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Review
Statistics from Lagrangian observations
J.H. LaCasce
*
Department of Geosciences, University of Oslo, P.O. Box 1022, Blindern, 0315 Oslo, Norway
article info
Article history:
Received 7 September 2007
Received in revised form 8 February 2008
Accepted 8 February 2008
Available online 29 February 2008
Keywords:
Lagrangian statistics
Floats
Drifters
Absolute and relative dispersion
abstract
We review statistical analyses of Lagrangian data from the ocean. These can be grouped into studies
involving single particles and those with pairs or groups of particles. Single particle studies are the most
common. The prevalent analysis involves binning velocities geographically to estimate the Eulerian
means and lateral diffusivities. However single particle statistics have also been used to study Rossby
wave propagation, the influence of bottom topography and eddy heat fluxes. Other studies have used sto-
chastic models to simulate dispersion, calculated Lagrangian frequency spectra and examined the rela-
tion between Lagrangian and Eulerian integral scales. Studies involving pairs of particles are fewer,
and the results are not well-established yet. There are indications that pair separations grow exponen-
tially in time below the deformation radius, as is also the case in the stratosphere. The behavior at larger
scales is less clear, indicating either a turbulent cascade or dispersion by the sheared large-scale circula-
tion. In addition, three or more particles can be used to measure relative vorticity and divergence.
Ó2008 Elsevier Ltd. All rights reserved.
Contents
1. Introduction . . . ....................................................................................................... 2
1.1. Instruments . . . . . . . . . . . .......................................................................................... 2
1.2. General notions . . . . . . . . .......................................................................................... 2
2. Single particle statistics . . . . . . . . . . . . . .................................................................................... 4
2.1. Theory . . . . . . . . . . . . . . . .......................................................................................... 4
2.2. Advection–diffusion . . . . .......................................................................................... 5
2.2.1. Mean flow ................................................................................................ 5
2.2.2. Diffusivity ................................................................................................ 7
2.3. Stochastic models . . . . . . .......................................................................................... 8
2.4. PDFs . . . . . . . . . . . . . . . . . ................................................ .......................................... 11
2.5. Alternate stationary coordinates and f=H............................................................................. 12
2.5.1. Rossby waves . . . . . . . . . . . . . ............................................................................... 13
2.6. Non-stationary fields: correlations with scalars . . . . . . . . . . . . . . . . . ....................................................... 13
2.7. Frequency spectra . . . . . . .......................................................... ................................ 14
2.8. Euler–Lagrange transformations. . . . . . . . . . . .... ...................................................................... 15
2.8.1. Diffusivity scaling . . . . . . . . . . ............................................................................... 16
3. Multiple particles . . . . . . . . . . . . . . . . . . .................................................................................... 17
3.1. Theory . . . . . . . . . . . . . . . ................................................................... ....................... 17
3.1.1. Turbulent dispersion . . . . . . . ............................................................................... 18
3.1.2. Shear dispersion . . . . . . . . . . . ............................................................................... 18
3.1.3. FSLE . . . . . ............................................................................................... 19
3.2. Relative dispersion in the atmosphere. . . . . . .......................................................................... 19
3.3. Relative dispersion in the ocean. . . . . . . . . . . .......................................................................... 20
3.4. Three or more particles. . .......................................................................................... 24
4. Summary and conclusions . . . . . . . . . . . .................................................................................... 26
Acknowledgements . . . . . . . . . . . . ........................................................................................ 27
References . . . . ....................................................................................................... 27
0079-6611/$ - see front matter Ó2008 Elsevier Ltd. All rights reserved.
doi:10.1016/j.pocean.2008.02.002
*Tel.: +47 228 55955; fax: +47 228 55269.
E-mail address: j.h.lacasce@geo.uio.no
Progress in Oceanography 77 (2008) 1–29
Contents lists available at ScienceDirect
Progress in Oceanography
journal homepage: www.elsevier.com/locate/pocean
1. Introduction
Lagrangian instruments have been used to study large regions
of both the atmosphere and ocean. Free-drifting instruments can
cover large distances on their own, thereby reducing the need for
(costly) direct sampling. The 483 balloons released in the 1970s
during the EOLE experiment in the southern hemisphere strato-
sphere (Morel and Bandeen, 1973) offered an unparalleled glimpse
of the synoptic winds there. However, because free-drifting instru-
ments generally follow complex paths, the methods of analyzing
the data are often different than with Eulerian data.
Hereafter we review a particular subset of Lagrangian analysis.
In this, one recognizes that individual trajectories are largely
unpredictable, so that a statistical description is preferable to a
descriptive one. The primary goal is to discuss the different analy-
ses which have been applied to ocean data. So we will focus on a
few studies to illustrate the techniques, rather than discussing all
related studies. A second goal is to see how the results reflect the
underlying dynamics.
It is worth noting what this review does not cover. We will not
present a survey of Lagrangian experiments (e.g. Davis, 1990; Ross-
by, 2007). Nor does the review cover dynamical systems theory,
which concerns the flow structures which determine stirring (e.g.
Wiggins, 2005). Dynamical systems theory thus far has been ap-
plied mostly to model data (e.g. Rogerson et al., 1999) and less to
real data (Lozier et al., 1997; Kuznetsov et al., 2002). In addition,
we will not consider Lagrangian data assimilation, even though
this is currently an active area of research and is intimately linked
with Lagrangian statistics. Recent reviews of assimilation are given
by Bennett (2006), Molcard et al. (2007) and Chin et al. (2007).
First we examine briefly the various instruments used in ocean
studies. Then we present a general introduction to the statistical
measures, demonstrating how most of these relate to the drift
and spreading of a cloud of tracer. Thereafter we examine specific
analyses based on single particle trajectories, and then on multiple
particles.
1.1. Instruments
Lagrangian instruments can be grouped into two categories:
those that track surface currents and those that follow subsurface
currents. The former are drifters. There are currently over 1200
drifters in all the major ocean basins as part of the World Drifter
Program.
1
Drifters are comprised of a satellite-tracked transmitter
and often, but not always, a subsurface drogue (e.g. Sybrandy and
Niiler, 1992; Niiler et al., 1995). The drogue usually resembles a large
kite or sock, and causes the transmitter to drift with the currents at
the depth of the drogue, generally 5–50 m below the surface. The
drifters are tracked with the Argos satellite system, which yields
locations up to several times a day with a positional error of 150–
1000 m. More recent models, designed for nearshore applications,
can be tracked using GPS and cellular phones, and these can offer
100 m accuracy with fixes every 10 min (Ohlmann et al., 2005). A re-
cent and useful overview on drifters is given by Lumpkin and Pazos
(2007).
The subsurface instruments are floats.
2
Floats sink to a chosen
depth (determined by the float’s compressibility and ballasting)
and follow currents there. Floats have also been modified to track
density surfaces instead (e.g. Rossby et al., 1985), which is more in
line with fluid parcel motion.
Because they are below the surface, floats cannot be tracked by
satellite. Early floats such as the Swallow float (Swallow and Wor-
thington, 1957) and the subsequent Sound Fixing and Ranging or
‘‘SOFAR” floats (Rossby and Webb, 1970) emitted low frequency
sound pulses which were monitored by a network of microphones:
the float positions were then determined by triangulation. Later,
the inverse system (RAFOS, or ‘‘SOFAR” spelled backwards; Rossby
et al., 1986) was developed, with subsurface sound sources and
much smaller floats carrying microphones. These floats yield posi-
tions with an accuracy of roughly 1 km, from once to several times
a day. Comprehensive surveys of float development were given by
Gould (2005) and Rossby (2007).
A recent addition is the autonomous Lagrangian current ex-
plorer (ALACE) float (Davis et al., 1992) which drifts at a constant
depth and rises to the surface periodically to be located by satellite.
Because they are not tracked at depth, they do not require subsur-
face sound sources, which are expensive and limit the sampling re-
gion. A modified version of the float which measures density as it
rises to the surface, the Profiling ALACE (PALACE) float, is now in
wide use in the global ARGO program. However, because ALACE
floats drift for days or weeks below the surface without being
tracked, their temporal resolution is low. Because of this, we will
not consider these floats in the subsequent discussions.
Lagrangian dispersion can also be gauged by tracking a passive
tracer.
3
While lacking the temporal resolution of a continuously
tracked float, tracer evolution can provide information about the
drift speed and stirring. However, we will touch only briefly on tra-
cer release experiments, focusing instead on continuously tracked
instruments.
Lagrangian measurements have long been used for descriptive
studies, following the pioneering work of John Swallow in the
1950s and 1960s (Swallow and Worthington, 1957; Swallow,
1971). Floats have been deployed in Gulf Stream rings (e.g. Cheney
and Richardson, 1976) and Meddies (Richardson et al., 1989), as
well as in Rossby waves (Price and Rossby, 1982). The trajectories
yield information about both the paths and structures of the sam-
pled features. Floats and drifters have also been used to infer the
structure of large-scale currents like the Gulf Stream (Richardson,
1983;Fig. 1), the Norwegian-Atlantic Current (Poulain et al.,
1996) and the Antarctic Circumpolar Current (Davis, 1998).
However, the ocean is highly variable, both spatially and tem-
porally. Two particles deployed at the same location at different
times (or two particles deployed simultaneously at slightly differ-
ent locations) often follow very different paths. As such, it is not
sensible to talk about the path of a single drifter because that path
is almost certainly unique. As recognized early on by turbulence
researchers (e.g. Batchelor, 1953), such indeterminacy necessitates
a statistical or probabilistic description, inferred from ensembles of
trajectories.
1.2. General notions
Lagrangian statistics involve averages of particle positions and/
or velocities. The measures can be subdivided into those pertaining
to single particles and those requiring two or more particles. Both
single and multiple particle statistics are required for a full descrip-
tion of tracer evolution.
Consider a collection of particles, constituting a ‘‘cloud” of tra-
cer. Of interest is how the cloud moves, and also how it spreads
out. The mean drift concerns the displacement of the center of
mass, for instance in the x-direction:
M
x
ðtÞ¼1
NX
N
i¼1
½x
i
ðtÞx
i
ð0Þ:ð1Þ
1
The drifter data archive can be found at www.aoml.noaa.gov.
2
B. Warren once asked me why ‘‘drifters” float while ‘‘floats” sink?
3
A colorful example of this was when a container ship sank in the North Pacific in
1990 and released some 61,000 Nike sneakers. These were swept eastward and many
landed along the Canadian and American west coasts. The distribution of groundings
was used by C. Ebbesmeyer and colleagues to deduce the surface drift.
2J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
This, the first moment of the displacements, is a single particle mea-
sure because it derives from individual trajectories.
The spread about the center of mass can be measured by the
variance of the displacements, the second-order moment. This is
4
D
x
ðtÞ¼ 1
N1X
N
i¼1
½x
i
ðtÞx
i
ð0ÞM
x
ðtÞ
2
:ð2Þ
The variance is usually referred to as the ‘‘dispersion”. We can re-
write the dispersion by expanding the RHS in (2). For example, con-
sider three particles (and substituting x
i
for the displacement from
the initial position):
D
x
ðtÞ¼1
2x
1
x
1
þx
2
þx
3
3
2
þx
2
x
1
þx
2
þx
3
3
2
þx
3
x
1
þx
2
þx
3
3
2
¼6
18 x
2
1
þx
2
2
þx
2
3
x
1
x
2
x
1
x
3
x
2
x
3
¼1
6ðx
1
x
2
Þ
2
þðx
1
x
3
Þ
2
þðx
2
x
3
Þ
2
hi
:
The analogous result for Nparticles can be shown to be
D
x
ðtÞ¼ 1
2NðN1ÞX
i6¼j
½x
i
ðtÞx
j
ðtÞ
2
;ð3Þ
where the sum is over all particle pairs.
5
Thus cloud dispersion is
proportional to the mean square pair separation, known as the ‘‘rel-
ative dispersion”. This equivalence reflects a general connection be-
tween two particle statistics and the concentration statistics of a
scalar cloud (e.g. Batchelor, 1952a). It is a useful relation for experi-
ments because cloud dispersion can be inferred from releasing pairs
of particles rather than large clusters.
While the dispersion reflects the cloud’s size, it is fairly insensi-
tive to the cloud’s distribution in space. Consider the two examples
shown in Fig. 2. The upper left panel shows a group of particles
undergoing a random walk (generated by a stochastic advection
scheme; Section 2.3) while the upper right panel shows particles
advected by a 2-D turbulent flow (Section 3.1.1). The cloud on
the left is spreading uniformly while the one on the right is actually
being drawn out into filaments. The result is two very different
distributions.
A way to distinguish such cases is with the probability den-
sity function (PDF) of the displacements. The PDF, a normalized
histogram, is of fundamental importance because all the mo-
ments (mean, dispersion, etc.) can be derived from it (Sections
2.1 and 3.1). Binning the xdisplacements from the center of
mass for the cloud at left in Fig. 2 yields the PDF in the lower
left panel. This has a nearly Gaussian shape. The PDF for the tur-
bulent flow on the other hand (lower right panel) has a peak
near the origin and extended ‘‘tails”. This reflects that most of
the particles are near the origin while a few have been advected
far away.
The dispersion measures the width of the PDF, and this is nearly
identical for the two cases shown in Fig. 2. Where the distributions
differ is in the higher-order moments. A frequently used one is the
kurtosis, the fourth-order moment:
kuðxÞ P
i
ðx
i
M
x
Þ
4
P
i
ðx
i
M
x
Þ
2
hi
2
:ð4Þ
Fig. 1. Trajectories of surface drifters in the North Atlantic. From Richardson (1983), with permission.
4
We divide by N1 to be consistent with the standard definition of the variance
(one degree of freedom is lost determining the mean). Frequently Nis used instead.
5
The additional factor of two corrects for counting pairs twice in the sum.
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 3
The kurtosis has a value of 3 for a Gaussian distribution. In the ran-
dom walk example in Fig. 2 the kurtosis is 2.97, whereas in the tur-
bulence case it is 6.62. The larger value reflects the extended tails.
Many of the measures discussed hereafter are variants on these
fundamental quantities: the PDF and the moments (mean, disper-
sion and kurtosis), either for displacements or velocities. In addi-
tion, one can define similar quantities for both single particles
and for pairs of particles. We consider single particle analyses first,
and then continue with multiple particles thereafter.
