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Klas Modin

Publications and source records attributed to Klas Modin.

At least 19 recordsLinked to original sources

Backward error analysis for matrix discretizations of 2-D Euler equations

We introduce a formalism of Lie--Poisson reduction of Butcher series. The corresponding forest momentum map allows for describing backward error analysis of isospectral symplectic Runge--Kutta methods applied to Zeitlin's matrix discretization of the 2-D Euler equations on the sphere. Based thereon, we obtain exponentially small error bounds for the conservation of modified Hamiltonians, valid for exponentially long time intervals. Crucially, the error bounds and the length of the time intervals are independent of the spatial discretization parameter $n$ (the matrix size) when the time step for different $n$ is scaled as $h = \mathcal{O}(n^{-1})$. Our results thus extend the classical backward error analysis result for finite-dimensional Hamiltonian systems to the infinite-dimensional case of the 2-D Euler equations discretized via matrix hydrodynamics.

math.NA

Madelung hydrodynamics and Poisson geometry of wave functions

We describe the Poisson geometry of the Madelung transform between quantum mechanics and hydrodynamics for generic wave functions. We prove that for arbitrary oriented manifolds this transform, being regarded as a momentum map, naturally defines prequantum bundles for coadjoint orbits of semidirect extensions of diffeomorphism groups. Furthermore, we show that the Madelung framework provides a natural infinite-dimensional version of the convexity results for Hamiltonian torus actions, thus giving a partial answer to Atiyah's question. In particular, for wave functions without zeros our results provide a K\"ahler map between the infinite-dimensional Fubini--Study and Fisher--Rao geometries, thus extending previous results to non-simply-connected manifolds. Furthermore, for wave functions with noncritical zeros, the Madelung transform is shown to be a symplectomorphism to the coadjoint orbits with Morse--Bott densities. The latter, in turn, furnishes a novel momentum map point of view on the Wallstrom quantization condition for the hydrodynamical form of quantum mechanics. We also comment on the relation between the Madelung setting and the Marsden--Weinstein symplectic structures on knots and membranes.

math.DG

Arnold stability and rigidity in Zeitlin's model of hydrodynamics

Zeitlin's model is a discretisation of the 2-D Euler equations that preserves the underlying geometric structure. This feature makes it suitable for studying the qualitative behaviour of the dynamics. Here, we utilise Arnold's geometric approach to prove Lyapunov stability of steady states in Zeitlin's model. Furthermore, we show that such Arnold stable stationary solutions are subject to a rigidity condition that enforces a specific form of the matrix describing the state. Our argument relies on matrix theory and is therefore detached, and conceptually different, from the nonlinear stability analysis as developed for the 2-D Euler equations. Nevertheless, our results concur with those known for the 2-D Euler equations, which hints at links between matrix theory and nonlinear PDE techniques. Furthermore, our results show that the Zeitlin's model, as a numerical discretisation, is reliable for studying stationary solutions.

math.AP

Universal vector and matrix optimal transport

In this paper we propose a gauge-theoretic approach to the problems of optimal mass transport for vector and matrix densities. This resolves both the issues of positivity and action transitivity constraints. Bures-type metrics on the corresponding semi-direct product groups of diffeomorphisms and gauge transformations are related to Wasserstein-type metrics on vector half-densities and matrix densities via Riemannian submersions. We also describe their relation to Poisson geometry and demonstrate how the momentum map allows one to prove the Riemannian submersion properties. The obtained geodesic equations turn out to be vector versions of the Burgers equations.

math.DG

Symplectic Isospectral Runge--Kutta Methods as Lie group methods

We compare three approaches for structure preserving numerical integration of isospectral flows on quadratic Lie algebras. Such flows originate from Hamiltonian dynamics on the cotangent bundle of the Lie group. It is known, via discrete reduction theory, that symplectic Runge--Kutta methods applied to the cotangent bundle formulation induce isospectral symplectic Runge--Kutta (ISOSYRK) schemes on the Lie algebra. Here, we show that the same symplectic Runge--Kutta method, but applied to the transport formulation of the flow on the Lie group, is equivalent to the corresponding ISOSYRK scheme. We also give numerical results suggesting that the formulation on the Lie group is more efficient for schemes with two or more intermediate stages.

math.NA

Structure-preserving long-time simulations of turbulence in magnetized ideal fluids

