arXiv subjects

Darryl D. Holm

Publications and source records attributed to Darryl D. Holm.

At least 37 records · Page 2Linked to original sources

arXiv2023

R-matrix for a geodesic flow associated with a new integrable peakon equation

We use the r-matrix formulation to show the integrability of geodesic flow on an $N$-dimensional space with coordinates $q_k$, with $k=1,...,N$, equipped with the co-metric $g^{ij}=e^{-|q_i-q_j|}\big(2-e^{-|q_i-q_j|}\big)$. This flow is generated by a symmetry of the integrable partial differential equation (pde) $m_t+um_x+3mu_x=0, m=u-α^2u_{xx}$ ($\al $ is a constant). This equation -- called the Degasperis-Procesi (DP) equation -- was recently proven to be completely integrable and possess peakon solutions by Degasperis, Holm and Hone (DHH[2002]). The isospectral eigenvalue problem associated with the integrable DP equation is used to find a new $L$-matrix, called the Lax matrix, for the geodesic dynamical flow. By employing this Lax matrix we obtain the $r$-matrix for the integrable geodesic flow.

nlin.SI↗

arXiv2022

Solution properties of the incompressible Euler system with rough path advection

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport velocity possesses an additional rough-in-time, divergence-free vector field. In recent work, we have demonstrated that this system can be derived from Clebsch and Hamilton-Pontryagin variational principles that possess a perturbative geometric rough path Lie-advection constraint. In this paper, we prove the local well-posedness of the system in $L^2$-Sobolev spaces $H^m$ with integer regularity $m\ge \lfloor d/2\rfloor+2$ and establish a Beale-Kato-Majda (BKM) blow-up criterion in terms of the $L^1_tL^\infty_x$-norm of the vorticity. In dimension two, we show that the $L^p$-norms of the vorticity are conserved, which yields global well-posedness and a Wong-Zakai approximation theorem for the stochastic version of the equation.

math.AP↗

arXiv2022

Coupling of waves to sea surface currents via horizontal density gradients

The mathematical models and numerical simulations reported here are motivated by satellite observations of horizontal gradients of sea surface temperature and salinity that are closely coordinated with the slowly varying envelope of the rapidly oscillating waves. This coordination of gradients of fluid material properties with wave envelopes tends to occur when strong horizontal buoyancy gradients are present. The nonlinear models of this coordinated movement presented here may provide future opportunities for the optimal design of satellite imagery that could simultaneously capture the dynamics of both waves and currents directly. The model derived here appears in two levels of approximation: first for rapidly oscillating waves, and then for their slowly varying envelope (SVE) approximation obtained by using the WKB approach. The WKB wave-current-buoyancy interaction model derived here for a free surface with significant horizontal buoyancy gradients indicates that the mechanism for the emergence of these correlations is the ponderomotive force of the slowly varying envelope of rapidly oscillating waves acting on the surface currents via the horizontal buoyancy gradient. In this model, the buoyancy gradient appears explicitly in the WKB wave momentum, which in turn generates density-weighted potential vorticity whenever the buoyancy gradient is not aligned with the wave-envelope gradient.

physics.ao-ph↗

arXiv2022

Deterministic and Stochastic Euler-Boussinesq Convection

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations, especially in dealing with atmosphere and ocean dynamics, where viscous and diffusive dissipation effects are negligible. This paper derives a family of three different types of stochastic parameterisations for the classical Euler-Boussinesq (EBC) equations for a buoyant incompressible fluid flowing under gravity in a vertical plane. These three stochastic models are inspired by earlier work on the effects of stochastic fluctuations on transport, see, e.g., Kraichnan [1968, 1994] and Doering et al. [1994]. They are derived here from variants of Hamilton's principle for the deterministic case when Stratonovich noise is introduced. The three models possess different variants of their corresponding Hamiltonian structures. One variant (SALT) introduces stochastic transport. Another variant (SFLT) introduces stochastic \emph{forcing}, rather than stochastic \emph{transport}. The third variant (LA SALT) introduces nonlocality in its stochastic transport, in the probabilistic sense of McKean [1966].