2. Single particle statistics
A common starting point for single particle statistics is Taylor’s
(1921) seminal work on diffusion by continuous movements. A
good summary was later given Batchelor and Townsend (1953).
Davis (1991) discusses the application of such ideas to ocean data
and also treats the problem of inhomogeneity. Bennett (2006)
develops in detail the theoretical underpinnings. We also note
the landmark study of Freeland et al. (1975), who applied many
of these measures for the first time in analyzing SOFAR float data
from the North Atlantic.
2.1. Theory
Consider a single fluid parcel, initially at x¼x
0
at t¼t
0
. The
probability that it arrives at x
1
at time t
1
can be expressed by a sin-
gle particle displacement PDF, Qðx
1
;t
1
jx
0
;t
0
Þ. If there is a group of
particles initially, the probability of finding a particle at ðx
1
;t
1
Þis
found by integrating over the initial positions:
Pðx
1
;t
1
Þ¼ZPðx
0
;t
0
ÞQðx
1
;t
1
jx
0
;t
0
Þdx
0
:ð5Þ
If the flow is statistically homogeneous (invariant to changes in loca-
tion), then Qis only a function of the displacement:
Qðx
1
;t
1
jx
0
;t
0
Þ¼Qðx
1
x
0
;t
1
;t
0
ÞQðX;t
1
;t
0
Þ:ð6Þ
If the flow is also stationary (invariant to changes in time), then
QðX;t
1
;t
0
Þ¼QðX;t
1
t
0
ÞQðX;tÞ:ð7Þ
The statistical moments (mean, variance, etc.) can all be derived
from the PDF. The first moment is the mean displacement. For sta-
tionary, homogeneous flows, this is
XðtÞ¼ZXQðX;tÞdX:ð8Þ
The second moment is the single particle or ‘‘absolute” dispersion:
X
2
ðtÞ¼ZX
2
QðX;tÞdX:ð9Þ
Note the absolute dispersion is not the same as the cloud variance of
Section 1.2. It is rather the variance of individual displacements rel-
ative to their starting positions, generally a very different quantity.
With a translating cloud of particles, the absolute dispersion would
reflect both the spread about the center of mass and the drift from
the starting location. Thus the absolute dispersion is not Galilean
invariant.
The time derivative of the single particle dispersion is the
‘‘absolute diffusivity”:
jðtÞ1
2
d
dtX
2
¼XðtÞuðtÞ¼Z
t
0
uðX;tÞuðX;sÞds:ð10Þ
The diffusivity thus is the integral of the velocity autocorrelation. If
the flow is stationary, then
–5 0 5
–4
–3
–2
–1
0
1
2
3
4
–5 0 5
0
10
20
30
40
50
60
70
x
N
–5 0 5
–4
–3
–2
–1
0
1
2
3
4
–5 0 5
0
10
20
30
40
50
60
70
x
N
Fig. 2. Two examples of particle advection. The 484 particles in the upper left panel have been advected by a first-order stochastic routine (Section 2.3), while the 121
particles in the upper right panel were advected by a 2-D turbulent flow (Section 3.1.1). The lower panels show histograms of the x-displacements.
4J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
jðtÞ¼m
2
Z
t
0
RðsÞds;ð11Þ
where m
2
is the velocity variance and Rthe normalized velocity
autocorrelation. Note that the velocity autocorrelation is the prod-
uct of the velocity at time tand the velocities at previous times. This
reflects that the displacement at time tis the integral of velocities
up to t. However, for stationary flows the integral forward in time
yields the same result, so that the uðX;tÞin the integral could be re-
placed by uðX;0Þ.
In addition, the dispersion can be written in terms of R:
X
2
ðtÞ¼2m
2
Z
t
0
ðtsÞRðsÞds:ð12Þ
Relation (12) can be used to deduce the dispersion under fairly gen-
eral conditions. At early times, RðsÞ1 (following a Taylor expan-
sion) and the dispersion thus grows quadratically in time:
lim
t!0
X
2
ðtÞ¼m
2
t
2
:ð13Þ
At long times, we have
lim
t!1
X
2
ðtÞ¼2m
2
tZ
1
0
RðsÞds2m
2
Z
1
0
sRðsÞds:ð14Þ
If the integrals in (14) converge, the dispersion grows linearly in
time. Thus the diffusivity is constant, implying the advection can
be represented as a diffusive process, with the diffusivity deter-
mined as above. Of course this is only true in a statistical sense;
individual events could vary greatly. But a large ensemble of such
events would exhibit diffusive spreading.
The linear dependence fails under certain conditions, for in-
stance if there is a long-time correlation in the velocity field or if
the spread of particles is restricted, as in an enclosed basin (Artale
et al., 1997). In addition, one may observe anomalous dispersion, or
dispersion with a power law dependence different than t
1
or t
2
(e.g.
Young, 1999; Ferrari et al., 2001) between the initial and final
asymptotic limits. Anomalous dispersion has been observed in
both numerical and laboratory experiments (e.g. Solomon et al.,
1993), but has been more difficult to resolve in oceanic flows.
Other quantities can also be derived from the velocity correla-
tion. The integral of the normalized autocorrelation is the ‘‘integral
time”:
T
L
Z
1
0
RðsÞds:ð15Þ
This estimates the time scale over which the Lagrangian velocities
are correlated and is a basic indicator of Lagrangian predictability.
The diffusivity is thus the product of the velocity variance and the
Lagrangian time scale, from (11). The Fourier transform of the
velocity autocorrelation is the Lagrangian frequency spectrum (Tay-
lor, 1938; Kampé de Fériet, 1939):
LðxÞ¼2m
2
Z
1
0
RðsÞcosð2pxsÞds:ð16Þ
Thus we have that
Lð0Þ¼2m
2
T
L
¼2j:ð17Þ
So the absolute diffusivity is determined by the lowest frequency
motion (e.g. Davis, 1982).
2.2. Advection–diffusion
This last point implies that a mean flow will alter the diffusivity.
Indeed, a constant mean will cause the absolute dispersion to in-
crease quadratically in time, and thus the diffusivity to increase
linearly in time. So one should remove the mean velocities prior
to calculating the diffusivity. In the ocean this is complicated by
the fact that the means vary with location and depth.
Such issues have been considered in depth by Davis in a series
of articles (Davis, 1982, 1983, 1987, 1991). His methodology is
widely used in ocean data analysis. The general notion is that
velocities from different floats and times are averaged over defined
geographical regions to estimate the Eulerian mean velocities.
These are then subtracted from the observed velocities, leaving
the mean and ‘‘residual” velocities:
Uðx;y;zÞhuðx;y;zÞi;u
0
ðx;y;z;tÞuðx;y;z;tÞUðx;y;zÞ:
The brackets here represent the ensemble average in the selected
geographical region. The diffusivity is then estimated from the
residual velocities. The underlying assumption is that the mean
and residual velocities are well separated in time, so that the aver-
aging properly resolves the mean.
The means and diffusivities can then be used to write a trans-
port equation for a passive tracer, C:
o
otCþUrC¼rhu
0
C
0
irðjrCÞ:ð18Þ
This in turn could be used to predict the spread of pollutants, nutri-
ents or salinity in the sampled region.
6
The equation is essentially
the ‘‘semi-empirical” equation for turbulent diffusion (Monin and
Yaglom, 2007; Bennett, 2006).
This procedure thus uses Lagrangian data to estimate the Eule-
rian mean velocity. The diffusivity on the other hand is a mixed
Eulerian–Lagrangian statistic, as it involves the velocity residual
at a fixed location. Note that representing the eddy flux as a diffu-
sion assumes that the diffusivity actually exists.
An advantage of Eq. (18) is that all the required terms can be
calculated from single particle statistics. We begin with the mean,
and then consider the diffusivity.
2.2.1. Mean flow
As noted, the advective–diffusive formalism assumes a separa-
tion in time scales or, equivalently, a gap in the velocity frequency
spectrum (16). All indications are that no such gap exists, either in
the atmosphere or ocean (e.g. Gage and Nastrom, 1986; Zang and
Wunsch, 2001). We make the assumption nevertheless, for utility’s
sake. But what time scale should be used to separate the mean
from the residuals? A practical choice is the length of the float
experiment in question (Davis, 1991), which might be a year or
two.
As noted, the mean is calculated by averaging velocities of par-
ticles passing through selected geographical bins. We assume the
statistics are stationary, i.e. that the variability in the bin is not
changing over the duration of the experiment. Thus while we
anticipate variations in space, we neglect them in time. In addition,
the means pertain to the vertical position (or isopycnal) occupied
by the floats in the experiment.
Richardson (1983) estimated mean surface velocities from drift-
ers by averaging the data shown in Fig. 1.Owens (1991) mapped
the subsurface mean velocities in the western North Atlantic using
SOFAR float data. Shown in Fig. 3 is a more recent estimate, deriv-
ing from the surface drifters present in the North Atlantic during
the 1990s (Fratantoni, 2001). The Gulf Stream is seen separating
from the coast off Cape Hatteras and then flowing eastward. The
current splits, with part proceeding north and the rest continuing
eastward. The North Brazil Current is also seen, retroflecting north
of the equator to feed the North Equatorial Counter Current, as is
the intensified boundary currents in the Caribbean and off
Greenland.
6
An alternate version, preferred by Davis, includes a second-order time derivative
for the tracer field. This allows for wave propagation, thus avoiding the issue of tracer
signals propagating infinitely fast as in the diffusion equation (Davis, pers. comm.).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 5
Another example, from the Nordic Seas, is shown in Fig. 4. This
figure, derived from surface drifter data by Jakobsen et al. (2003),
captures the North Atlantic Current as it crosses the basin and en-
ters the Nordic Seas (e.g. Mauritzen, 1996). The Greenland Current
is also seen, rounding the southern tip of Greenland and proceed-
ing into the Labrador Sea.
While results like these are compelling, there are pitfalls with
the binning method. First, the significance of the mean in a given
bin depends on the number of drifters which have been through.
In many published analyses, the means are only plotted for bins
with more than some minimum number of velocity realizations.
Alternately, one could show only those means which are signifi-
cantly different than zero; this is what Fratantoni (2001) did in
Fig. 2. Indeed, this is why the central North Atlantic appears blank
in the figure, because the average velocities there aren’t signifi-
cantly different from zero.
The second concerns the size of the bins. Just as there is no spec-
tral gap in the velocity frequency spectrum, neither is there a gap
in the wavenumber spectrum. So the chosen bin size affects the
horizontal scale of the mean flow. Choosing too large bins yields
an overly smooth mean while using too small bins risks having
the means biased by eddies. The Gulf Stream is typically problem-
atic in this regard: it spans a large region but has a relatively nar-
row core. In addition, it meanders and so will occupy different bins
(e.g. Zhang et al., 2001).
A third issue is that floats tend to drift up the gradient of eddy
kinetic energy. Consider the advective-diffusion equation (18)
without a mean flow:
o
otC¼rðjrCÞ;ð19Þ
where the diffusivity, j, varies in space. Multiplying by ~
xand
integrating in space yields an equation for the tracer’s center of
mass:
d
dtR~
xCdV
RCdV¼RCrjdV
RCdV;ð20Þ
following integration by parts (Freeland et al., 1975). Thus if the
eddy energy varies in space, the center of mass will migrate, to-
wards the more energetic regions.
Furthermore the means are affected by having uneven data cov-
erage. If all the floats in an experiment are deployed on the west
side of a basin, dispersion will produce an apparent drift to the east
without any mean flow. This ‘‘array bias” can in principle be cor-
rected (Davis, 1991).
Several improvements to the method have also been ex-
plored. One, objective analysis (Bretherton et al., 1976), uses
the bin estimates to derive the mean via a variational calcula-
tion (e.g. Davis, 1998; Lavender et al., 2000; Gille, 2003). An-
other approach is to fit the binned velocities with cubic
splines (Bauer et al., 1998). In this, the ‘‘roughness parameter”,
which determines the spatial resolution of the mean, is chosen
to minimize the low frequency energy in the eddy field. Both
techniques yield smoother means, and this in turn affects the
residual velocities.
Fig. 3. Mean velocities obtained from averaging velocities from surface drifters in the North Atlantic from the 1990s. The means are only plotted at points where they are
significantly different from zero. From Fratantoni (2001), with permission.
6J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
2.2.2. Diffusivity
Similar issues affect calculating diffusivities. Floats typically vis-
it different regions during their lifetime, and thus it is not sensible
to integrate the autocorrelation in (10) to t¼1. And because the
‘‘mean flow” is not truly stationary, some fraction of the low fre-
quency variance will always remain in the residual velocity, di-
rectly affecting the diffusivities. As with the means, practical
choices are required.
The diffusivity can be defined (Davis, 1991):
j
jk
ðx;tÞ¼Z
0
t
hu
0
j
ðt
0
jx;t
0
Þu
0
k
ðt
0
þsjx;t
0
Þids;ð21Þ
where the residual velocities are
u
0
ðt
0
Þ¼uðt
0
ÞUðxÞ:
The diffusivity is a tensor, with possibly non-zero off-diagonal ele-
ments. The latter occur when the horizontal velocities are corre-
lated, as under rotation (Section 2.3). The diffusivity can be
divided into symmetric and asymmetric parts, and only the former
contributes to the tracer diffusion.
The diffusivity can alternately be written in terms of the
displacement:
j
jk
ðx;tÞ¼hu
0
j
ðt
0
jx;t
0
Þd
0
k
ðt
0
tjx;t
0
Þi;ð22Þ
where the residual displacement is defined:
d
0
ðtÞ¼dðtÞd
m
ðx;tÞ:
Here d
m
ðx;tÞis the displacement due to the mean flow. The integral
in (21) and the displacement in (22) are defined backwards from
the time, t
0
, reflecting that the displacement of the particle arriving
at xat t¼t
0
is the integral over the previous velocities. Generally
the integral in (21) is only evaluated up to a chosen time, for in-
stance a typical time the float stays in a region or bin. This might
be several times the integral time scale, T
L
.
7
Zhurbas and Oh (2004) used the method to map the diffusivity
for the surface North Atlantic (Fig. 5). The Gulf Stream is a region of
increased dispersion, as are the Caribbean, the Equator, the Falk-
land Current and the Agulhas retroflection. These are among the
most energetic regions in the Atlantic, and the large variances ac-
count in large part for the high diffusivities.
