Linear Stochastic Models of Nonlinear Dynamical Systems

We investigate in this work the validity of linear stochastic models for nonlinear dynamical systems. We exploit as our basic tool a previously proposed Rayleigh-Ritz approximation for the effective action of nonlinear dynamical systems started from random initial conditions. The present paper discusses only the case where the PDF-Ansatz employed in the variational calculation is ``Markovian'', i.e. is determined completely by the present values of the moment-averages. In this case we show that the Rayleigh-Ritz effective action of the complete set of moment-functions that are employed in the closure has a quadratic part which is always formally an Onsager-Machlup action. Thus, subject to satisfaction of the requisite realizability conditions on the noise covariance, a linear Langevin model will exist which reproduces exactly the joint 2-time correlations of the moment-functions. We compare our method with the closely related formalism of principal oscillation patterns (POP), which, in the approach of C. Penland, is a method to derive such a linear Langevin model empirically from time-series data for the moment-functions. The predictive capability of the POP analysis, compared with the Rayleigh-Ritz result, is limited to the regime of small fluctuations around the most probable future pattern. Finally, we shall discuss a thermodynamics of statistical moments which should hold for all dynamical systems with stable invariant probability measures and which follows within the Rayleigh-Ritz formalism.Comment: 36 pages, 5 figures, seceq.sty for sequential numbering of equations by sectio

Analysis of a turbulence model related to that of k-epsilon for stationary and compressible flows

We shall study a turbulence model arising in compressible fluid mechanics. The model called $\theta - \phi$ we study is closely related to the k-epsilon model. We shall establish existence, positivity and regularity results in a very general framework

On study of deterministic conservative solvers for the nonlinear boltzmann and landau transport equations

textThe Boltzmann Transport Equation (BTE) has been the keystone of the kinetic theory, which is at the center of Statistical Mechanics bridging the gap between the atomic structures and the continuum-like behaviors. The existence of solutions has been a great mathematical challenge and still remains elusive. As a grazing limit of the Boltzmann operator, the Fokker-Planck-Landau (FPL) operator is of primary importance for collisional plasmas. We have worked on the following three different projects regarding the most important kinetic models, the BTE and the FPL Equations. (1). A Discontinuous Galerkin Solver for Nonlinear BTE. We propose a deterministic numerical solver based on Discontinuous Galerkin (DG) methods, which has been rarely studied. As the key part, the weak form of the collision operator is approximated within subspaces of piecewise polynomials. To save the tremendous computational cost with increasing order of polynomials and number of mesh nodes, as well as to resolve loss of conservations due to domain truncations, the following combined procedures are applied. First, the collision operator is projected onto a subspace of basis polynomials up to first order. Then, at every time step, a conservation routine is employed to enforce the preservation of desired moments (mass, momentum and/or energy), with only linear complexity. The asymptotic error analysis shows the validity and guarantees the accuracy of these two procedures. We applied the property of ``shifting symmetries" in the weight matrix, which consists in finding a minimal set of basis matrices that can exactly reconstruct the complete family of collision weight matrix. This procedure, together with showing the sparsity of the weight matrix, reduces the computation and storage of the collision matrix from O(N3) down to O(N^2). (2). Spectral Gap for Linearized Boltzmann Operator. Spectral gaps provide information on the relaxation to equilibrium. This is a pioneer field currently unexplored form the computational viewpoint. This work, for the first time, provides numerical evidence on the existence of spectral gaps and corresponding approximate values. The linearized Boltzmann operator is projected onto a Discontinuous Galerkin mesh, resulting in a ``collision matrix". The original spectral gap problem is then approximated by a constrained minimization problem, with objective function the Rayleigh quotient of the "collision matrix" and with constraints the conservation laws. A conservation correction then applies. We also study the convergence of the approximate Rayleigh quotient to the real spectral gap. (3). A Conservative Scheme for Approximating Collisional Plasmas. We have developed a deterministic conservative solver for the inhomogeneous Fokker-Planck-Landau equations coupled with Poisson equations. The original problem is splitted into two subproblems: collisonless Vlasov problem and collisonal homogeneous Fokker-Planck-Landau problem. They are handled with different numerical schemes. The former is approximated using Runge-Kutta Discontinuous Galerkin (RKDG) scheme with a piecewise polynomial basis subspace covering all collision invariants; while the latter is solved by a conservative spectral method. To link the two different computing grids, a special conservation routine is also developed. All the projects are implemented with hybrid MPI and OpenMP. Numerical results and applications are provided.Computational Science, Engineering, and Mathematic

The interplay between helicity and rotation in turbulence: implications for scaling laws and small-scale dynamics

Invariance properties of physical systems govern their behavior: energy conservation in turbulence drives a wide distribution of energy among modes, observed in geophysical or astrophysical flows. In ideal hydrodynamics, the role of helicity conservation (correlation between velocity and its curl, measuring departures from mirror symmetry) remains unclear since it does not alter the energy spectrum. However, with solid body rotation, significant differences emerge between helical and non-helical flows. We first outline several results, like the energy and helicity spectral distribution and the breaking of strict universality for the individual spectra. Using massive numerical simulations, we then show that small-scale structures and their intermittency properties differ according to whether helicity is present or not, in particular with respect to the emergence of Beltrami-core vortices (BCV) that are laminar helical vertical updrafts. These results point to the discovery of a small parameter besides the Rossby number; this could relate the problem of rotating helical turbulence to that of critical phenomena, through renormalization group and weak turbulence theory. This parameter can be associated with the adimensionalized ratio of the energy to helicity flux to small scales, the three-dimensional energy cascade being weak and self-similar

Institute for Computational Mechanics in Propulsion (ICOMP)

The Institute for Computational Mechanics in Propulsion (ICOMP) is a combined activity of Case Western Reserve University, Ohio Aerospace Institute (OAI) and NASA Lewis. The purpose of ICOMP is to develop techniques to improve problem solving capabilities in all aspects of computational mechanics related to propulsion. The activities at ICOMP during 1991 are described

Renormalization: an advanced overview

We present several approaches to renormalization in QFT: the multi-scale analysis in perturbative renormalization, the functional methods \`a la Wetterich equation, and the loop-vertex expansion in non-perturbative renormalization. While each of these is quite well-established, they go beyond standard QFT textbook material, and may be little-known to specialists of each other approach. This review is aimed at bridging this gap.Comment: Review, 130 pages, 33 figures; v2: misprints corrected, refs. added, minor improvements; v3: some changes to sect. 5, refs. adde