Unifying Dynamical and Structural Stability of Equilibriums

We exhibit a fundamental relationship between measures of dynamical and structural stability of equilibriums, arising from real dynamical systems. We show that dynamical stability, quantified via systems local response to external perturbations, coincides with the minimal internal perturbation able to destabilize the equilibrium. First, by reformulating a result of control theory, we explain that harmonic external perturbations reflect the spectral sensitivity of the Jacobian matrix at the equilibrium, with respect to constant changes of its coefficients. However, for this equivalence to hold, imaginary changes of the Jacobian's coefficients have to be allowed. The connection with dynamical stability is thus lost for real dynamical systems. We show that this issue can be avoided, thus recovering the fundamental link between dynamical and structural stability, by considering stochastic noise as external and internal perturbations. More precisely, we demonstrate that a system's local response to white-noise perturbations directly reflects the intensity of internal white noise that it can accommodate before asymptotic mean-square stability of the equilibrium is lost.Comment: 13 pages, 2 figure

Lorenz-Mie theory for 2D scattering and resonance calculations

This PhD tutorial is concerned with a description of the two-dimensional generalized Lorenz-Mie theory (2D-GLMT), a well-established numerical method used to compute the interaction of light with arrays of cylindrical scatterers. This theory is based on the method of separation of variables and the application of an addition theorem for cylindrical functions. The purpose of this tutorial is to assemble the practical tools necessary to implement the 2D-GLMT method for the computation of scattering by passive scatterers or of resonances in optically active media. The first part contains a derivation of the vector and scalar Helmholtz equations for 2D geometries, starting from Maxwell's equations. Optically active media are included in 2D-GLMT using a recent stationary formulation of the Maxwell-Bloch equations called steady-state ab initio laser theory (SALT), which introduces new classes of solutions useful for resonance computations. Following these preliminaries, a detailed description of 2D-GLMT is presented. The emphasis is placed on the derivation of beam-shape coefficients for scattering computations, as well as the computation of resonant modes using a combination of 2D-GLMT and SALT. The final section contains several numerical examples illustrating the full potential of 2D-GLMT for scattering and resonance computations. These examples, drawn from the literature, include the design of integrated polarization filters and the computation of optical modes of photonic crystal cavities and random lasers.Comment: This is an author-created, un-copyedited version of an article published in Journal of Optics. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from i

Resonances, Radiation Damping and Instability in Hamiltonian Nonlinear Wave Equations

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We show that, for generic nonlinear Hamiltonian perturbations, all small amplitude solutions decay to zero as time tends to infinity at an anomalously slow rate. In particular, spatially localized and time-periodic solutions of the linear problem are destroyed by generic nonlinear Hamiltonian perturbations via slow radiation of energy to infinity. These solutions can therefore be thought of as metastable states. The main mechanism is a nonlinear resonant interaction of bound states (eigenfunctions) and radiation (continuous spectral modes), leading to energy transfer from the discrete to continuum modes. This is in contrast to the KAM theory in which appropriate nonresonance conditions imply the persistence of invariant tori. A hypothesis ensuring that such a resonance takes place is a nonlinear analogue of the Fermi golden rule, arising in the theory of resonances in quantum mechanics. The techniques used involve: (i) a time-dependent method developed by the authors for the treatment of the quantum resonance problem and perturbations of embedded eigenvalues, (ii) a generalization of the Hamiltonian normal form appropriate for infinite dimensional dispersive systems and (iii) ideas from scattering theory. The arguments are quite general and we expect them to apply to a large class of systems which can be viewed as the interaction of finite dimensional and infinite dimensional dispersive dynamical systems, or as a system of particles coupled to a field.Comment: To appear in Inventiones Mathematica

Linear non-normal energy amplification of harmonic and stochastic forcing in turbulent channel flow

The linear response to stochastic and optimal harmonic forcing of small coherent perturbations to the turbulent channel mean flow is computed for Reynolds numbers ranging from Re_tau=500 to Re_tau=20000. Even though the turbulent mean flow is linearly stable, it is nevertheless able to sustain large amplifications by the forcing. The most amplified structures consist of streamwise elongated streaks that are optimally forced by streamwise elongated vortices. For streamwise elongated structures, the mean energy amplification of the stochastic forcing is found to be, to a first approximation, inversely proportional to the forced spanwise wavenumber while it is inversely proportional to its square for optimal harmonic forcing in an intermediate spanwise wavenumber range. This scaling can be explicitly derived from the linearised equations under the assumptions of geometric similarity of the coherent perturbations and of logarithmic base flow. Deviations from this approximate power-law regime are apparent in the premultiplied energy amplification curves that reveal a strong influence of two different peaks. The dominant peak scales in outer units with the most amplified spanwise wavelength of $\lambda_z \approx 3.5 h$ while the secondary peak scales in wall units with the most amplified $\lambda_z^+\approx 80$. The associated optimal perturbations are almost independent of the Reynolds number when respectively scaled in outer and inner units. In the intermediate wavenumber range the optimal perturbations are approximatively geometrically similar. Furthermore, the shape of the optimal perturbations issued from the initial value, the harmonic forcing and the stochastic forcing analyses are almost indistinguishable. The optimal streaks corresponding to the large-scale peak strongly penetrate into the inner layer, where their amplitude is proportional to the mean-flow profile. At the wavenumbers corresponding to the large-scale peak, the optimal amplifications of harmonic forcing are at least two orders of magnitude larger than the amplifications of the variance of stochastic forcing and both increase with the Reynolds number. This confirms the potential of the artificial forcing of optimal large-scale streaks for the flow control of wall-bounded turbulent flows