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

Equation-free implementation of statistical moment closures

We present a general numerical scheme for the practical implementation of statistical moment closures suitable for modeling complex, large-scale, nonlinear systems. Building on recently developed equation-free methods, this approach numerically integrates the closure dynamics, the equations of which may not even be available in closed form. Although closure dynamics introduce statistical assumptions of unknown validity, they can have significant computational advantages as they typically have fewer degrees of freedom and may be much less stiff than the original detailed model. The closure method can in principle be applied to a wide class of nonlinear problems, including strongly-coupled systems (either deterministic or stochastic) for which there may be no scale separation. We demonstrate the equation-free approach for implementing entropy-based Eyink-Levermore closures on a nonlinear stochastic partial differential equation.Comment: 7 pages, 2 figure

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

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.

Fluctuations in the Irreversible Decay of Turbulent Energy

A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates the strength of a stochastic backscatter term in the energy decay equation to the mean of the energy dissipation rate. The theory is based on the so-called ``effective action'' of the energy history and illustrates a Rayleigh-Ritz method recently developed to evaluate the effective action approximately within probability density-function (PDF) closures. These effective actions generalize the Onsager-Machlup action of nonequilibrium statistical mechanics to turbulent flow. They yield detailed, concrete predictions for fluctuations, such as multi-time correlation functions of arbitrary order, which cannot be obtained by direct PDF methods. They also characterize the mean histories by a variational principle.Comment: 26 pages, Latex Version 2.09, plus seceq.sty, a stylefile for sequential numbering of equations by section. This version includes new discussion of the physical interpretation of the formal Rayleigh-Ritz approximation. The title is also change

Localness of energy cascade in hydrodynamic turbulence, II. Sharp spectral filter

We investigate the scale-locality of subgrid-scale (SGS) energy flux and inter-band energy transfers defined by the sharp spectral filter. We show by rigorous bounds, physical arguments and numerical simulations that the spectral SGS flux is dominated by local triadic interactions in an extended turbulent inertial-range. Inter-band energy transfers are also shown to be dominated by local triads if the spectral bands have constant width on a logarithmic scale. We disprove in particular an alternative picture of ``local transfer by nonlocal triads,'' with the advecting wavenumber mode at the energy peak. Although such triads have the largest transfer rates of all {\it individual} wavenumber triads, we show rigorously that, due to their restricted number, they make an asymptotically negligible contribution to energy flux and log-banded energy transfers at high wavenumbers in the inertial-range. We show that it is only the aggregate effect of a geometrically increasing number of local wavenumber triads which can sustain an energy cascade to small scales. Furthermore, non-local triads are argued to contribute even less to the space-average energy flux than is implied by our rigorous bounds, because of additional cancellations from scale-decorrelation effects. We can thus recover the -4/3 scaling of nonlocal contributions to spectral energy flux predicted by Kraichnan's ALHDIA and TFM closures. We support our results with numerical data from a $512^3$ pseudospectral simulation of isotropic turbulence with phase-shift dealiasing. We conclude that the sharp spectral filter has a firm theoretical basis for use in large-eddy simulation (LES) modeling of turbulent flows.Comment: 42 pages, 9 figure

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