arXiv subjects

Freddy Bouchet

Publications and source records attributed to Freddy Bouchet.

At least 55 records · Page 3Linked to original sources

arXiv2019

A rare event algorithm links transitions in turbulent flows with activated nucleations

Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the Ising model for Jupiter troposphere dynamics. Using the adaptive multilevel splitting, a rare event algorithm, we are able to get a very large statistics of transition paths, the extremely rare transitions from one state of the system to another. This new approach opens the way for addressing a set of questions that are out of reach through direct numerical simulations. We demonstrate for the first time the concentration of transition paths close to instantons, in a numerical simulation of genuine turbulent flows. We show that the transition is a noise-activated nucleation of vorticity bands. We address for the first time the existence of Arrhenius laws in turbulent flows. The methodology we developed shall prove useful to study many other transitions related to drastic changes for the turbulent dynamics of climate, geophysical, astrophysical and engineering applications. This opens a new range of studies impossible so far, and bring turbulent phenomena in the realm of non-equilibrium statistical mechanics.

cond-mat.stat-mech↗

arXiv2018

Fluctuations and large deviations of Reynolds stresses in zonal jet dynamics

The Reynolds stress, or equivalently the average of the momentum flux, is key to understanding the statistical properties of turbulent flows. Both typical and rare fluctuations of the time averaged momentum flux are needed to fully characterize the slow flow evolution. The fluctuations are described by a large deviation rate function that may be calculated either from numerical simulation, or from theory. We show that, for parameter regimes in which a quasilinear approximation is accurate, the rate function can be found by solving a matrix Riccati equation. Using this tool we compute for the first time the large deviation rate function for the Reynolds stress of a turbulent flow. We study a barotropic flow on a rotating sphere, and show that the fluctuations are highly non-Gaussian. This work opens up new perspectives for the study of rare transitions between attractors in turbulent flows.

physics.flu-dyn↗

arXiv2017

Computation of extreme heat waves in climate models using a large deviation algorithm

Studying extreme events and how they evolve in a changing climate is one of the most important current scientific challenges. Starting from complex climate models, a key difficulty is to be able to run long enough simulations in order to observe those extremely rare events. In physics, chemistry, and biology, rare event algorithms have recently been developed to compute probabilities of events that cannot be observed in direct numerical simulations. Here we propose such an algorithm, specifically designed for extreme heat or cold waves, based on statistical physics approaches. This gives an improvement of more than two orders of magnitude in the sampling efficiency. We describe the dynamics of events that would not be observed otherwise. We show that European extreme heat waves are related to a global teleconnection pattern involving North America and Asia. This tool opens a full range of studies, so far impossible, aimed at assessing quantitatively climate change impacts.

physics.ao-ph↗

arXiv2017

A New Interpretation of Vortex-Split Sudden Stratospheric Warmings in Terms of Equilibrium Statistical Mechanics

Vortex-split sudden stratospheric warmings (S-SSWs) are investigated by using the Japanese 55-year Reanalysis (JRA-55), a spherical barotropic quasi-geostrophic (QG) model, and equilibrium statistical mechanics. The QG model reproduces well the evolution of the composite potential vorticity (PV) field obtained from JRA-55 by considering a time-dependent effective topography given by the composite height field of the 550 K potential temperature surface. The zonal-wavenumber-2 component of the effective topography is the most essential feature required to observe the vortex splitting. The statistical-mechanics theory predicts a large-scale steady state as the most probable outcome of turbulent stirring, and such a state can be computed without solving the QG dynamics. The theory is applied to a disk domain, which is modeled on the north polar cap in the stratosphere. The equilibrium state is obtained by computing the maximum of an entropy functional. In the range of parameters relevant to the winter stratosphere, this state is anticyclonic. By contrast, cyclonic states are quasi-stationary states corresponding to saddle points of the entropy functional. The theoretical calculations are compared with the results of the quasi-static experiment in which the wavenumber-2 topographic amplitude is increased linearly and slowly with time. The results suggest that S-SSWs can be qualitatively interpreted as the transition from the cyclonic quasi-stationary state toward the anticyclonic equilibrium state. The polar vortex splits during the transition toward the equilibrium state. Without any forcing such as radiative cooling, the anticyclonic equilibrium state would be realized sufficiently after an S-SSW.

physics.ao-ph↗

arXiv2017

Predictability of escape for a stochastic saddle-node bifurcation: when rare events are typical

