Hybrid deterministic stochastic systems with microscopic look-ahead dynamics

We study the impact of stochastic mechanisms on a coupled hybrid system consisting of a general advection-diffusion-reaction partial differential equation and a spatially distributed stochastic lattice noise model. The stochastic dynamics include both spin-flip and spin-exchange type interparticle interactions. Furthermore, we consider a new, asymmetric, single exclusion pro- cess, studied elsewhere in the context of traffic flow modeling, with an one-sided interaction potential which imposes advective trends on the stochastic dynamics. This look-ahead stochastic mechanism is responsible for rich nonlinear behavior in solutions. Our approach relies heavily on first deriving approximate differential mesoscopic equations. These approximations become exact either in the long range, Kac interaction partial differential equation case, or, given sufficient time separation con- ditions, between the partial differential equation and the stochastic model giving rise to a stochastic averaging partial differential equation. Although these approximations can in some cases be crude, they can still give a first indication, via linearized stability analysis, of the interesting regimes for the stochastic model. Motivated by this linearized stability analysis we choose particular regimes where interacting nonlinear stochastic waves are responsible for phenomena such as random switching, convective instability, and metastability, all driven by stochasticity. Numerical kinetic Monte Carlo simulations of the coarse grained hybrid system are implemented to assist in producing solutions and understanding their behavior

Nonlinear stability and ergodicity of ensemble based Kalman filters

The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and oil reservoir simulation, very little is known about the long-time behavior of these methods and why they are effective when applied with modest ensemble sizes in large dimensional turbulent dynamical systems. By following the basic principles of energy dissipation and controllability of filters, this paper establishes a simple, systematic and rigorous framework for the nonlinear analysis of EnKF and ESRF with arbitrary ensemble size, focusing on the dynamical properties of boundedness and geometric ergodicity. The time uniform boundedness guarantees that the filter estimate will not diverge to machine infinity in finite time, which is a potential threat for EnKF and ESQF known as the catastrophic filter divergence. Geometric ergodicity ensures in addition that the filter has a unique invariant measure and that initialization errors will dissipate exponentially in time. We establish these results by introducing a natural notion of observable energy dissipation. The time uniform bound is achieved through a simple Lyapunov function argument, this result applies to systems with complete observations and strong kinetic energy dissipation, but also to concrete examples with incomplete observations. With the Lyapunov function argument established, the geometric ergodicity is obtained by verifying the controllability of the filter processes; in particular, such analysis for ESQF relies on a careful multivariate perturbation analysis of the covariance eigen-structure.Comment: 38 page

Improved linear response for stochastically driven systems

The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response prediction, although suffers from numerical instability for long response times due to positive Lyapunov exponents. However, in the case of stochastically driven dynamics, one typically resorts to the classical fluctuation-dissipation formula, which has the drawback of explicitly requiring the probability density of the statistical state together with its derivative for computation, which might not be available with sufficient precision in the case of complex dynamics (usually a Gaussian approximation is used). Here we adapt the short-time linear response formula for stochastically driven dynamics, and observe that, for short and moderate response times before numerical instability develops, it is generally superior to the classical formula with Gaussian approximation for both the additive and multiplicative stochastic forcing. Additionally, a suitable blending with classical formula for longer response times eliminates numerical instability and provides an improved response prediction even for long response times

Systematic Multiscale Models for Deep Convection on Mesoscales

This paper builds on recent developments of a unified asymptotic approach to meteorological modelling (Klein (2000), Klein (2003)), which was used successfully in the development of “Systematicmultiscale models for the tropics” in (Majda & Klein (2003), Majda & Biello (2004), Biello & Majda(2005)). Here we account for typical bulk microphysics parameterizations of moist processes within this framework. The key steps are careful nondimensionalization of the bulk microphysics equations and the choice of appropriate distinguished limits for the various nondimensional small parameters that appear. We are then in the position to study scale interactions in the atmosphere involving moist physics. We demonstrate this by developing two systematic multiscale models that are motivated by our interest in mesoscale organized convection. The emphasis here is on multiple length, but common time scales. The first of these models describes the short time evolution of slender, deep convective “hot towers” with horizontal scale 1 km interacting with the linearized momentum balance on length and time scales of (10km / 3 min). We expect this model to describe how convective inhibition may be overcome near the surface, how the onset of deep convection triggers convective scale gravity waves, and that it will also yield new insight into how such local convective events may conspire to create larger scale strong storms. The second model addresses the next larger range of length and time scales (10 km, 100 km, and 20min) and exhibits mathematical features that are strongly reminiscent of mesoscale organized convection. In both cases, the asymptotic analysis reveals how the stiffness of condensation/evaporation processes induces highly nonlinear dynamics. Besides providing new theoretical insights, the derived models may also serve as a theoretical devices for analyzing and interpreting the results of complex moist process model simulations, and they may stimulate the development of new, theoretically grounded subgrid scale parameterizations