We address three two-dimensional magnetohydrodynamics models: reduced magnetohydrodynamics (RMHD), Hazeltine's model, and the Charney--Hasegawa--Mima (CHM) equation. These models are derived to capture the basic features of magnetohydrodynamic turbulence and plasma behaviour. They all possess non-canonical Hamiltonian formulations in terms of Lie--Poisson brackets, which imply an infinite number of conservation laws along with symplecticity of the phase flow. This geometric structure in phase space affects the statistical long-time behaviour. Therefore, to capture the qualitative features in long-time numerical simulations, it is critical to use a discretization that preserves the rich phase space geometry. Here, we use the matrix hydrodynamics approach to achieve structure-preserving discretizations for each model. We furthermore carry out long-time simulations with randomized initial data and a comparison between the models. The study shows consistent behaviour for the magnetic potential: both RMHD and Hazeltine's model produce magnetic dipoles (in CHM, the magnetic potential is prescribed). These results suggest an inverse cascade of magnetic energy and of the mean-square magnetic potential, which is empirically verified via spectral scaling diagrams. On the other hand, the vorticity field dynamics differs between the models: RMHD forms sharp vortex filaments with rapidly growing vorticity values, whereas Hazeltine's model and CHM show only small variation in the vorticity values. Related to this observation, both Hazeltine's model and CHM give spectral scaling diagrams indicating an inverse cascade of kinetic energy not present in RMHD.

physics.plasm-ph

Ricci curvature for hydrodynamics on the sphere

The geometric description of incompressible hydrodynamics, as geodesic motion on the infinite-dimensional group of volume-preserving diffeomorphisms, enables notions of curvature in the study of fluids in order to study stability. Formulas for Ricci curvature are often simpler than those for sectional curvature, which typically takes both signs, but the drawback is that Ricci curvature is rarely well-defined in infinite-dimensional spaces. Here we suggest a definition of Ricci curvature in the case of two-dimensional hydrodynamics, based on the finite-dimensional Zeitlin models arising in quantization theory, which gives a natural tool for renormalization. We provide formulae for the finite-dimensional approximations and give strong numerical evidence that these converge in the infinite-dimensional limit, based in part on four new conjectured identities for Wigner $6j$ symbols. The suggested limiting expression for (average) Ricci curvature is surprisingly simple and demonstrates an average instability for high-frequency modes which helps explain long-term numerical observations of spherical hydrodynamics due to mixing.

math.DG

A brief introduction to matrix hydrodynamics

This survey gives a basic demonstration of matrix hydrodynamics; the field pioneered by V. Zeitlin, where 2-D incompressible fluids are spatially discretized via quantization theory.

math.NA

Geodesic interpretation of the global quasi-geostrophic equations

We give an interpretation of the global shallow water quasi-geostrophic equations on the sphere $\Sph^2$ as a geodesic equation on the central extension of the quantomorphism group on $\Sph^3$. The study includes deriving the model as a geodesic equation for a weak Riemannian metric, demonstrating smooth dependence on the initial data, and establishing global-in-time existence and uniqueness of solutions. We also prove that the Lamb parameter in the model has a stabilizing effect on the dynamics: if it is large enough, the sectional curvature along the trade-wind current is positive, implying conjugate points.

math.DG

On spectral scaling laws for averaged turbulence on the sphere

Spectral analysis for a class of Lagrangian-averaged Navier--Stokes (LANS) equations on the sphere is carried out. The equations arise from the Navier--Stokes equations by applying a Helmholtz filter of width $\alpha$ to the advecting velocity $\beta$ times. Power laws for the energy spectrum are derived and indicate a $\beta$-dependent scaling at wave numbers $l$ with $\alpha l\gg 1$. The energy and enstrophy transfer rates distinctly depend on the averaging, allowing control over the energy flux and the enstrophy flux separately through the choice of averaging operator. A necessary condition on the averaging operator is derived for the existence of the inverse cascade in two-dimensional turbulence. Numerical experiments with a structure-preserving integrator confirm the expected energy spectrum scalings and the robustness of the double cascade under choices of the averaging operator.

physics.flu-dyn

Information geometry of diffeomorphism groups

The study of diffeomorphism groups and their applications to problems in analysis and geometry has a long history. In geometric hydrodynamics, pioneered by V.~Arnold in the 1960s, one considers an ideal fluid flow as the geodesic motion on the infinite-dimensional group of volume-preserving diffeomorphisms of the fluid domain with respect to the metric defined by the kinetic energy. Similar considerations on the space of densities lead to a geometric description of optimal mass transport and the Kantorovich-Wasserstein metric. Likewise, information geometry associated with the Fisher-Rao metric and the Hellinger distance has an equally beautiful infinite-dimensional geometric description and can be regarded as a higher-order Sobolev analogue of optimal transportation. In this work we review various metrics on diffeomorphism groups relevant to this approach and introduce appropriate topology, smooth structures and dynamics on the corresponding infinite-dimensional manifolds. Our main goal is to demonstrate how, alongside topological hydrodynamics, Hamiltonian dynamics and optimal mass transport, information geometry with its elaborate toolbox has become yet another exciting field for applications of geometric analysis on diffeomorphism groups.

math.DG

Geometric shape matching for recovering protein conformations from single-particle Cryo-EM data

