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Darryl D. Holm

Publications and source records attributed to Darryl D. Holm.

At least 73 records · Page 4Linked to original sources
arXiv2017

Bounds on solutions of the rotating, stratified, incompressible, non-hydrostatic, three-dimensional Boussinesq equations

We study the three-dimensional, incompressible, non-hydrostatic Boussinesq fluid equations, which are applicable to the dynamics of the oceans and atmosphere. These equations describe the interplay between velocity and buoyancy in a rotating frame. A hierarchy of dynamical variables is introduced whose members $Ω_{m}(t)$ ($1 \leq m < \infty$) are made up from the respective sum of the $L^{2m}$-norms of vorticity and the density gradient. Each $Ω_{m}(t)$ has a lower bound in terms of the inverse Rossby number, $Ro^{-1}$, that turns out to be crucial to the argument. For convenience, the $Ω_{m}$ are also scaled into a new set of variables $D_{m}(t)$. By assuming the existence and uniqueness of solutions, conditional upper bounds are found on the $D_{m}(t)$ in terms of $Ro^{-1}$ and the Reynolds number $Re$. These upper bounds vary across bands in the $\{D_{1},\,D_{m}\}$ phase plane. The boundaries of these bands depend subtly upon $Ro^{-1}$, $Re$, and the inverse Froude number $Fr^{-1}$. For example, solutions in the lower band conditionally live in an absorbing ball in which the maximum value of $Ω_{1}$ deviates from $Re^{3/4}$ as a function of $Ro^{-1},\,Re$ and $Fr^{-1}$.

nlin.CD↗
arXiv2017

$G$-Strands on symmetric spaces

We study the $G$-strand equations that are extensions of the classical chiral model of particle physics in the particular setting of broken symmetries described by symmetric spaces. These equations are simple field theory models whose configuration space is a Lie group, or in this case a symmetric space. In this class of systems, we derive several models that are completely integrable on finite dimensional Lie group $G$ and we treat in more details examples with symmetric space $SU(2)/S^1$ and $SO(4)/SO(3)$. The later model simplifies to an apparently new integrable $9$ dimensional system. We also study the $G$-strands on the infinite dimensional group of diffeomorphisms, which gives, together with the Sobolev norm, systems of $1+2$ Camassa-Holm equations. The solutions of these equations on the complementary space related to the Witt algebra decomposition are the odd function solutions.

nlin.SI↗
arXiv2016

A Stochastic Large Deformation Model for Computational Anatomy

In the study of shapes of human organs using computational anatomy, variations are found to arise from inter-subject anatomical differences, disease-specific effects, and measurement noise. This paper introduces a stochastic model for incorporating random variations into the Large Deformation Diffeomorphic Metric Mapping (LDDMM) framework. By accounting for randomness in a particular setup which is crafted to fit the geometrical properties of LDDMM, we formulate the template estimation problem for landmarks with noise and give two methods for efficiently estimating the parameters of the noise fields from a prescribed data set. One method directly approximates the time evolution of the variance of each landmark by a finite set of differential equations, and the other is based on an Expectation-Maximisation algorithm. In the second method, the evaluation of the data likelihood is achieved without registering the landmarks, by applying bridge sampling using a stochastically perturbed version of the large deformation gradient flow algorithm. The method and the estimation algorithms are experimentally validated on synthetic examples and shape data of human corpora callosa.

cs.CV↗
arXiv2016

Noise and dissipation in rigid body motion

Using the rigid body as an example, we illustrate some features of stochastic geometric mechanics. These features include: i) a geometric variational motivation for the noise structure involving Lie-Poisson brackets and momentum maps, ii) stochastic coadjoint motion with double bracket dissipation, iii) the Lie-Poisson Fokker-Planck description and its stationary solutions, iv) random dynamical systems, random attractors and SRB measures connected to statistical physics.

math.DS↗
arXiv2016

Noise and dissipation on coadjoint orbits

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random attractors are found for this general class of systems when the Lie algebra is semi- simple, provided the top Lyapunov exponent is positive. We study two canonical examples, the free rigid body and the heavy top, whose stochastic integrable reductions are found and numerical simulations of their random attractors are shown.

