On the state space geometry of the Kuramoto-Sivashinsky flow in a periodic domain

The continuous and discrete symmetries of the Kuramoto-Sivashinsky system restricted to a spatially periodic domain play a prominent role in shaping the invariant sets of its chaotic dynamics. The continuous spatial translation symmetry leads to relative equilibrium (traveling wave) and relative periodic orbit (modulated traveling wave) solutions. The discrete symmetries lead to existence of equilibrium and periodic orbit solutions, induce decomposition of state space into invariant subspaces, and enforce certain structurally stable heteroclinic connections between equilibria. We show, on the example of a particular small-cell Kuramoto-Sivashinsky system, how the geometry of its dynamical state space is organized by a rigid `cage' built by heteroclinic connections between equilibria, and demonstrate the preponderance of unstable relative periodic orbits and their likely role as the skeleton underpinning spatiotemporal turbulence in systems with continuous symmetries. We also offer novel visualizations of the high-dimensional Kuramoto-Sivashinsky state space flow through projections onto low-dimensional, PDE representation independent, dynamically invariant intrinsic coordinate frames, as well as in terms of the physical, symmetry invariant energy transfer rates.Comment: 31 pages, 17 figures; added references, corrected typos. Due to file size restrictions some figures in this preprint are of low quality. A high quality copy may be obtained from http://www.cns.gatech.edu/~predrag/papers/preprints.html#rp

Continuation for thin film hydrodynamics and related scalar problems

This chapter illustrates how to apply continuation techniques in the analysis of a particular class of nonlinear kinetic equations that describe the time evolution through transport equations for a single scalar field like a densities or interface profiles of various types. We first systematically introduce these equations as gradient dynamics combining mass-conserving and nonmass-conserving fluxes followed by a discussion of nonvariational amendmends and a brief introduction to their analysis by numerical continuation. The approach is first applied to a number of common examples of variational equations, namely, Allen-Cahn- and Cahn-Hilliard-type equations including certain thin-film equations for partially wetting liquids on homogeneous and heterogeneous substrates as well as Swift-Hohenberg and Phase-Field-Crystal equations. Second we consider nonvariational examples as the Kuramoto-Sivashinsky equation, convective Allen-Cahn and Cahn-Hilliard equations and thin-film equations describing stationary sliding drops and a transversal front instability in a dip-coating. Through the different examples we illustrate how to employ the numerical tools provided by the packages auto07p and pde2path to determine steady, stationary and time-periodic solutions in one and two dimensions and the resulting bifurcation diagrams. The incorporation of boundary conditions and integral side conditions is also discussed as well as problem-specific implementation issues

Time integration and steady-state continuation for 2d lubrication equations

Lubrication equations allow to describe many structurin processes of thin liquid films. We develop and apply numerical tools suitable for their analysis employing a dynamical systems approach. In particular, we present a time integration algorithm based on exponential propagation and an algorithm for steady-state continuation. In both algorithms a Cayley transform is employed to overcome numerical problems resulting from scale separation in space and time. An adaptive time-step allows to study the dynamics close to hetero- or homoclinic connections. The developed framework is employed on the one hand to analyse different phases of the dewetting of a liquid film on a horizontal homogeneous substrate. On the other hand, we consider the depinning of drops pinned by a wettability defect. Time-stepping and path-following are used in both cases to analyse steady-state solutions and their bifurcations as well as dynamic processes on short and long time-scales. Both examples are treated for two- and three-dimensional physical settings and prove that the developed algorithms are reliable and efficient for 1d and 2d lubrication equations, respectively.Comment: 33 pages, 16 figure

Additive noise effects in active nonlinear spatially extended systems

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first focus on a regime close to the instability onset (primary bifurcation), where the system can be described by a single dominant mode. We show analytically that the resulting noise in the equation describing the amplitude of the dominant mode largely depends on the nature of the stochastic forcing. For a highly degenerate noise, in the sense that it is acting on the first stable mode only, the amplitude equation is dominated by a pure multiplicative noise, which in turn induces the dominant mode to undergo several critical state transitions and complex phenomena, including intermittency and stabilisation, as the noise strength is increased. The intermittent behaviour is characterised by a power-law probability density and the corresponding critical exponent is calculated rigorously by making use of the first-passage properties of the amplitude equation. On the other hand, when the noise is acting on the whole subspace of stable modes, the multiplicative noise is corrected by an additive-like term, with the eventual loss of any stabilised state. We also show that the stochastic forcing has no effect on the dominant mode dynamics when it is acting on the second stable mode. Finally, in a regime which is relatively far from the instability onset, so that there are two unstable modes, we observe numerically that when the noise is acting on the first stable mode, both dominant modes show noise-induced complex phenomena similar to the single-mode case

