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

Fluctuation-Response Relations for Multi-Time Correlations

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control term'' added as a modification to the master equation for statistical distributions. The proof of the relations is based upon a variational characterization of the generating functional of the time-correlations. The same fluctuation-response relations are preserved within moment-closures for the statistical dynamical system, when these are constructed via the variational Rayleigh-Ritz procedure. For the 2-time correlations of the moment-variables themselves, the fluctuation-response relation is equivalent to an ``Onsager regression hypothesis'' for the small fluctuations. For correlations of higher-order, there is a new effect in addition to such linear propagation of fluctuations present instantaneously: the dynamical generation of correlations by nonlinear interaction of fluctuations. In general, we discuss some physical and mathematical aspects of the {\it Ans\"{a}tze} required for an accurate calculation of the time correlations. We also comment briefly upon the computational use of these relations, which is well-suited for automatic differentiation tools. An example will be given of a simple closure for turbulent energy decay, which illustrates the numerical application of the relations.Comment: 28 pages, 1 figure, submitted to Phys. Rev.

The supernova-regulated ISM. II. The mean magnetic field

The origin and structure of the magnetic fields in the interstellar medium of spiral galaxies is investigated with 3D, non-ideal, compressible MHD simulations, including stratification in the galactic gravity field, differential rotation and radiative cooling. A rectangular domain, 1x1x2 kpc^{3} in size, spans both sides of the galactic mid-plane. Supernova explosions drive transonic turbulence. A seed magnetic field grows exponentially to reach a statistically steady state within 1.6 Gyr. Following Germano (1992) we use volume averaging with a Gaussian kernel to separate magnetic field into a mean field and fluctuations. Such averaging does not satisfy all Reynolds rules, yet allows a formulation of mean-field theory. The mean field thus obtained varies in both space and time. Growth rates differ for the mean-field and fluctuating field and there is clear scale separation between the two elements, whose integral scales are about 0.7 kpc and 0.3 kpc, respectively.Comment: 5 pages, 10 figures, submitted to Monthly Notices Letter

Free Energy Functional for Nonequilibrium Systems: An Exactly Solvable Case

We consider the steady state of an open system in which there is a flux of matter between two reservoirs at different chemical potentials. For a large system of size $N$, the probability of any macroscopic density profile $\rho(x)$ is $\exp[-N{\cal F}(\{\rho\})]$; ${\cal F}$ thus generalizes to nonequilibrium systems the notion of free energy density for equilibrium systems. Our exact expression for $\cal F$ is a nonlocal functional of $\rho$, which yields the macroscopically long range correlations in the nonequilibrium steady state previously predicted by fluctuating hydrodynamics and observed experimentally.Comment: 4 pages, RevTeX. Changes: correct minor errors, add reference, minor rewriting requested by editors and refere

Intermittency in the Joint Cascade of Energy and Helicity

The statistics of the energy and helicity fluxes in isotropic turbulence are studied using high resolution direct numerical simulation. The scaling exponents of the energy flux agree with those of the transverse velocity structure functions through refined similarity hypothesis, consistent with Kraichnan's prediction \cite{Kr74}. The helicity flux is even more intermittent than the energy flux and its scaling exponents are closer to those of the passive scalar. Using Waleffe's helical decomposition, we demonstrate that the existence of positive mean helicity flux inhibits the energy transfer in the negative helical modes, a non-passive effect

Turbulence Fluctuations and New Universal Realizability Conditions in Modelling

General turbulent mean statistics are shown to be characterized by a variational principle. The variational functionals, or ``effective actions'', have experimental consequences for turbulence fluctuations and are subject to realizability conditions of positivity and convexity. An efficient Rayleigh-Ritz algorithm is available to calculate approximate effective actions within PDF closures. Examples are given for Navier-Stokes and for a 3-mode system of Lorenz. The new realizability conditions succeed at detecting {\em a priori} the poor predictions of PDF closures even when the classical 2nd-order moment realizability conditions are satisfied.Comment: 4 pages, LaTeX (Version 2.09), 3 figures, Postscript, Submitted to Phys. Rev. Let

Rayleigh-Ritz Calculation of Effective Potential Far From Equilibrium

We demonstrate the utility of a Rayleigh-Ritz scheme recently proposed to compute the nonequilibrium effective potential nonperturbatively in a strong noise regime far from equilibrium. A simple Kramers model of an ionic conductor is used to illustrate the efficiency of the method.Comment: 4 pages, Latex (Version 2.09), 2 figures (Postscript), tar+gzip+uuencoded. Submitted to Phys. Rev. Let

Fluctuations relations for semiclassical single-mode laser

Over last decades, the study of laser fluctuations has shown that laser theory may be regarded as a prototypical example of a nonlinear nonequilibrium problem. The present paper discusses the fluctuation relations, recently derived in nonequilibrium statistical mechanics, in the context of the semiclassical laser theory.Comment: 11 pages, 3 figure

Hydrodynamic limit for a boundary driven stochastic lattice gas model with many conserved quantities

We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics we considered consists of a weakly asymmetric simple exclusion process with collision among particles having different velocities

Matrix exponential-based closures for the turbulent subgrid-scale stress tensor

Two approaches for closing the turbulence subgrid-scale stress tensor in terms of matrix exponentials are introduced and compared. The first approach is based on a formal solution of the stress transport equation in which the production terms can be integrated exactly in terms of matrix exponentials. This formal solution of the subgrid-scale stress transport equation is shown to be useful to explore special cases, such as the response to constant velocity gradient, but neglecting pressure-strain correlations and diffusion effects. The second approach is based on an Eulerian-Lagrangian change of variables, combined with the assumption of isotropy for the conditionally averaged Lagrangian velocity gradient tensor and with the recent fluid deformation approximation. It is shown that both approaches lead to the same basic closure in which the stress tensor is expressed as the matrix exponential of the resolved velocity gradient tensor multiplied by its transpose. Short-time expansions of the matrix exponentials are shown to provide an eddy-viscosity term and particular quadratic terms, and thus allow a reinterpretation of traditional eddy-viscosity and nonlinear stress closures. The basic feasibility of the matrix-exponential closure is illustrated by implementing it successfully in large eddy simulation of forced isotropic turbulence. The matrix-exponential closure employs the drastic approximation of entirely omitting the pressure-strain correlation and other nonlinear scrambling terms. But unlike eddy-viscosity closures, the matrix exponential approach provides a simple and local closure that can be derived directly from the stress transport equation with the production term, and using physically motivated assumptions about Lagrangian decorrelation and upstream isotropy