There are several additional points. Davis’s construct assumes
that the residual velocities have a nearly Gaussian distribution.
This has been tested in several locations and found to be approxi-
mately true (Section 2.4).
Second, diffusivity estimates can be affected by non-uniform
float coverage, as with the means. The drift from regions with high
float densities to those with low densities can yield a false impres-
sion of a diffusivity gradient. Correcting for this is not straightfor-
ward (Davis, 1991), so one must be wary of estimates from very
non-uniform deployments.
In addition, the way the mean is calculated affects the diffusiv-
ities. This is particularly important in regions with significant lat-
eral shear (e.g. Zhang et al., 2001). A specific example is shown
in Fig. 6, from drifter data from the Pacific. The authors found that
subtracting either a constant mean or a mean derived from binned
velocities produced diffusivities which increased monotonically in
time. However, when the mean was calculated by fitting the aver-
7
Taken in reverse, one could define the minimum bin size as the rms distance
floats spread from a central point over several integral times. Such an approach would
help prevent integrating eddies into the mean.
Fig. 4. Mean velocities derived from surface drifters in the northern North Atlantic and Nordic Seas. From Jakobsen et al. (2003), with permission.
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 7
aged velocities with splines, the diffusivity converged to a constant
value (Bauer et al., 1998). In this case, the spline procedure suc-
cessfully captured lateral variations in the mean which were below
the bin scale.
2.3. Stochastic models
As noted earlier, Eq. (18) can be used to predict the spread of
tracer in a given area, if the mean velocities and the diffusivities
are chosen to match observations. Another approach is to generate
synthetic Lagrangian trajectories which share the same dispersion
properties as observed, and monitor the spreading of those
particles.
This is the idea behind stochastic models. Particle positions are
advanced in time, subject to random perturbations. The models are
distinguished by where the random forcing is introduced (to the
particle position, velocity, acceleration, etc.) and by the number
of free parameters involved. In contrast to the tracer equation
(18), the stochastic model is a purely Lagrangian construct. Sto-
chastic models have been used in both the atmosphere and ocean
to simulate tracer evolution. Discussions are given by Thomson
(1987), Zambianchi and Griffa (1994), Griffa et al. (1995), Rodean
(1996), Sawford (2001) and Berloff and McWilliams (2002).
The most basic such model is the random walk. In this, the ‘‘zer-
oth-order model”, the particle position is the ‘‘noised” variable.
With a mean background velocity, U, the model can be written:
dx
i
¼U
i
dtþffiffiffi
2
pm
i
dw
i
;ð23Þ
where m
i
is the rms velocity in the idirection and dw
i
is a Weiner
process: a random increment with a Gaussian distribution and unit
Fig. 5. Lateral diffusivities derived from surface drifters in the North Atlantic, from Zhurbas and Oh (2004). Superimposed are the mean velocity vectors, also deduced from
the drifters. With permission.
Fig. 6. The diffusivity plotted against lag from drifter data in a region of the tropical
Pacific. Three different mean fields were used to calculate the residual velocities: a
constant one, one obtained from averaging in 10
1
rectangles and one derived
from spline-fitting. The latter method produces the best convergence. From Bauer
et al. (1998), with permission.
8J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
variance (Gardner, 2004). Particles disperse in this model and it
can be shown that the positional probability evolves according to
a Fokker–Plank equation:
o
otPþ~
UP¼rð
~
jrPÞ:ð24Þ
The probability therefore evolves exactly as the tracer in (18).Sowe
equate the diffusive representation in (18) with a zeroth-order sto-
chastic process.
In relation to most data, the zeroth-order model is overly sim-
plistic. For one, the particle velocities are uncorrelated from step
to step, so the velocity autocorrelation is a delta function. This is
only sensible if the temporal spacing of the data is larger than
the Lagrangian time scale, as for example with ALACE float data.
Second, the dispersion always increases linearly in time, so the
model misses the quadratic growth expected at early times as in
(13). Both aspects stem from the assumption that the turbulent
processes occur at length and time scales much smaller than that
of the mean flow, U
i
(Section 2.2).
Better in these respects is the first-order stochastic model. In
this, it is the velocity rather than the displacement which is the
noised variable (e.g. Sawford, 1991). The model can be written:
dx
i
¼ðu
i
þU
i
Þdt;
du
i
¼1
T
i
u
i
dtþffiffiffiffiffi
2
T
i
sm
i
dw
i
:ð25Þ
The velocities thus have two contributions, the random perturba-
tion plus a term which represents the memory of the previous
velocity and is inversely proportional to the integral time, L
i
. This
term causes the velocity autocorrelations to decay exponentially:
R
i
¼e
t=T
i
:ð26Þ
The model also correctly captures the early and late behavior in (13)
and (14).
The Fokker–Plank equation associated with the first-order
model is somewhat more complicated than with the zeroth-order
model (Zambianchi and Griffa, 1994):
o
otPþð~
Uþ~
uÞPþr
u
ð~
uP=TÞ¼r
u
ð~
jr
u
PÞ:ð27Þ
The gradients in the last two terms are evaluated with respect to the
velocities rather than to the spatial variables. Tracer evolves some-
what differently under (27) than under (18), particularly at times
comparable to the integral scale (Zambianchi and Griffa, 1994).
The first-order model has been used to simulate the dispersion
of surface drifters (Griffa et al., 1995; Falco et al., 2000) and subsur-
face floats (Veneziani et al., 2004). It has also been used to mimic
the dispersion of synthetic floats in numerical ocean models (Berl-
off and McWilliams, 2002) and of pollutants in the atmospheric
boundary layer (Wilson and Sawford, 1996).
While the velocities are uncorrelated in time in the zeroth-or-
der model, the accelerations are uncorrelated in the first-order
model. This is appropriate if the temporal resolution of the data
is insufficient to capture changes in the drifter velocity. But if the
accelerations are resolved, one could use a second-order stochastic
model, in which the acceleration is the noised variable (Sawford,
1991). This can be written:
dx
i
¼ðu
i
þU
i
Þdt;
du
i
¼a
i
dt1
T
vi
u
i
dt;
da
i
¼1
T
ai
a
i
dtþ2ðT
ai
þT
vi
Þ
T
ai
T
vi
m
i
dw
i
;
ð28Þ
where T
vi
and T
ai
are the decay time scales associated with the
velocity and acceleration respectively. The resulting autocorrelation
is a difference between two exponentials (Sawford, 1991; Rupolo,
2007), and is thus more complex than that in the first-order model.
Berloff and McWilliams (2002) also used the second-order model to
simulate trajectories in their idealized ocean model.
Whether the acceleration time scale is resolved in the data was
examined by Rupolo et al. (1996) and Rupolo (2007). In the latter
work, the author fit observed velocity autocorrelations to deter-
mine the time scales T
v
and T
a
. Shown in Fig. 7 is the ratio T
a
=T
v
from drifters and floats in the North Atlantic. At the surface, the ra-
tio is small in the eastern and central basin, implying the acceler-
Fig. 7. The ratio of the acceleration time scale, T
a
, to the velocity time scale, T
v
. The left panel derives from surface drifter data, and the right from subsurface float data. From
Rupolo (2007), with permission.
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 9
ation time scale is not well resolved. The ratio approaches one
however in the west.
The floats provide a similar picture, except that the ratio is lar-
ger over more of the basin (the eastern basin is not resolved due to
a lack of data). This suggests the accelerations are better resolved
in the float data in than in the drifter data, most likely because
the integral time is larger at depth (Sections 2.7 and 2.8).
The difference between large and small ratio trajectories is
clearly seen. While drifters with large ratios of T
a
=T
v
have smooth
trajectories, drifters with small ratios have a more jagged appear-
ance, because the drifters are changing direction on time scales
shorter than the resolution of the data. Thus higher-order models
are more appropriate when simulating dispersion in the energetic
western regions, and at depth.
An interesting aspect of the second order model is that it can
yield either real or complex values for T
v
and T
a
. With complex val-
ues, the autocorrelation exhibits oscillatory behavior in addition to
decay. In this case, the second order model is equivalent to a two-
dimensional first order model, with the two horizontal velocity
components coupled (Reynolds, 2002). In this model, particles loop,
much as drifters and floats often do in the ocean (e.g. Richardson,
1993). Because the looping alters the autocorrelation, it also affects
the dispersion (Pasquero et al., 2001). A number of authors have
examined the properties of such a model (Borgas et al., 1997; Saw-
ford, 1999; Berloff and McWilliams, 2002; Veneziani et al., 2005;
Reynolds, 2003; Veneziani et al., 2004). The first order model with
rotation can be written:
du¼1
T
x
udtþXvdtþ2
T
x
1=2
m
x
dw
x
;
dv¼1
T
y
vdtXudtþ2
T
y
1=2
m
y
dw
y
:ð29Þ
The rotational terms resemble the vertical Coriolis terms in the hor-
izontal momentum equations and couple the uand vvelocities. The
resulting autocorrelations oscillate with lag:
R
x
¼e
t=T
x
cosðXtÞ;R
y
¼e
t=T
y
cosðXtÞ:ð30Þ
The autocorrelations thus do not decay monotonically but exhibit a
negative lobe. As a result, the diffusivity, proportional to the inte-
gral of the autocorrelation, first increases with lag then decreases,
before leveling off.
Veneziani et al. (2004) used such a model to simulate float dis-
persion in the North Atlantic. In the data sets they examined,
roughly one third of the floats looped, with different rotational
rates. So they treated the rotationally frequency, X, as a random
variable with approximately the same distribution as observed.
The distribution is generally trimodal, reflecting non-loopers (zero
-40
0
40
80
120
160
0 2 4 6 8 10 12 14 16 18 20
RECW
-40
0
40
80
120
160
0 2 4 6 8 10 12 14 16 18 20
-40
0
40
80
120
160
0 2 4 6 8 10 12 14 16 18 20
non-loop
-400
-300
-200
-100
0
100
200
300
400
500
0 2 4 6 8 10 12 14 16 18 20
da
y
s
acycl
Fig. 8a. Velocity autocorrelations from a set of subsurface floats in the western
North Atlantic. The results from the full set, the non-looping and looping subsets are
shown in the upper/middle/lower panels. The solid/dashed curves correspond to
the zonal/meridional correlations.
-40
0
40
80
120
160
0 2 4 6 8 10 12 14 16 18 20
RECW
-40
0
40
80
120
160
0 2 4 6 8 10 12 14 16 18 20
non-loop
-400
-300
-200
-100
0
100
200
300
400
500
0 2 4 6 8 10 12 14 16 18 20
da
y
s
acycl
Fig. 8b. The corresponding autocorrelations from a first-order stochastic model
with rotation. From Veneziani et al. (2004), with permission.
10 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
spin) and loopers with positive and negative spin (cyclones and
anticyclones).
An example, for floats in the western part of the recirculation
south of the Gulf Stream, is shown in Fig. 8. There is an eastward
mean flow here, but the rms residual velocity is greater by roughly
a factor of 6. The non-looping floats (middle left panel) exhibit a
monotonically decaying autocorrelation, similar to the exponen-
tially decaying correlation from the stochastic routine (middle
right panel). In contrast, the autocorrelations from the looping tra-
jectories (lower panels) exhibit pronounced oscillations. The auto-
correlations from the combined set (upper panels) are thus
decaying and oscillating. The agreement between the stochastic
model and the data is striking, and similar results were obtained
in the other regions they examined.
The authors also calculated the cross-correlations between the
horizontal velocities. The non-loopers had zero correlation be-
tween uand v, within the errors, while the loopers had significant,
and oscillating, correlations. Thus, the looping floats alone account
for the off-diagonal terms in the diffusivity matrix (Section 2.2.2).
Calculations like those of Veneziani et al. (2004) are usually
made in restricted regions so that the eddy variability is approx-
imately homogeneous. Constructing models which account for
inhomogeneity is more difficult, and care is required to avoid
effects such as the spurious generation of tracer gradients (Thom-
son, 1987). Stochastic models are also generally non-unique, so
that there is no single representation for a given data set. These
models nevertheless are very promising for predicting tracer
evolution.
2.4. PDFs
As noted, the displacement moments derive from the displace-
ment PDF, QðX;tÞ. Closely related is the PDF of residual velocities,
Qðu0;tÞ. The advective–diffusive formalism of Davis (1991) and
the stochastic models assume that QðX;tÞand Qðu0;tÞare approx-
imately Gaussian. Swenson and Niiler (1996) checked this, in their
analysis of drifter data from the California Current, and concluded
the velocity PDFs were not significantly different from Gaussian.
Bracco et al. (2000a) made a similar calculation, using data from
subsurface floats in the North Atlantic. They did this by combining
residual velocities from a large region, such as the western Atlantic,
after first correcting for regional variations in eddy energy (by bin-
ning the velocities, de-meaning them and then dividing by the lo-
cal standard deviation of the residual velocity). This approach
greatly increased the degrees of freedom, and hence the accuracy
of the PDFs.
280 290 300 310 320 330 340
15
20
25
30
35
40
45
50
55
60
Energetic events
Western North Atlantic (z > –1000 m)
–6 –4 –2 0 2 4 6
10–5
10–4
10–3
10–2
10–1
100
Zonal velocity
–6 –4 –2 0 2 4 6
10–5
10–4
10–3
10–2
10–1
100
Meridional velocity
Fig. 9. Velocity PDFs from subsurface float data from the upper 1000 m of the western North Atlantic. The upper panels show the zonal and meridional velocity distributions,
and the lower panel shows the locations of energetic events (residual velocities greater than two standard deviations). The latter are spread over the region covered by the
floats and indicate multi-day advection events. From Bracco et al. (2000a).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 11
An example, from the shallow Northwest Atlantic, is shown
Fig. 9. Both the zonal and meridional velocity PDFs deviate signif-
icantly from a Gaussian in that the tails of the distribution are ex-
tended. The latter are actually nearer to an exponential
distribution than a Gaussian. The deviations are significant as mea-
sured by the Kolmogorov–Smirnov (K–S) test (D’Agostino and Ste-
phens, 1986).
The extended tails reflect an excess of velocities several times
the standard deviation. These extreme events occur over the whole
region (lower panel) and are often associated with coherent advec-
tion, e.g. rapid translation or looping, which lasts a few days. In this
region, the events are most likely associated with the Gulf Stream.
