arXiv subjects

Gerassimos A. Athanassoulis

Publications and source records attributed to Gerassimos A. Athanassoulis.

8 recordsLinked to original sources

arXiv2025

A systematic path to non-Markovian dynamics II: Probabilistic response of nonlinear multidimensional systems to Gaussian colored noise excitation

The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the first-order response probability density function (pdf), to this case is a complicated task calling for special treatment. In this work, a new pdf-evolution equation is derived for the response of nonlinear dynamical systems under additive colored Gaussian noise. The derivation is based on the Stochastic Liouville equation (SLE), transformed, by means of an extended version of the Novikov-Furutsu theorem, to an exact yet non-closed equation, involving averages over the history of the functional derivatives of the non-Markovian response with respect to the excitation. The latter are calculated exactly by means of the state-transition matrix of variational, time-varying systems. Subsequently, an approximation scheme is implemented, relying on a decomposition of the state-transition matrix in its instantaneous mean value and its fluctuation around it. By a current-time approximation to the latter, we obtain our final equation, in which the effect of the instantaneous mean value of the response is maintained, rendering it nonlinear and non-local in time. Numerical results for the response pdf are provided for a bistable Duffing oscillator, under Gaussian excitation. The pdfs obtained from the solution of the novel equation and a simpler small correlation time (SCT) pdf-evolution equation are compared to Monte Carlo (MC) simulations. The novel equation outperforms the SCT equation as the excitation correlation time increases, keeping good agreement with the MC simulations.

math-ph↗

arXiv2024

Cauchy's invariants revisited. An alternative variational proof

The purpose of this paper is two-fold. First, to provide a straightforward proof of the Cauchy's invariants (CIs) from the particle relabeling symmetry of the action functional for rotational barotropic flows, using pure geometric relabeling. Second, to emphasize the central role of CIs in the study of rotational flows. The first goal is achieved by introducing a new variational approach for derivivg invariants from symmetries, which, when applied to the Lagrangian action of rotational flows, leads to a simple and natural proof of CIs. The second goal is clarified by showing that all important conservation theorems of rotational flows, either local or integral, are simple consequences of CIs.

math-ph↗

arXiv2020

Strong solutions for the Alber equation and stability of unidirectional wave spectra

The Alber equation is a moment equation for the nonlinear Schrödinger equation, formally used in ocean engineering to investigate the stability of stationary and homogeneous sea states in terms of their power spectra. In this work we present the first well-posedness theory for the Alber equation with the help of an appropriate equivalent reformulation. Moreover, we show linear Landau damping in the sense that, under a stability condition on the homogeneous background, any inhomogeneities disperse and decay in time. The proof exploits novel $L^2$ space-time estimates to control the inhomogeneity and our result applies to any regular initial data (without a mean-zero restriction). Finally, the sufficient condition for stability is resolved, and the physical implications for ocean waves are discussed. Using a standard reference dataset (the "North Atlantic Scatter Diagram") it is found that the vast majority of sea states are stable, but modulationally unstable sea states do appear, with likelihood $O(1/1000);$ these would be the prime breeding ground for rogue waves.

math-ph↗

arXiv2019

Extensions of the Novikov-Furutsu theorem, obtained by using Volterra functional calculus

Novikov-Furutsu (NF) theorem is a well-known mathematical tool, used in stochastic dynamics for correlation splitting, that is, for evaluating the mean value of the product of a random functional with a Gaussian argument multiplied by the argument itself. In this work, the NF theorem is extended for mappings (function-functionals) of two arguments, one being a random variable and the other a random function, both of which are Gaussian, may have non-zero mean values, and may be correlated with each other. This extension allows for the study of random differential equations under coloured noise excitation, which may be correlated with the random initial value. Applications in this direction are briefly discussed. The proof of the extended NF theorem is based on a more general result, also proven herein by using Volterra functional calculus, stating that: The mean value of a general, nonlinear function-functional having random arguments, possibly non-Gaussian, can be expressed in terms of the characteristic functional of its arguments. Generalizations to the multidimensional case (multivariate random arguments) are also presented.

math-ph↗

arXiv2019

A numerical study of the run-up and the force exerted on a vertical wall by a solitary wave propagating over two tandem trenches and impinging on the wall

The propagation and transformation of water waves over varying bathymetries is a subject of fundamental interest to ocean, coastal and harbor engineers. The specific bathymetry considered in this paper consists of one or two, naturally formed or man-made, trenches. The problem we focus on is the transformation of an incoming solitary wave by the trench(es), and the impact of the resulting wave system on a vertical wall located after the trench(es). The maximum run-up and the maximum force exerted on the wall are calculated for various lengths and heights of the trench(es), and are compared with the corresponding quantities in the absence of them. The calculations have been performed by using the fully nonlinear water-wave equations, in the form of the Hamiltonian coupled-mode theory, recently developed in Papoutsellis et al (Eur. J. Mech. B/Fluids, Vol. 72, 2018, pp. 199-224). Comparisons of the calculated free-surface elevation with existing experimental results indicate that the effect of the vortical flow, inevitably developed within and near the trench(es) but not captured by any potential theory, is not important concerning the frontal wave flow regime. This suggests that the predictions of the run-up and the force on the wall by nonlinear potential theory are expected to be nearly realistic. The main conclusion of our investigation is that the presence of two tandem trenches in front of the wall may reduce the run-up from (about) 20% to 45% and the force from 15% to 38%, depending on the trench dimensions and the wave amplitude. The percentage reduction is greater for higher waves. The presence of only one trench leads to reductions 1.4 - 1.7 times smaller.