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable bifurcations of the underlying vector field. Here, we report a new situation, corresponding to a fluctuating system approaching a bifurcation, where both effects collaborate. We show that the problem can be reduced to a single control parameter governing the competition between deterministic and stochastic effects. Two asymptotic regimes are identified: when the control parameter is small (e.g. small noise), deviations from the deterministic case are well described by the Freidlin-Wentzell theory. In particular, escapes over the potential barrier are very rare events. When the parameter is large (e.g. large noise), such events become typical. Unlike pure noise-induced transitions, the distribution of the escape time is peaked around a value which is asymptotically predicted by an adiabatic approximation. We show that the two regimes are characterized by qualitatively different reacting trajectories, with algebraic and exponential divergence, respectively.

cond-mat.stat-mech↗

arXiv2017

Long-term influence of asteroids on planet longitudes and chaotic dynamics of the solar system

The aim of this paper is to compare different sources of stochasticity in the solar system. More precisely we study the importance of the long term influence of asteroids on the chaotic dynamics of the solar system. We show that the effects of asteroids on planets is similar to a white noise process, when those effects are considered on a time scale much larger than the correlation time $τ_φ\simeq10^{4}$ yr of asteroid trajectories. We compute the time scale $τ_{e}$ after which the effects of the stochastic evolution of the asteroids lead to a loss of information for the initial conditions of the perturbed Laplace\textendash Lagrange secular dynamics. The order of magnitude of this time scale is precisely determined by theoretical argument. This time scale should be compared with the Lyapunov time $τ_{i}$ of the solar system without asteroids (intrinsic chaos). We conclude that $τ_{i}\simeq10\, \text{Myr} \ll τ_{e} \simeq10^{4}\, \text{Myr}$, showing that the external sources of chaoticity arise as a small perturbation in the stochastic secular behavior of the solar system, rather due to intrinsic chaos.

astro-ph.EP↗

arXiv2017

Theoretical prediction of Reynolds stresses and velocity profiles for barotropic turbulent jets

It is extremely uncommon to be able to predict the velocity profile of a turbulent flow. In two-dimensional flows, atmosphere dynamics, and plasma physics, large scale coherent jets are created through inverse energy transfers from small scales to the largest scales of the flow. We prove that in the limits of vanishing energy injection, vanishing friction, and small scale forcing, the velocity profile of a jet obeys an equation independent of the details of the forcing. We find another general relation for the maximal curvature of a jet and we give strong arguments to support the existence of an hydrodynamic instability at the point with minimal jet velocity. Those results are the first computations of Reynolds stresses and self consistent velocity profiles from the turbulent dynamics, and the first consistent analytic theory of zonal jets in barotropic turbulence.

physics.flu-dyn↗

arXiv2016

Instantons in a Lagrangian model of turbulence

The role of instantons is investigated in the Lagrangian model for the velocity gradient evolution known as the Recent Fluid Deformation approximation. After recasting the model into the path-integral formalism, the probability distribution function is computed along with the most probable path in the weak noise limit through the saddle-point approximation. Evaluation of the instanton solution is implemented numerically by means of the iteratively Chernykh-Stepanov method. In the case of the longitudinal velocity gradient statistics, due to symmetry reasons, the number of degrees of freedom can be reduced to one, allowing the pdf to be evaluated analytically as well, thereby enabling a prediction of the scaling of the moments as a function of Reynolds number. It is also shown that the instanton solution lies on the Vieillefosse line concerning the RQ-plane. We illustrate how instantons can be unveiled in the stochastic dynamics performing a conditional statistics.

physics.flu-dyn↗

arXiv2016

Rare event computation in deterministic chaotic systems using genealogical particle analysis

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can be successfully applied to a toy model of atmospheric dynamics, the Lorenz '96 model. We furthermore use the Ornstein-Uhlenbeck system to illustrate a number of implementation issues. We also show how a time-dependent objective function based on the fluctuation path to a high threshold can greatly improve the performance of the estimator compared to a fixed-in-time objective function.

cond-mat.stat-mech↗

arXiv2016

Population dynamics method with a multi-canonical feedback control

We discuss the Giardinà-Kurchan-Peliti population dynamics method for evaluating large deviations of time averaged quantities in Markov processes [Phys. Rev. Lett. \textbf{96}, 120603 (2006)]. This method exhibits systematic errors which can be large in some circumstances, particularly for systems with weak noise, with many degrees of freedom, or close to dynamical phase transitions. We show how these errors can be mitigated by introducing control forces within the algorithm. These forces are determined by an iteration-and-feedback scheme, inspired by multicanonical methods in equilibrium sampling. We demonstrate substantially improved results in a simple model and we discuss potential applications to more complex systems.

cond-mat.stat-mech↗

arXiv2016

Equilibrium statistical mechanics and energy partition for the shallow water model