However, Bracco et al. (2000a) found similar PDFs in the deep wes-
tern Atlantic, below the core of the stream, and also in the more
quiescent eastern Atlantic. Similarly non-Gaussian PDFs were sub-
sequently found in the Adriatic Sea (Maurizi et al., 2004) and the
Mediterranean (Isern-Fontanet et al., 2006). Only near the equator
are the PDFs nearly Gaussian (Bracco et al., 2000a).
Nearly the same type of non-Gaussian PDF are found in numer-
ical simulations of 2-D turbulence, where the large velocity events
are linked to advection by coherent vortices (Jimenez, 1996; Weiss
et al., 1998; Bracco et al., 2000a,b). If this is the same situation in
the ocean, we would infer there are fewer such vortices at low
latitudes.
In principle, the PDF derived from Lagrangian velocities should
be the same as that derived from Eulerian velocities, assuming the
coverage of both data sets is sufficiently uniform (Tennekes and
Lumley, 1972; Bennett, 2006). This was confirmed by the author,
who compared the float- and current meter-derived PDFs from
the western North Atlantic. The current meter PDFs are similarly
non-Gaussian and statistically identical (by the Kolmogorov–Smir-
nov test) to the float PDFs from the same region (Fig. 10).
Because extreme events are rare, one requires long time series
(or a large set of shorter time series) to capture them. The devia-
tions from Gaussianity moreover are relatively modest. The kurto-
sis (Section 1.2) is typically about 4.0, only somewhat larger than
the Gaussian value of 3.0. As noted earlier, the advective–diffusive
formalism of Section 2.2 assumes the Lagrangian velocities are nor-
mally distributed, and the differences seen here are probably small
enough so as not to warrant concern.
2.5. Alternate stationary coordinates and f=H
We have until now considered velocities and displacements in
Cartesian coordinates, i.e. in the zonal and meridional directions.
This is reasonable so long as any anisotropy in the dispersion is
either in the east–west or north–south direction. Atmospheric dis-
persion is typically zonally anisotropic, due primarily to the b-ef-
fect. In the ocean on the other hand, the dispersion can be
influenced by bottom topography, whose orientation varies with
location.
The topographic influence is greatest for a barotropic fluid. Con-
sider the linear shallow water vorticity equation:
o
otr
uþJw;f
H
¼r s
w
qH
r s
B
qH
;ð31Þ
where
uis the depth-averaged velocity, wthe transport streamfunc-
tion, Hðx;yÞthe water depth and s
w
and s
B
are the surface wind and
bottom stresses. Without forcing and dissipation, the vorticity
changes only when there is motion across the f=Hcontours. As
such, f=Hprovides a restoring force, supporting Rossby and/or topo-
graphic waves.
Were the ocean barotropic and unforced, we would expect
greater dispersion along f=Hthan across (LaCasce and Speer,
1999). One way to test for this is to project float displacements
onto and across the f=Hcontours and calculate the dispersion from
the projected displacements (LaCasce, 2000). An example, using
floats from the North Atlantic Current (NAC) experiment in the
shallow northwest Atlantic (Zhang et al., 2001), is shown in
Fig. 11.
8
The trajectories are shown in the upper panel, superim-
posed on f=H. Shown in the lower panels are the mean displace-
ments and the dispersions plotted against time. In zonal/
meridional coordinates, the dispersion is isotropic within the errors
and the mean displacements indicate a drift to the northwest. But
the dispersion is significantly anisotropic with respect to f=H, with
greater spreading along the contours. The mean drift is also aligned
with f=H, and the drift across f=His not significantly different from
zero.
Evidently the floats are steered by f=H, a fact not apparent from
the statistics in x—ycoordinates. This is remarkable, given that the
floats are only 100–200 m deep! Indeed, the floats are clearly con-
strained in their lateral spreading by the mid-Atlantic ridge, de-
spite that the latter lies over 1000 m beneath them.
To test the hypothesis of topographic steering, we can make the
same calculations with stochastically generated float trajectories.
To do this, we use the first-order model in (25) with the mean
velocities, Uand V, the integral time scales, T
x
and T
y
, and the vari-
ances calculated from the float data. The results are shown in
Fig. 12.
The stochastic trajectories resemble those of the actual floats,
covering roughly the same region. But the stochastic float disper-
sion is isotropic, both with respect to ðx;yÞcoordinates and to
f=H, and the mean drift moreover is across f=H. We conclude that
the stochastic floats do not feel the topography.
O’Dwyer et al. (2000) made a similar calculation to compare
float displacements with in situ potential vorticity derived from
hydrography. They also found evidence for steering. This in turn
suggests the baroclinic PV in the North Atlantic is correlated with
barotropic f=H.
Some have exploited topographic steering when calculating
bin-averaged mean velocities (Section 2.2.1). Davis (1998) calcu-
lated his averages using a weighting function which accounted
for the longer spatial correlations expected along f=Hcontours.
Fischer and Schott (2002) and Lavender et al. (2005) used a similar
–6 –4 –2 0 2 4 6
10–4
10–3
10–2
10–1
100
u/std(u)
αx=0.56, αy=0.73
Floats and meters, z<1000 m, 1 degree bins
Float, x
Float, y
Meter, x
Meter, y
Fig. 10. The velocity PDFs derived from float data, normalized using 1°degree bins,
and from current meter data. Both sets of data come from the upper 1000 m of the
western North Atlantic. The numbers at upper left are the probabilities that the
distributions are the same, from the Kolmogorov–Smirnov test; these indicate the
null hypothesis (that they are different) cannot be rejected. From LaCasce (2005).
8
These are subsurface floats designed to follow isopycnals. As such, the float
depths vary, but are generally less than 800 m.
12 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
approach when calculating subsurface mean velocities in the Lab-
rador Sea and the subpolar North Atlantic.
2.5.1. Rossby waves
One way for floats to drift along f=Hcontours is to be advected
by Rossby waves. This was shown in two important studies. Free-
land et al. (1975) used objective mapping to convert SOFAR float
velocities into a time-evolving streamfunction, which they then
used to construct Hovmöller diagrams. These showed clear evi-
dence of westward phase propagation. Price and Rossby (1982)
studied a set of SOFAR floats, from the local dynamics experiment
(LDE) in the western North Atlantic, which were clearly oscillating
back and forth across f=Hcontours. By computing velocity correla-
tions lagged in both space and time, they deduced phase propaga-
tion to the Northwest, or westward relative to f=H. This was
evidently a mixed planetary/topographic wave.
Like gravity waves, Rossby waves can have a Stokes-type drift,
as demonstrated by Flierl (1981) for a wave in a zonal channel.
The magnitude of the drift depends on the ratio of the rms particle
speed to the phase speed. For small values of the ratio, the particles
oscillate about f=H, precessing slowly along the contours. The drift
is either parallel or antiparallel to the phase speed (i.e. west or east
relative to f=H). If instead the ratio is of order one, the wave traps a
volume of fluid and sweeps it westward, at the wave phase speed.
In this case, the wave vorticity is strong enough so that there are
closed streamlines in the frame moving with the wave. In both of
the observed cases above, the inferred wave phase speed and the
rms float velocities were comparable (of order of 5 cm/s), so the
floats were quite possibly being swept along in this manner.
It remains to be seen whether this is a common occurrence or
not. Free Rossby waves, for instance radiating from a localized
source (e.g. Spall et al., 1993), do not induce drift in the same
way as channel waves. Nevertheless, it is possible that finite ampli-
tude Rossby waves represent an effective transport mechanism in
the ocean.
2.6. Non-stationary fields: correlations with scalars
One can also calculate correlations between float displacements
and non-stationary fields. Consider the Reynolds-averaged temper-
ature equation:
o
otTþrð
UTÞþrðu
0
T
0
Þ¼SþM;ð32Þ
with the terms on the right hand side representing sources (e.g. sur-
face heating) and small-scale mixing. The eddy transport term on the
left side can in principle be evaluated directly using Lagrangian data.
Swenson and Niiler (1996) made such a calculation, using data
from temperature-recording surface drifters in the California cur-
rent. They calculated residual velocities and temperatures by sub-
–70 –60 –50 –40 –30 –20 –10
20
25
30
35
40
45
50
55
60
0 10 20 30 40 50
–50
0
50
100
150
200
Day
Mean positions (km)
0 10 20 30 40 50
0
2
4
6
8
10 x 104
Day
Dispersion (km2)
Fig. 11. The trajectories of floats from the western North Atlantic, superimposed on contours of f/H. The lower panels show the mean displacements and dispersion relative to
latitude (solid) and longitude (dashed), and along (diamonds) and across (dots) f=H. The dotted lines for the f=Hcurves indicate the 95% confidence limits. From LaCasce
(2000).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 13
tracting the time–mean velocity and temperature for each drifter,
and then averaged the products. The resulting eddy flux divergence
was roughly an order of magnitude smaller than the mean advec-
tion of heat (inferred from the binned drifter velocities and the
mean temperature gradient from satellite-derived SST). Swenson
and Niiler also compared the direct eddy flux estimates with those
obtained from a diffusive parameterization, i.e.:
rð
u
0
T
0
Þ ¼ rðjrTÞ:
To evaluate the RHS, they used the drifter-derived diffusivities with
the satellite-derived mean temperature gradient. The two estimates
agreed within the errors, a remarkable result which supported both
the eddy divergence calculation and the diffusive parameterization.
Gille (2003) similarly calculated eddy heat fluxes using data
from ALACE floats at 900 m depth in the Southern Ocean. As noted
before, the ALACE float is not tracked continuously, but Gille was
able to obtain flux estimates nevertheless. Her estimates were con-
sistent with previous calculations using current meter data and
hydrography. However she found poor agreement with the flux
calculated from the mean temperature gradient, at odds with a
simple diffusive parameterization. So the applicability of the
parameterization may vary with location.
2.7. Frequency spectra
As noted in Section 2.1, the Lagrangian frequency spectrum is
related to the velocity autocorrelation by the Fourier transform.
Thus the spectrum can advantageously reveal temporal aspects
of the dispersion. Spectra have been calculated from float data
(Freeland et al., 1975; Rupolo et al., 1996; Rupolo, 2007) and from
drifter data (Colin de Verdiere, 1983; Krauss and Böning, 1987;
Lumpkin and Flament, 2001; Rupolo, 2007).
What type of spectra should one expect? Consider an exponen-
tially decaying autocorrelation, as obtained with a first-order sto-
chastic model (Section 2.3). This yields
TðxÞ¼2Z
1
0
expðt=T
L
Þcosð2pxtÞdt¼2T
1
L
T
2
L
þ4p
2
x
2
:ð33Þ
This exhibits an x
2
decay at high frequencies and a white spectrum
at low frequencies, with a transition frequency of x¼ð2pT
L
Þ
1
. The
spectrum at low frequencies is white because the integral of the
autocorrelation converges (were it red, no diffusivity would exist;
e.g. Colin de Verdiere, 1983).
The spectra for various ocean basins are shown in Fig. 13, from
Rupolo (2007). These derive from drifters in the North Atlantic,
Arctic, Pacific and Indian oceans, and from floats in the North
Atlantic. Both the zonal and meridional spectra are plotted.
The low frequency drifter spectra are in most cases anisotropic.
While the meridional spectra are nearly white at time scales great-
er than about 10 days, the zonal spectra are red. The exceptions are
the floats in the North Atlantic and the drifters in the Arctic, for
which the spectra are nearly isotropic.
The anisotropy may reflect the influence of f=H(Section 2.5). In
the Pacific, the f=Hcontours are mostly zonal, favoring zonal
0 10 20 30 40 50
–50
0
50
100
150
200
Day Day
Mean positions (km)
0 10 20 30 40 50
1
2
3
4
5
6
7
8
9
10 x 104
–70 –60 –50 –40 –30 –20 –10
20
25
30
35
40
45
50
55
60
Dispersion (km2)
Fig. 12. Float trajectories generated using a first-order stochastic model, with identical mean and variances as the floats shown in Fig. 11. From LaCasce (2000).
14 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
spreading. Similarly zonally anisotropic dispersion was seen by
Hogg and Owens (1999) in the Argentine basin, where the f=Hcon-
tours are also mostly zonal. The f=Hcontours in the Atlantic and
Arctic basins on the other hand are greatly distorted by topogra-
phy, and this can produce apparently isotropic spreading
(Fig. 11). It is possible the spectra would be anisotropic if calcu-
lated with velocities projected along and across f=H.
It is interesting that the drifters in the North Atlantic exhibit
low frequency anisotropy while the floats don’t. This may reflect
the different spatial distributions of the data. While the drifters
span the basin, the floats are concentrated in the western basin
at mid-latitudes (e.g. Fig. 7), where topography severely contorts
the f=Hcontours.
In the North Atlantic, the energy levels are much greater at the
surface than at depth. The integrated kinetic energy for the Atlantic
drifters is 331 cm
2
/s
2
while that for the floats is only 89 cm
2
/s
2
(Rupolo, 2007). This difference implies a similar difference in the
diffusivities (Section 2.1). Lumpkin et al. (2002) likewise found that
the surface diffusivities in the North Atlantic were an order of mag-
nitude larger than those at 1500 m depth.
When it comes to the higher frequencies, all the spectra are
isotropic and the slopes are approximately the same. This also ap-
plies to the North Atlantic floats, suggesting the high frequency
motion at the surface is mirrored at depth. As noted above, the
transition frequency between the low and high frequency ranges
is proportional to the inverse Lagrangian time scale. We see in
Fig. 13 that this transition occurs at a lower frequency for the
Atlantic floats than for the drifters. Accordingly, the Lagrangian
time scale for the drifters is roughly 2–3 days, in all four basins,
and roughly twice that for the floats (Lumpkin et al., 2002; Rupolo,
2007).
2.8. Euler–Lagrange transformations
Lastly, we consider the connection between Lagrangian and
Eulerian statistics. If the Lagrangian integral time is 5 days, can
we predict the Eulerian integral time? Quantifying this connection
is important for using Lagrangian measurements in (Eulerian)
model parameterizations.
Corrsin (1959) proposed such a connection, as follows. In the
Eulerian frame, velocity correlations decay in both space and time.
