plane get smoothed out as one increases the wave vector kxk_{x} parallel to the magnetic field ; for large kxk_{x} values (kx>0.08k_{x}>0.08), the dispersion relation tends to follow an asymptotic curve corresponding to a modified ion acoustic instability. At small kxk_{x} values, the real part of the frequency given by the dispersion function oscillates about this asymptotic curve and crosses this asymptotic curve at each resonance (and also one time between each resonance), as can be seen in figure 2 of ref. cavalier13 , while the growth rate depends strongly on kxk_{x} at that point. As our model is not self-consistent, so that the amplitude of the wave is fixed according to experimental measurements in Hall thrustertsikata10 , we only use the real part of the frequency of the unstable mode. The mode considered is the one having the largest growth rate and corresponds to one of the resonances. So the real part of the frequency at that point is correctly given by the approximated dispersion relation boeuf18 , even though the value of kxk_{x} chosen here is too small to ensure a smoothed dispersion relation.

From here on, we write ωc\omega_{\mathrm{c}} for ωce\omega_{\mathrm{ce}}. In normalized units, the cyclotron frequency ωc=|qeB0|/me=0.1ωpe\omega_{\mathrm{c}}=|q_{\mathrm{e}}B_{0}|/m_{\mathrm{e}}=0.1\,\omega_{\rm pe}, |qeE0|/me=0.04ωpevthe|q_{\mathrm{e}}E_{0}|/m_{\mathrm{e}}=0.04\,\omega_{\rm pe}v_{\rm the}, and the drift velocity vd=E0/B0=0.4vthev_{\mathrm{d}}=E_{0}/B_{0}=0.4\,v_{\rm the}. Therefore, the yy-component of the mode phase velocity is small (ω1/kyvd\omega_{1}/k_{y}\ll v_{\mathrm{d}}).

As a result, in the Lorentz equation of motion of a particle with mass mm and charge qq

𝐫¨=qm(𝐄(𝐫,t)+𝐫˙×𝐁),\displaystyle\ddot{{\mathbf{r}}}=\frac{q}{m}\left({\mathbf{E}}({\mathbf{r}},t)+\dot{{\mathbf{r}}}\times{\mathbf{B}}\right), (2)

the electric field 𝐄(𝐫,t){\mathbf{E}}({\mathbf{r}},t) has a constant part 𝐄0{\mathbf{E}}_{0} along zz-direction and a slowly time varying part in (x,y)(x,y) plane. Eq. (2) can be written componentwise, using Eq. (1), as

x¨\displaystyle\ddot{x} =\displaystyle= qE1xmsin(kxx+kyyω1t),\displaystyle\frac{qE_{1x}}{m}\sin(k_{x}x+k_{y}y-\omega_{1}t), (3)
y¨\displaystyle\ddot{y} =\displaystyle= qE1ymsin(kxx+kyyω1t)+ωcz˙,\displaystyle\frac{qE_{1y}}{m}\sin(k_{x}x+k_{y}y-\omega_{1}t)+\omega_{\mathrm{c}}\dot{z}, (4)
z¨\displaystyle\ddot{z} =\displaystyle= qE0mωcy˙,\displaystyle\frac{qE_{0}}{m}-\omega_{\mathrm{c}}\dot{y}, (5)

where E1x=kxϕ1E_{1x}=k_{x}\phi_{1} and E1y=kyϕ1E_{1y}=k_{y}\phi_{1} are the amplitude of the xx- and yy-components of electric field, respectively. Eq. (5) can be integrated:

z˙+ωcy=qE0mt+a,\dot{z}+\omega_{\mathrm{c}}y=\frac{qE_{0}}{m}t+a, (6)

where a=vz0+ωcy0a=v_{z0}+\omega_{\mathrm{c}}y_{0} is a constant of integration, vz0v_{z0} and y0y_{0} are the particle’s initial zz-component velocity and position along yy-direction, respectively. Substituting z˙\dot{z} in Eq. (4), and recalling the drift velocity vd=E0/B0v_{\mathrm{d}}=E_{0}/B_{0}, we reduce the equation of motion of the particle to a system of two equations,

y¨+ωc2y=qE1ymsin(kxx+kyyω1t)+vdωc2t+ωca,x¨=qE1xmsin(kxx+kyyω1t).\displaystyle\begin{aligned} \ddot{y}+\omega_{\mathrm{c}}^{2}y&=\frac{qE_{1y}}{m}\sin\left(k_{x}x+k_{y}y-\omega_{1}t\right)+v_{\mathrm{d}}\omega_{\mathrm{c}}^{2}t+\omega_{\mathrm{c}}a,\\ \ddot{x}&=\frac{qE_{1x}}{m}\sin\left(k_{x}x+k_{y}y-\omega_{1}t\right).\end{aligned} (7)

II.2 Time-dependent Hamiltonian

System (7) derives from the Hamiltonian H(px,py,x,y,t)H(p_{x},p_{y},x,y,t)

H\displaystyle H =\displaystyle= px2+py22m+m2ωc2y2(t+A)mvdωc2y\displaystyle\frac{p_{x}^{2}+p_{y}^{2}}{2m}+\frac{m}{2}\omega_{\mathrm{c}}^{2}\,y^{2}-\left(t+A\right)mv_{\mathrm{d}}\omega_{\mathrm{c}}^{2}\,y (8)
+qϕ1cos(kxx+kyyω1t),\displaystyle+q\phi_{1}\cos\left(k_{x}x+k_{y}y-\omega_{1}t\right),

where A=(vz0+ωcy0)/(ωcvd)A=\left(v_{z0}+\omega_{\mathrm{c}}y_{0}\right)/\left(\omega_{\mathrm{c}}v_{\mathrm{d}}\right) is a constant. By means of the generating function

F(Px,Py,x,y,t)=Pxx+(Py+vd)(y(t+A)vd),F\left(P_{x},P_{y},x,y,t\right)=P_{x}x+\left(P_{y}+v_{\mathrm{d}}\right)\left(y-(t+A)v_{\mathrm{d}}\right), (9)

we change to new variables (Px,Py,X,Y)(P_{x},P_{y},X,Y) in a frame moving with a constant velocity vdv_{\mathrm{d}} along the yy-direction (which we call a “drifted frame” for figures),

X=FPx=x,Y=FPy=y(t+A)vd,px=Fx=Px,py=Fy=Py+vd,Ft=(Py+vd)vd.\displaystyle\begin{aligned} X=\frac{\partial F}{\partial P_{x}}&=x,\\ Y=\frac{\partial F}{\partial P_{y}}&=y-\left(t+A\right)v_{\mathrm{d}},\\ p_{x}=\frac{\partial F}{\partial x}&=P_{x},\\ p_{y}=\frac{\partial F}{\partial y}&=P_{y}+v_{\mathrm{d}},\\ \frac{\partial F}{\partial t}&=-\left(P_{y}+v_{\mathrm{d}}\right)v_{\mathrm{d}}.\end{aligned} (10)

Using these new coordinates (10), the new Hamiltonian (after removing terms irrelevant to the motion) and the equations of motion read

K(Px,Py,X,Y,t)=Px2+Py22m+m2ωc2Y2+qϕ1cosα,X¨=qϕ1mkxsinα,Y¨+ωc2Y=qϕ1mkysinα,\displaystyle\begin{aligned} K\left(P_{x},P_{y},X,Y,t\right)=\,&\frac{P_{x}^{2}+P_{y}^{2}}{2m}+\frac{m}{2}\omega_{\mathrm{c}}^{2}\,Y^{2}+q\phi_{1}\cos\alpha,\\ \ddot{X}=\,&\frac{q\phi_{1}}{m}k_{x}\sin\alpha,\\ \ddot{Y}+{\rm\omega_{\mathrm{c}}^{2}}Y=\,&\frac{q\phi_{1}}{m}k_{y}\sin\alpha,\end{aligned} (11)

with α=kxX+kyY+(vdkyω1)t+ζ\alpha=k_{x}X+k_{y}Y+(v_{\mathrm{d}}k_{y}-\omega_{1})t+\zeta and where ζ=kxvdA\zeta=k_{x}v_{\mathrm{d}}A is constant.

The dimensionless equations of motion are obtained using the dimensionless variables X=kxX+ζX^{\prime}=k_{x}X+\zeta, Y=kyYY^{\prime}=k_{y}Y, t=ωctt^{\prime}=\omega_{\mathrm{c}}t. Introducing the new notation β=kx/ky\beta=k_{x}/k_{y}, ε=qϕ1ky2/(mωc2)\varepsilon=q\phi_{1}k_{y}^{2}/(m\omega_{\mathrm{c}}^{2}) and ν1=(vdkyω1)/ωc\nu_{1}=(v_{\mathrm{d}}k_{y}-\omega_{1})/\omega_{\mathrm{c}}, we obtain the dimensionless equations

d2Xdt2=εβ2sin(X+Y+ν1t),d2Ydt2+Y=εsin(X+Y+ν1t).\displaystyle\begin{aligned} \frac{{\mathrm{d}}^{2}X^{\prime}}{{\mathrm{d}}t^{\prime 2}}&=\varepsilon\beta^{2}\sin\left(X^{\prime}+Y^{\prime}+\nu_{1}t^{\prime}\right),\\ \frac{{\mathrm{d}}^{2}Y^{\prime}}{{\mathrm{d}}t^{\prime 2}}+Y^{\prime}&=\varepsilon\sin\left(X^{\prime}+Y^{\prime}+\nu_{1}t^{\prime}\right).\end{aligned} (12)

In this paper, we solve Eqs (12) numerically using a second order symplectic scheme. The dynamics involves two degrees of freedom with a time-periodic dynamics (with period 2π/ν1)2\pi/\nu_{1}), so that the effective phase space is 5-dimensional. The coordinate XX^{\prime} admits periodic boundary condition (with period 2π2\pi), whereas YY^{\prime} runs over the real line.