The aim of this paper is to use large deviation theory in order to compute the entropy of macrostates for the microcanonical measure of the shallow water system. The main prediction of this full statistical mechanics computation is the energy partition between a large scale vortical flow and small scale fluctuations related to inertia-gravity waves. We introduce for that purpose a discretized model of the continuous shallow water system, and compute the corresponding statistical equilibria. We argue that microcanonical equilibrium states of the discretized model in the continuous limit are equilibrium states of the actual shallow water system. We show that the presence of small scale fluctuations selects a subclass of equilibria among the states that were previously computed by phenomenological approaches that were neglecting such fluctuations. In the limit of weak height fluctuations, the equilibrium state can be interpreted as two subsystems in thermal contact: one subsystem corresponds to the large scale vortical flow, the other subsystem corresponds to small scale height and velocity fluctuations. It is shown that either a non-zero circulation or rotation and bottom topography are required to sustain a non-zero large scale flow at equilibrium. Explicit computation of the equilibria and their energy partition is presented in the quasi-geostrophic limit for the energy-enstrophy ensemble. The possible role of small scale dissipation and shocks is discussed. A geophysical application to the Zapiola anticyclone is presented.

physics.flu-dyn↗

arXiv2016

Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example

In stochastic systems with weak noise, the logarithm of the stationary distribution becomes proportional to a large deviation rate function called the quasi-potential. The quasi-potential, and its characterization through a variational problem, lies at the core of the Freidlin-Wentzell large deviations theory%.~\cite{freidlin1984}.In many interacting particle systems, the particle density is described by fluctuating hydrodynamics governed by Macroscopic Fluctuation Theory%, ~\cite{bertini2014},which formally fits within Freidlin-Wentzell's framework with a weak noise proportional to $1/\sqrt{N}$, where $N$ is the number of particles. The quasi-potential then appears as a natural generalization of the equilibrium free energy to non-equilibrium particle systems. A key physical and practical issue is to actually compute quasi-potentials from their variational characterization for non-equilibrium systems for which detailed balance does not hold. We discuss how to perform such a computation perturbatively in an external parameter $λ$, starting from a known quasi-potential for $λ=0$. In a general setup, explicit iterative formulae for all terms of the power-series expansion of the quasi-potential are given for the first time. The key point is a proof of solvability conditions that assure the existence of the perturbation expansion to all orders. We apply the perturbative approach to diffusive particles interacting through a mean-field potential. For such systems, the variational characterization of the quasi-potential was proven by Dawson and Gartner%. ~\cite{dawson1987,dawson1987b}. Our perturbative analysis provides new explicit results about the quasi-potential and about fluctuations of one-particle observables in a simple example of mean field diffusions: the Shinomoto-Kuramoto model of coupled rotators%. ~\cite{shinomoto1986}. This is one of few systems for which non-equilibrium free energies can be computed and analyzed in an effective way, at least perturbatively.

cond-mat.stat-mech↗

arXiv2015

Computing transition rates for the 1-D stochastic Ginzburg--Landau--Allen--Cahn equation for finite-amplitude noise with a rare event algorithm

In this paper we compute and analyse the transition rates and duration of reactive trajectories of the stochastic 1-D Allen-Cahn equations for both the Freidlin-Wentzell regime (weak noise or temperature limit) and finite-amplitude white noise, as well as for small and large domain. We demonstrate that extremely rare reactive trajectories corresponding to direct transitions between two metastable states are efficiently computed using an algorithm called adaptive multilevel splitting. This algorithm is dedicated to the computation of rare events and is able to provide ensembles of reactive trajectories in a very efficient way. In the small noise limit, our numerical results are in agreement with large-deviation predictions such as instanton-like solutions, mean first passages and escape probabilities. We show that the duration of reactive trajectories follows a Gumbel distribution like for one degree of freedom systems. Moreover, the mean duration growths logarithmically with the inverse temperature. The prefactor given by the potential curvature grows exponentially with size. The main novelty of our work is that we also perform an analysis of reactive trajectories for large noises and large domains. In this case, we show that the position of the reactive front is essentially a random walk. This time, the mean duration grows linearly with the inverse temperature and quadratically with the size. Using a phenomenological description of the system, we are able to calculate the transition rate, although the dynamics is described by neither Freidlin--Wentzell or Eyring--Kramers type of results. Numerical results confirm our analysis.

physics.flu-dyn↗

arXiv2015

Large Deviations in Fast-Slow Systems

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior -- such fluctuations are rare on short timescales but become ubiquitous eventually. This LDP involves an Hamilton-Jacobi equation whose Hamiltonian is related to the leading eigenvalue of the generator of the fast process, and is typically non-quadratic in the momenta -- in other words, the LDP for the slow variables in fast-slow systems is different in general from that of any stochastic differential equation (SDE) one would write for the slow variables alone. It is shown here that the eigenvalue problem for the Hamiltonian can be reduced to a simpler algebraic equation for this Hamiltonian for a specific class of systems in which the fast variables satisfy a linear equation whose coefficients depend nonlinearly on the slow variables, and the fast variables enter quadratically the equation for the slow variables. These results are illustrated via examples, inspired by kinetic theories of turbulent flows and plasma, in which the quasipotential characterizing the long time behavior of the system is calculated and shown again to be different from that of an SDE.