So the velocities at a single location will become decorrelated after
a period of time (the Eulerian integral time), and two observers
separated by more than a certain distance (the Eulerian integral
scale) will see uncorrelated velocities. A Lagrangian observer, by
drifting, experiences both the temporal and spatial decorrelations
simultaneously. So the integral time measured by the Lagrangian
observer will generally be shorter than that measured by a fixed
observer.
Corrsin’s conjecture is that the Lagrangian autocorrelation can
be derived from the Eulerian spatial-temporal autocorrelation if
one knows the PDF of particle displacements, Q:
R
L
ðtÞ¼R
E11
ðX;tÞQðX;tÞdX:ð34Þ
Fig. 13. Lagrangian frequency spectra. The upper left panel shows zonal (solid) and meridional (dashed) spectra from drifters (thin lines) and floats (thick lines) in the North
Atlantic. The other panels show spectra from drifters in the Arctic region (upper right panel), the Pacific (lower left) and the Indian Ocean (lower right). From Rupolo (2007),
with permission.
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 15
Here R
E11
is the longitudinal Eulerian correlation (that related to the
velocities parallel to the line connecting the two observation
points). The relation makes sense because the integral over the dis-
placement PDF reflects how far an average particle wanders from its
starting position and thus how much the spatial decorrelation af-
fects the Lagrangian autocorrelation.
Davis (1982, 1983) examined Corrsin’s conjecture in the oceanic
context. Middleton (1985) applied the conjecture by assuming cer-
tain forms for the Eulerian energy spectrum. Both authors obtained
analytical results by assuming the displacement PDF was station-
ary and Gaussian. Middleton’s result depends on the ratio of the
Eulerian integral time to the advective time, T
a
L
E
=m(where L
E
is the Eulerian length scale and mthe rms velocity) and is appeal-
ingly simple:
T
L
=T
E
q
ðq
2
þa
2
Þ
1=2
;ð35Þ
where aT
E
=T
a
and qðp=8Þ
1=2
. If we write L
L
¼mT
L
, then we also
have
L
L
=L
E
aq
ðq
2
þa
2
Þ
1=2
:ð36Þ
Thus if a1, the time scales are approximately equal. If instead
a1, then L
L
qL
E
and the Lagrangian time scale is small com-
pared to the Eulerian. Interestingly, relations (35) and (36) are rel-
atively insensitive to the shape of the Eulerian spectrum
(Middleton, 1985).
We can rationalize these results as follows. If a tracer, S, is con-
served on a Lagrangian parcel, then
dS
dt¼o
otSþ~
urS¼0:ð37Þ
The ratio of the advective term to the tendency term scales as
mT
E
L¼T
E
T
a
¼a:ð38Þ
Thus if a1, the tendency term dominates, implying the Eulerian
velocities decorrelate faster in time than in space. This is referred to
as the ‘‘fixed float” regime. If instead a1, the advective term
dominates. So the drifters move rapidly from their starting posi-
tions and the spatial variations of the Eulerian velocities determine
the Lagrangian decorrelation. This is the ‘‘frozen turbulence”
regime.
Lumpkin et al. (2002) checked relations (35) and (36) using data
from the 1/3°MERCATOR model of the North Atlantic. The rela-
tions worked remarkably well, over a range of values of a(their
u
0
=c
;Fig. 14), both at the surface and at depth. An assessment of
the relation using in situ data has not yet been made (and would
be difficult, given the need for extensive and simultaneous
Lagrangian and Eulerian data), but Lumpkin et al.’s results are
promising. Thus Middleton’s relations could be used as a basis
for converting Lagrangian diffusivities to Eulerian ones.
Note in Fig. 14 that the Lagrangian time scales are shorter at the
surface than at depth. The same result was inferred from the
Lagrangian spectra (Section 2.7). In addition, the Lagrangian length
scales are consistently larger at the surface than at depth.
2.8.1. Diffusivity scaling
A drawback with the advective–diffusive formalism of Section
2.2 is that direct observations are required to determine the diffu-
sivity. It would be advantageous if one could instead infer the dif-
fusivity independently, for example from satellite measurements.
Some studies indicate the diffusivity scales with eddy kinetic
energy (Price, in McWilliams et al., 1983; Poulain and Niiler,
1989; Figueroa and Olson, 1989):
j/m
2
T;
0 2.5 5 7.5 10
0
2.5
5
7.5
10
TE (days)
TL (days)
0 25 50 75 100 125 150 175 200
0
25
50
75
LE (km)
LL (km)
0 0.5 1 1.5
0
0.5
1
0 0.5 1 1.5
0
0.2
0.4
0.6
0 0.1 0.2 0.3
0
0.5
1
1.5
TL / TE
0 0.1 0.2 0.3
0
0.1
0.2
0.3
u’ / c*u’ / c*
LL / LE
TL / TE
LL / LE
Fig. 14. The ratio of Eulerian and Lagrangian time and length scales from floats seeded in a numerical model of the North Atlantic (lower panels). The red curves are the
predictions from Middleton (1985). The upper panels are scatter plots for the time and length scales for particles at the surface (open circles) and in the deep layers (blue
points). From Lumpkin et al. (2002), with permission.
16 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
where Tis a constant time scale. This would be appropriate if the
integral time were everywhere constant. Others have suggested
the diffusivity scales with the rms velocity (e.g. Krauss and Böning,
1987; Brink et al., 1991; Zhang et al., 2001):
j/mL;
which would make sense if the integral length scale, L, was con-
stant. Of course if the time scale, T, is the advective time scale, i.e.
T
a
/L
E
=m, the estimates are the same. Swenson and Niiler (1996)
suggested such a situation applies in the California current.
From the discussion in Section 2.8, we identify the first case,
with a constant time scale, with the fixed-float regime and the sec-
ond, with a constant length scale, with the frozen turbulence re-
gime. Lumpkin et al.’s (2002) results suggest that neither regime
applies over the whole North Atlantic. Rather, the frozen regime
applies in regions with energetic eddies, such as near the unstable
boundary currents, while the fixed-float regime applies in rela-
tively quiescent regions, such as the eastern North Atlantic (as also
suggested by Rupolo, 2007).
3. Multiple particles
Relative dispersion, the mean square distance between pairs of
particles, concerns how a cloud of tracer spreads about its center of
mass (Section 1.2). It also measures the sensitivity of Lagrangian
trajectories to their initial position. Lagrangian chaos is an example
in which particles deployed near one another diverge exponen-
tially in time. As seen below, relative dispersion has the same early
and late time asymptotic behavior as absolute dispersion. How-
ever, its behavior at intermediate times often depends revealingly
on the Eulerian flow (Section 3.1). For this reason, relative disper-
sion has long been of interest in turbulence studies.
Richardson (1926) initiated the study with his work on the dis-
persion of smoke plumes from factories and of balloons. He ob-
served that the dispersal rate increased with cloud size, implying
the relative diffusivity was scale-dependent. He found the diffusiv-
ity increased as the plume width to the four-thirds power, a rela-
tion now known as Richardson’s Law.
Obhukov (1941) and Batchelor (1950) demonstrated that Rich-
ardson’s Law was consistent with Kolmogorov’s (1941) turbulence
theory. Thus turbulent mixing in the planetary boundary layer
could account for the smoke dispersion observed by Richardson.
Numerous theoretical and experimental studies followed, particu-
larly with regards to pollutants in the atmosphere (e.g. Frenkiel
and Katz, 1956; Gifford, 1957). Excellent reviews are given by
Bennett (1987, 2006) and Sawford (2001). In the spirit of the pres-
ent review, we focus on the statistics of continuously tracked
instruments in the ocean. We begin by establishing the
terminology.
3.1. Theory
The following derivations follow those of Batchelor (1950,
1952a), Bennett (1984, 1987, 2006) and Babiano et al. (1990).We
present the derivations for completeness, and for comparison with
the single particle measures of Section 2.1.
The probability that two particles with an initial position of x
0
and separation y
0
will have a position xand separation yat a later
time, t, depends on a joint displacement PDF:
Pðx;y;tÞ¼Pðx
0
;y
0
;t
0
ÞQðx;y;tjx
0
;y
0
;t
0
Þdx
0
dy
0
:ð39Þ
If we integrate Qonly over the initial separations, y
0
, we recover the
single particle displacement PDF, Qðx;tjx
0
;t
0
Þ(Section 2). If we inte-
grate instead over the initial positions, x
0
, we obtain a PDF of parti-
cle separations:
qðy;tjy
0
;t
0
Þ¼ZQðx;y;tjx
0
;y
0
;t
0
Þdx
0
:ð40Þ
Richardson (1926) called this the ‘‘distance–neighbour function”. If
the flow is homogeneous, Qis independent of the initial position
and equivalent to q. With the separation PDF, one can evaluate
the probability of observing a given separation:
pðy;tÞ¼Zpðy
0
;t
0
Þqðy;tjy
0
;t
0
Þdy
0
:ð41Þ
This can in turn be used to define moments. For example, the rela-
tive dispersion is
y
2
ðtÞ¼Zy
2
pðy;tÞdy:ð42Þ
We can also define the relative diffusivity:
K1
2
d
dty
2
¼yv ¼y
0
vþZ
t
t
0
vðtÞvðsÞds;ð43Þ
where vis the pair separation velocity. As the absolute diffusivity
derives from the velocity autocorrelation, the relative diffusivity
comes from the two particle velocity cross-correlation. However,
because the separation velocity, v, usually varies with separation,
we cannot factor out a mean square separation velocity from the
integral.
There is an additional term in (43) which represents the corre-
lation between the pairs’ initial positions and their separation
velocities. The integral of the autocorrelation dominates only after
this correlation, the ‘‘memory” of the initial state, has been lost
(Babiano et al., 1990). In principle this is zero, if the floats have
been deployed randomly, but with pairs already present in the flow
(hereafter called ‘‘chance pairs”), it may not be.
As before, we can infer the early and late time behavior from
(43). If two particles are very close, their velocity difference is
approximately constant. Then the separation distance increases
linearly in time, as does the relative diffusivity. When the particle
separations are larger than the size of the dominant eddies, the
individual velocities are uncorrelated. Then, assuming the integral
in (43) converges, the relative diffusivity is constant. Moreover, it is
equal to twice the absolute diffusivity, because the mean square
separation velocity:
v
2
ðtÞ¼ðu
i
ðtÞu
j
ðtÞÞ
2
¼2m
2
2u
i
u
j
ð44Þ
is just twice mean square single particle velocity if the individual
velocities are uncorrelated. Thus relative dispersion behaves like
absolute dispersion at small and large scales.
At intermediate scales the pair velocities are correlated and the
dispersion depends on the flow. Consider a two-dimensional tur-
bulent flow with stationary statistics (Bennett, 1984). If the flow
is homogeneous, the Lagrangian velocity difference is the same
as the Eulerian difference:
vðyÞ
2
¼ ðuðxþy;tÞuðx;tÞÞ
2
¼2Z
1
0
EðkÞ½1J
0
ðkyÞdkð45Þ
where EðkÞis the Eulerian wavenumber spectrum and J
0
is the first
Bessel function. At the scales larger than the separation, we have
1J
0
ðkyÞ1
4k
2
y
2
;ky 1;ð46Þ
while at the smaller scales
1J
0
ðkyÞ1þOðkyÞ
1=2
;ky 1:ð47Þ
Assuming the Eulerian spectrum has a power law dependence,
EðkÞ/k
a
, then
vðyÞ
2
2Z
1=y
0
k
a
1
4k
2
y
2
dkþ2Z
1
1=y
k
a
dkð48Þ
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 17
or
vðyÞ
2
¼1
2y
2
1
3ak
3a
j
1=y
0
þ2
1ak
1a
j
1
1=y
ð49Þ
The first term diverges if aP3 (steep spectra) while the second di-
verges if a61. For intermediate values, when 1 <a<3:
vðyÞ
2
/y
a1
:ð50Þ
The corresponding diffusivity can be shown to scale as (Bennett,
1984)
K¼1
2
d
dty
2
/y
ðaþ1Þ=2
:ð51Þ
So the diffusivity’s dependence on separation directly reflects the
slope of the energy spectrum. This is called ‘‘local dispersion”, be-
cause the dispersion of pairs with separation Lis dominated by ed-
dies of the same scale. Richardson’s Law is an example of local
dispersion.
For steep spectra (aP3), the relative dispersion is ‘‘non-local”
and dominated by the largest eddies. From (48)
vðyÞ
2
1
2y
2
Zk
2
EðkÞdk¼c
1
Xy
2
;ð52Þ
where c
1
is a constant and Xis the total enstrophy (the integrated
square vorticity). The corresponding diffusivity is
K¼1
2
d
dty
2
¼c
2
T
1
y
2
;ð53Þ
where Tis a time scale, proportional to the inverse root of the ens-
trophy. Relation (53) implies an exponential growth of pair separa-
tions. Exponential growth is a signature of Lagrangian chaos (e.g.
Lichtenberg and Lieberman, 1992), as noted earlier. It is also found
if one assumes small separations and a constant strain (as Batchelor
(1952b) demonstrated for relative dispersion in the 3-D turbulent
dissipation range). Then Tis proportional to the strain. Here we
see that exponential growth occurs for all spectra steeper than
a¼3, so that observing exponential growth does not imply a single
spectrum (Bennett, 1984; Babiano et al., 1990).
It is also useful to consider the pair displacement PDF. Richard-
son (1926) proposed this should obey a Fokker–Planck equation:
o
otpðy;tÞ¼y
1
o
oyyK o
oyp
;ð54Þ
where again K¼KðyÞis the relative diffusivity. The same relation
was derived analytically by Kraichnan (1966) and Lundgren
(1981). With (54), one can predict the evolution of the separation
PDF in time. For example, under local dispersion the separation kur-
tosis (Section 1.2) is constant, and has a value which depends on the
energy spectral slope, a(Bennett, 1984). In contrast, the kurtosis
grows exponentially under non-local dispersion. Therefore a second
signature of non-local dispersion is that the PDFs become increas-
ingly non-Gaussian with time (the PDF in Fig. 2 is an example from
non-local dispersion). Stochastic dispersion yields a Gaussian distri-
bution, and we often observe that the PDF becomes Gaussian when
the pair velocities are uncorrelated.
