arXiv subjects

Georg A. Gottwald

Publications and source records attributed to Georg A. Gottwald.

70 records · Page 4Linked to original sources

arXiv2013

A Huygens principle for diffusion and anomalous diffusion in spatially extended systems

We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos leads to superdiffusive behaviour (Lévy processes with drift). For isotropic systems, the drift term vanishes and strong chaos again leads to Brownian motion. We establish the existence of a nonlinear Huygens principle for weakly chaotic systems in isotropic media whereby the dynamics behaves diffusively in even space dimension and exhibits superdiffusive behaviour in odd space dimensions.

math.DS↗

arXiv2013

On convergence of the projective integration method for stiff ordinary differential equations

We present a convergence proof of the projective integration method for a class of deterministic multi-dimensional multi-scale systems which are amenable to centre manifold theory. The error is shown to contain contributions associated with the numerical accuracy of the microsolver, the numerical accuracy of the macrosolver and the distance from the centre manifold caused by the combined effect of micro- and macrosolvers, respectively. We corroborate our results by numerical simulations.

math.DS↗

arXiv2012

On finite-size Lyapunov exponents in multiscale systems

We study the effect of regime switches on finite size Lyapunov exponents (FSLEs) in determining the error growth rates and predictability of multiscale systems. We consider a dynamical system involving slow and fast regimes and switches between them. The surprising result is that due to the presence of regimes the error growth rate can be a non-monotonic function of initial error amplitude. In particular, troughs in the large scales of FSLE spectra is shown to be a signature of slow regimes, whereas fast regimes are shown to cause large peaks in the spectra where error growth rates far exceed those estimated from the maximal Lyapunov exponent. We present analytical results explaining these signatures and corroborate them with numerical simulations. We show further that these peaks disappear in stochastic parametrizations of the fast chaotic processes, and the associated FSLE spectra reveal that large scale predictability properties of the full deterministic model are well approximated whereas small scale features are not properly resolved.

nlin.CD↗

arXiv2011

Data assimilation in slow-fast systems using homogenized climate models

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization model is derived for the slow dynamics. The reliability of this reduced climate model in reproducing the statistics of the slow dynamics of the full deterministic model for finite values of the time scale separation is numerically established. The statistics however is sensitive to uncertainties in the parameters of the stochastic model. It is investigated whether the stochastic climate model can be beneficial as a forecast model in an ensemble data assimilation setting, in particular in the realistic setting when observations are only available for the slow variables. The main result is that reduced stochastic models can indeed improve the analysis skill, when used as forecast models instead of the perfect full deterministic model. The stochastic climate model is far superior at detecting transitions between regimes. The observation intervals for which skill improvement can be obtained are related to the characteristic time scales involved. The reason why stochastic climate models are capable of producing superior skill in an ensemble setting is due to the finite ensemble size; ensembles obtained from the perfect deterministic forecast model lacks sufficient spread even for moderate ensemble sizes. Stochastic climate models provide a natural way to provide sufficient ensemble spread to detect transitions between regimes. This is corroborated with numerical simulations. The conclusion is that stochastic parametrizations are attractive for data assimilation despite their sensitivity to uncertainties in the parameters.

physics.data-an↗

arXiv2011

Controlling overestimation of error covariance in ensemble Kalman filters with sparse observations: A variance limiting Kalman filter

We consider the problem of an ensemble Kalman filter when only partial observations are available. In particular we consider the situation where the observational space consists of variables which are directly observable with known observational error, and of variables of which only their climatic variance and mean are given. To limit the variance of the latter poorly resolved variables we derive a variance limiting Kalman filter (VLKF) in a variational setting. We analyze the variance limiting Kalman filter for a simple linear toy model and determine its range of optimal performance. We explore the variance limiting Kalman filter in an ensemble transform setting for the Lorenz-96 system, and show that incorporating the information of the variance of some un-observable variables can improve the skill and also increase the stability of the data assimilation procedure.

physics.data-an↗

arXiv2010

The large core limit of spiral waves in excitable media: A numerical approach

We modify the freezing method introduced by Beyn & Thuemmler, 2004, for analyzing rigidly rotating spiral waves in excitable media. The proposed method is designed to stably determine the rotation frequency and the core radius of rotating spirals, as well as the approximate shape of spiral waves in unbounded domains. In particular, we introduce spiral wave boundary conditions based on geometric approximations of spiral wave solutions by Archimedean spirals and by involutes of circles. We further propose a simple implementation of boundary conditions for the case when the inhibitor is non-diffusive, a case which had previously caused spurious oscillations. We then utilize the method to numerically analyze the large core limit. The proposed method allows us to investigate the case close to criticality where spiral waves acquire infinite core radius and zero rotation frequency, before they begin to develop into retracting fingers. We confirm the linear scaling regime of a drift bifurcation for the rotation frequency and the core radius of spiral wave solutions close to criticality. This regime is unattainable with conventional numerical methods.

nlin.PS↗

arXiv2009

On the Validity of the 0-1 Test for Chaos

In this paper, we present a theoretical justification of the 0-1 test for chaos. In particular, we show that with probability one, the test yields 0 for periodic and quasiperiodic dynamics, and 1 for sufficiently chaotic dynamics.

nlin.CD↗

arXiv2009

On the Implementation of the 0-1 Test for Chaos

In this paper we address practical aspects of the implementation of the 0-1 test for chaos in deterministic systems. In addition, we present a new formulation of the test which significantly increases its sensitivity. The test can be viewed as a method to distill a binary quantity from the power spectrum. The implementation is guided by recent results from the theoretical justification of the test as well as by exploring better statistical methods to determine the binary quantities. We give several examples to illustrate the improvement.