The dynamics depends on three parameters, ε\varepsilon, β\beta and ν1\nu_{1}. For ε=0\varepsilon=0, XX^{\prime} is ballistic and YY^{\prime} is a harmonic oscillator, in agreement with the well-known solutions for particle motion in stationary, uniform fields 𝐄0{\mathbf{E}}_{0} and 𝐁0{\mathbf{B}}_{0}.

Note that, in Hall thrusters, 𝐁0{\mathbf{B}}_{0} is radial and 𝐄0{\mathbf{E}}_{0} is axial, so that the drift is azimuthal. The coordinates yy and YY are thus defined on circles, while xx and XX are actually bounded by the inner and outer cylindrical chamber walls. The origin for YY and XX are determined by the initial conditions (y0,vz0)(y_{0},v_{z0}) and the phase convention for the electrostatic mode, respectively.

II.3 Time-independent Hamiltonian

A time-independent Hamiltonian can be derived by means of a Galileo transformation along XX with velocity ν1ωc/kx\nu_{1}\omega_{\mathrm{c}}/k_{x}. With the generating function and change of variables

=(𝒫xν1mωckx)(X+ν1ωct+ζkx)+𝒫yY,𝒳=X+ν1ωckxt+ζkx,Px=𝒫xν1mωckx,𝒴=Y,Py=𝒫y,t=ν1ωckx(𝒫xν1mωckx),\displaystyle\begin{aligned} {\mathcal{F}}&=\left({\mathcal{P}}_{x}-\frac{\nu_{1}m\omega_{\mathrm{c}}}{k_{x}}\right)\left(X+\frac{\nu_{1}\omega_{\mathrm{c}}t+\zeta}{k_{x}}\right)+{\mathcal{P}}_{y}Y,\\ {\mathcal{X}}&=X+\frac{\nu_{1}\omega_{\mathrm{c}}}{k_{x}}t+\frac{\zeta}{k_{x}},\\ P_{x}&={\mathcal{P}}_{x}-\frac{\nu_{1}m\omega_{\mathrm{c}}}{k_{x}},\\ {\mathcal{Y}}&=Y,\\ P_{y}&={\mathcal{P}}_{y},\\ \frac{\partial{\mathcal{F}}}{\partial t}&=\frac{\nu_{1}\omega_{\mathrm{c}}}{k_{x}}\left({\mathcal{P}}_{x}-\frac{\nu_{1}m\omega_{\mathrm{c}}}{k_{x}}\right),\end{aligned} (13)

the Hamiltonian (up to terms irrelevant to the motion) and the equations of motion can be written as

𝒦(𝒫x,𝒫y,𝒳,𝒴)=𝒫x2+𝒫y22m+m2ωc2𝒴2+qϕ1cos(kx𝒳+ky𝒴),𝒳¨=qϕ1mkxsin(kx𝒳+ky𝒴),𝒴¨+ωc2𝒴=qϕ1mkysin(kx𝒳+ky𝒴).\displaystyle\begin{aligned} {\mathcal{K}}\left({\mathcal{P}}_{x},{\mathcal{P}}_{y},{\mathcal{X}},{\mathcal{Y}}\right)&=&\frac{{\mathcal{P}}_{x}^{2}+{\mathcal{P}}_{y}^{2}}{2m}+\frac{m}{2}\omega_{\mathrm{c}}^{2}{\mathcal{Y}}^{2}\qquad\\ &&+q\phi_{1}\cos\left(k_{x}{\mathcal{X}}+k_{y}{\mathcal{Y}}\right),\\ \ddot{{\mathcal{X}}}&=&\frac{q\phi_{1}}{m}k_{x}\sin\left(k_{x}{\mathcal{X}}+k_{y}{\mathcal{Y}}\right),\\ \ddot{{\mathcal{Y}}}+{\rm\omega_{\mathrm{c}}^{2}}{\mathcal{Y}}&=&\frac{q\phi_{1}}{m}k_{y}\sin\left(k_{x}{\mathcal{X}}+k_{y}{\mathcal{Y}}\right).\end{aligned} (14)

Setting 𝒳=kx𝒳{\mathcal{X}}^{\prime}=k_{x}{\mathcal{X}}, 𝒴=ky𝒴{\mathcal{Y}}^{\prime}=k_{y}{\mathcal{Y}} and t=ωctt^{\prime}=\omega_{\mathrm{c}}t, the equations of motion (14) reduce to

d2𝒳dt2=εβ2sin(𝒳+𝒴),d2𝒴dt2+𝒴=εsin(𝒳+𝒴).\displaystyle\begin{aligned} \frac{{\mathrm{d}}^{2}{\mathcal{X}}^{\prime}}{{\mathrm{d}}t^{\prime 2}}&=\varepsilon\beta^{2}\sin\left({\mathcal{X}}^{\prime}+{\mathcal{Y}}^{\prime}\right),\\ \frac{{\mathrm{d}}^{2}{\mathcal{Y}}^{\prime}}{{\mathrm{d}}t^{\prime 2}}+{\mathcal{Y}}^{\prime}&=\varepsilon\sin\left({\mathcal{X}}^{\prime}+{\mathcal{Y}}^{\prime}\right).\end{aligned} (15)

Eq. (15) is solved numerically for various parameters and initial conditions.

This dynamics depends on two parameters only, ε\varepsilon and β\beta. It involves two degrees of freedom, with the coordinate 𝒳{\mathcal{X}}^{\prime} obeying periodic boundary condition (with period 2π2\pi), whereas 𝒴{\mathcal{Y}}^{\prime} runs over the real line. As the dynamics is autonomous, it preserves the “energy” 𝒦{\mathcal{K}}. Therefore, trajectories stay on smooth 3-dimensional surfaces, and they may be visualised by means of 2-dimensional Poincaré sections.

While coordinates (x,y)(x,y) and (X,Y)(X,Y) are related with the Hall thruster chamber, coordinates (𝒳,𝒴)({\mathcal{X}},{\mathcal{Y}}) simplify further the dynamics, provided one does not worry about boundary conditions. Therefore, we use both the time-independent and the time-dependent representations in the following discussions.

For ε=0\varepsilon=0, viz. in absence of electrostatic wave, the dynamics is integrable. Its dimensionless actions are the linear momentum d𝒳/dt{\mathrm{d}}{\mathcal{X}}^{\prime}/{\mathrm{d}}t^{\prime} with angle the position 𝒳{\mathcal{X}}^{\prime} periodic with period 2π2\pi in agreement with the boundary condition, and the gyration energy 2/2=(𝒴2+(d𝒴/dt)2)/2{{\mathcal{R}}^{\prime}}^{2}/2=({{\mathcal{Y}}^{\prime}}^{2}+({\mathrm{d}}{\mathcal{Y}}^{\prime}/{\mathrm{d}}t^{\prime})^{2})/2 (divided by the cyclotron frequency, which is 1) with angle the gyrophase in the (𝒴,d𝒴/dt)({\mathcal{Y}}^{\prime},{\mathrm{d}}{\mathcal{Y}}^{\prime}/{\mathrm{d}}t^{\prime}) plane. In presence of the electrostatic wave, for small ε\varepsilon, these actions generate two adiabatic invariants. For β\beta also small, the actions evolve on different time scales (in terms of the dimensionless tt^{\prime}), namely ε1\varepsilon^{-1} for the oscillations of 𝒴{\mathcal{Y}}^{\prime} and ε1β2\varepsilon^{-1}\beta^{-2} for the nearly-ballistic motion of 𝒳{\mathcal{X}}^{\prime}.

III Numerical method

Because the right hand sides of Eqs (12) and (15) depend on space, the infinitesimal generators for both velocity and position equations do not commute, and one uses a time-splitting numerical integration scheme. Since the dynamics is Hamiltonian and we are interested in long-time evolution, we choose a symplectic scheme, which guarantees preservation of the hamiltonian structure exactly and ensures over very long time the conservation of a hamiltonian close to the original one Benettin99 ; Hairer03 .

The positions are advanced with the map 𝐫(t+Δt)=𝒯v,Δt(𝐫(t))=𝐫(t)+𝐯Δt{\mathbf{r}}(t+\Delta t)={\mathcal{T}}_{v,\Delta t}({\mathbf{r}}(t))={\mathbf{r}}(t)+{\mathbf{v}}\Delta t, and the velocities are advanced in the form vx(t+Δt)=𝒯x,Δt(vx(t))=vx(t)+εβ2sin(𝒳+𝒴)Δtv_{x}(t+\Delta t)={\mathcal{T}}_{{\mathcal{E}}x,\Delta t}(v_{x}(t))=v_{x}(t)+\varepsilon\beta^{2}\sin({\mathcal{X}}+{\mathcal{Y}})\,\Delta t and vy(t+Δt)=𝒯y,Δt(vy(t))=vy(t)+(εsin(𝒳+𝒴)𝒴)Δtv_{y}(t+\Delta t)={\mathcal{T}}_{{\mathcal{E}}y,\Delta t}(v_{y}(t))=v_{y}(t)+(\varepsilon\sin({\mathcal{X}}+{\mathcal{Y}})-{\mathcal{Y}})\,\Delta t. As a result, we use a second-order symmetric leapfrog scheme, which evolves (15) as the map

(𝐫(t+Δt)𝐯(t+Δt))=𝒜(𝐫(t)𝐯(t)),\left(\begin{array}[]{c}{\mathbf{r}}(t+\Delta t)\\ {\mathbf{v}}(t+\Delta t)\end{array}\right)={\mathcal{A}}\left(\begin{array}[]{c}{\mathbf{r}}(t)\\ {\mathbf{v}}(t)\end{array}\right), (16)
𝒜=𝒯v,Δt/2𝒯,Δt𝒯v,Δt/2.{\mathcal{A}}={\mathcal{T}}_{v,\Delta t/2}\circ{\mathcal{T}}_{{\mathcal{E}},\Delta t}\circ{\mathcal{T}}_{v,\Delta t/2}. (17)

We evolve Eqs (12) similarly, with 𝒯,Δt{\mathcal{T}}_{{\mathcal{E}},\Delta t} evaluated at midstep t+Δt/2t+\Delta t/2.

