arXiv subjects

Darryl D Holm

Publications and source records attributed to Darryl D Holm.

10 recordsLinked to original sources

arXiv2025

A Multiscale Camassa--Holm Equation

A system of equations for Multiscale Geodesic Flow (MGF) is introduced whose solutions illustrate the paradigm of whorls within whorls within whorls, introduced by L. F. Richardson in 1922 to describe the cascade of energy in fluid turbulence. Numerical simulations are given for MGF on $S^1$, where the MGF equation comprises a multiscale generalisation of the Camassa-Holm (CH) equation whose emergent singular solutions generalise the peakon solutions of the CH.

physics.flu-dyn↗

arXiv2020

Stochastic wave-current interaction in thermal shallow water dynamics

Holm (Proc. Roy. Soc 2015) introduced a variational framework for stochastically parametrising unresolved scales of hydrodynamic motion. This variational framework preserves fundamental features of fluid dynamics, such as Kelvin's circulation theorem, while also allowing for dispersive nonlinear wave propagation, both within a stratified fluid and at its free surface. The present paper combines asymptotic expansions and vertical averaging with the stochastic variational framework to formulate a new approach for developing stochastic parametrisation schemes for nonlinear wave fields. The approach is applied to a variety of shallow water equations which descend from Euler's three-dimensional fluid equations with rotation and stratification under approximation by asymptotic expansions and vertical averaging. In the entire family of nonlinear stochastic wave-current interaction equations derived here using this approach, Kelvin's circulation theorem reveals a barotropic mechanism for wave generation of horizontal circulation or convection (cyclogenesis) which is activated whenever the gradients of wave elevation and/or topography are not aligned with the gradient of the vertically averaged buoyancy.

physics.flu-dyn↗

arXiv2020

Stochastic Variational Formulations of Fluid Wave-Current Interaction

We are modelling multi-scale, multi-physics uncertainty in wave-current interaction (WCI). To model uncertainty in WCI, we introduce stochasticity into the wave dynamics of two classic models of WCI; namely, the Generalised Lagrangian Mean (GLM) model and the Craik--Leibovich (CL) model. The key idea for the GLM approach is the separation of the Lagrangian (fluid) and Eulerian (wave) degrees of freedom in Hamilton's principle. This is done by coupling an Euler--Poincaré {\it reduced Lagrangian} for the current flow and a {\it phase-space Lagrangian} for the wave field. WCI in the GLM model involves the nonlinear Doppler shift in frequency of the Hamiltonian wave subsystem, which arises because the waves propagate in the frame of motion of the Lagrangian-mean velocity of the current. In contrast, WCI in the CL model arises because the fluid velocity is defined relative to the frame of motion of the Stokes mean drift velocity, which is usually taken to be prescribed, time independent and driven externally. We compare the GLM and CL theories by placing them both into the general framework of a stochastic Hamilton's principle for a 3D Euler--Boussinesq (EB) fluid in a rotating frame. In other examples, we also apply the GLM and CL methods to add wave physics and stochasticity to the familiar 1D and 2D shallow water flow models. The differences in the types of stochasticity which arise for GLM and CL models can be seen by comparing the Kelvin circulation theorems for the two models. The GLM model acquires stochasticity in its Lagrangian transport velocity for the currents and also in its group velocity for the waves. The Kelvin circulation theorem stochastic CL model can accept stochasticity in its both its integrand and in the Lagrangian transport velocity of its circulation loop.

physics.flu-dyn↗

arXiv2018

Dynamics of non-holonomic systems with stochastic transport

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this purpose, we derive, analyze and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, nonholonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle. Keywords: Nonholonomic constraints, Stochastic dynamics, Transport noise.

physics.class-ph↗

arXiv2018

Circulation and Energy Theorem Preserving Stochastic Fluids

Smooth solutions of the incompressible Euler equations are characterized by the property that circulation around material loops is conserved. This is the Kelvin theorem. Likewise, smooth solutions of Navier-Stokes are characterized by a generalized Kelvin's theorem, introduced by Constantin-Iyer (2008). In this note, we introduce a class of stochastic fluid equations, whose smooth solutions are characterized by natural extensions of the Kelvin theorems of their deterministic counterparts, which hold along certain noisy flows. These equations are called the stochastic Euler-Poincaré and stochastic Navier-Stokes-Poincaré equations respectively. The stochastic Euler-Poincaré equations were previously derived from a stochastic variational principle by Holm (2015), which we briefly review. Solutions of these equations do not obey pathwise energy conservation/dissipation in general. In contrast, we also discuss a class of stochastic fluid models, solutions of which possess energy theorems but do not, in general, preserve circulation theorems.

math.AP↗

arXiv2017

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby justifying stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centering condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

math.AP↗

arXiv2009

Peakons

The peakons discussed here are singular solutions of the dispersionless Camassa-Holm (CH) shallow water wave equation in one spatial dimension. These are reviewed in the context of asymptotic expansions and Euler-Poincaré variational principles. The dispersionless CH equation generalizes to the EPDiff equation, whose singular solutions are peakon wave fronts in higher dimensions. The reduction of these singular solutions of CH and EPDiff to canonical Hamiltonian dynamics on lower dimensional sets may be understood, by realizing that their solution ansatz is a momentum map, and momentum maps are Poisson.

nlin.SI↗

arXiv2008

Geometry of Vlasov kinetic moments: a bosonic Fock space for the symmetric Schouten bracket

The dynamics of Vlasov kinetic moments is shown to be Lie-Poisson on the dual Lie algebra of symmetric contravariant tensor fields. The corresponding Lie bracket is identified with the symmetric Schouten bracket and the moment Lie algebra is related with a bundle of bosonic Fock spaces, where creation and annihilation operators are used to construct the cold plasma closure. Kinetic moments are also shown to define a momentum map, which is infinitesimally equivariant. This momentum map is the dual of a Lie algebra homomorphism, defined through the Schouten bracket. Finally the moment Lie-Poisson bracket is extended to anisotropic interactions.

nlin.CD↗

arXiv2007

Vlasov moments, integrable systems and singular solutions

The Vlasov equation for the collisionless evolution of the single-particle probability distribution function (PDF) is a well-known Lie-Poisson Hamiltonian system. Remarkably, the operation of taking the moments of the Vlasov PDF preserves the Lie-Poisson structure. The individual particle motions correspond to singular solutions of the Vlasov equation. The paper focuses on singular solutions of the problem of geodesic motion of the Vlasov moments. These singular solutions recover geodesic motion of the individual particles.

nlin.SI↗

arXiv2006

Discrete momentum maps for lattice EPDiff

We focus on the spatial discretization produced by the Variational Particle-Mesh (VPM) method for a prototype fluid equation the known as the EPDiff equation}, which is short for Euler-Poincaré equation associated with the diffeomorphism group (of $\mathbb{R}^d$, or of a $d$-dimensional manifold $Ω$). The EPDiff equation admits measure valued solutions, whose dynamics are determined by the momentum maps for the left and right actions of the diffeomorphisms on embedded subspaces of $\mathbb{R}^d$. The discrete VPM analogs of those dynamics are studied here. Our main results are: (i) a variational formulation for the VPM method, expressed in terms of a constrained variational principle principle for the Lagrangian particles, whose velocities are restricted to a distribution $D_{\VPM}$ which is a finite-dimensional subspace of the Lie algebra of vector fields on $Ω$; (ii) a corresponding constrained variational principle on the fixed Eulerian grid which gives a discrete version of the Euler-Poincaré equation; and (iii) discrete versions of the momentum maps for the left and right actions of diffeomorphisms on the space of solutions.

math.NA↗