We address recovery of the three-dimensional backbone structure of single polypeptide proteins from single-particle cryo-electron microscopy (Cryo-SPA) data. Cryo-SPA produces noisy tomographic projections of electrostatic potentials of macromolecules. From these projections, we use methods from shape analysis to recover the three-dimensional backbone structure. Thus, we view the reconstruction problem as an indirect matching problem, where a point cloud representation of the protein backbone is deformed to match 2D tomography data. The deformations are obtained via the action of a matrix Lie group. By selecting a deformation energy, the optimality conditions are obtained, which lead to computational algorithms for optimal deformations. We showcase our approach on synthetic data, for which we recover the three-dimensional structure of the backbone.

q-bio.BM

Zeitlin's model for axisymmetric 3-D Euler equations

Zeitlin's model is a spatial discretization for the 2-D Euler equations on the flat 2-torus or the 2-sphere. Contrary to other discretizations, it preserves the underlying geometric structure, namely that the Euler equations describe Riemannian geodesics on a Lie group. Here we show how to extend Zeitlin's approach to the axisymmetric Euler equations on the 3-sphere. It is the first discretization of the 3-D Euler equations that fully preserves the geometric structure, albeit restricted to axisymmetric solutions. Thus, this finite-dimensional model admits Riemannian curvature and Jacobi equations, which are discussed.

math.DG

Two-dimensional fluids via matrix hydrodynamics

Two-dimensional (2-D) incompressible, inviscid fluids produce fascinating patterns of swirling motion. How and why the patterns emerge are long-standing questions, first addressed in the 19th century by Helmholtz, Kirchhoff, and Kelvin. Countless researchers have since contributed to innovative techniques and results. Yet, the overarching problem of swirling 2-D motion and its long-time behavior remains largely open. Here we shed light on this problem via a link to isospectral matrix flows. The link is established through V. Zeitlin's beautiful model for the numerical discretization of Euler's equations in 2-D. When considered on the sphere, Zeitlin's model offers deep connections between 2-D hydrodynamics and unitary representations of the rotation group. Consequently, it provides a dictionary that maps hydrodynamical concepts to matrix Lie theory, which in turn gives connections to matrix factorizations, random matrices, and integrability theory, for example. Results about finite-dimensional matrices can then be transferred to infinite-dimensional fluids via quantization theory, which is here used as an analysis tool (albeit traditionally describing the limit between quantum and classical physics). We demonstrate how the dictionary is constructed and how it unveils techniques for 2-D hydrodynamics. We also give accompanying convergence results for Zeitlin's model on the sphere.

math.AP

Spatio-temporal Lie-Poisson discretization for incompressible magnetohydrodynamics on the sphere

We give a structure preserving spatio-temporal discretization for incompressible magnetohydrodynamics (MHD) on the sphere. Discretization in space is based on the theory of geometric quantization, which yields a spatially discretized analogue of the MHD equations as a finite-dimensional Lie--Poisson system on the dual of the magnetic extension Lie algebra $\mathfrak{f}=\mathfrak{su}(N)\ltimes\mathfrak{su}(N)^{*}$. We also give accompanying structure preserving time discretizations for Lie--Poisson systems on the dual of semi-direct product Lie algebras of the form $\mathfrak{f}=\mathfrak{g}\ltimes\mathfrak{g^{*}}$, where $\mathfrak{g}$ is a $J$-quadratic Lie algebra. The time integration method is free of computationally costly matrix exponentials. We prove that the full method preserves a modified Lie--Poisson structure and corresponding Casimir functions, and that the modified structure and Casimirs converge to the continuous ones. The method is demonstrated for two models of magnetic fluids: incompressible magnetohydrodynamics and Hazeltine's model.

math.NA

On the geometry and dynamical formulation of the Sinkhorn algorithm for optimal transport

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by standard methods, of a non-linear integral equation. In the appendix, I also provide a short summary of an early result of Beurling on product measures, directly related to the Sinkhorn algorithm.

math.NA

Simple unbalanced optimal transport

We introduce and study a simple model capturing the main features of unbalanced optimal transport. It is based on equipping the conical extension of the group of all diffeomorphisms with a natural metric, which allows a Riemannian submersion to the space of volume forms of arbitrary total mass. We describe its finite-dimensional version and present a concise comparison study of the geometry, Hamiltonian features, and geodesics for this and other extensions. One of the corollaries of this approach is that along any geodesic the total mass evolves with constant acceleration, as an object's height in a constant buoyancy field.

math.DG

Convergence of the vertical Gradient flow for the Gaussian Monge problem

We investigate a matrix dynamical system related to optimal mass transport in the linear category, namely, the problem of finding an optimal invertible matrix by which two covariance matrices are congruent. We first review the differential geometric structure of the problem in terms of a principal fiber bundle. The dynamical system is a gradient flow restricted to the fibers of the bundle. We prove global existence of solutions to the flow, with convergence to the polar decomposition of the matrix given as initial data. The convergence is illustrated in a numerical example.

math.OC