IV Stochastic web structure

The values of (ε,β2,ν1)(\varepsilon,\beta^{2},\nu_{1}) in a Hall thruster device for the fastest growing mode (kx=0.001,ky=0.754,ω=1.23103k_{x}=0.001,k_{y}=0.754,\omega=1.23\cdot 10^{-3}) are ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and ν1=3\nu_{1}=3. As ε\varepsilon is not small, the gyration action is definitely not conserved, as will be seen in the phase space plots. However, εβ25106\varepsilon\beta^{2}\sim 5\cdot 10^{-6} so that the ballistic action is almost conserved over times t105ωc1=106ωpe1t\sim 10^{5}\,\omega_{{\mathrm{c}}}^{-1}=10^{6}\,\omega_{{\mathrm{pe}}}^{-1}. Moreover, kx=0.01k_{x}=0.01, so that εβ2=5.6104\varepsilon\beta^{2}=5.6\cdot 10^{-4} which also ensures conservation of the action for long time. We checked that setting kx=0.01k_{x}=0.01 with all other parameter kept constant gives similar phase space plots as kx=0.001k_{x}=0.001. For higher values like kx0.1k_{x}\geq 0.1, the action is not conserved over long times, which changes the phase space structure.

Here we first focus on transport for web structures with three-fold rotational symmetry (ν1=3\nu_{1}=3) as in the Hall thruster geometry, and its harmonic the six-fold rotational symmetry (ν1=6\nu_{1}=6) with respect to gyration variables (Y,vy)(Y^{\prime},v_{y}). By “rotational symmetry” we mean that, if one rotates the (Y,vy)(Y^{\prime},v_{y})-space web structure by angle 2π/n2\pi/n around the origin, then it generates an identical phase space structure. To assess the importance of having an integer value for the forcing frequency ν1\nu_{1}, we also consider the non-resonant value ν1=1.39\nu_{1}=1.39. For the time-independent description, the initial velocity 𝒳0˙\dot{{\mathcal{X}}_{0}}^{\prime} plays a similar role, and we also contrast the integer values 33 and 66 with the rational value 3.53.5.

Refer to caption
Figure 1: Web network generated by Poincaré section of different trajectories with different initial Y˙0{\dot{Y}}^{\prime}_{0} values and X0=0X^{\prime}_{0}=0 for ε=0.5\varepsilon=0.5, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and ν1=3\nu_{1}=3.
Refer to caption
Figure 2: Web network generated by Poincaré section of a single trajectory for ε=0.5\varepsilon=0.5, β2=1.75104\beta^{2}=1.75\cdot 10^{-4} and ν1=3\nu_{1}=3. The rotation is due to fast change in XX^{\prime}.

For small values εβ21\varepsilon\beta^{2}\ll 1, the dynamics generate a spiral stochastic web vasilev91 in the three-dimension space (X,Y,Y˙X^{\prime},Y^{\prime},{\dot{Y}}^{\prime}). Moreover, for ε1\varepsilon\ll 1, the dynamics is nearly integrable and the chaoticity vanishes. In the section cut by a plane X=constX^{\prime}=\textrm{const}, the web is a system of concentric circles and of straight lines passing through the co-ordinate origin in the (Y,Y˙Y^{\prime},{\dot{Y}}^{\prime}) plane. The cells of the web form concentric “belts” around the coordinate origin. These trajectories are called “web trajectories”, due to their special structural shape. Birkhoff’s theorem ensures that, for small, nonzero ε\varepsilon and β\beta, the Poincaré map has O type (elliptic) fixed points and X type (hyperbolic) ones ; regular trajectories are organized in islands around the O points, while chaotic ones wander through the heteroclinic and homoclinic tangles associated with the stable and unstable manifolds of the X points ElEs03 .

Fig. 1 presents the web network for different initial particle positions, for ε=0.5\varepsilon=0.5, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and ν1=3\nu_{1}=3. Due to small ε\varepsilon value, the Hamiltonian is nearly integrable and KAM theory applies. When XX^{\prime} varies, as a result of detuning from longitudinal cyclotron resonance (kxX˙=ωcek_{x}{\dot{X}}=\ell\omega_{\rm ce}), the separatrix network and, consequently, the stochastic web rotate about the coordinate origin with angular velocity X˙β2{\dot{X}}^{\prime}\sim\beta^{2}. But the shape and area of the shells remain constant, and a particle that is executing rapid rotation inside a cell sufficiently far from the separatrix of the averaged motion will never intersect the stochastic web and will move regularly.

For high values of β2\beta^{2} or X˙0{\dot{X}_{0}}^{\prime}, X(t)X^{\prime}(t) varies rapidly and the chaotic tangle network also rotates rapidly compared to the case with slowly varying XX^{\prime}. This precludes the presence of islands in the (Y,Y˙)(Y^{\prime},{\dot{Y}}^{\prime}) phase space for long time evolution. Fig. 2 presents the rotation of a regular web trajectory due to the high β2\beta^{2} value.

In our simulations, we evolve the dynamics of 1024 particles having initial Gaussian velocity distribution with unit standard deviation along the yy-direction and covariance X˙0Y˙0=0\langle{\dot{X}_{0}}^{\prime}\,{\dot{Y}_{0}}^{\prime}\rangle=0. Along the xx-direction, we consider a very small standard deviation σx=0.001\sigma_{x}=0.001, and choose the square of wave vector ratio β2106\beta^{2}\sim 10^{-6}. We first consider the time-dependent dynamics in Sec. IV.1, then the time-independent cases in Sec. IV.2.

IV.1 Time-dependent Hamiltonian

For the time-dependent Hamiltonian, the dynamics depends on (ε,β2,ν1)(\varepsilon,\beta^{2},\nu_{1}). Parameter ε\varepsilon expresses the ratio of bounce frequency to cyclotron frequency, β\beta expresses the ratio of the parallel and perpendicular components of the wave electric field, and ν1\nu_{1} is the normalized frequency of the electrostatic wave in the drifted frame.

A large value of β2\beta^{2} or X˙0{\dot{X}}^{\prime}_{0} causes the dynamics detuning from the longitudinal resonance condition, kxX˙=ωck_{x}{\dot{X}^{\prime}}=\ell\omega_{\rm c}, where \ell is an integer. Therefore, the orbits in the web structure drift more rapidly away from their initial action values, covering the entire phase space inside the web and destroying islands. In our present simulation, β2106\beta^{2}\sim 10^{-6} and |X˙0|1|{\dot{X}^{\prime}_{0}}|\ll 1 which induces a slow drift of the trajectory.

We evolve Eqs (12) numerically for three different sets of parameters (ε,β2,ν1)=(3.21,1.75106,6.0)(\varepsilon,\beta^{2},\nu_{1})=(3.21,1.75\cdot 10^{-6},6.0), (3.21,1.75106,3.0)(3.21,1.75\cdot 10^{-6},3.0) and (0.69,1.83105,1.39)(0.69,1.83\cdot 10^{-5},1.39), respectively. The frequency of the electrostatic mode ω1\omega_{1} is very small with respect to ωc\omega_{\rm c}. In the drifted frame, one has ν1>ωc\nu_{1}>\omega_{\rm c}, and the chaoticity criterion ε>0.25ν12/3\varepsilon>0.25\,\nu_{1}^{2/3} derived by Karney karney78 must hold. For all three sets of parameters, this stochasticity criterion is indeed satisfied.

Refer to caption
Figure 3: Poincaré section of a single trajectory of (12) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and ν1=6\nu_{1}=6.
Refer to caption
Figure 4: Poincaré section of a single trajectory of (12) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and ν1=3\nu_{1}=3.
Refer to caption
Figure 5: Poincaré section of a single trajectory of (12) for ε=0.69\varepsilon=0.69, β2=1.83105\beta^{2}=1.83\cdot 10^{-5} and ν1=1.39\nu_{1}=1.39.

We first plot the stroboscopic Poincaré section in the (Y,Py)(Y^{\prime},P^{\prime}_{y}) plane of a single particle trajectory at times t=2nπ/ν1t=2n\pi/\nu_{1}, where n=0,1,2n=0,1,2.... The parameter ε\varepsilon determines the radius of the stochastic web. The value of ν1\nu_{1} determines the shape of the web structure. For integer ν1\nu_{1}, we observe a web structure with ν1\nu_{1}-fold rotational symmetry (Figs 3 and 4). For parameters (ε,β2,ν1)=(0.69,1.83105,1.39)(\varepsilon,\beta^{2},\nu_{1})=(0.69,1.83\cdot 10^{-5},1.39) with non-integer ν1\nu_{1}, the dynamics generates a Halloween mask-like, deformed three-fold web structure (Fig. 5).