physics.flu-dyn↗

arXiv2021

Variational principles for fluid dynamics on rough paths

In this paper, we introduce a new framework for parametrization schemes (PS) in GFD. Using the theory of controlled rough paths, we derive a class of rough geophysical fluid dynamics (RGFD) models as critical points of rough action functionals. These RGFD models characterize Lagrangian trajectories in fluid dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps. Three constrained variational approaches are formulated for the derivation of these models. The first is the Clebsch formulation, in which the constraints are imposed as rough advection laws. The second is the Hamilton-Pontryagin formulation, in which the constraints are imposed as right-invariant rough vector fields. The third is the Euler--Poincaré formulation in which the variations are constrained. These variational principles lead directly to the Lie--Poisson Hamiltonian formulation of fluid dynamics on geometric rough paths. The GRP framework preserves the geometric structure of fluid dynamics obtained by using Lie group reduction to pass from Lagrangian to Eulerian variational principles, thereby yielding a rough formulation of the Kelvin circulation theorem. The rough-path variational approach includes non-Markovian perturbations of the Lagrangian fluid trajectories. In particular, memory effects can be introduced through this formulation through a judicious choice of the rough path (e.g. a realization of a fractional Brownian motion). In the special case when the rough path is a realization of a semimartingale, we recover the SGFD models in Holm (2015). However, by eliminating the need for stochastic variational tools, we retain a pathwise interpretation of the Lagrangian trajectories. In contrast, the Lagrangian trajectories in the stochastic framework are described by stochastic integrals which do not have a pathwise interpretation. Thus, the rough path formulation restores this property.

math.AP↗

arXiv2021

Theoretical and computational analysis of the thermal quasi-geostrophic model

This work involves theoretical and numerical analysis of the Thermal Quasi-Geostrophic (TQG) model of submesoscale geophysical fluid dynamics (GFD). Physically, the TQG model involves thermal geostrophic balance, in which the Rossby number, the Froude number and the stratification parameter are all of the same asymptotic order. The main analytical contribution of this paper is to construct local-in-time unique strong solutions for the TQG model. For this, we show that solutions of its regularized version $α$-TQG converge to solutions of TQG as its smoothing parameter $α\rightarrow 0$ and we obtain blowup criteria for the $α$-TQG model. The main contribution of the computational analysis is to verify the rate of convergence of $α$-TQG solutions to TQG solutions as $α\rightarrow 0$ for example simulations in appropriate GFD regimes.

math.AP↗

arXiv2021

The bohmion method in nonadiabatic quantum hydrodynamics

Starting with the exact factorization of the molecular wavefunction, this paper presents the results from the numerical implementation in nonadiabatic molecular dynamics of the recently proposed bohmion method. Within the context of quantum hydrodynamics, we introduce a regularized nuclear Bohm potential admitting solutions comprising a train of $δ$-functions which provide a finite-dimensional sampling of the hydrodynamic flow paths. The bohmion method inherits all the basic conservation laws from its underlying variational structure and captures electronic decoherence. After reviewing the general theory, the method is applied to the well-known Tully models, which are used here as benchmark problems. In the present case of study, we show that the new method accurately reproduces both electronic decoherence and nuclear population dynamics.

physics.chem-ph↗

arXiv2021

Stochastic geometric mechanics with diffeomorphisms

Noether's celebrated theorem associating symmetry and conservation laws in classical field theory is adapted to allow for broken symmetry in geometric mechanics and is shown to play a central role in deriving and understanding the generation of fluid circulation via the Kelvin-Noether theorem for ideal fluids with stochastic advection by Lie transport (SALT).

math-ph↗

arXiv2021

Nonlinear dispersion in wave-current interactions

Via a sequence of approximations of the Lagrangian in Hamilton's principle for dispersive nonlinear gravity waves we derive a hierarchy of Hamiltonian models for describing wave-current interaction (WCI) in nonlinear dispersive wave dynamics on free surfaces. A subclass of these WCI Hamiltonians admits \emph{emergent singular solutions} for certain initial conditions. These singular solutions are identified with a singular momentum map for left action of the diffeomorphisms on a semidirect-product Lie algebra. This semidirect-product Lie algebra comprises vector fields representing horizontal current velocity acting on scalar functions representing wave elevation. We use computational simulations to demonstrate the dynamical interactions of the emergent wavefront trains which are admitted by this special subclass of Hamiltonians for a variety of initial conditions. In particular, we investigate: (1) A variety of localised initial current configurations in still water whose subsequent propagation generates surface-elevation dynamics on an initially flat surface; and (2) The release of initially confined configurations of surface elevation in still water that generate dynamically interacting fronts of localised currents and wave trains. The results of these simulations show intricate wave-current interaction patterns whose structures are similar to those seen, for example, in Synthetic Aperture Radar (SAR) images taken from the space shuttle.