physics.flu-dyn↗

arXiv2018

Semi-explicit solutions to the water-wave dispersion relation and their role in the nonlinear Hamiltonian coupled-mode theory

The Hamiltonian coupled-mode theory (HCMT), recently derived by Athanassoulis and Papoutsellis [1], provides an efficient new approach for solving fully nonlinear water-wave problems over arbitrary bathymetry. In HCMT, heavy use is made of the roots of a local, water-wave dispersion relation with varying parameter, which have to be calculated at every horizontal position and every time instant. Thus, fast and accurate calculation of these roots, valid for all possible values of the varying parameter, are of fundamental importance. In this paper, new, semi-explicit and highly accurate root-finding formulae are derived, especially for the roots corresponding to evanescent modes. The derivation is based on the successive application of a Picard-type iteration and the Householder's root finding method. Explicit approximate formulae of very good accuracy are obtained, which are adequate to support HCMT for many types of applications. In most demanding cases, e.g. very steep, deep-water waves, machine-accurate determination of the required roots is achieved by no more than three iterations, using the explicit forms as initial values. Exploiting this root-finding procedure in the HCMT, results in an efficient, numerical solver able to treat fully nonlinear water waves over arbitrary bathymetry. Applications to demanding nonlinear problems demonstrate the efficiency and the robustness of the present approach.

physics.comp-ph↗

arXiv2017

Exact semi-separation of variables in waveguides with nonplanar boundaries

Series expansions of unknown fields $Φ=\sumφ_n Z_n$ in elongated waveguides are commonly used in acoustics, optics, geophysics, water waves and other applications, in the context of coupled-mode theories (CMTs). The transverse functions $Z_n$ are determined by solving local Sturm-Liouville problems (reference waveguides). In most cases, the boundary conditions assigned to $Z_n$ cannot be compatible with the physical boundary conditions of $Φ$, leading to slowly convergent series, and rendering CMTs mild-slope approximations. In the present paper, the heuristic approach introduced in (Athanassoulis & Belibassakis 1999, J. Fluid Mech. 389, 275-301) is generalized and justified. It is proved that an appropriately enhanced series expansion becomes an exact, rapidly-convergent representation of the field $Φ$, valid for any smooth, nonplanar boundaries and any smooth enough $Φ$. This series expansion can be differentiated termwise everywhere in the domain, including the boundaries, implementing an exact semi-separation of variables for non-separable domains. The efficiency of the method is illustrated by solving a boundary value problem for the Laplace equation, and computing the corresponding Dirichlet-to-Neumann operator, involved in Hamiltonian equations for nonlinear water waves. The present method provides accurate results with only a few modes for quite general domains. Extensions to general waveguides are also discussed.

math.NA↗

arXiv2013

Two-time, response-excitation moment equations for a cubic half-oscillator under Gaussian and cubic-Gaussian colored excitation. Part 1: The monostable case

In this paper a new method is presented for the formulation and solution of two-time, response-excitation moment equations for a nonlinear dynamical system excited by colored, Gaussian or non-Gaussian processes. Starting from equations for the two-time moments (e.g. for Cxy(t,s), Cxx(t,s)), the method uses an exact time-closure condition, in addition to a Gaussian moment closure, in order to obtain a closed, non-local in time (causal) subsystem for the one-time (t=s) moments. After solving this causal system, the two-time moments can be calculated for all (t,s) pairs as well. The present method differs essentially from the classical Itô/FPK approach since it does not involve any specific assumptions regarding the correlation structure of the excitation. In the case where the input random process can be obtained as the solution of an Itô equation (as, e.g., happens with an Ornstein-Uhlenbeck process), the proposed non-local system is localized, leading to moment equations identical with the usual ones. The closed, non-local in time, moment system is numerically solved by means of an appropriate, two-scale, iterative scheme, and numerical results are presented for two families of colored stochastic excitations. The results are confirmed by means of extensive Monte Carlo simulations. It is found that both the correlation time and the details of the shape of the input random function affect appreciable the response covariance. In the present paper we focus on a monostable cubic half-oscillator, excited by a smoothly-correlated, linear-plus-cubic-Gaussian (non-Gaussian) random input. The bistable case, as well as more general nonlinear systems can be treated by the same method, provided that a more elaborate moment closure will be used.

math.PR↗