3.1.1. Turbulent dispersion
Turbulence is frequently used as a paradigm for relative disper-
sion in the atmosphere and ocean. At small scales, and in particular
in the planetary and surface boundary layers, the turbulence is
three dimensional. Energy in the turbulent inertial range cascades
at a constant rate across wavenumbers, yielding a spectrum with a
j
5=3
dependence (Kolmogorov, 1941; Batchelor, 1953). At synoptic
scales, the flow is more nearly two dimensional, due to the sup-
pression of vertical motion by rotation and stratification. Energy
also cascades at a constant rate in 2-D turbulence, but toward
larger rather than smaller scales. However, the same spectral slope
of j
5=3
is found (Kraichnan, 1967). So in the energy inertial range
in either 2-D or 3-D turbulence, we have
y
2
/t
3
;K/
1=3
y
4=3
;kuðyÞ¼Const:; ð55Þ
where is the (constant) energy dissipation rate (with units of
L
2
=T
3
). As noted earlier, the 4=3 dependence for the diffusivity is
as predicted by Richardson (1926).
Two-dimensional turbulence exhibits a second inertial range, in
which the enstrophy (the squared vorticity) cascades to smaller
scales. Here the spectrum has j
3
dependence (Kraichnan, 1967;
Charney, 1971), so the pair separations grow exponentially in time
(Lin, 1972):
y
2
/expðc
3
g
1=3
tÞ;K/y
2
;kuðyÞ/expðc
4
g
1=3
tÞ;ð56Þ
where gis the enstrophy dissipation rate (with units of 1=T
3
).
What one observes with 2-D turbulence therefore depends on
which cascade is occurring at the scale of the pair’s separation.
Consider a pair with an initial separation much smaller than the
scale at which the energy is injected (Fig. 15). This scale might
be the deformation radius, in the presence of baroclinic instability
(Salmon, 1980). The relative dispersion would grow exponentially
in time until it reached the injection scale, and thereafter it would
increase cubically in time, up to the scale of the largest eddies.
3.1.2. Shear dispersion
Just as absolute dispersion is affected by a constant background
flow, relative dispersion is affected by background shear. For exam-
ple, a constant shear, UðyÞ, will cause ballistic relative dispersion in
the x-direction:
h½x
i
x
j
2
i¼h½Uðy
i
ÞUðy
j
Þ
2
it
2
:ð57Þ
Consider that there is stochastic motion in addition to the shear
(due for example to small scale eddies). For simplicity, take this
to be a zeroth-order stochastic process in which the random motion
occurs only across the shear (Bennett, 1987):
dy¼K
1=2
dw;
dx¼cydtð58Þ
where c¼dU=dyis the meridional shear and Kthe meridional dif-
fusivity. This yields
κE( )
–1
(Initial se
p
aration)
κ
κ
–5/3
–3
κ
Energy
Enstrophy
cascade
cascade
(exponential)
(cubic)
Ener
gy
in
j
ected
Fig. 15. The energy spectrum for two dimensional turbulence driven by a source at
an intermediate scale. The enstrophy cascades to small scales, where it is dissipated,
and the energy cascades to large scales. A particle pair with the initial separation
shown will experience both growth regimes.
18 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
hy
2
i¼2Kt;hxyi¼Kct
2
;
hx
2
i¼x
2
0
þ2
3Kc
2
t
3
:ð59Þ
Because the pair velocities are uncorrelated, relative dispersion is
like the absolute dispersion and both increase as t
3
(Bowden,
1965; Riley and Corrsin, 1974; Bennett, 1987; Zambianchi and
Griffa, 1994). In addition, the cross-correlation is non-zero and
increases quadratically in time.
Thus shear dispersion produces Richardson-type growth,
exactly as in a turbulent cascade. What distinguishes this case is
that the pair velocities are uncorrelated, so that the displacement
PDF would be Gaussian.
3.1.3. FSLE
The standard procedure for computing relative dispersion is to
average separations between available pairs at fixed times. This
necessarily involves averaging pairs with different separations.
However, this can be problematic, particularly under local disper-
sion where the dispersion is controlled by eddies comparable in
scale to the separation.
An alternate approach is to use distance as the independent var-
iable and average times. This is the idea behind the ‘‘finite scale
Lyapunov exponent” (Aurell et al., 1997; Artale et al., 1997). In this,
one selects a set of distances, increasing multiplicatively, i.e.:
d
n
¼rd
n1
¼r
n
d
0
:ð60Þ
One then records the time required for individual pair separations
to increase from one distance to the next. These ‘‘exit times” are
then averaged.
The FSLE is related to the Lyapunov exponent, a measure used
to characterize chaotic systems. As noted, Lagrangian chaos entails
an exponential growth of the separation between two nearby par-
ticles. The maximum Lyapunov exponent reflects that growth rate:
k¼lim
t!1
lim
yð0Þ!0
1
tlnðyðtÞ=yð0ÞÞ ð61Þ
(Lichtenberg and Lieberman, 1992). Chaos implies that k>0. Under
exponential growth, the exit times with multiplicatively increasing
bin sizes is constant, so the mean inverse exit time is related to the
growth rate:
k¼1
hT
n
ilnðrÞ:ð62Þ
This defines the FSLE.
The FSLE can also be used in cases without exponential growth.
Then the exit times will not be constant but will vary with separa-
tion. If the dispersion has a power law dependence on time, as un-
der local dispersion, the FLSE exhibits a power law dependence on
separation. If the dispersion varies as
y
2
/t
a
ð63Þ
then the FSLE, as a mean inverse time, scales as
k/y
2=a
:ð64Þ
So growth in the Richardson regime has an FSLE which decreases as
the separation to the minus two-thirds power.
In some numerical simulations, the FSLE yields a clearer indica-
tion of scale dependence in the Richardson regime (Boffetta and
Celani, 2000). The FSLE also uses all available pairs, not just those
deployed together, and this can increase the degrees of freedom.
However, the FSLE does have several shortcomings with regards
to in situ data, as discussed hereafter.
3.2. Relative dispersion in the atmosphere
While we are primarily concerned with oceanic results, it is use-
ful to examine the results of two important atmospheric studies.
These were conducted in the southern hemisphere stratosphere
during the 1970s: the EOLE experiment (with 483 constant level
balloons, at 200 mb; Morel and Bandeen, 1973) and the TWERLE
experiment (with 393 constant level balloons at 150 mb; Jullian
et al., 1977). In both cases, balloons were launched in pairs or clus-
ters. The relative dispersion in these experiments was described in
two seminal papers, by Morel and Larcheveque (1974) and by Er-el
and Peskin (1981).
Pair statistics in general require larger numbers of realizations
for statistical convergence, so Morel and Larcheveque increased
their sample size by using chance pairs (balloons which were not
deployed together but drifted near one another at a time later).
As noted earlier, this is potentially problematic because the separa-
tions are more likely to be correlated with the separation velocities
(Section 3.1). But Morel and Larcheveque found that statistics de-
rived from the chance pairs were identical to those from deployed
pairs.
The relative dispersion for the EOLE pairs is plotted in Fig. 16.
The growth is very nearly exponential over roughly the first
6 days, with an e-folding time scale of 1.35 days. The exponential
growth persists to a scale of about 1000 km, and grows linearly in
time at larger scales. Were the atmosphere a 2-D turbulent fluid,
we might infer an enstrophy cascade below a dominant eddy
scale of 1000 km. However, as stated earlier, exponential growth
does not necessarily imply an enstrophy cascade; any spectrum
steeper than j
3
will also cause exponential growth.
Er-el and Peskin (1981) obtained similar statistics at small
scales with the TWERLE balloons (Fig. 17). The relative dispersion
exhibited exponential growth below 1000 km, during the first
week after deployment (or the initialization of chance pairs, which
they also used). At large scales however, the dispersion increased
more rapidly than linearly in time. A t
3
dependence was possible,
suggestive of an inverse energy cascade (the scales being too large
for 3-D turbulence). As 1000 km is comparable to the deformation
radius, the implied behavior would thus be like that discussed in
relation to Fig. 15. However, the statistics at large scales were
noisy, so that other dependences could not be ruled out.
Fig. 16. Dispersion vs. time for the EOLE balloon pairs. From Morel and Larcheveque
(1974), with permission.
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 19
In both studies, the dispersion was approximately isotropic be-
low 1000 km (in the exponential growth range) but preferentially
zonal at larger scales. The latter may come from the mean circula-
tion, which is also primarily zonal. If so, the rapid later growth de-
scribed by Er-el and Peskin (1981) might reflect shear dispersion
(Section 3.1.2).
Er-el and Peskin also calculated PDFs of the pair separations,
during the exponential growth phase (Fig. 18). The kurtoses in
the zonal/meridional direction were 7.5/7.0, indicating signifi-
cantly non-Gaussian distributions. This is consistent with non-lo-
cal dispersion (Section 3.1). However, because Er-el and Peskin
calculated the PDF at only one time, we don’t know whether the
kurtosis was increasing.
The existence of an exponential growth range was questioned
recently by Lacorata et al. (2004), who re-examined the EOLE data
set using the FSLE (Section 3.1.3). Their results suggest a power law
rather than exponential growth below 500–1000 km, with a scale
dependence consistent with the Richardson law. If correct, this
would agree better with energy spectra in the upper troposphere,
which indicate a j
5=3
dependence at these scales.
Other analyses (using models and/or reanalysis winds) suggest
the dispersion may vary with height and also with latitude. Tracer
transport studies suggest that stirring in the stratosphere is domi-
nated by large scale, low frequency motions, such as Rossby waves.
Such stirring would produce exponential growth at small scales. In
the mesosphere, gravity waves cause the energy spectra to be shal-
lower and the dispersion is therefore local (Shepherd et al., 2000).
Studies of relative dispersion in the troposphere suggest that expo-
nential growth occurs in the tropics, while the dispersion in the ex-
tra-tropics is nearly ballistic (Huber et al., 2001).
In summary, both the EOLE and TWERLE studies indicated
exponential growth in pair separations below the 1000 km scale.
The large scale behavior was unclear, with the EOLE data indicating
diffusive growth and the TWERLE data showing a power law. The
results also suggested isotropic dispersion at small scales and zon-
ally enhanced spreading at larger scales, as well as non-Gaussian
separation distributions at the small scales. Nevertheless, the over-
all picture remains unsettled, with recent analyses suggesting dif-
ferent, and possibly regionally varying, dispersion.
3.3. Relative dispersion in the ocean
The origins of relative dispersion experiments in the ocean are
colorful. Intrigued by Richardson’s work, Henry Stommel visited
the scientist in England and the two subsequently conducted a pair
dispersion experiment at the surface of Loch Long in Scotland. For
this they used pairs of parsnip pieces
9
and monitored the growth of
separations visually. The results supported Richardson’s law over the
range of sampled scales (Richardson and Stommel, 1948). As quaint
as it sounds, it nevertheless was a particle-based study, in contrast to
Richardson’s earlier work which concerned a continuous tracer
(smoke). Stommel (1949) described further experiments (using
other objects, like paper cards) and also discussed the connection
to Kolmogorov’s (1941) theory.
Okubo (1971) and Sullivan (1971) also examined surface dis-
persion, based on dye releases in the North Sea and on Lake Huron,
respectively. Okubo’s results in particular spanned a large range of
horizontal scales (from 10 m to 100 km). The results in both cases
supported the Richardson scaling. Sullivan (1971) also examined
the relative displacement PDFs (the first to do so), to compare
two different predictions due to Richardson (1926) and Batchelor
(1952a). A later dye-based experiment, by Anikiev et al. (1985),
lent further support to the Richardson scaling at the ocean surface.
Kirwan et al. (1978) analyzed pair dispersion among
continuously tracked surface drifters, in the North Pacific. The pri-
mary result of their analysis was an apparent transition from rela-
tive to absolute dispersion at the 50–100 km scale. This implies
that the energy-containing eddies were of comparable size, or
approximately deformation scale.
10
They did not however examine
the dependence of the diffusivity on distance at smaller scales.
Davis (1985) examined pair statistics from continuously tracked
surface drifters in the California Current. He found no consistent
dependence of the diffusivity on distance. In addition, the disper-
sion had different characteristics in different regions, which he
attributed to small scale convergences in the surface flow. Davis
also calculated the separation PDFs and found they were non-
Gaussian soon after deployment. The PDFs at larger separations
were Gaussian, suggesting a shift from correlated to uncorrelated
pair velocities.
Fig. 18. Relative dispersion vs. time for the TWERLE balloons. From Er-el and Peskin
(1981).
Fig. 17. The PDF of relative zonal displacements 5 days after deployment from the
TWERLE balloons. From Er-el and Peskin (1981), with permission.
9
As noted by the authors, parsnips are easily visible and float just below the
surface, reducing wind drag. In a further note, they lamented the necessity of
observing from a pier because of interference from the support posts. ‘‘A suspension
bridge would have been an ideal platform”, they suggested.
10
Consistent with this, Stammer (1997) finds that the dominant eddy scale at the
ocean surface is proportional to the deformation radius.
20 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
One of the earliest relative dispersion analyses with continu-
ously tracked floats was by Price (in McWilliams et al., 1983) from
SOFAR floats in the recirculation south of the Gulf Stream. Plotting
relative diffusivity vs. distance, he found a power law dependence
on scales of less than a few hundred kilometers. The slope was such
that K/y
n
with 4=36n62, consistent with either a Richardson
regime or exponential growth.
11
LaCasce and Bower (2000) examined subsurface relative disper-
sion using different SOFAR and RAFOS float data from the North
Atlantic (of which Price’s floats were a subset). In most cases the
floats had not been deployed in pairs, so the authors had to rely
on chance pairs. There were relatively few pairs with small initial
separations (with y
0
<10 km), but several features were apparent.
For one, the relative dispersion was isotropic, in all regions and
at all scales. This was true whether the absolute dispersion was
isotropic or not. However, the dispersion in the eastern Atlantic
differed from that in the west. In the east, there was no evidence
for correlated pair velocities at any of the sampled scales, so that
the relative dispersion behaved like absolute dispersion
(Fig. 19a). Evidently, the initial pair separations were not small en-
ough relative to the energy-containing eddy scale. As with Kirwan
et al. (1978) Pacific drifters, the transition to a constant diffusivity
occurred at about 50 km.
In contrast, the pair velocities in the western Atlantic were cor-
related for separations up to 100–200 km, and the relative disper-
sion increased more rapidly than linearly with distance. The data,
though noisy, suggested a y
4=3
dependence (Fig. 19b). This result
was thus consistent with the lower estimate of Price’s. The relative
diffusivity at scales larger than 200 km was approximately
constant.