Along YY^{\prime}, the dynamics Eq. (12) has two time scales, one associated with the electrostatic wave (with period 2π/ν12\pi/\nu_{1} in the drifting frame) and the other associated with a simple harmonic oscillator with period 2π2\pi. Therefore, an integer value of ν1\nu_{1} causes resonance between these two time scales and one can eliminate the time dependence by taking the Poincaré section at a regular time interval, nT=2πn/ν1nT=2\pi n/\nu_{1}, to generate the stochastic web structures in the Poincaré section plot. The reduced frequency ν1\nu_{1} will determine the shape of the web structure.

For fixed values of ε\varepsilon, β2\beta^{2} and ν1\nu_{1}, any initial condition (X0,Y0,X˙0,Y˙0)(X^{\prime}_{0},Y^{\prime}_{0},{\dot{X}^{\prime}}_{0},{\dot{Y}^{\prime}}_{0}), within the chaotic domain of the stochastic web, generates a similar web structure, and the particles with initial conditions outside the web structure and well inside the sticky islands (regions with no points in the web structures) generate regular trajectories.

Refer to caption
Figure 6: Stochastic web of a single trajectory of (15) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and 𝒳˙0=3.0{\dot{\mathcal{X}}_{0}}^{\prime}=3.0.
Refer to caption
Figure 7: Stochastic web of a single trajectory of (15) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and 𝒳˙0=7/2=3.5{\dot{\mathcal{X}}_{0}}^{\prime}=7/2=3.5.

IV.2 Time-independent Hamiltonian

In the time-independent Hamiltonian, 𝒳˙=X˙ν1\dot{{\mathcal{X}}^{\prime}}={\dot{X}^{\prime}}-\nu_{1} and the dynamics depends on (ε,β2)(\varepsilon,\beta^{2}) only. In this case, for any initial condition (𝒳0,𝒴0,𝒳˙0,𝒴˙0)({\mathcal{X}}^{\prime}_{0},{\mathcal{Y}}^{\prime}_{0},\dot{{\mathcal{X}}^{\prime}}_{0},\dot{{\mathcal{Y}}^{\prime}}_{0}) within the chaotic domain of the stochastic web, the shape of the web structure depends on the initial 𝒳˙0\dot{{\mathcal{X}}^{\prime}}_{0} values. For different 𝒳˙0\dot{{\mathcal{X}}^{\prime}}_{0} values, the trajectory lies on different energy surfaces 𝒦={\mathcal{K}}= constant. Thus, particles with different initial conditions generate different web structures. Since β2106\beta^{2}\sim 10^{-6} in this study, the motion along the 𝒳{\mathcal{X}}^{\prime} direction is almost ballistic, 𝒳˙constant\dot{{\mathcal{X}}^{\prime}}\cong\textrm{constant}. Therefore, we can generate Poincaré section plots by taking sections at 𝒳=n2π{\mathcal{X}}^{\prime}=n2\pi, where nn is an integer.

Figs. 6 and 7 display the stroboscopic plot of the time-independent dynamics Eq. (15) with (ε,β2)=(3.21,1.75106)(\varepsilon,\beta^{2})=(3.21,1.75\cdot 10^{-6}) and two different initial velocities along the 𝒳{\mathcal{X}}^{\prime} direction, 𝒳˙0=3\dot{{\mathcal{X}}}^{\prime}_{0}=3 and 3.53.5 respectively. For integer values of 𝒳˙0\dot{{\mathcal{X}}^{\prime}}_{0} as in Fig. 6, the dynamics generates web structures similar to those generated in the Poincaré section plot for the cases of time-dependent dynamics (12) with same integer values of ν1\nu_{1}. Fig. 7 presents the stroboscopic plot of a particle with v0x=3.5v_{0x}=3.5, which corresponds to a higher-order resonance (7/27/2) : for fractional values of 𝒳˙0\dot{{\mathcal{X}}^{\prime}}_{0}, the stroboscopic plot generates different structures, because each of the different initial conditions lies on a different energy (𝒦=constant{\mathcal{K}}={\rm{constant}}) surface. Therefore, the web structures in the time-independent dynamics highly depend on the initial conditions of the particle.

V Transport properties

To characterise the transport properties, we consider a simple observable. Previous studies leoncini08 ; bouchara15 for time-dependent one-degree-of-freedom Hamiltonian systems focused on the norm of velocity (p˙,q˙)(\dot{p},\dot{q}) in phase space, where p,qp,q are canonical co-ordinates. Here, we consider the arc length ss of the trajectory in position space only, or, in dimensionless variables of Eqs (12),

S(t)=0tdX2+dY2.S^{\prime}(t)=\int_{0}^{t}\sqrt{{\mathrm{d}}X^{\prime 2}+{\mathrm{d}}Y^{\prime 2}}. (18)

Numerically, we consider the global average speed along the trajectory of a typical particle ii

v¯i(n)=1nΔtk=0n1[ΔXi(tk)]2+[ΔYi(tk)]2,\bar{v}_{i}(n)=\frac{1}{n\Delta t}\sum_{k=0}^{n-1}\sqrt{[\Delta X^{\prime}_{i}(t_{k})]^{2}+[\Delta Y^{\prime}_{i}(t_{k})]^{2}}\,, (19)

where kk is the timestep index, with coordinate increments

ΔXi(tk)\displaystyle\Delta X^{\prime}_{i}(t_{k}) =\displaystyle= Xi(tk+1)Xi(tk),\displaystyle X^{\prime}_{i}(t_{k+1})-X^{\prime}_{i}(t_{k})\,, (20)
ΔYi(tk)\displaystyle\Delta Y^{\prime}_{i}(t_{k}) =\displaystyle= Yi(tk+1)Yi(tk).\displaystyle Y^{\prime}_{i}(t_{k+1})-Y^{\prime}_{i}(t_{k})\,. (21)

In eq. (19), the discretized form of the integral (18) is used.

Refer to caption
Figure 8: Distribution of average speed for the stochastic web with ν1=3\nu_{1}=3 at ωpet=8102,13103,21104,85104,34105\omega_{{\mathrm{pe}}}\,t=8\cdot 10^{2},13\cdot 10^{3},21\cdot 10^{4},85\cdot 10^{4},34\cdot 10^{5}, 1310613\cdot 10^{6} and 5.41075.4\cdot 10^{7}.
Refer to caption
Figure 9: Distribution of average speed for the stochastic web with ν1=6\nu_{1}=6 at ωpet=8102,6.7103,1.0105,4.2105,1.7106\omega_{{\mathrm{pe}}}\,t=8\cdot 10^{2},6.7\cdot 10^{3},1.0\cdot 10^{5},4.2\cdot 10^{5},1.7\cdot 10^{6}, 6.91066.9\cdot 10^{6} and 2.71072.7\cdot 10^{7}.

When conditions are met so that we can apply the central limit theorem, the distribution of quantity

𝒵i:=1nk=1n(vi(k)v),\displaystyle\mathcal{Z}_{i}:=\frac{1}{\sqrt{n}}\sum_{k=1}^{n}(v_{i}(k)-\langle v\rangle),

gives a normal distribution function with mean 0 and variance σ2\sigma^{2}, where vi(k)=[ΔXi(tk)]2+[ΔYi(tk)]2v_{i}(k)=\sqrt{[\Delta X^{\prime}_{i}(t_{k})]^{2}+[\Delta Y^{\prime}_{i}(t_{k})]^{2}} and v\langle v\rangle is defined below. The difference between the quantity v¯i\bar{v}_{i} and 𝒵i\mathcal{Z}_{i} is the rescaling by 1/n1/\sqrt{n} in v¯i\bar{v}_{i}. The variance of the distribution of v¯i\bar{v}_{i} shrinks with rate σ21/n\sigma^{2}\sim 1/\sqrt{n} as nn increases. Since the area under the distribution function is constant (equal to unity), the height of the distribution increases with rate n\sqrt{n} as the variance shrinks. We define ρn(v¯)\rho_{n}(\bar{v}) as the sampling density of the distribution of v¯i(n)\bar{v}_{i}(n)’s. Therefore, good ergodic properties of the dynamics (12) would include the convergence of ρn\rho_{n} towards a Dirac distribution for nn\to\infty, in which case the support v\langle v\rangle of the limit is the time average of the v¯i(n)\bar{v}_{i}(n)’s,

limnρn(v¯)=δ(v¯v),\lim_{n\to\infty}\rho_{n}(\bar{v})=\delta(\bar{v}-\langle v\rangle), (22)

and, almost surely with respect to the initial condition (viz. index ii),

v:=limnv¯i(n).\langle v\rangle:=\lim_{n\to\infty}\bar{v}_{i}(n). (23)

In the present case, what is understood by ergodic properties is that, when considering initial conditions in the chaotic sea, they will almost surely give rise to the same natural ergodic measure, meaning that they equally sample all the accessible chaotic domain of phase space when the dynamics evolve for sufficiently long time.

Refer to caption
Figure 10: Evolution of ρmax\rho_{\max} versus nn for the time-dependent Hamiltonian with ν1=3\nu_{1}=3 (magenta) and ν1=6\nu_{1}=6 (black).

One method to assess the convergence of ρn\rho_{n} is to look at how fast its maximum value ρmax(n)\rho_{\max}(n) diverges towards ++\infty with nn. In order to characterize this speed, one can typically expect that a scaling applies to increments in (19), so that one may expect

ρmax(n)nα,\rho_{\max}(n)\sim n^{\alpha}, (24)

where the exponent α\alpha characterises the nature of the transport. If increments in (19) are quite independent and a central limit theorem applies, transport is diffusive and α=1/2\alpha=1/2. For α>1/2\alpha>1/2 it is sub-diffusive, and for α<1/2\alpha<1/2 it is super-diffusive.

