Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities

Here, we examine the suitability of truncated Polynomial Chaos Expansions (PCE) and truncated Gram-Charlier Expansions (GrChE) as possible methods for uncertainty quantification (UQ) in nonlinear systems with intermittency and positive Lyapunov exponents. These two methods rely on truncated Galerkin projections of either the system variables in a fixed polynomial basis spanning the ‘uncertain ’ subspace (PCE) or a suitable eigenfunction expansion of the joint probability distribution associated with the uncertain evolution of the system (GrChE). Based on a simple, statistically exactly solvable non-linear and non-Gaussian test model, we show in detail that methods exploiting truncated spectral expansions, be it PCE or GrChE, have significant limitations for uncertainty quantification in systems with intermittent instabilities or parametric uncertainties in the damping. Intermittency and fat-tailed probability densities are hallmark features of the inertial and dissipation ranges of turbulence and we show that in such important dynamical regimes PCE performs, at best, similarly to the vastly simpler Gaussian moment closure technique utilized earlier by the authors in a different context for UQ within a framework of Empirical Information Theory. Moreover, we show that the non-realizability of the GrChE approximations is linked to the onset of intermittency in the dynamics and it is frequently accompanied by an erroneou

An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. As in standard projection operator methods, a set of resolved variables is selected to capture the slow, macroscopic behavior of the system, and the family of quasi-equilibrium probability densities on phase space corresponding to these resolved variables is employed as a statistical model. The macroscopic dynamics of the mean resolved variables is determined by optimizing over paths of these probability densities. Specifically, a cost function is introduced that quantifies the lack-of-fit of such paths to the underlying microscopic dynamics; it is an ensemble-averaged, squared-norm of the residual that results from submitting a path of trial densities to the Liouville equation. The evolution of the macrostate is estimated by minimizing the time integral of the cost function. The value function for this optimization satisfies the associated Hamilton-Jacobi equation, and it determines the optimal relation between the statistical parameters and the irreversible fluxes of the resolved variables, thereby closing the reduced dynamics. The resulting equations for the macroscopic variables have the generic form of governing equations for nonequilibrium thermodynamics, and they furnish a rational extension of the classical equations of linear irreversible thermodynamics beyond the near-equilibrium regime. In particular, the value function is a thermodynamic potential that extends the classical dissipation function and supplies the nonlinear relation between thermodynamics forces and fluxes

The Vortex-Wave equation with a single vortex as the limit of the Euler equation

In this article we consider the physical justification of the Vortex-Wave equation introduced by Marchioro and Pulvirenti in the case of a single point vortex moving in an ambient vorticity. We consider a sequence of solutions for the Euler equation in the plane corresponding to initial data consisting of an ambient vorticity in $L^1\cap L^\infty$ and a sequence of concentrated blobs which approach the Dirac distribution. We introduce a notion of a weak solution of the Vortex-Wave equation in terms of velocity (or primitive variables) and then show, for a subsequence of the blobs, the solutions of the Euler equation converge in velocity to a weak solution of the Vortex-Wave equation.Comment: 24 pages, to appea

Absence of squirt singularities for the multi-phase Muskat problem

In this paper we study the evolution of multiple fluids with different constant densities in porous media. This physical scenario is known as the Muskat and the (multi-phase) Hele-Shaw problems. In this context we prove that the fluids do not develop squirt singularities.Comment: 16 page

Stochastic Lagrangian Particle Approach to Fractal Navier-Stokes Equations

In this article we study the fractal Navier-Stokes equations by using stochastic Lagrangian particle path approach in Constantin and Iyer \cite{Co-Iy}. More precisely, a stochastic representation for the fractal Navier-Stokes equations is given in terms of stochastic differential equations driven by L\'evy processes. Basing on this representation, a self-contained proof for the existence of local unique solution for the fractal Navier-Stokes equation with initial data in \mW^{1,p} is provided, and in the case of two dimensions or large viscosity, the existence of global solution is also obtained. In order to obtain the global existence in any dimensions for large viscosity, the gradient estimates for L\'evy processes with time dependent and discontinuous drifts is proved.Comment: 19 page

Nondispersive solutions to the L2-critical half-wave equation

We consider the focusing $L^2$-critical half-wave equation in one space dimension $$i \partial_t u = D u - |u|^2 u,$$ where $D$ denotes the first-order fractional derivative. Standard arguments show that there is a critical threshold $M_* > 0$ such that all $H^{1/2}$ solutions with $\| u \|_{L^2} < M_*$ extend globally in time, while solutions with $\| u \|_{L^2} \geq M_*$ may develop singularities in finite time. In this paper, we first prove the existence of a family of traveling waves with subcritical arbitrarily small mass. We then give a second example of nondispersive dynamics and show the existence of finite-time blowup solutions with minimal mass $\| u_0 \|_{L^2} = M_*$. More precisely, we construct a family of minimal mass blowup solutions that are parametrized by the energy $E_0 >0$ and the linear momentum $P_0 \in \R$. In particular, our main result (and its proof) can be seen as a model scenario of minimal mass blowup for $L^2$-critical nonlinear PDE with nonlocal dispersion.Comment: 51 page