math.DS↗
arXiv2015

Covariant un-reduction for curve matching

The process of un-reduction, a sort of reversal of reduction by the Lie group symmetries of a variational problem, is explored in the setting of field theories. This process is applied to the problem of curve matching in the plane, when the curves depend on more than one independent variable. This situation occurs in a variety of instances such as matching of surfaces or comparison of evolution between species. A discussion of the appropriate Lagrangian involved in the variational principle is given, as well as some initial numerical investigations.

math.DG↗
arXiv2015

Un-reduction

This paper provides a full geometric development of a new technique called un-reduction, for dealing with dynamics and optimal control problems posed on spaces that are unwieldy for numerical implementation. The technique, which was originally concieved for an application to image dynamics, uses Lagrangian reduction by symmetry in reverse. A deeper understanding of un-reduction leads to new developments in image matching which serve to illustrate the mathematical power of the technique.

nlin.CD↗
arXiv2015

Variational Principles for Stochastic Fluid Dynamics

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian form. The paper proceeds by: taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalisation of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics (SGFD); namely, the Euler-Boussinesq and quasigeostropic approximations.

math-ph↗
arXiv2014

Higher order Lagrange-Poincaré and Hamilton-Poincaré reductions

Motivated by the problem of longitudinal data assimilation, e.g., in the registration of a sequence of images, we develop the higher-order framework for Lagrangian and Hamiltonian reduction by symmetry in geometric mechanics. In particular, we obtain the reduced variational principles and the associated Poisson brackets. The special case of higher order Euler-Poincaré and Lie-Poisson reduction is also studied in detail.

math-ph↗
arXiv2014

Matrix G-Strands

We discuss three examples in which one may extend integrable Euler--Poincaré ODEs to integrable Euler--Poincaré PDEs in the matrix G-Strand context. After describing matrix G-Strand examples for $SO(3)$ and $SO(4)$ we turn our attention to $SE(3)$ where the matrix G-Strand equations recover the exact rod theory in the convective representation. We then find a zero curvature representation (ZCR) of these equations and establish the conditions under which they are completely integrable. Thus, the G-Strand equations turn out to be a rich source of integrable systems. The treatment is meant to be expository and most concepts are explained in examples in the language of vectors in $\mathbb{R}^3$.

math-ph↗
arXiv2013

Euler-Poincaré equations for $G$-Strands

The $G$-strand equations for a map $\mathbb{R}\times \mathbb{R}$ into a Lie group $G$ are associated to a $G$-invariant Lagrangian. The Lie group manifold is also the configuration space for the Lagrangian. The $G$-strand itself is the map $g(t,s): \mathbb{R}\times \mathbb{R}\to G$, where $t$ and $s$ are the independent variables of the $G$-strand equations. The Euler-Poincaré reduction of the variational principle leads to a formulation where the dependent variables of the $G$-strand equations take values in the corresponding Lie algebra $\mathfrak{g}$ and its co-algebra, $\mathfrak{g}^*$ with respect to the pairing provided by the variational derivatives of the Lagrangian. We review examples of different $G$-strand constructions, including matrix Lie groups and diffeomorphism group. In some cases the $G$-strand equations are completely integrable 1+1 Hamiltonian systems that admit soliton solutions.

math-ph↗
arXiv2013

On the persistence properties of the cross-coupled Camassa-Holm system

In this paper we examine the evolution of solutions, that initially have compact support, of a recently-derived system of cross-coupled Camassa-Holm equations. The analytical methods which we employ provide a full picture for the persistence of compact support for the momenta. For solutions of the system itself, the answer is more convoluted, and we determine when the compactness of the support is lost, replaced instead by an exponential decay rate.

math.AP↗
arXiv2013

Integrable G-Strands on semisimple Lie groups

The present paper derives systems of partial differential equations that admit a quadratic zero curvature representation for an arbitrary real semisimple Lie algebra. It also determines the general form of Hamilton's principles and Hamiltonians for these systems and analyzes the linear stability of their equilibrium solutions in the examples of $\mathfrak{so}(3)$ and $\mathfrak{sl}(2,\mathbb{R})$.