Indeed, instead of considering the global average quantity (speed) v¯i\bar{v}_{i}, one may consider the arc length Si(t)=k=1n[ΔXi(tk)]2+[ΔYi(tk)]2=nv¯iS_{i}(t)=\sum_{k=1}^{n}\sqrt{[\Delta X_{i}^{\prime}(t_{k})]^{2}+[\Delta Y_{i}^{\prime}(t_{k})]^{2}}=n\bar{v}_{i} in order to characterise the transport. Here, when we can apply the central limit theorem, one expects the variance of the distribution of SiS_{i}’s to grow like n\sqrt{n}. One can also calculate different moments 𝔮\mathcal{M}_{\mathfrak{q}} of the distribution of SiS_{i}’s and extract the characteristic exponent μ\mu from

𝔮=|SiSi|𝔮tμ(𝔮).\displaystyle\mathcal{M}_{\mathfrak{q}}=\langle|S_{i}-\langle S_{i}\rangle|^{\mathfrak{q}}\rangle\sim t^{\mu(\mathfrak{q})}. (25)

The second order exponent 𝔮=2\mathfrak{q}=2 may be related bouchara15 to the variance of the displacement in space, σ2tμ(2)\sigma^{2}\sim t^{\mu(2)}. For a chaotic system of diffusive type, μ(2)=1\mu(2)=1, while μ(2)1\mu(2)\neq 1 for an anomalous transport.

Moreover, the area under the distribution function is constant, which implies that the variance grows faster in presence of fat tails than in the diffusive case. Therefore, μ(2)>1\mu(2)>1 implies super-diffusive transport and μ(2)<1\mu(2)<1 implies sub-diffusive transport. The exponent α\alpha associated with ρmax\rho_{\rm max} of the speed distribution is different from this μ(2)\mu(2) which is associated with the moment of the position-displacement distribution, but in the same spirit and due to the fact that normalized distributions have constant area, the existence of fat tails will imply that the maximum ρmax\rho_{\rm max} will not grow so fast, and thus α<1/2\alpha<1/2 for ρmax\rho_{\rm max} indicates super-diffusive transport, whereas α>1/2\alpha>1/2 indicates sub-diffusive transport. Both the scaling parameter α\alpha and μ(2)\mu(2) characterise the diffusion property, and one may derive leoncini08 a relation α=1μ(2)/2\alpha=1-\mu(2)/2 between them.

The non-diffusive aspect of transport implies that the usual central limit theorem does not apply. However, the motion of trajectories in the chaotic web does lose correlations, and each trajectory typically generates a similar picture of the web. Thus, one can still view a trajectory as a sequence of pieces which are essentially mutually independent, but with duration in time and extent in space which do not meet the finite variance assumption necessary for the gaussian central limit. In other words, the successive pieces generate a process obeying a scaling law, viz. it is infinitely divisible, and their (properly rescaled) sum has a Lévy distribution characterized by the scaling exponent balescu97 ; zaslavsky07 .

V.1 Time-dependent Hamiltonian

In Figs. 8 and 9, we plot the distribution of

ui,n=v¯i(n)vu_{i,n}=\bar{v}_{i}(n)-\langle v\rangle (26)

for two different web structures, with ν1=3\nu_{1}=3 and ν1=6\nu_{1}=6, respectively. One can calculate the arc length for a time-independent dynamics also, but in the time-dependent dynamics, the parameter ν1=(vdkyω1)/ωc\nu_{1}=(v_{\rm d}k_{y}-\omega_{1})/\omega_{c} is important in Hall thrusters. It expresses the frequency of the electrostatic modes generated by the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} instability, in a frame which moves with the drift velocity vdv_{\rm d} along the 𝐄0×𝐁0{\mathbf{E}}_{0}\times{\mathbf{B}}_{0} direction. As our study is motivated by the anomalous chaotic transport in Hall thruster devices, we choose the time-dependent dynamics for characterising the transport for ν1=3\nu_{1}=3 and ν1=6\nu_{1}=6.

To characterize the transport, we consider two different stochastic webs corresponding to values (3.21,1.75106,3)(3.21,1.75\cdot 10^{-6},3) and (3.21,1.75106,6)(3.21,1.75\cdot 10^{-6},6) for parameters (ε,β2,ν1)(\varepsilon,\beta^{2},\nu_{1}). We evolve the equations of motion (12) for 1024 particles with all initial conditions inside the chaotic domain, we calculate the arc length for each particle trajectory for a long time evolution (108ωpe110^{8}\,\omega_{{\mathrm{pe}}}^{-1}) using a timestep value Δt=3.33103ωc1=3.33102ωpe1\Delta t=3.33\cdot 10^{-3}\,\omega_{{\mathrm{c}}}^{-1}=3.33\cdot 10^{-2}\,\omega_{\rm{pe}}^{-1} in simulation, and we generate the distribution of the global average speed.

We plot the distribution at different times in Figs. 8 and 9 for both cases. To avoid nonphysical peaks in the distribution of ρn\rho_{n}, the length nn of the time sequence should be sufficiently long for the dynamics to reach a saturation state, i.e.  for the Poincaré section of each particle’s trajectory to sample the whole phase space reach of the web. Here, we construct the distribution functions ρn\rho_{n} at times tn800ωpe1t_{n}\geq 800\,\omega_{{\mathrm{pe}}}^{-1}.

In the plot, the strong sharp peaks are associated with the stickiness phenomenon, by which a trajectory may remain for a long time close to the regular islands. The number of sharp peaks depends on the number of resonance generating sticky islands within the web structures, which we further discuss in the next section. We obtain more peaks for ν1=6\nu_{1}=6 (Fig. 9) than for ν1=3\nu_{1}=3 (Fig. 8). In the figure, log10t=log10(nτP)\log_{10}t=\log_{10}(n\tau_{\mathrm{P}}), where τP\tau_{\mathrm{P}} is the average time between two successive Poincaré sections. The relative magnitude of these sharp peaks decreases as nn\rightarrow\infty, because the contribution from the chaotic domain becomes large compared to the contribution from the sticky regular trajectories as we consider a longer time evolution.

In both Figs. 8 and 9, the distribution after time tn107ωpe1t_{n}\sim 10^{7}\,\omega_{{\mathrm{pe}}}^{-1} (yellow line) has almost zero relative strength of the sharp peaks, compared to the height of the smoother distribution. Stickiness generates a memory effect and Lévy flights leoncini04 . In absence of these sticky trajectories, the transport is purely diffusive and the exponent α\alpha takes the value 1/21/2. In the presence of these sticky trajectories, the transport will be anomalous.

To measure α\alpha, we find the value of ρmax\rho_{\max} from the local maximum of the central smooth flat peak location which corresponds to the bulk and particles evolving in the chaotic domain, and not the sticky domains. In Fig. 10, we plot the time evolution of ρmax\rho_{\max} for both cases ν1=3\nu_{1}=3 and ν1=6\nu_{1}=6. From the curve fitting, we obtain two different values α3=0.17\alpha_{3}=0.17 and 0.390.39 for the case ν1=3\nu_{1}=3 (magenta dashed line and data dots), and α6=0.15\alpha_{6}=0.15 and 0.330.33 for ν1=6\nu_{1}=6 (black). Both values of α\alpha in both cases are below 0.50.5. Thus, the diffusion is anomalous and super-diffusive.

After a longer time evolution, most of the particles spend more time exploring the chaotic region of the stochastic web and sampling the ergodic measure. It appears that the contribution from the sticky islands “decreases” in comparison with the contribution from the chaotic domain, and that the “diffusion” rate increases at longer time (tn>105ωpe1t_{n}>10^{5}\,\omega_{{\mathrm{pe}}}^{-1}). Note however that, even for large times, the exponent being smaller than 1/2 implies that the average speed fluctuations v¯iv\bar{v}_{i}-\langle v\rangle do not approach a Gaussian distribution, hence they do not obey the central limit theorem over this time scale, and transport is superdiffusive.

V.2 Time-independent Hamiltonian

Similarly, we analyse transport for a stochastic web structure generated from the time-independent Hamiltonian with the corresponding arc length

𝒮(t)=0td𝒳2+d𝒴2.{\mathcal{S}}^{\prime}(t)=\int_{0}^{t}\sqrt{{\mathrm{d}}{\mathcal{X}}^{\prime 2}+{\mathrm{d}}{\mathcal{Y}}^{\prime 2}}. (27)

Transport in web with simple rational parameter: The trajectories of 1024 particles are computed numerically up to time 108ωpe110^{8}\,\omega_{{\mathrm{pe}}}^{-1} with time step Δt=5.5103\Delta t=5.5\cdot 10^{-3}. All particles are initially randomly distributed in (𝒳,𝒴)({\mathcal{X}}^{\prime},{\mathcal{Y}}^{\prime}) plane within π𝒳0π-\pi\leq{\mathcal{X}}^{\prime}_{0}\leq\pi and π𝒴0π-\pi\leq{\mathcal{Y}}^{\prime}_{0}\leq\pi. Their initial velocities along the 𝒴{\mathcal{Y}}^{\prime}-direction are drawn from a Gaussian distribution with unit standard deviation. Along the 𝒳{\mathcal{X}}^{\prime}-direction, we consider three different values 𝒳˙0=3\dot{{\mathcal{X}}}^{\prime}_{0}=3, 3.53.5 and 66 (simple rational) in order to analyse the transport in three different web structures generated from the time-independent Hamiltonian (15). For all three cases, we consider ε=3.21\varepsilon=3.21 and β2=1.75106\beta^{2}=1.75\cdot 10^{-6}.