Viscous evolution of point vortex equilibria: The collinear state

When point vortex equilibria of the 2D Euler equations are used as initial conditions for the corre- sponding Navier-Stokes equations (viscous), typically an interesting dynamical process unfolds at short and intermediate time scales, before the long time single peaked, self-similar Oseen vortex state dom- inates. In this paper, we describe the viscous evolution of a collinear three vortex structure that cor- responds to an inviscid point vortex fixed equilibrium. Using a multi-Gaussian 'core-growth' type of model, we show that the system immediately begins to rotate unsteadily, a mechanism we attribute to a 'viscously induced' instability. We then examine in detail the qualitative and quantitative evolution of the system as it evolves toward the long-time asymptotic Lamb-Oseen state, showing the sequence of topological bifurcations that occur both in a fixed reference frame, and in an appropriately chosen rotating reference frame. The evolution of passive particles in this viscously evolving flow is shown and interpreted in relation to these evolving streamline patterns.Comment: 17 pages, 15 figure

Local and nonlocal pressure Hessian effects in real and synthetic fluid turbulence

The Lagrangian dynamics of the velocity gradient tensor A in isotropic and homogeneous turbulence depend on the joint action of the self-streching term and the pressure Hessian. Existing closures for pressure effects in terms of A are unable to reproduce one important statistical role played by the anisotropic part of the pressure Hessian, namely the redistribution of the probabilities towards enstrophy production dominated regions. As a step towards elucidating the required properties of closures, we study several synthetic velocity fields and how well they reproduce anisotropic pressure effects. It is found that synthetic (i) Gaussian, (ii) Multifractal and (iii) Minimal Turnover Lagrangian Map (MTLM) incompressible velocity fields reproduce many features of real pressure fields that are obtained from numerical simulations of the Navier Stokes equations, including the redistribution towards enstrophy-production regions. The synthetic fields include both spatially local, and nonlocal, anisotropic pressure effects. However, we show that the local effects appear to be the most important ones: by assuming that the pressure Hessian is local in space, an expression in terms of the Hessian of the second invariant Q of the velocity gradient tensor can be obtained. This term is found to be well correlated with the true pressure Hessian both in terms of eigenvalue magnitudes and eigenvector alignments.Comment: 10 pages, 4 figures, minor changes, final version, published in Phys. Fluid

ANOMALOUS SCALING OF THE PASSIVE SCALAR

We establish anomalous inertial range scaling of structure functions for a model of advection of a passive scalar by a random velocity field. The velocity statistics is taken gaussian with decorrelation in time and velocity differences scaling as $|x|^{\kappa/2}$ in space, with $0\leq\kappa < 2$. The scalar is driven by a gaussian forcing acting on spatial scale $L$ and decorrelated in time. The structure functions for the scalar are well defined as the diffusivity is taken to zero and acquire anomalous scaling behavior for large pumping scales $L$. The anomalous exponent is calculated explicitly for the 4^{\m\rm th} structure function and for small $\kappa$ and it differs from previous predictions. For all but the second structure functions the anomalous exponents are nonvanishing.Comment: 8 pages, late

The Exotic Statistics of Leapfrogging Smoke Rings

The leapfrogging motion of smoke rings is a three dimensional version of the motion that in two dimensions leads to exotic exchange statistics. The statistical phase factor can be computed using the hydrodynamical Euler equation, which is a universal law for describing the properties of a large class of fluids. This suggests that three dimensional exotic exchange statistics is a common property of closed vortex loops in a variety of quantum liquids and gases, from helium superfluids to Bose-Einstein condensed alkali gases, metallic hydrogen in its liquid phases and maybe even nuclear matter in extreme conditions.Comment: 9 pages 1 figur