Recurrent spatio-temporal structures in presence of continuous symmetries

When statistical assumptions do not hold and coherent structures are present in spatially extended systems such as fluid flows, flame fronts and field theories, a dynamical description of turbulent phenomena becomes necessary. In the dynamical systems approach, theory of turbulence for a given system, with given boundary conditions, is given by (a) the geometry of its infinite-dimensional state space and (b) the associated measure, that is, the likelihood that asymptotic dynamics visits a given state space region. In this thesis this vision is pursued in the context of Kuramoto-Sivashinsky system, one of the simplest physically interesting spatially extended nonlinear systems. With periodic boundary conditions, continuous translational symmetry endows state space with additional structure that often dictates the type of observed solutions. At the same time, the notion of recurrence becomes relative: asymptotic dynamics visits the neighborhood of any equivalent, translated point, infinitely often. Identification of points related by the symmetry group action, termed symmetry reduction, although conceptually simple as the group action is linear, is hard to implement in practice, yet it leads to dramatic simplification of dynamics. Here we propose a scheme, based on the method of moving frames of Cartan, to efficiently project solutions of high-dimensional truncations of partial differential equations computed in the original space to a reduced state space. The procedure simplifies the visualization of high-dimensional flows and provides new insight into the role the unstable manifolds of equilibria and traveling waves play in organizing Kuramoto-Sivashinsky flow. This in turn elucidates the mechanism that creates unstable modulated traveling waves (periodic orbits in reduced space) that provide a skeleton of the dynamics. The compact description of dynamics thus achieved sets the stage for reduction of the dynamics to mappings between a set of Poincare sections.Ph.D.Committee Chair: Cvitanovic, Predrag; Committee Member: Dieci, Luca; Committee Member: Grigoriev, Roman; Committee Member: Schatz, Michael; Committee Member: Wiesenfeld, Kur

Propagating reaction fronts in moving fluids

La presente tesis tuvo como objetivo estudiar frentes de reacción modelados mediante la ecuación de Kuramoto-Sivashinsky sujetos a diferentes tipos de movimiento de fluido: flujo externo de Poiseuille, el cual es contrastado con el flujo de Couette, y flujo convectivo debido a la inestabilidad de Rayleigh-Taylor. En el primer caso, los frentes se propagan a favor o en contra de un flujo estacionario bidimensional entre dos placas paralelas que se conoce como flujo de Poiseuille. Para pequeñas distancias entre las placas, encontramos frentes estacionarios que pueden ser planos, simétricos o asimétricos, dependiendo de la separación de las placas y de la velocidad promedio del fluido externo. Adicionalmente, descubrimos que los frentes simétricos estables que se propagan en sentido opuesto al flujo simétrico externo se vuelven asimétricos al incrementar la rapidez del flujo externo. En el caso del flujo externo de Couette, el flujo es producido por el movimiento de dos placas paralelas en sentidos opuestos. Hallamos que la estabilidad y la forma de los frentes estacionarios dependen de la velocidad relativa entre las placas y de su separación. Estos parámetros desempeñan un papel importante, puesto que pueden convertir frentes inestables en estables. En el último caso, las inestabilidades en el frente producidas cuando un fluido más denso se encuentra encima de un fluido menos denso se conocen como inestabilidades de Rayleigh-Taylor y son causadas por la diferencia de densidades a través del frente bajo la acción de la gravedad. El frente describe la interfaz delgada que separa los fluidos de diferente densidad dentro de dos placas paralelas verticales; mientras que la convección causada por las fuerzas de flotación a través de la interfaz delgada determina el flujo debido a la inestabilidad de Rayleigh-Taylor. Para el estudio de los efectos del flujo externo sobre los frentes de reacción, primero obtuvimos los frentes y luego realizaremos un análisis de estabilidad lineal para determinar la estabilidad de los frentes bajo los tres tipos de movimiento del fluido. La forma de los frentes y sus respectivas regiones de estabilidad fueron contrastadas con los frentes en ausencia de flujo externo. Los resultados de la investigación fueron publicados en tres revistas internacionales arbitradas e indexadas: Physical Review E (2012), Chaos (2014), y European Physics Journal (2014). Adicionalmente, la tesis presenta resultados para frentes oscilantes y sus transiciones al caos debido a la interacción del frente de reacción con los flujos externos antes mencionados.Tesi

Unstable recurrent patterns in Kuramoto-Sivashinsky dynamics

We undertake a systematic exploration of recurrent patterns in a 1-dimensional Kuramoto-Sivashinsky system. For a small, but already rather turbulent system, the long-time dynamics takes place on a low-dimensional invariant manifold. A set of equilibria offers a coarse geometrical partition of this manifold. A variational method enables us to determine numerically a large number of unstable spatiotemporally periodic solutions. The attracting set appears surprisingly thin - its backbone are several Smale horseshoe repellers, well approximated by intrinsic local 1-dimensional return maps, each with an approximate symbolic dynamics. The dynamics appears decomposable into chaotic dynamics within such local repellers, interspersed by rapid jumps between them.Comment: 11 pages, 11 figure

Accurate macroscale modelling of spatial dynamics in multiple dimensions

Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid microscale dynamics the dynamical systems approach constructs accurate closures of macroscale discretisations of the microscale system. Here we specifically explore reaction-diffusion problems in two spatial dimensions as a prototype of generic systems in multiple dimensions. Our approach unifies into one the modelling of systems by a type of finite elements, and the `equation free' macroscale modelling of microscale simulators efficiently executing only on small patches of the spatial domain. Centre manifold theory ensures that a closed model exist on the macroscale grid, is emergent, and is systematically approximated. Dividing space either into overlapping finite elements or into spatially separated small patches, the specially crafted inter-element/patch coupling also ensures that the constructed discretisations are consistent with the microscale system/PDE to as high an order as desired. Computer algebra handles the considerable algebraic details as seen in the specific application to the Ginzburg--Landau PDE. However, higher order models in multiple dimensions require a mixed numerical and algebraic approach that is also developed. The modelling here may be straightforwardly adapted to a wide class of reaction-diffusion PDEs and lattice equations in multiple space dimensions. When applied to patches of microscopic simulations our coupling conditions promise efficient macroscale simulation.Comment: some figures with 3D interaction when viewed in Acrobat Reader. arXiv admin note: substantial text overlap with arXiv:0904.085