Refer to caption
Figure 11: Distribution of average speed for the stochastic web with 𝒳˙0=3\dot{{\mathcal{X}}}^{\prime}_{0}=3 and (ε,β2)=(3.21,1.75106)(\varepsilon,\beta^{2})=(3.21,1.75\cdot 10^{-6}) at ωpet=8102\omega_{{\mathrm{pe}}}\,t=8\cdot 10^{2}, 13103,21104,85104,3410513\cdot 10^{3},21\cdot 10^{4},85\cdot 10^{4},34\cdot 10^{5}, 1310613\cdot 10^{6} and 5.41075.4\cdot 10^{7}.
Refer to caption
Figure 12: Distribution of average speed for the stochastic web with 𝒳˙0=3.5\dot{{\mathcal{X}}}^{\prime}_{0}=3.5 and (ε,β2)=(3.21,1.75106)(\varepsilon,\beta^{2})=(3.21,1.75\cdot 10^{-6}) at ωpet=8102\omega_{{\mathrm{pe}}}\,t=8\cdot 10^{2}, 13103,21104,85104,3410513\cdot 10^{3},21\cdot 10^{4},85\cdot 10^{4},34\cdot 10^{5}, 1310613\cdot 10^{6} and 5.41075.4\cdot 10^{7}.
Refer to caption
Figure 13: Distribution of average speed for the stochastic web with 𝒳˙0=6\dot{{\mathcal{X}}}^{\prime}_{0}=6 and (ε,β2)=(3.21,1.75106)(\varepsilon,\beta^{2})=(3.21,1.75\cdot 10^{-6}) at ωpet=8102\omega_{{\mathrm{pe}}}\,t=8\cdot 10^{2}, 6.7103,1.0105,4.2105,1.71066.7\cdot 10^{3},1.0\cdot 10^{5},4.2\cdot 10^{5},1.7\cdot 10^{6}, 6.91066.9\cdot 10^{6} and 2.71072.7\cdot 10^{7}.

Figs. 11, 12 and 13 present the distribution of the average speed at different times for all three cases. Similarly to the time-dependent cases, sharp peaks in the distribution of average speed appear due to the presence of the sticky islands, and the number of sharp peaks is larger for the web structures with six-fold rotational symmetry, 𝒳0˙=6\dot{{\mathcal{X}}^{\prime}_{0}}=6, than for the three-fold rotational symmetry, 𝒳0˙=3\dot{{\mathcal{X}}^{\prime}_{0}}=3. In the case 𝒳0˙=3.5\dot{{\mathcal{X}}^{\prime}_{0}}=3.5, as seen in Fig. 7, the number and area of sticky islands are smaller than for 𝒳0˙=3\dot{{\mathcal{X}}^{\prime}_{0}}=3. Therefore, the height in the smooth part of the distribution, due to the chaotic domain, is larger for 𝒳0˙=3.5\dot{{\mathcal{X}}^{\prime}_{0}}=3.5.

Refer to caption
Figure 14: Evolution of ρmax\rho_{\max} versus nn for the time-independent Hamiltonian for (ε,β2)=(3.21,1.75106)(\varepsilon,\beta^{2})=(3.21,1.75\cdot 10^{-6}) with 𝒳˙0=3\dot{{\mathcal{X}}}^{\prime}_{0}=3 (magenta), 𝒳˙0=6\dot{{\mathcal{X}}}^{\prime}_{0}=6 (black) and 𝒳˙0=3.5\dot{{\mathcal{X}}}^{\prime}_{0}=3.5 (green).

To estimate the exponent values from Eq. (24), we plot in Fig. 14 the time evolution of ρmax\rho_{\max} for all three cases. For 𝒳˙0=3\dot{{\mathcal{X}}}^{\prime}_{0}=3 (magenta) and 66 (black), the plots are similar to the time-dependent cases. From the curve fitting, we obtain two different values of α\alpha in two different regimes of the plots, α3=(0.15,0.25)\alpha_{3}=(0.15,0.25) and α6=(0.18,0.25)\alpha_{6}=(0.18,0.25). In both cases, the transport is anomalous of super-diffusive type. The values for the shorter time span (t<5105ωpe1t<5\cdot 10^{5}\,\omega_{{\mathrm{pe}}}^{-1}) are very close to the values that are recovered for the time-dependent dynamics.

For fractional values of 𝒳˙0\dot{{\mathcal{X}}}^{\prime}_{0}, the number and area of the sticky islands are smaller than for the other two cases. Most of the region within the stochastic webs is part of the chaotic domain, therefore the height of the distribution increases at a higher rate than in the other two cases, as we increase the value of nn. For 𝒳˙0=3.5=7/2\dot{{\mathcal{X}}}^{\prime}_{0}=3.5=7/2, we find higher exponent values, α3.5=(0.23,0.46)\alpha_{3.5}=(0.23,0.46). At short time, the relative contribution from sticky trajectories is significantly large, which reduces the exponent value to α3.5=0.23\alpha_{3.5}=0.23 ; in contrast, for longer time t>5104ωpe1t>5\cdot 10^{4}\,\omega_{{\mathrm{pe}}}^{-1}, the contribution from the chaotic region dominates over the contribution from sticky islands, and sharp peaks almost disappear, which increases the exponent value to α3.5=0.46\alpha_{3.5}=0.46, so that the transport becomes closer to a diffusive type.

Refer to caption
Figure 15: Distribution of average speed for the stochastic web with 𝒳˙0=1.39\dot{{\mathcal{X}}}^{\prime}_{0}=1.39 and (ε,β2)=(0.69,1.83105)(\varepsilon,\beta^{2})=(0.69,1.83\cdot 10^{-5}) at ωpet=7103,1.1105,4.6105,1.8106,3.7106\omega_{{\mathrm{pe}}}\,t=7\cdot 10^{3},1.1\cdot 10^{5},4.6\cdot 10^{5},1.8\cdot 10^{6},3.7\cdot 10^{6}, 1.41071.4\cdot 10^{7} and 2.91072.9\cdot 10^{7}.
Refer to caption
Figure 16: Evolution of ρmax\rho_{\max} versus nn for the time-independent Hamiltonian with (ε,β2)=(0.69,1.83105)(\varepsilon,\beta^{2})=(0.69,1.83\cdot 10^{-5}) and 𝒳˙0=1.39\dot{{\mathcal{X}}}^{\prime}_{0}=1.39.

Transport in Halloween mask like web: For 𝒳˙0=1.39\dot{{\mathcal{X}}^{\prime}}_{0}=1.39 (further away from a simple rational) and (ε,β2)=(0.69,1.83105)(\varepsilon,\beta^{2})=(0.69,1.83\cdot 10^{-5}), we also draw 1024 initial conditions in the chaotic part of the domain defined by π𝒳0π-\pi\leq{\mathcal{X}}^{\prime}_{0}\leq\pi, 𝒴˙0\dot{{\mathcal{Y}}^{\prime}}_{0} a Gaussian random number with expectation 0 and standard deviation 1, and 𝒴0{\mathcal{Y}}^{\prime}_{0} outside the islands (typically, 0.1π|𝒴0|0.6π0.1\,\pi\leq|{\mathcal{Y}}^{\prime}_{0}|\leq 0.6\,\pi). With these parameters and initial conditions, the same analysis applies, as seen from the peaks in the distribution in Fig. 15 and from the slopes α1.39=(0.32,0.42)\alpha_{1.39}=(0.32,0.42) in Fig. 16. In the next section, we discuss this change of exponent values more quantitatively.

VI Effect of sticky island on anomalous transport: change of α\alpha

In this section, we will attempt to quantify the impact of a sticky set on the transport, recalling that α\alpha must be 0.5 when the central limit theorem can be applied, whereas it is anomalous if α0.5\alpha\neq 0.5. The superdiffusive or subdiffusive nature of transport is measured by the weight of the tails in the distributions : (i) if there are fat tails (compared to the diffusive bulk of the distribution), the maximum ρmax\rho_{\rm max} of the distribution will grow slower than power 1/21/2 and we expect superdiffusion, while (ii) if there are thinner tails, the maximum ρmax\rho_{\rm max} of the distribution will grow faster than power 1/21/2 and we expect subdiffusion. The presence of the sharp peaks in the distribution of ρn(v¯)\rho_{n}(\bar{v}), Figs 8, 9, 11, 12, 13 and 15, increases the effective weight of the tail of the distribution, which makes exponent α<1/2\alpha<1/2.

Refer to caption
Figure 17: Localization of three different sticky regions in the stochastic web with three-fold symmetry of Eq. (15) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and 𝒳˙0=3.0{\dot{\mathcal{X}}_{0}}^{\prime}=3.0 as in Fig. 6. These different sticky regions are associated with three different peaks in the distribution plot of average speed (Fig. 11) when log10(ωpet)=2.92\log_{10}(\omega_{{\mathrm{pe}}}t)=2.92, which are Pk1{\rm Pk_{1}} at un=1.0u_{n}=1.0 (blue dots), Pk2{\rm Pk_{2}} at un=3.0u_{n}=3.0 (red dots) and Pk3{\rm Pk_{3}} at un=5.0u_{n}=5.0 (black dots), respectively.