LaCasce and Bower also examined the relative displacement
PDFs, and plotted their evolution in time. Plotted in Fig. 20 is the
displacement kurtosis for the five data sets examined. The two sets
from the eastern and central Atlantic (AMUSE and ACCE) have kur-
toses near three for the entire period, indicating Gaussian distribu-
tions. In contrast the three western sets (NAC, SiteL, LDE1300)
exhibit a rapid growth followed by a 20–30 days period in which
11
The number of float pairs was fairly small and Price was uncomfortable with
asserting a particular dependence (Price, pers. comm.).
Fig. 19a. Relative diffusivity vs. distance for floats in the eastern North Atlantic. The three curves correspond to initial pair separations of 7.5, 15 and 30 km. The horizontal
line indicates twice the absolute diffusivity.
Fig. 19b. Relative diffusivity vs. distance for floats from the western North Atlantic, with initial separations of 7.5, 15 and 30 km. From LaCasce and Bower (2000).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 21
the kurtoses were elevated. At late times the kurtoses fall back to-
ward three. Taken together with the dispersion plots, this would
imply correlated pair velocities up to roughly 100 km.
There are at least two possible explanations for Richardson-type
dispersion in the west. One is that an inverse energy cascade is
occurring in the Gulf Stream region, from the deformation scale
(roughly 30 km) up to 200 km. The cascade could conceivably be
driven by baroclinic instability, as discussed in Section 3.1.1. In-
deed, Scott and Wang (2005) inferred such an upscale energy
transfer from the deformation radius at the surface in the South Pa-
cific, from satellite altimeter data.
Alternately, the growth could reflect shear dispersion due to the
Gulf Stream. Indeed, the Gulf Stream dominates the flow where the
most of the western floats are. However, if it is shear dispersion, it
is a somewhat different process than described in Section 3.1.2. For
one, the pair velocities were correlated (LaCasce and Bower, 2000).
The dispersion moreover is isotropic, and the cross-correlation be-
tween the zonal and meridional separations is zero. So the process
is more complex than stochastic motion in the presence of a fixed
shear.
Ollitrault et al. (2005) presented a detailed analysis of pair dis-
persion using floats deployed in the central North Atlantic. Their
results (Fig. 21) suggest a Richardson regime up to 200–300 km
in both the western and eastern Atlantic. They also found support
for exponential growth below the deformation radius (30 km) in
the eastern basin, with an e-folding time scale of 12 days (similar
to an estimate derived from idealized model simulations by Berloff
et al., 2002). At the largest scales, the relative diffusivity asymptot-
ed to twice the absolute diffusivity, as expected for uncorrelated
pairs.
The authors also calculated separation PDFs. These were non-
Gaussian for pairs with initial separations less than 10 km, but
Gaussian for pairs with separations in the range 30–40 km (exactly
as Davis (1985) found with his drifters in the California Current).
Consistent with this, the rms relative velocities suggested corre-
lated motion at early times, or up to roughly 50 km, and uncorre-
lated velocities at larger scales. The latter would favor a shear
dispersion interpretation of the observed Richardson growth rather
than an inverse cascade. However the authors argued for the latter,
because the late dispersion was isotropic. Thus the situation de-
scribed by Ollitrault et al. (2005) is very like that of the western
floats of LaCasce and Bower (2000).
It was difficult to resolve the sub-deformation scale dispersion
in these studies, in part because the deformation radius at these
latitudes is only about 30 km. However these scales were better re-
solved in the SCULP program in the Gulf Mexico (Ohlmann and
Niiler, 2005). This involved roughly 700 surface drifters, many of
which were deployed near one another. The result was 140 pairs
with initial separations r
0
61 km, the largest such set in an ocean
experiment to date. In addition, the deformation radius is roughly
45 km in the Gulf, sufficiently larger than the 1 km separation.
The SCULP relative dispersion is shown in Fig. 22a. There is
exponential growth to roughly 50 km, over the first 10 days of
the pair lifetimes, with an e-folding time of roughly 2 days. The dis-
persion during this period is also isotropic. Thus the dispersion
resembles that at sub-deformation scales in the EOLE and TWERLE
experiments in the stratosphere (Section 3.2). The dispersion at
late times is consistent with a power law growth, i.e. D
2
/t
n
(Fig. 22b). The exponent, n2:2, is less than expected for a Rich-
0 5 10 15 20 25 30 35 40 45 50
1
2
3
4
5
6
7
8
9
10
Kurtosis
Day
Kurtoses of relative displacements
AMUSE
NAC
ACCE
LDE1300
SiteL
Fig. 20. Relative displacement kurtoses vs. time for the five float experiments ex-
amined by LaCasce and Bower (2000). The AMUSE and ACCE experiments were in
the eastern and central North Atlantic, while the NAC, LDE and SiteL experiments
were in the west. The latter three exhibit non-Gaussian kurtoses during the first
20 days. From LaCasce and Bower (2000).
100101102103100101102103
101
102
103
104
105
101
102
103
104
105
2KW(
∞
)
D
2/τ
W
aWD
4/3
Distance (km)
Relative Diffusivity (m2s–1)
WESTERN FLOATS
2KE(
∞
)
D
2/τ
E
aED
4/3
Distance (km)
Relative Diffusivity (m2s–1)
EASTERN FLOATS
Fig. 21. Relative diffusivity vs. distance for the subsurface floats in the central North Atlantic. The various symbols correspond to different initial separations. The solid curve
with the open circles indicates the averages in distance bins. The solid and dotted lines indicate a Richardson and an exponential growth scaling, respectively. From Ollitrault
et al. (2005), with permission.
22 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
ardson regime, but cubic growth cannot be ruled out given the er-
rors. The result in any case suggests local dispersion.
The displacement kurtoses (Fig. 23) indicate highly non-Gauss-
ian distributions over the first 3 days, and persistent non-Gaussia-
nity over the first 25 days. The rapid growth in the first few days is
what one would expect with non-local dispersion (Section 3.1),
however the rapid decrease seen in days 4–6 and the relatively
constant kurtosis from days 5 to 20 is not expected for non-local
dispersion. In addition, the kurtoses are anisotropic, with larger val-
ues in the meridional direction. This is striking, as the dispersion is
isotropic. The anisotropy may reflect the influence of the similarly
oriented boundary current in the western Gulf. The meridional
kurtosis remains non-Gaussian until day 40, long after the zonal
kurtosis has relaxed to three. So it remains unclear how these kur-
toses relate to the relative dispersion.
As in the previous examples, the late time power law growth
could reflect either a Richardson regime or shear dispersion. Some
indications favor the shear interpretation (the pair velocities at late
times are decorrelated) while others favor a Richardson regime
(the behavior of triplets, described below). The dispersion however
never settles into a diffusive stage; the power law growth persists
to the largest sampled scales (of several hundreds of kilometers).
An important caveat is that the ocean surface is divergent. Be-
cause drifters remain at the surface, they cannot track the vertical
motion of fluid parcels. The result is that drifters collect at conver-
gences, and this can alter the dispersion (e.g. Schumacher and Eck-
hardt, 2002). Thus interpreting dispersion with drifters is not as
straightforward as with the floats, where divergence effects are
much less. We consider divergence effects further in Section 3.4.
Several studies also used the FSLE to measure the dispersion.
LaCasce and Bower (2000) did so using the North Atlantic float
data, but the results were inconclusive. From the dispersion, we
would expect the mean inverse time to vary as y
2
in the east
and y
2=3
in the west. However, while all the data sets indicated
a decrease in the mean inverse time with separation, no clear
power law dependence was found. At best, the decrease in the west
was less rapid than in the east.
Lacorata et al. (2001) were more successful, in a study of surface
dispersion in the Adriatic. They calculated the FSLE using trajecto-
ries from 37 in situ drifters and 10
4
synthetic drifters, the latter
coming from a idealized kinematic model. The results (Fig. 24) sug-
gested two regimes with a constant FSLE, at scales less than 50 km
and greater than 100 km. The growth would be exponential in both
cases, with doubling times of 3 and 30 days respectively. What is
interesting is that they obtained nearly the same behavior with
the kinematic model, despite its drastic simplifications.
LaCasce and Ohlmann (2003) also calculated the FSLE, for com-
parison with their relative dispersion. This also indicated two re-
gimes. The FSLE was approximately constant at scales less than
10 km, with an e-folding time of about 3 days, while at larger
scales there was a y
2=3
dependence, consistent with the Richard-
son scaling. The FSLE thus agreed with relative dispersion at small
scales and indicated a Richardson scaling at large scales.
There are however important discrepancies with the relative
dispersion. For one, the transition between the early and late
phases occurs at 10 km for the FSLE but nearer 50 km for the rela-
tive dispersion. The authors suggested this difference stemmed
from the FSLE using pairs with too large separations. By calculating
the FSLE with only the pairs with an initial separation of 1 km, they
obtained roughly the same transition scale (50 km). So the pairs
with larger initial separations, in the 1–10 km range, may not have
reached the asymptotic exponential growth period.
There is another difference though, overlooked by the authors.
Because the FSLE involves distance, not distance squared, the
e-folding time for the dispersion implied by the FSLE is actually
6 days, three times larger than the estimate from relative disper-
sion. It turns out that this discrepancy stems from insufficient tem-
poral resolution of the data (1 day).
If the resolution is too coarse, the fast-separating pairs are
incorrectly represented in the average. For instance, if a given pair
1
10
100
1000
10000
0 5 10 15 20 25
D2 (km2)
Day
Relative dispersion, Zonal (+), Meridional (x)
Fig. 22a. Relative dispersion vs. time for surface drifters in the SCULP experiment in
the Gulf of Mexico. The zonal dispersion is indicated by the -curve and the mer-
idional by the +-curve. The dashed line indicates exponential growth with a e-
folding time scale of 1.8 days.
10
100
1000
10000
100000
1 10 100
D2 (km2)
Day
Relative dispersion for the full set
t2.2
Fig. 22b. The total relative dispersion at late times. The straight line indicates a
power law growth with a best-fit slope of 2.2, and the dashed lines indicate the
error estimates. From LaCasce and Ohlmann (2003).
0 5 10 15 20 25 30 35 40 45 50
0
5
10
15
20
25
30
35
Kurtosis
Day
Fig. 23. The kurtosis of the relative displacements as functions of time. The solid
line is for the total displacements and the circles/crosses are for the meridional/
zonal displacements. The Gaussian value of three is indicated by the dashed line.
From LaCasce and Ohlmann (2003).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 23
requires only half a day to separate from 1 to 2 km, that exit time
would be misrepresented in the average. To test this, we interpo-
lated the SCULP pair separation time series to finer resolution
(1/5, 1/10 and 1/20 of a day). As seen in Fig. 25, increasing the tem-
poral resolution does indeed shift the small scale plateau to larger
inverse times. The curves converge at the highest resolutions,
where the doubling time is comparable to that inferred from rela-
tive dispersion (roughly 0.9 day
1
). Including the fast separation
times is thus critical to capture the small scale growth.
This conclusion is supported by a recent study in which the FSLE
was calculated from synthetic data generated by a model of the
Adriatic Sea (Haza et al., in press). The authors used the surface
velocity fields to advect drifters, and tested how the FSLE changed
if the model fields were filtered temporally or spatially. They dem-
onstrated that coarse temporal resolution degrades the FSLE at
small scales, producing a plateau with an artificially low growth
rate, as seen here. In their case, the plateau vanishes altogether
with sufficient temporal resolution, because most of the chance
pairs were in boundary currents, experiencing shear dispersion.
Using original pairs deployed throughout the domain, they recov-
ered a plateau and hence exponential growth.
Relative dispersion is much more robust with regards totemporal
resolution. Using the interpolated SCULP time series produces identi-
cal dispersioncurves, just with finer spacing. Presumably the relative
dispersion would suffer if the advecting velocities were smoothed
spatially, but this is obviously not an issue with in situ data.
On the other hand, the FSLE is relatively unaffected by the inter-
polation at the largest scales (Fig. 25). The only difference is that the
higher resolution cases exhibit a transition to the power law decay
at somewhat smaller separation scales, as the small distance pla-
teau shifts to larger values. Surprisingly, the transition scale is not
significantly different when using only the r
0
¼1 km pairs. So that
result is also affected by the temporal resolution of the data.
Of course, this interpolation to finer resolution is artificial, be-
cause drifter time series with a time spacing of 1/20th of a day
would include inertial oscillations (which were filtered out of the
daily data). So the small scale behavior seen in Fig. 25 is likely very
different in reality.
Thus the FSLE scaling at large scales agrees with that inferred
from relative dispersion, within the errors. At small scales, how-
ever, the FSLE is sensitive to the temporal resolution of the data,
particularly if the resolution is comparable to the e-folding time
scale. This sensitivity is not an issue for model-generated trajecto-
ries, where the resolution is as fine as required. But it is relevant for
in situ data.
3.4. Three or more particles
Using larger groups of particles can shed additional light on the
dispersion. For instance, the folding of material lines can be de-
tected with three particles (e.g. Thiffeault, 2005). Here we consider
a number of studies involving three or more particles.
Consider a group of drifters at the ocean surface. If the drifters
are close enough to each other, the material inside the polygon
formed by them will be conserved, so that
1
A
dA
dt¼ou
oxþov
oy
:ð65Þ
Thus one can diagnose surface divergence by monitoring changes in
the cluster area.
This idea was explored by Molinari and Kirwan (1975) with
drifters from the western Caribbean. The authors also used clusters
to calculate vorticity, stretching and shearing deformations by
using a clever transformation due to Saucier (1955). Saucier’s
method involves rotating the instantaneous velocity vectors of
the constituent drifters. For instance, by replacing
u!v
0
;v!u
0
one obtains for the vorticity:
f¼ov
oxou
oy¼ou
0
oxþov
0
oy¼1
A
0
dA
0
dt;
if A
0
is the area enclosed by the cluster with the vertices formed by
the rotated velocity vectors. Similar transformations can be used to
obtain the shearing and stretching terms.