math-ph↗
arXiv2013

Toda lattice G-Strands

Hamilton's principle is used to extend for the Toda lattice ODEs to systems of PDEs called the Toda lattice strand equations (T-Strands). The T-Strands in the $n$-particle Toda case comprise $4n-2$ quadratically nonlinear PDEs in one space and one time variable. T-Strands form a symmetric hyperbolic Lie-Poisson Hamiltonian system of quadratically nonlinear PDEs with constant characteristic velocities. The travelling wave solutions for the two-particle T-Strand equations are solved geometrically, and their Lax pair is given to show how nonlinearity affects the solution. The three-particle T-Strands equations are also derived from Hamilton's principle. For both the two-particle and three-particle T-Strand PDEs the determining conditions for the existence of a quadratic zero-curvature relation (ZCR) exactly cancel the nonlinear terms in the PDEs. Thus, the two-particle and three-particle T-Strand PDEs do not pass the ZCR test for integrability.

nlin.SI↗
arXiv2013

Relative Geodesics in the Special Euclidean Group

We propose a notion of distance between two parametrized planar curves, called their discrepancy, and defined intuitively as the minimal amount of deformation needed to deform the source curve into the target curve. A precise definition of discrepancy is given as follows. A curve of transformations in the special Euclidean group SE(2) is said to be admissible if it maps the source curve to the target curve under the point-wise action of SE(2) on the plane. After endowing the group SE(2) with a left-invariant metric, we define a relative geodesic in SE(2) to be a critical point of the energy functional associated to the metric, over all admissible curves. The discrepancy is then defined as the value of the energy of the minimizing relative geodesic. In the first part of the paper, we derive a scalar ODE which is a necessary condition for a curve in SE(2) to be a relative geodesic, and we discuss some of the properties of the discrepancy. In the second part of the paper, we consider discrete curves, and by means of a variational principle, we derive a system of discrete equations for the relative geodesics. We finish with several examples.

math.DG↗
arXiv2013

$G$-Strands and Peakon Collisions on ${\rm Diff}(\mathbb{R})$

A $G$-strand is a map $g:\mathbb{R}\times\mathbb{R}\to G$ for a Lie group $G$ that follows from Hamilton's principle for a certain class of $G$-invariant Lagrangians. Some $G$-strands on finite-dimensional groups satisfy 1+1 space-time evolutionary equations that admit soliton solutions as completely integrable Hamiltonian systems. For example, the ${\rm SO}(3)$-strand equations may be regarded physically as integrable dynamics for solitons on a continuous spin chain. Previous work has shown that $G$-strands for diffeomorphisms on the real line possess solutions with singular support (e.g. peakons). This paper studies collisions of such singular solutions of $G$-strands when $G={\rm Diff}(\mathbb{R})$ is the group of diffeomorphisms of the real line $\mathbb{R}$, for which the group product is composition of smooth invertible functions. In the case of peakon-antipeakon collisions, the solution reduces to solving either Laplace's equation or the wave equation (depending on a sign in the Lagrangian) and is written in terms of their solutions. We also consider the complexified systems of $G$-strand equations for $G={\rm Diff}(\mathbb{R})$ corresponding to a harmonic map $g: \mathbb{C}\to{\rm Diff}(\mathbb{R})$ and find explicit expressions for its peakon-antipeakon solutions, as well.

math.DS↗
arXiv2013

Interaction Dynamics of Singular Wave Fronts

Some of the most impressive singular wave fronts seen in Nature are the transbasin oceanic internal waves, which may be observed from the Space Shuttle as they propagate and interact with each other, for example, in the South China Sea. The characteristic feature of these strongly nonlinear wavefronts is that they reconnect when two of them collide transversely. We derive the EPDiff equation, and use it to model this phenomenon as elastic collisions between singular wave fronts (solitons) whose momentum is distributed along curves moving in the plane. Numerical methods for EPDiff based on compatible differencing algorithms (CDAs) are used for simulating these collisions among curves. The numerical results show the same nonlinear behavior of wavefront reconnections as that observed for internal waves in the South China Sea. We generalize the singular solutions of EPDiff for other applications, in computational anatomy and in imaging science, where the singular wavefronts are evolving image outlines, whose momentum may be distributed on surfaces moving though space in three dimensions. The key idea is always momentum exchange during collisions of the wavefronts. A suite of 2d and 3d numerical simulations provide collision rules for the wavefront reconnection phenomenon in a variety of scenarios.

nlin.PS↗