Each of the sharp peaks is related to the presence of sticky islands in the phase space. Thus, one can select the portions of trajectories contributing to each peak and locate them in the Poincaré map. Specifically, given a trajectory zi(t)z_{i}(t) (with initial condition labeled 1iN=10241\leq i\leq N=1024) over a long time span TmaxT_{\rm max}, and a sticking time TsT_{\rm s}, we fix a delay τ\tau, and consider the arc lengths Δ𝒮i,m(Ts)=𝒮i(Ts+mτ)𝒮i(mτ)\Delta{\mathcal{S}}^{\prime}_{i,m}(T_{\rm s})={\mathcal{S}}^{\prime}_{i}(T_{\rm s}+m\tau)-{\mathcal{S}}^{\prime}_{i}(m\tau) of the portion of ziz_{i} over [mτ,Ts+mτ][m\tau,T_{\rm s}+m\tau], for 0mM10\leq m\leq M-1 for some large M=(TmaxTs)/τM=(T_{\rm max}-T_{\rm s})/\tau, where TmaxT_{\rm max} is the maximum value of the time evolution, Tmax=108T_{\rm max}=10^{8}. For a moderate value of τ\tau (say, 200\sim 200), this method generates MNMN time sequences of length TsT_{\rm s} which we analyse. Indeed we generate the distribution functions using the same technique. Therefore, TsT_{\rm s} is any time when the distribution function is generated. The minimum value of TsT_{\rm s} and τ\tau should be such that the dynamics become sufficiently ergodic within that time, i.e. it covers the entire chaotic domain of the phase space. Since we plot TsT_{s} in log10\log_{10} scale, we choose the values Ts=200,400,800,1600,3200,6400T_{s}=200,400,800,1600,3200,6400.... The maximum value of TsT_{s} is determined by the relation M50M\geq 50, such that the total number of data points for each distribution MN>5103MN>5\cdot 10^{3}, which constructs a smooth distribution function at any time TsT_{s}.

In particular, we extract the points (𝒳,𝒴,𝒴˙\mathcal{X}^{\prime},\mathcal{Y}^{\prime},\mathcal{{\dot{Y}}}^{\prime}) associated with each v¯i\bar{v}_{i} that generates a sharp peak in the distribution and we plot their Poincaré section in the (𝒴,d𝒴/dt)({\mathcal{Y}}^{\prime},{\mathrm{d}}{\mathcal{Y}}^{\prime}/{\mathrm{d}}t^{\prime}) plane, which generates the particular sticky set. This is done in Fig. 17 for the web structures with three-fold symmetry for the trajectories with sticking duration TsT_{\rm s} such that log10(ωpeTs)=2.92\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=2.92. There are three peaks, Pk1{\rm Pk_{1}} at un=1.0u_{n}=1.0, Pk2{\rm Pk_{2}} at un=3.0u_{n}=3.0 and Pk3{\rm Pk_{3}} at un=5.0u_{n}=5.0, in Fig. 11, each with a finite width. For each peak, we identify the trajectories contributing to the peak, and plot their Poincaré section, whereby the sticky regions emerge. In Fig. 17, the sticky regions denoted by blue, red and black dots are associated with the peaks Pk1{\rm Pk_{1}}, Pk2{\rm Pk_{2}} and Pk3{\rm Pk_{3}}, respectively.

In Fig. 13, the distribution of average speed for the web with six-fold symmetry has seven peaks, namely Pk1{\rm Pk_{1}} at un=3.6u_{n}=-3.6, Pk2{\rm Pk_{2}} at un=1.5u_{n}=-1.5, Pk3{\rm Pk_{3}} at un=0.5u_{n}=0.5, Pk4{\rm Pk_{4}} at un=2.3u_{n}=2.3, Pk5{\rm Pk_{5}} at un=4.2u_{n}=4.2, Pk6{\rm Pk_{6}} at un=6.2u_{n}=6.2 and Pk7{\rm Pk_{7}} at un=8.1u_{n}=8.1. In a similar way, we locate the sticky region in the phase space for each of these peaks for the same duration TsT_{\rm s}, such that log10(ωpeTs)=2.92\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=2.92. In Fig. 18, the blue, red, green, magenta, cyan, yellow and black dots identify the sticky regions associated with the peaks Pk1{\rm Pk_{1}} to Pk7{\rm Pk_{7}}, respectively. Thus, all peaks in the distribution plots are associated with different sticky sets. In Fig. 19, we similarly identify the sticky sets associated with the peaks for the stochastic web with Halloween mask like structure of Eq. (15) for ε=0.69\varepsilon=0.69, β2=1.83105\beta^{2}=1.83\cdot 10^{-5} and 𝒳˙0=1.39{\dot{\mathcal{X}}_{0}}^{\prime}=1.39.

Refer to caption
Figure 18: Localization of seven different sticky regions in the stochastic web with six-fold symmetry of Eq. (15) for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and 𝒳˙0=6.0{\dot{\mathcal{X}}_{0}}^{\prime}=6.0. These different sticky regions are associated with seven different peaks in the distribution plot of average speed (Fig. 13) with sticking duration TsT_{\rm s} such that log10(ωpeTs)=2.92\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=2.92, which are Pk1{\rm Pk_{1}} at un=3.6u_{n}=-3.6 (blue dots), Pk2{\rm Pk_{2}} at un=1.5u_{n}=-1.5 (red dots), Pk3{\rm Pk_{3}} at un=0.5u_{n}=0.5 (green dots), Pk4{\rm Pk_{4}} at un=2.3u_{n}=2.3 (magenta dots), Pk5{\rm Pk_{5}} at un=4.2u_{n}=4.2 (cyan dots), Pk6{\rm Pk_{6}} at un=6.2u_{n}=6.2 (yellow dots) and Pk7=8.1{\rm Pk_{7}}=8.1 (black dots), respectively.
Refer to caption
Figure 19: Localization of six different sticky regions in the stochastic web with Halloween mask like structure of Eq. (15) for ε=0.69\varepsilon=0.69, β2=1.83105\beta^{2}=1.83\cdot 10^{-5} and 𝒳˙0=1.39{\dot{\mathcal{X}}_{0}}^{\prime}=1.39. These different sticky regions are associated with six different peaks in the distribution plot of average speed (Fig. 15) with sticking duration TsT_{\rm s} such that log10(ωpeTs)=3.86\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=3.86, which are Pk1{\rm Pk_{1}} at un=1.75u_{n}=-1.75 (red dots), Pk2{\rm Pk_{2}} at un=7.5u_{n}=-7.5 (blue dots), Pk3{\rm Pk_{3}} at un=0.4u_{n}=0.4 (magenta dots), Pk4{\rm Pk_{4}} at un=1.05u_{n}=1.05 (green dots), Pk5{\rm Pk_{5}} at un=1.22,1.33,1.38u_{n}=1.22,1.33,1.38 (yellow dots), Pk6{\rm Pk_{6}} at un=1.6,1.78u_{n}=1.6,1.78 (black dots), respectively.

Sticky sets are special in the dynamics, because they influence transport in the chaotic domain. Therefore, they are not islands in which the trajectory remains forever : their trajectories leave them to wander further through the chaotic domain. This implies that a group of trajectories initially in the sticky set will leak into the main chaotic sea – but slowly enough for their stickiness to show up. Geometrically, sticky regions correspond to tangles bordering islands. If the initial condition of a particle is well inside an island, the dynamics of the particle will be essentially regular : it never exits from the islands chain and generates a sharp peak in the distribution which never becomes empty with time. Those regular trajectories do no contribute to the anomalous transport. We exclude all the regular trajectories to remove those peaks by considering all the initial condition inside the chaotic domain.

Each sticky set leaks into the main chaotic domain at its own rate, which we discuss below. However, because our dynamics is hamiltonian, we also know from the Poincaré recurrence theorem that any trajectory will, after a sufficiently long but finite time, return to a state arbitrarily close to its initial state. Therefore, the leakage from a sticky set is a transient process and, in general, the trajectories having left such a set behave afterwards like any other trajectory of the chaotic domain. It will almost surely return, at a later time, close to its initial state, but the statistics of this Poincaré recurrence time and its sensitivity to the initial data are another issue, which we do not discuss.

To understand the influence of stickiness on anomalous transport, we now consider the web structure with three-fold symmetry, and investigate the change of each peak for increasing evolution time t=nΔtt=n\Delta t. This analysis makes it possible to see the time evolution of the particles trapped in the corresponding islands. From the distribution ρn(v¯)\rho_{n}(\bar{v}) of average speed, one can count the number of data points that contribute to each specific peak at different times tt. Then one estimates how long the particles are sticking to each specific island, by monitoring the change of area localized under each of those peaks as a function of nn. Therefore, this area yields the weight of sticking to that particular island, until at least t1=nΔtt_{1}=n\Delta t, which can be written as

wPk(t1,Tmax)=(Tmaxt1)1t1TmaxρPk(t)dt,\displaystyle w_{\rm Pk}(t_{1},T_{\max{}})=(T_{\max{}}-t_{1})^{-1}\int_{t_{1}}^{T_{\max{}}}\rho_{\rm Pk}(t){\mathrm{d}}t, (28)

where Pk{\rm Pk} is the index for each peak, ρPK(t)\rho_{\rm PK}(t) is the area under the peak Pk{\rm Pk} at time tt, and the statistics are gathered from a “very long” run [0,Tmax][0,T_{\max{}}]. Under an ergodic assumption leoncini04 ; Meziani:b2012 , this weight would enable one to estimate the probability that a trajectory would stick to island Pk{\rm Pk} for at least the duration t1t_{1}. For large sticking time, a self-similar behaviour in the small scales in phase space near the island will be associated with a power law decay with an exponent γ\gamma,

wPk(Ts,Tmax)Ts1γPk,\displaystyle w_{\rm Pk}(T_{\rm s},T_{\max})\sim T_{\rm s}^{1-\gamma_{\rm Pk}}, (29)

where we consider ρPk(t)tγ\rho_{\rm Pk}(t)\propto t^{-\gamma} and replace t1t_{1} with TsT_{\rm s}. This integration is valid only for γPK>1\gamma_{\rm PK}>1.