Alternatively, one can calculate the same quantities by differ-
encing drifter velocities (Molinari and Kirwan, 1975; Okubo and
Ebbesmeyer, 1976; Okubo et al., 1976; Fahrbach et al., 1986; Niiler
et al., 1989; Paduan and Niiler, 1990; Swenson et al., 1992). In this,
one expands the velocities of the individual drifters in Taylor series
about the velocity of the cluster center:
u
i
¼u
c
þou
c
oxðx
i
x
c
Þþou
c
oyðy
i
y
c
Þþu
0
i
;ð66Þ
v
i
¼v
c
þov
c
oxðx
i
x
c
Þþov
c
oyðy
i
y
c
Þþv
0
i
;ð67Þ
where ðu
c
;v
c
Þand ðx
c
;y
c
Þare the velocities and positions of the cen-
ter. These equations can be used to estimate the shear terms using a
least squares formulation. With four or more particles, one can also
0.01
0.1
1
10 100
λ(δ)
δ
Fig. 24. The FSLE plotted against separation (in km) using data from 37 surface
drifters (dotted solid line) and from 10
4
synthetic drifters (dashed line) in the Ad-
riatic. From Lacorata et al. (2001), with permission.
10–1 100101102103
10–2
10–1
100
101
D (km)
1/<Ta>
D–2/3
δt=1
δt=1/5
δt=1/10
δt=1/20
Fig. 25. The FSLE with the SCULP drifter data. The squares correspond to daily data,
while the curves with triangles, pluses and stars derive from time series interpo-
lated to one-fifth, one-tenth and one-twentieth of a day, respectively. The dashed
line indicates the mean inverse exit time inferred from the relative dispersion.
24 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
obtain error estimates for the shears. The results improve with the
number of particles, and Okubo and Ebbesmeyer (1976) suggested 6
would yield reasonable estimates. The results are also sensitive to
the aspect ratio of the cluster; if it is too strained out, the estimates
are degraded (Righi and Strub, 2001). The latter authors obtained
accurate results with synthetic drifters in a 1/12th of a degree mod-
el of the California Current using clusters of 5. Molinari and Kirwan
(1975), Niiler et al. (1989), Paduan and Niiler (1990) and Swenson
et al. (1992) all obtained plausible results with groups of only 3
or 4 drifters.
Molinari and Kirwan (1975) moreover compared the area and
center-of-mass methods and found they produced nearly identical
results (Fig. 26). This supported the assumptions underlying both
methods. As noted, the drifters must be close for this to work,
and the rms separation in Molinari and Kirwan’s groups was only
a few kilometers. The vorticity estimates are of order 10
5
s
1
, indi-
cating a Rossby number of order 0.1.
Molinari and Kirwan went further and used the vorticity and
divergence estimates to evaluate a Lagrangian vorticity balance
for the drifter clusters:
d
dtðfþfÞþðfþfÞou
oxþov
oy
¼resid:ð68Þ
Although the residuals were comparable in size to the two terms on
the LHS, there were clear indications that those terms were balanc-
ing each other.
Mariano and Rossby (1989) made similar calculations with data
from SOFAR floats in the western Atlantic. These were deployed
during the local dynamics experiment (LDE) at 700 and 1300 m.
Below the surface, the flow is approximately three dimensionally
non-divergent. However, vertical stretching can produce horizon-
tal divergence, as in (68). Thus (68) still applies, but now the diver-
gence reflects vortex stretching. It is difficult to estimate the
divergence directly from the velocity shears because it involves
the difference of two large terms (presumably because the veloci-
ties are nearly geostrophic). So they used several other methods to
infer the stretching, one of which involved using hydrographic data
from ships in the vicinity.
The results were limited, but suggested that all three terms
were important. Moreover, it was often apparent that two of the
terms were balancing when the third was small. They found that
the 1300 m floats were clearly influenced by the topography, in a
manner consistent with the mixed Rossby wave advection inferred
by Price and Rossby (1982).
Now imagine that the divergence is weak, so that the area be-
tween three particles is approximately conserved. Then an expo-
nential growth of the separation between two of the particles
must be balanced by an equally rapid contraction in the distance
perpendicular to the line joining them and the third particle. This
was noted by Batchelor (1952b) in the context of dispersion in
the presence of a constant strain, and by Garrett (1983) for the ens-
trophy cascade in 2-D turbulence.
Of course the ocean surface is divergent and area need not be
conserved. But we can assume it is and examine the consequences.
The SCULP drifters in the Gulf of Mexico were of sufficient density
to yield a small number of ‘‘chance” triplets. One such, over the
continental shelf, is shown in Fig. 27. The triangle was drawn out
early on, collapsing nearly to a line. Later it grew, gradually return-
ing to a isosceles triangular shape.
There were roughly 30 such triangles. The mean triangle base
(defined as the longest leg) grew approximately exponentially in
time during the first 10 days, at a rate consistent with the mean
pair dispersion (Fig. 28). The triangle height is also increasing,
Fig. 26. An example of diagnostics calculated from a triplet of drifters by Molinari
and Kirwan (1975). Shown are the area, divergence, vorticity, and the stretching
and shearing deformations. The solid lines represent quantities derived using the
least squares method and those derived by the area method by ’s. Reproduced
with permission.
Fig. 27. A triplet of drifters in the SCULP experiment. From LaCasce and Ohlmann
(2003).
J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29 25
although it is not significantly different from 1 km for most of the
first 8 days. Thereafter it is clearly growing. However, the latter
may signal the shift to the large scale dispersion (note the leg ap-
pears to fall off the exponential growth at about the same time).
Nevertheless, even if the triangle height were constant, the area
is increasing exponentially fast over the initial period.
Molinari and Kirwan (1975) and Fahrbach et al. (1986) also
examined the evolution of the areas of clusters of drifters, in the
Western Caribbean and the Equatorial Atlantic respectively. The
rms drifter separations were comparable to those in SCULP, on
the order of a few kilometres. The areas also grew in time (e.g.
Fig. 26), and Fahrbach et al. suggested the growth was exponential.
However, this growth in triangle area does not necessarily re-
flect divergence. Even if the divergence were zero, we could not
see the mean triangle height shrink below 1 km, the spatial resolu-
tion of the drifter positions. In addition, small scale mixing, due for
instance to inertial oscillations, could be preventing a further col-
lapse in the triangle height.
A similar effect is seen at depth. The North Atlantic Tracer Re-
lease Experiment (NATRE; Ledwell et al., 1998), in the northeast
Atlantic, was one of several such experiments in which a patch of
tracer (sulfur hexafluoride) was released on an isopycnal surface
and subsequently monitored from a ship. The major result of NA-
TRE was a definitive quantification of the vertical diffusivity in
the open ocean. But the lateral spreading reflects the relative dis-
persion due to the synoptic scale eddy field. The tracer was drawn
out into filaments, consistent with sub-deformation scale expo-
nential stretching. These became thinner and thinner until, appar-
ently, small scale mixing limited their further collapse
(Sundermeyer and Price, 1998). Such behavior was anticipated in
the theoretical work of Garrett (1983).
What happens to a drifter triplet at larger scales? As noted,
there are several indications of local relative dispersion at scales
greater than the deformation radius (LaCasce and Bower, 2000;
Ollitrault et al., 2005; LaCasce and Ohlmann, 2003), so we could
ask how such dispersion affects triplets. Triplets have been studied
recently in the context of Richardson dispersion (Celani and Ver-
gassola, 2001; Falkovich et al., 2001). Area is not conserved be-
cause fluid is mixed in and out of the triangle. One expects the
mean square triangle leg to grow at the same rate as the mean pair
separation, but theory also suggests the triangles should evolve to-
ward a more equilateral shape. The SCULP triangles are stretched
out during the first 10 days, so local dispersion at larger scales
should reverse that tendency.
The growth of the rms leg among the SCULP triangles exhibits a
power law growth similar to that of the pairs, with an exponent of
n2:2(LaCasce and Ohlmann, 2003). More interestingly, the
mean triangle aspect ratio (defined as the base divided by the
height) systematically decreases during this period (Fig. 29). So
the triangles are indeed shifting toward a more equilateral shape.
The aspect ratio exhibits an approximate power law dependence
on time, with an exponent of roughly 1.
As noted in Section 3.3, some aspects of the late time relative
dispersion for the SCULP drifters resemble a Richardson regime
while others suggest shear dispersion. The change in aspect ratio
is perhaps more consistent with a turbulent cascade. But this issue
is certainly not settled and deserves further attention.
4. Summary and conclusions
We have examined single and multiple particle statistics ap-
plied to ocean data. Single particle studies are the most common;
the results of the studies discussed herein can be summarized as
follows:
Eulerian mean velocities. By binning drifter velocities geographi-
cally, one can map the Eulerian currents. This has been done in
many regions, and at different depths. Recent advances include
the use of objective analysis and spline-fitting to improve the
estimates.
Lateral diffusivities. Diffusivities are estimated from residual
velocities. As with the binned means, the diffusivities can be
mapped over the regions sampled by the drifters. The results
are important for numerical models, particularly when the mod-
els do not explicitly resolve eddy transport processes.
Stochastic models. A specifically Lagrangian construct in which
synthetic particles are advected, subject to random forcing.
Recent models which simulate random accelerations and parti-
cle looping can reproduce observed statistics remarkably well.
Correlations with other fields. Correlating drifter velocities or dis-
placements with stationary fields (e.g. topography) can reveal
how those fields influence the motion. Correlations with non-
stationary fields (e.g. temperature) can be used to estimate
eddy-fluxes.
PDFs. Measurements of the velocity probability density func-
tions for both drifters and floats suggest an excess of extreme
events over what would be expected for a Gaussian process. This
has implications for sub-grid scale modeling, as well as for sub-
merged platforms.
Euler–Lagrange relations. Determining the relation between
Eulerian and Lagrangian diffusivities is important if one is to
use float-based estimates in models. Recent results suggest con-
verting from one to the other is possible.
Fig. 28. Mean base (defined as the longest leg) and height of 32 triangles from the
SCULP experiment. The straight dashed line indicates exponential growth with an
e-folding time of 1.8 days. From LaCasce and Ohlmann (2003).
Fig. 29. The mean aspect ratio (defined as the base, the longest leg, divided by the
height) for the 32 triplets of drifters in the SCULP experiment. From LaCasce and
Ohlmann (2003).
26 J.H. LaCasce/ Progress in Oceanography 77 (2008) 1–29
Multiple particle dispersion quantifies how tracer spreads. There
are fewer such studies than with single particles, but some results
are emerging.
Sub-deformation dispersion. There are indications that relative
dispersion below the deformation radius is isotropic and
increases exponentially in time (Lacorata et al., 2001; LaCasce
and Ohlmann, 2003; Ollitrault et al., 2005). As such, the disper-
sion resembles that seen at similar scales in the stratosphere
(Morel and Larcheveque, 1974; Er-el and Peskin, 1981). The
cause for the latter is likely non-local straining due to Rossby
waves, but the reason for the oceanic dispersion has not been
established. If exponential growth is common at these scales,
it would aid sub-gridscale mixing parameterizations in numeri-
cal models.
Dispersion above the deformation radius is less settled. Some
studies suggest Richardson dispersion up to several hundred
kilometers (Okubo, 1971; LaCasce and Bower, 2000; LaCasce
and Ohlmann, 2003; Ollitrault et al., 2005) while others suggest
diffusive spreading (LaCasce and Bower, 2000, in the eastern
Atlantic). The situation is similarly unsettled in the stratosphere
above the deformation radius. It is most likely the dispersion at
these scales is intimately linked to the large scale circulation.
Since these scales are resolved by numerical models, the issue
could be studied using synthetic floats.
Vorticity and divergence estimates. With a cluster of drifters
which are close together and which constitute a polygon with
a not-too-large aspect ratio, one can obtain estimates of the vor-
ticity and deformation terms. Divergence is more difficult to
resolve, probably because geostrophic velocities are approxi-
mately non-divergent.
Thus Lagrangian data has been used profitably to study oceanic
dynamics. There are nevertheless a number of outstanding funda-
mental issues. Our conception of relative dispersion in particular
would benefit from more targeted experiments. In most existing
data sets, the drifters and floats were deployed alone, necessitating
using chance pairs to study relative dispersion. Systematic deploy-
ments of pairs and clusters of floats and/or drifters would greatly
improve the reliability of the results. Float deployments could also
be made in conjunction with tracer releases, so that each data set
could compliment the other.
Such experiments would help define the dispersion below and
above the deformation radius. As noted earlier, Okubo (1971) de-
duced Richardson-type dispersion over scales of 10 m to 100 km,
while the drifter and float studies suggest exponential growth
(LaCasce and Ohlmann, 2003; Ollitrault et al., 2005). The same
comments apply for the dispersion at large scales, which is proba-
bly influenced by the general circulation. Such experiments would
also help sort out differences between surface and sub-surface dis-
persion, which have been treated essentially interchangeably here.
Understanding this is important for using surface data to infer sub-
surface dispersion.
The dispersion regimes in the ocean could likely be clarified
with systematic modeling studies. The study of Huber et al.
(2001) revealed regional variations in relative dispersion in the tro-
posphere, and a similar study in the North Atlantic would be use-
ful. The much larger number of particles afforded by a model
allows for greater statistical certainty, and this can help determine
which measures are robust (e.g. Righi and Strub, 2001; Lumpkin
et al., 2002; Bracco et al., 2003; Haza et al., in press). Of course
the models cannot capture all aspects, such as the dispersion at
small scales, but they would provide a much-needed framework
for interpreting the observations.
Lagrangian data is important for studying and modelling the
ocean. Lagrangian analyses can produce estimates of the mean
velocities and diffusivities in regions where Eulerian sampling is
not practical. Eddy heat fluxes are crucially important in climate
models, and the best estimates are likely to come from Lagrangian
measurements. And with advances in assimilation and the growing
number of surface and subsurface observations, Lagrangian data
will only become more important in the future.
Acknowledgements
The present article derives from lectures given at the Summer
School ‘‘Transport in Geophysical Flows: Ten Years after” in Aosta,
Italy in June 2004. The original notes appear in Transport and Mix-
ing in Geophysical Flows (Springer-Verlag, 262 pp). Thanks to R. Da-
vis, S. Gille, A. Provenzale, V. Rupolo and three anonymous
reviewers for detailed comments on the manuscript, to A. Poje
for discussions about the FSLE and to the authors who kindly al-
lowed reproduction of their figures. Dedicated to Dad.
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