Koopman analysis of the long-term evolution in a turbulent convection cell

We analyse the long-time evolution of the three-dimensional flow in a closed cubic turbulent Rayleigh-B\'{e}nard convection cell via a Koopman eigenfunction analysis. A data-driven basis derived from diffusion kernels known in machine learning is employed here to represent a regularized generator of the unitary Koopman group in the sense of a Galerkin approximation. The resulting Koopman eigenfunctions can be grouped into subsets in accordance with the discrete symmetries in a cubic box. In particular, a projection of the velocity field onto the first group of eigenfunctions reveals the four stable large-scale circulation (LSC) states in the convection cell. We recapture the preferential circulation rolls in diagonal corners and the short-term switching through roll states parallel to the side faces which have also been seen in other simulations and experiments. The diagonal macroscopic flow states can last as long as a thousand convective free-fall time units. In addition, we find that specific pairs of Koopman eigenfunctions in the secondary subset obey enhanced oscillatory fluctuations for particular stable diagonal states of the LSC. The corresponding velocity field structures, such as corner vortices and swirls in the midplane, are also discussed via spatiotemporal reconstructions.Comment: 32 pages, 9 figures, article in press at Journal of Fluid Mechanic

On some electroconvection models

We consider a model of electroconvection motivated by studies of the motion of a two dimensional annular suspended smectic film under the influence of an electric potential maintained at the boundary by two cylindrical electrodes. We prove that this electroconvection model has global in time unique smooth solutions

Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh--B\'enard convection

By utilizing diffusion maps embedding and transition matrix analysis we investigate sparse temperature measurement time-series data from Rayleigh--B\'enard convection experiments in a cylindrical container of aspect ratio $\Gamma=D/L=0.5$ between its diameter ($D$) and height ($L$). We consider the two cases of a cylinder at rest and rotating around its cylinder axis. We find that the relative amplitude of the large-scale circulation (LSC) and its orientation inside the container at different points in time are associated to prominent geometric features in the embedding space spanned by the two dominant diffusion-maps eigenvectors. From this two-dimensional embedding we can measure azimuthal drift and diffusion rates, as well as coherence times of the LSC. In addition, we can distinguish from the data clearly the single roll state (SRS), when a single roll extends through the whole cell, from the double roll state (DRS), when two counter-rotating rolls are on top of each other. Based on this embedding we also build a transition matrix (a discrete transfer operator), whose eigenvectors and eigenvalues reveal typical time scales for the stability of the SRS and DRS as well as for the azimuthal drift velocity of the flow structures inside the cylinder. Thus, the combination of nonlinear dimension reduction and dynamical systems tools enables to gain insight into turbulent flows without relying on model assumptions

Nonparametric Uncertainty Quantification for Stochastic Gradient Flows

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce a stochastic matrix whose generator is a discrete approximation to the backward Kolmogorov operator of the underlying dynamics. The eigenvectors of this stochastic matrix, which we will refer to as the diffusion coordinates, are discrete approximations to the eigenfunctions of the Kolmogorov operator and form an orthonormal basis for functions defined on the data set. Using this basis, we consider the projection of three uncertainty quantification (UQ) problems (prediction, filtering, and response) into the diffusion coordinates. In these coordinates, the nonlinear prediction and response problems reduce to solving systems of infinite-dimensional linear ordinary differential equations. Similarly, the continuous-time nonlinear filtering problem reduces to solving a system of infinite-dimensional linear stochastic differential equations. Solving the UQ problems then reduces to solving the corresponding truncated linear systems in finitely many diffusion coordinates. By solving these systems we give a model-free algorithm for UQ on gradient flow systems with isotropic diffusion. We numerically verify these algorithms on a 1-dimensional linear gradient flow system where the analytic solutions of the UQ problems are known. We also apply the algorithm to a chaotically forced nonlinear gradient flow system which is known to be well approximated as a stochastically forced gradient flow.Comment: Find the associated videos at: http://personal.psu.edu/thb11

Subdivision Directional Fields

We present a novel linear subdivision scheme for face-based tangent directional fields on triangle meshes. Our subdivision scheme is based on a novel coordinate-free representation of directional fields as halfedge-based scalar quantities, bridging the finite-element representation with discrete exterior calculus. By commuting with differential operators, our subdivision is structure-preserving: it reproduces curl-free fields precisely, and reproduces divergence-free fields in the weak sense. Moreover, our subdivision scheme directly extends to directional fields with several vectors per face by working on the branched covering space. Finally, we demonstrate how our scheme can be applied to directional-field design, advection, and robust earth mover's distance computation, for efficient and robust computation

Laplacian Projection Based Global Physical Prior Smoke Reconstruction

We present a novel framework for reconstructing fluid dynamics in real-life scenarios. Our approach leverages sparse view images and incorporates physical priors across long series of frames, resulting in reconstructed fluids with enhanced physical consistency. Unlike previous methods, we utilize a differentiable fluid simulator (DFS) and a differentiable renderer (DR) to exploit global physical priors, reducing reconstruction errors without the need for manual regularization coefficients. We introduce divergence-free Laplacian eigenfunctions (div-free LE) as velocity bases, improving computational efficiency and memory usage. By employing gradient-related strategies, we achieve better convergence and superior results. Extensive experiments demonstrate the effectiveness of our method, showcasing improved reconstruction quality and computational efficiency compared to existing approaches. We validate our approach using both synthetic and real data, highlighting its practical potential

Model-reduced variational fluid simulation

We present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness of coarse spatial and temporal resolutions of geometric integrators, and the simplicity of sub-grid accurate boundary conditions on regular grids to deal with arbitrarily-shaped domains. At the core of our contributions is a functional map approach to fluid simulation for which scalar- and vector-valued eigenfunctions of the Laplacian operator can be easily used as reduced bases. Using a variational integrator in time to preserve liveliness and a simple, yet accurate embedding of the fluid domain onto a Cartesian grid, our model-reduced fluid simulator can achieve realistic animations in significantly less computational time than full-scale non-dissipative methods but without the numerical viscosity from which current reduced methods suffer. We also demonstrate the versatility of our approach by showing how it easily extends to magnetohydrodynamics and turbulence modeling in 2D, 3D and curved domains

Kernel Analog Forecasting: Multiscale Test Problems

Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially on the extent to which the variables chosen for prediction are Markovian, or approximately Markovian. Multiscale systems provide a framework in which this issue can be analyzed. In this work kernel analog forecasting methods are studied from the perspective of data generated by multiscale dynamical systems. The problems chosen exhibit a variety of different Markovian closures, using both averaging and homogenization; furthermore, settings where scale-separation is not present and the predicted variables are non-Markovian, are also considered. The studies provide guidance for the interpretation of data-driven prediction methods when used in practice.Comment: 30 pages, 14 figures; clarified several ambiguous parts, added references, and a comparison with Lorenz' original method (Sec. 4.5