physics.flu-dyn↗

arXiv2021

Stochastic effects of waves on currents in the ocean mixed layer

This paper introduces an energy-preserving stochastic model for studying wave effects on currents in the ocean mixing layer. The model is called stochastic forcing by Lie transport (SFLT). The SFLT model is derived here from a stochastic constrained variational principle, so it has a Kelvin circulation theorem. The examples of SFLT given here treat 3D Euler fluid flow, rotating shallow water dynamics and the Euler-Boussinesq equations. In each example, one sees the effect of stochastic Stokes drift and material entrainment in the generation of fluid circulation. We also present an Eulerian-averaged SFLT model (EA SFLT), based on decomposing the Eulerian solutions of the energy-conserving SFLT model into sums of their expectations and fluctuations.

physics.flu-dyn↗

arXiv2021

Wave-current interaction on a free surface

The classic evolution equations for potential flow on the free surface of a fluid flow are not closed because the pressure and the vertical velocity dynamics are not specified on the free surface. Moreover, their wave dynamics does not cause circulation of the fluid velocity on the free surface. The equations for free-surface motion we derive here are closed and they are not restricted to potential flow. Hence, true wave-current interaction dynamics can occur. In particular, the Kelvin-Noether theorem demonstrates that wave activity can induce fluid circulation and vorticity dynamics on the free surface. The wave-current interaction equations introduced here open new vistas for both the deterministic and stochastic analysis of nonlinear waves on free surfaces.

physics.flu-dyn↗

arXiv2021

Perspectives on the Formation of Peakons in the Stochastic Camassa-Holm Equation

A famous feature of the Camassa-Holm equation is its admission of peaked soliton solutions known as peakons. We investigate this equation under the influence of stochastic transport. Noting that peakons are weak solutions of the equation, we present a finite element discretisation for it, which we use to explore the formation of peakons. Our simulations using this discretisation reveal that peakons can still form in the presence of stochastic perturbations. Peakons can emerge both through wave breaking, as the slope turns vertical, and without wave breaking as the inflection points of the velocity profile rise to reach the summit.

math.NA↗

arXiv2020

Stochastic mesoscale circulation dynamics in the thermal ocean

In analogy with similar effects in adiabatic compressible fluid dynamics, the effects of buoyancy gradients on incompressible stratified flows are said to be `thermal'. The thermal rotating shallow water (TRSW) model equations contain three small nondimensional parameters. These are the Rossby number, the Froude number and the buoyancy parameter. Asymptotic expansion of the TRSW model equations in these three small parameters leads to the deterministic thermal versions of the Salmon's L1 (TL1) model and the thermal quasi-geostrophic (TQG) model, upon expanding in the neighbourhood of thermal quasi-geostrophic balance among the flow velocity and the gradients of free surface elevation and buoyancy. The linear instability of TQG at high wave number tends to create circulation at small scales. Such a high wave number instability could be unresolvable in many computational simulations, but its presence at small scales may contribute significantly to fluid transport at resolvable scales. Sometimes such effects are modelled via `stochastic backscatter of kinetic energy'. Here we try another approach. Namely, we model `stochastic transport' in the hierarchy of models TRSW/TL1/TQG. The models are derived via the approach of stochastic advection by Lie transport (SALT) as obtained from a recently introduced stochastic version of the Euler--Poincaré variational principle. We also indicate the potential next steps for applying these models in uncertainty quantification and data assimilation of the rapid, high wavenumber effects of buoyancy fronts at these three levels of description by using the data-driven stochastic parametrisation algorithms derived previously using the SALT approach.

physics.flu-dyn↗

arXiv2020

A Particle Filter for Stochastic Advection by Lie Transport (SALT): A case study for the damped and forced incompressible 2D Euler equation

In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompressible 2D Euler dynamics defined on a simply connected bounded domain. We show that using the combined algorithm, we are able to assimilate data from a reference system state (the ``truth") modelled by a highly resolved numerical solution of the flow that has roughly $3.1\times10^6$ degrees of freedom, into a stochastic system having two orders of magnitude less degrees of freedom, which is able to approximate the true state reasonably accurately for $5$ large scale eddy turnover times, using modest computational hardware. The model reduction is performed through the introduction of a stochastic advection by Lie transport (SALT) model as the signal on a coarser resolution. The SALT approach was introduced as a general theory using a geometric mechanics framework from Holm, Proc. Roy. Soc. A (2015). This work follows on the numerical implementation for SALT presented by Cotter et al, SIAM Multiscale Model. Sim. (2019) for the flow in consideration. The model reduction is substantial: The reduced SALT model has $4.9\times 10^4$ degrees of freedom. Results from reliability tests on the assimilated system are also presented.