nlin.CD↗

arXiv2006

A bistable reaction--diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODE's) for the dynamics of the governing advection--reaction--diffusion partial differential equation (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle--node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkohler number) is increased, and, second, for large Damkohler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkohler number.

nlin.PS↗

arXiv2006

A normal form for excitable media

We present a normal form for travelling waves in one-dimensional excitable media in form of a differential delay equation. The normal form is built around the well-known saddle-node bifurcation generically present in excitable media. Finite wavelength effects are captured by a delay. The normal form describes the behaviour of single pulses in a periodic domain and also the richer behaviour of wave trains. The normal form exhibits a symmetry preserving Hopf bifurcation which may coalesce with the saddle-node in a Bogdanov-Takens point, and a symmetry breaking spatially inhomogeneous pitchfork bifurcation. We verify the existence of these bifurcations in numerical simulations. The parameters of the normal form are determined and its predictions are tested against numerical simulations of partial differential equation models of excitable media with good agreement.

nlin.PS↗

arXiv2004

Testing for Chaos in Deterministic Systems with Noise

Recently, we introduced a new test for distinguishing regular from chaotic dynamics in deterministic dynamical systems and argued that the test had certain advantages over the traditional test for chaos using the maximal Lyapunov exponent. In this paper, we investigate the capability of the test to cope with moderate amounts of noisy data. Comparisons are made between an improved version of our test and both the ``tangent space'' and ``direct method'' for computing the maximal Lyapunov exponent. The evidence of numerical experiments, ranging from the logistic map to an eight-dimensional Lorenz system of differential equations (the Lorenz 96 system), suggests that our method is superior to tangent space methods and that it compares very favourably with direct methods.

nlin.CD↗

arXiv2004

On propagation failure in 1 and 2 dimensional excitable media

We present a non-perturbative technique to study pulse dynamics in excitable media. The method is used to study propagation failure in one-dimensional and two-dimensional excitable media. In one-dimensional media we describe the behaviour of pulses and wave trains near the saddle node bifurcation, where propagation fails. The generalization of our method to two dimensions captures the point where a broken front (or finger) starts to retract. We obtain approximate expressions for the pulse shape, pulse velocity and scaling behavior. The results are compared with numerical simulations and show good agreement.

nlin.PS↗

arXiv2004

A robust numerical method to study oscillatory instability of gap solitary waves

The spectral problem associated with the linearization about solitary waves of spinor systems or optical coupled mode equations supporting gap solitons is formulated in terms of the Evans function, a complex analytic function whose zeros correspond to eigenvalues. These problems may exhibit oscillatory instabilities where eigenvalues detach from the edges of the continuous spectrum, so called edge bifurcations. A numerical framework, based on a fast robust shooting algorithm using exterior algebra is described. The complete algorithm is robust in the sense that it does not produce spurious unstable eigenvalues. The algorithm allows to locate exactly where the unstable discrete eigenvalues detach from the continuous spectrum. Moreover, the algorithm allows for stable shooting along multi-dimensional stable and unstable manifolds. The method is illustrated by computing the stability and instability of gap solitary waves of a coupled mode model.

nlin.PS↗

arXiv2003

The Zakharov-Kuznetsov Equation as a Two-Dimensional Model for Nonlinear Rossby Waves

We study the dynamics of two-dimensional coherent structures in planetary atmospheres and oceans. We derive the Zakharov-Kuznetsov equation for large scale motion from the barotropic quasigeostrophic equation in a weakly nonlinear, long wave approximation. We consider coherent structures emerging out of an instability caused by a narrow jet-like meanflow. We use multiple scale analysis combined with asymptotic matching.

nlin.PS↗

arXiv2003

A New Test for Chaos

We describe a new test for determining whether a given deterministic dynamical system is chaotic or nonchaotic. (This is an alternative to the usual approach of computing the largest Lyapunov exponent.) Our method is a 0-1 test for chaos (the output is a 0 signifying nonchaotic or a 1 signifying chaotic) and is independent of the dimension of the dynamical system. Moreover, the underlying equations need not be known. The test works equally well for continuous and discrete time. We give examples for an ordinary differential equation, a partial differential equation and for a map.

nlin.CD↗

arXiv2002

Cuspons, peakons and regular gap solitons between three dispersion curves

A general wave model with the cubic nonlinearity is introduced to describe a situation when the linear dispersion relation has three branches, which would intersect in the absence of linear couplings between the three waves. Actually, the system contains two waves with a strong linear coupling between them, to which a third wave is then coupled. This model has two gaps in its linear spectrum. Realizations of this model can be made in terms of temporal or spatial evolution of optical fields in, respectively, a planar waveguide or a bulk-layered medium resembling a photonic-crystal fiber. Another physical system described by the same model is a set of three internal wave modes in a density-stratified fluid. A nonlinear analysis is performed for solitons which have zero velocity in the reference frame in which the group velocity of the third wave vanishes. Disregarding the self-phase modulation (SPM) term in the equation for the third wave, we find two coexisting families of solitons: regular ones, which may be regarded as a smooth deformation of the usual gap solitons in a two-wave system, and cuspons with a singularity in the first derivative at their center. Even in the limit when the linear coupling of the third wave to the first two vanishes, the soliton family remains drastically different from that in the linearly uncoupled system; in this limit, regular solitons whose amplitude exceeds a certain critical value are replaced by peakons. While the regular solitons, cuspons, and peakons are found in an exact analytical form, their stability is tested numerically, which shows that they all may be stable. If the SPM terms are retained, we find that there again coexist two different families of generic stable soliton solutions, namely, regular ones and peakons.

nlin.PS↗