71 research outputs found
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
Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency
Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
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 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 -critical half-wave equation in one space
dimension where denotes the
first-order fractional derivative. Standard arguments show that there is a
critical threshold such that all solutions with extend globally in time, while solutions with 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 . More precisely, we construct a
family of minimal mass blowup solutions that are parametrized by the energy
and the linear momentum . In particular, our main result
(and its proof) can be seen as a model scenario of minimal mass blowup for
-critical nonlinear PDE with nonlocal dispersion.Comment: 51 page
Rounding errors may be beneficial for simulations of atmospheric flow: results from the forced 1D Burgers equation
- …