cond-mat.stat-mech↗

arXiv2015

Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes

In the small noise regime, the average transition time between metastable states of a reversible diffusion process is described at the logarithmic scale by Arrhenius' law. The Eyring-Kramers formula classically provides a subexponential prefactor to this large deviation estimate. For irreversible diffusion processes, the equivalent of Arrhenius' law is given by the Freidlin-Wentzell theory. In this paper, we compute the associated prefactor and thereby generalise the Eyring-Kramers formula to irreversible diffusion processes. In our formula, the role of the potential is played by Freidlin-Wentzell's quasipotential, and a correction depending on the non-Gibbsianness of the system along the instanton is highlighted. Our analysis relies on a WKB analysis of the quasistationary distribution of the process in metastable regions, and on a probabilistic study of the process in the neighbourhood of saddle-points of the quasipotential.

math-ph↗

arXiv2014

Computation of rare transitions in the barotropic quasi-geostrophic equations

We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier-Stokes equations in regimes where bistability between two coexisting large-scale attractors exist. By means of large deviations and instanton theory with the use of an Onsager-Machlup path integral formalism for the transition probability, we show how one can directly compute the most probable transition path between two coexisting attractors analytically in an equilibrium (Langevin) framework and numerically otherwise. We adapt a class of numerical optimization algorithms known as minimum action methods to simple geophysical turbulent models. We show, that by numerically minimizing an appropriate action functional, in a large deviation limit, one can predict the most likely transition path for a rare transition between two states. By considering examples where theoretical predictions can be made, we show that the minimum action method successfully predicts the most likely transition path. Finally, we discuss the application and extension of such numerical optimization schemes to compute rare transitions observed in direct numerical simulations, experiments and to other, more complex, turbulent systems.

cond-mat.stat-mech↗

arXiv2013

Statistical mechanics of the 3D axi-symmetric Euler equations in a Taylor-Couette geometry

In the present paper, microcanonical measures for the dynamics of three dimensional (3D) axially symmetric turbulent flows with swirl in a Taylor-Couette geometry are defined, using an analogy with a long-range lattice model. We compute the relevant physical quantities and argue that two kinds of equilibrium regimes exist, depending on the value of the total kinetic energy. For low energies, the equilibrium flow consists of a purely swirling flow whose toroidal profile depends on the radial coordinate only. For high energies, the typical toroidal field is uniform, while the typical poloidal field is organized into either a single vertical jet or a large scale dipole, and exhibits infinite fluctuations. This unusual phase diagram comes from the poloidal fluctuations not being bounded for the axi-symmetric Euler dynamics, even though the latter conserve infinitely many ''Casimir invariants''. This shows that 3D axially symmetric flows can be considered as intermediate between 2D and 3D flows.

cond-mat.stat-mech↗

arXiv2013

Kinetic theory of jet dynamics in the stochastic barotropic and 2D Navier-Stokes equations

We discuss the dynamics of zonal (or unidirectional) jets for barotropic flows forced by Gaussian stochastic fields with white in time correlation functions. This problem contains the stochastic dynamics of 2D Navier-Stokes equation as a special case. We consider the limit of weak forces and dissipation, when there is a time scale separation between the inertial time scale (fast) and the spin-up or spin-down time (large) needed to reach an average energy balance. In this limit, we show that an adiabatic reduction (or stochastic averaging) of the dynamics can be performed. We then obtain a kinetic equation that describes the slow evolution of zonal jets over a very long time scale, where the effect of non-zonal turbulence has been integrated out. The main theoretical difficulty, achieved in this work, is to analyze the stationary distribution of a Lyapunov equation that describes quasi-Gaussian fluctuations around each zonal jet, in the inertial limit. This is necessary to prove that there is no ultraviolet divergence at leading order in such a way that the asymptotic expansion is self-consistent. We obtain at leading order a Fokker--Planck equation, associated to a stochastic kinetic equation, that describes the slow jet dynamics. Its deterministic part is related to well known phenomenological theories (for instance Stochastic Structural Stability Theory) and to quasi-linear approximations, whereas the stochastic part allows to go beyond the computation of the most probable zonal jet. We argue that the effect of the stochastic part may be of huge importance when, as for instance in the proximity of phase transitions, more than one attractor of the dynamics is present.

physics.flu-dyn↗