In order to analyze the sticking-times statistics, we count the number of data points sticking to each island and plot them in logarithmic scale versus the duration. One way to do is by integrating the distribution along the uu axis, at the particular sharp peak location. But when we locate, in the (𝒴,𝒴˙\mathcal{Y}^{\prime},\mathcal{{\dot{Y}}}^{\prime}) Poincaré section, the dots associated with the sharp peaks, we found some dots actually situated within the main chaotic domain, and moreover the sticky sets overlap with each other on this one-variable (uu) axis. Therefore, to find the actual ρPk\rho_{\rm{Pk}} value associated with the sticky sets only, one should count the dots situated only near the chaotic tangle bordering the island. Each sticky set leaks with time and mixes into the more regular chaotic domain.

So, we define the border of the web network by an invariant surface with dimensionless radius =𝒴2+(d𝒴/dt)2{\mathcal{R}}^{\prime}=\sqrt{{{\mathcal{Y}}^{\prime}}^{2}+({\mathrm{d}}{\mathcal{Y}}^{\prime}/{\mathrm{d}}t^{\prime})^{2}}, which is associated with the gyration action. The number density within each sticky set decreases rapidly away from the surface {\mathcal{R}}^{\prime} = constant. Therefore, to count the dots belonging only to the sticky sets, we denote the maximum and minimum value of {\mathcal{R}}^{\prime} by out{\mathcal{R}}^{\prime}_{\rm out} and in{\mathcal{R}}^{\prime}_{\rm in} respectively for each peak. We consider three different annular domains in phase space, one for each peak, using the radius {\mathcal{R}}^{\prime}. In the (𝒴,d𝒴/dt)({\mathcal{Y}}^{\prime},{\mathrm{d}}{\mathcal{Y}}^{\prime}/{\mathrm{d}}t^{\prime}) section plane, Pk1{\rm Pk}_{1} is associated with the annulus with inner radius in=9.4{\mathcal{R}}^{\prime}_{\rm in}=9.4 and outer radius out=13.5{\mathcal{R}}^{\prime}_{\rm out}=13.5 ; similarly, Pk2{\rm Pk}_{2} with in=12.23{\mathcal{R}}^{\prime}_{\rm in}=12.23 and out=16.76{\mathcal{R}}^{\prime}_{\rm out}=16.76, and Pk3{\rm Pk}_{3} with in=15.72{\mathcal{R}}^{\prime}_{\rm in}=15.72 and out=20.0{\mathcal{R}}^{\prime}_{\rm out}=20.0. From the data set associated with each peak, we identify those points which satisfy inky𝒴2+𝒴˙2/ωc2out{\mathcal{R}}^{\prime}_{\rm in}\leq k_{y}\sqrt{{\mathcal{Y}}^{2}+{\dot{\mathcal{Y}}}^{2}/\omega_{\mathrm{c}}^{2}}\leq{\mathcal{R}}^{\prime}_{\rm out}. We perform this counting for all the nn values to obtain WPk(n)MNwPkW_{\rm Pk}(n)\cong MNw_{\rm Pk}, we plot log10(WPk)\log_{10}(W_{\rm Pk}) vs. log10(ωpeTs)\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s}), and read the exponent γPk\gamma_{\rm Pk} from the slope according to Eq. (29). During the counting process, one should keep in mind that the length of analysed data set MNMN should be constant for all the time TsT_{s}.

Refer to caption
Figure 20: Time evolution of number of points WPkW_{\rm Pk} in each of the three peaks Pk1{\rm Pk_{1}} at un=1.0u_{n}=1.0 (blue dots), Pk2{\rm Pk_{2}} at un=3.0u_{n}=3.0 (red dots) and Pk3{\rm Pk_{3}} at un=5.0u_{n}=5.0 (black dots), respectively, in the distribution of average speed (Fig. 11). Here tt denotes the sticking time TsT_{\rm s}.

Fig. 20 presents these results. The time evolutions of Pk1{\rm Pk_{1}}, Pk2{\rm Pk_{2}} and Pk3{\rm Pk_{3}} are presented by blue, red and black dot respectively. Among all three peaks, Pk1{\rm Pk_{1}} is the strongest peak in the distribution. Initially, the exponents in Eq. (29) for all three peaks have very small values |1γPk|1|1-\gamma_{\rm Pk}|\ll 1, namely γPk1=1.23\gamma_{\rm Pk1}=1.23, γPk2=1.17\gamma_{\rm Pk2}=1.17 and γPk3=1.06\gamma_{\rm Pk3}=1.06. For log10(ωpeTs)=5.3\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.3, the exponent value for the strongest peak Pk1{\rm Pk_{1}} increases to γPk1=2.11\gamma_{\rm Pk1}=2.11. The cross-over of the second strongest peak Pk2{\rm Pk_{2}} occurs for log10(ωpeTs)=4.2\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=4.2, when the exponent value changes to γPk2=1.64\gamma_{\rm Pk2}=1.64, which still implies |1γPk2|<1|1-\gamma_{\rm Pk2}|<1. For the weakest peak Pk3{\rm Pk_{3}}, the exponent changes to γPk3=2.15\gamma_{\rm Pk3}=2.15 when log10(ωpeTs)=5.7\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.7. Since the exponent value for the strongest peak changes when log10(ωpeTs)=5.3\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.3, the strength of this peak starts to decrease (leak) faster, which helps to increase the maximum ρmax\rho_{\rm max} of the average distribution ρn(v¯)\rho_{n}(\bar{v}) at a faster rate. Therefore, the value of the transport exponent α\alpha, from Eq. (24), increases after log10(ωpeTs)=5.3\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.3, which is also observed in Fig. 14.

Refer to caption
Figure 21: Three sticky regions in the stochastic web with three-fold symmetry for ε=3.21\varepsilon=3.21, β2=1.75106\beta^{2}=1.75\cdot 10^{-6} and 𝒳˙0=3.0{\dot{\mathcal{X}}_{0}}^{\prime}=3.0 as in Fig. 17 with sticking duration TsT_{\rm s} such that log10(ωpeTs)=5.63\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.63.

Fig. 21 presents the three sticky regions for the sticking time TsT_{\rm s} such that log10(ωpeTs)=5.63\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=5.63. Comparing with Fig. 17 (with log10(ωpeTs)=2.92\log_{10}(\omega_{{\mathrm{pe}}}T_{\rm s})=2.92) extracted from the same MNMN time sequences, we see that the strength (number of dots) of the sticky set associated with the peak Pk1{\rm Pk_{1}} decreases by a very large amount and starts to become empty.

VII Conclusions

In this paper, we discuss the transport due to electrostatic waves generated by the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} electron drift instability. The original time-dependent 3-degrees-of-freedom problem is reduced to a 2-degrees-of-freedom time-dependent model and a 2-degrees-of-freedom autonomous model. Due to the wave-particle interaction, the dynamics become chaotic, and trajectories form stochastic web structures with different shape for different parameters, which we investigated for both the time-dependent and time-independent descriptions.

Along with each web structure, there occur sticky islands where the trajectory spends more time compared to the purely chaotic domain, which affects the diffusion rate mandal19a . We use a scaling exponent for characterising the particle transport, and find that the transport is anomalous, of super-diffusive type. The presence of sticky islands generates sharp peaks in the distribution of average speed (a phase space observable) which increases the effective weight of the tail in the distribution. Considering the Poincaré recurrence theorem and Kac’ lemma for the sticky sets, we estimate a power law decay for the probability that a trajectory would stick to an island. With increasing duration of the time evolution, sticky sets start to become empty and they decay with a higher exponent value. This change in the exponent γ\gamma values also affects the transport-coefficient exponent α\alpha values.

In real Hall thrusters, the 𝐄×𝐁{\mathbf{E}}\times{\mathbf{B}} instability generates many unstable modes, with different frequencies and wavevectors. In this case, even for small amplitude waves, the dynamics cannot be reduced to a time-independent 2-degrees-of-freedom model. However, each wave will typically bear its own dimensionless parameters (εi,βi,kzi/kyi)(\varepsilon_{i},\beta_{i},k_{zi}/k_{yi}), with small values for βi\beta_{i} and kzi/kyik_{zi}/k_{yi}. Therefore, the several-wave dynamics will exhibit resonance overlap between the structures generated by these individual waves, resulting in smaller islands (if any survive ElsEsc91 ; ElsEsc93 ; Neishtadt19 ) and more regular transport mandal19a . In case of presence of harmonics modes, different types of web structures (mixed phase space) are formed in the phase space vasilev91 , which therefore will generate super-diffusive transport.

Beside the effect of several waves, three issues must also be considered. First, the thruster chamber is a cylinder, where the intensity of the radial magnetic field decreases for larger radius (here xx) and the azimuthal coordinate (here yy) is periodic. Second, electrons do not stay forever in the chamber, which implies that tools of transient chaos Tel15 will be relevant. Third, the electrons charge and current generate electromagnetic fields, so that the system needs a self-consistent many-body description.

Acknowledgements

This work is part of IFCPRA project 5204-3. We acknowledge the financial support from CEFIPRA/IFCPRA. The Centre de Calcul Intensif d’Aix-Marseille is acknowledged for granting access to its high performance computing resources. We are grateful to Professors Dominique Escande and Abhijit Sen for many fruitful discussions, and to anonymous reviewers for their comments.

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