stat.AP↗

arXiv2020

Modelling uncertainty using stochastic transport noise in a 2-layer quasi-geostrophic model

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic parameterisation in a two-layer quasi-geostrophic model for a beta-plane channel flow configuration. We present a new method for estimating the stochastic forcing (used in the parameterisation) to approximate unresolved components using data from the high resolution deterministic simulation, and describe a procedure for computing physically-consistent initial conditions for the stochastic model. We also quantify uncertainty of coarse grid simulations relative to the fine grid ones in homogeneous (teamed with small-scale vortices) and heterogeneous (featuring horizontally elongated large-scale jets) flows, and analyse how the spread of stochastic solutions depends on different parameters of the model. The parameterisation is tested by comparing it with the true eddy-resolving solution that has reached some statistical equilibrium and the deterministic solution modelled on a low-resolution grid. The results show that the proposed parameterisation significantly depends on the resolution of the stochastic model and gives good ensemble performance for both homogeneous and heterogeneous flows, and the parameterisation lays solid foundations for data assimilation.

physics.flu-dyn↗

arXiv2020

Stochastic Modelling in Fluid Dynamics: Itô vs Stratonovich

Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated Itô stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton's principle to derive the stochastic fluid equations for this situation. Now, the variational calculus for applying Hamilton's principle requires the Stratonovich process, so we must transform from Itô noise in the \emph{data frame} to the equivalent Stratonovich noise. However, the transformation from the Itô process in the data frame to the corresponding Stratonovich process shifts the drift velocity of the transformed Lagrangian fluid trajectory out of the data frame into a non-inertial frame obtained from the Itô correction. The issue is, "Will non-inertial forces arising from this transformation of reference frames make a difference in the interpretation of the solution behaviour of the resulting stochastic equations?" This issue will be resolved by elementary considerations.

physics.flu-dyn↗

arXiv2019

Lagrangian averaged stochastic advection by Lie transport for fluids

We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own average over realizations of this noise. We call these systems the Lagrangian averaged stochastic advection by Lie transport (LA SALT) equations. These equations are nonlinear and non-local, in both physical and probability space. Before taking this average, the equations recover the Stochastic Advection by Lie Transport (SALT) fluid equations introduced by Holm (2015). Remarkably, the introduction of the non-locality in probability space in the form of momentum transported by its own mean velocity gives rise to a closed equation for the expectation field which comprises Navier--Stokes equations with Lie--Laplacian "dissipation". As such, this form of non-locality provides a regularization mechanism. The formalism we develop is closely connected to the stochastic Weber velocity framework of Constantin and Iyer (2008) in the case when the noise correlates are taken to be the constant basis vectors in $\mathbb{R}^3$ and, thus, the Lie--Laplacian reduces to the usual Laplacian. We extend this class of equations to allow for advected quantities to be present and affect the flow through exchange of kinetic and potential energies. The statistics of the solutions for the LA SALT fluid equations are found to be changing dynamically due to an array of intricate correlations among the physical variables. The statistical properties of the LA SALT physical variables propagate as local evolutionary equations which when spatially integrated become dynamical equations for the variances of the fluctuations. Essentially, the LA SALT theory is a non-equilibrium stochastic linear response theory for fluctuations in SALT fluids with advected quantities.

math-ph↗

arXiv2019

Lyapunov Exponents of Two Stochastic Lorenz 63 Systems

Two different types of perturbations of the Lorenz 63 dynamical system for Rayleigh-Benard convection by multiplicative noise -- called stochastic advection by Lie transport (SALT) noise and fluctuation-dissipation (FD) noise -- are found to produce qualitatively different effects, possibly because the total phase-space volume contraction rates are different. In the process of making this comparison between effects of SALT and FD noise on the Lorenz 63 system, a stochastic version of a robust deterministic numerical algorithm for obtaining the individual numerical Lyapunov exponents was developed. With this stochastic version of the algorithm, the value of the sum of the Lyapunov exponents for the FD noise was found to differ significantly from the value of the deterministic Lorenz 63 system, whereas the SALT noise preserves the Lorenz 63 value with high accuracy. The Lagrangian averaged version of the SALT equations (LA SALT) is found to yield a closed deterministic subsystem for the expected solutions which is found to be isomorphic to the original Lorenz 63 dynamical system. The solutions of the closed chaotic subsystem, in turn, drive a linear stochastic system for the fluctuations of the LA SALT solutions around their expected values.

math.DS↗