arXiv subjects

Milo Viviani

Publications and source records attributed to Milo Viviani.

At least 19 recordsLinked to original sources

arXiv2025

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↗

arXiv2025

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↗

arXiv2025

The early stage of the motion along the gradient of a concentrated vortex structure

We give a rigorous mathematical result, supported by numerical simulations, of the aggregation of a concentrated vortex blob with an underlying non-constant vorticity field: the blob moves in the direction of the gradient of the field. It is a unique example of a Lagrangian explanation of aggregation of vortex structures of the same sign in 2D inviscid fluids. The result is also extended to almost vertical vortex filaments in a (possibly thin) three-dimensional domain.

math-ph↗

arXiv2025

A Lie algebra view of matrix splittings

In this paper we use some basic facts from the theory of (matrix) Lie groups and algebras to show that many of the classical matrix splittings used to construct stationary iterative methods and preconditioniers for Krylov subspace methods can be interpreted as linearizations of matrix factorizations. Moreover, we show that new matrix splittings are obtained when we specialize these splittings to some of the classical matrix groups and their Lie and Jordan algebras. As an example, we derive structured generalizations of the HSS (Hermitian and skew-Hermitian splitting) iteration, and provide sufficient conditions for their convergence.

math.NA↗

arXiv2024

Quadratic projectable Runge-Kutta methods

Runge-Kutta methods are affine equivariant: applying a method before or after an affine change of variables yields the same numerical trajectory. However, for some applications, one would like to perform numerical integration after a quadratic change of variables. For example, in Lie-Poisson reduction, a quadratic transformation reduces the number of variables in a Hamiltonian system, yielding a more efficient representation of the dynamics. Unfortunately, directly applying a symplectic Runge-Kutta method to the reduced system generally does not preserve its Hamiltonian structure, so many proposed techniques require computing numerical trajectories of the original, unreduced system. In this paper, we study when a Runge-Kutta method in the original variables descends to a numerical integrator expressible entirely in terms of the quadratically transformed variables. In particular, we show that symplectic diagonally implicit Runge-Kutta (SyDIRK) methods, applied to a quadratic projectable vector field, are precisely the Runge-Kutta methods that descend to a method (generally not of Runge-Kutta type) in the projected variables. We illustrate our results with several examples in both conservative and non-conservative dynamics.

math.NA↗

arXiv2024

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↗

arXiv2023

Zero-Noise Selection for Point Vortex Dynamics after Collapse

The continuation of point vortex dynamics after a vortex collapse is investigated by means of a regularization procedure consisting in introducing a small stochastic diffusive term, that corresponds to a vanishing viscosity. In contrast with deterministic regularization, in which a cutoff interaction selects in the limit a single trajectory of the system after collapse, the zero-noise method produces a probability distribution supported by trajectories satisfying relevant conservation laws of the point vortex system.

physics.flu-dyn↗

arXiv2023

Data-driven stochastic spectral modeling for coarsening of the two-dimensional Euler equations on the sphere

A resolution-independent data-driven stochastic parametrization method for subgrid-scale processes in coarsened fluid descriptions is proposed. The method enables the inclusion of high-fidelity data into the coarsened flow model, thereby enabling accurate simulations also with the coarser representation. The small-scale parametrization is introduced at the level of the Fourier coefficients of the coarsened numerical solution. It is designed to reproduce the kinetic energy spectra observed in high-fidelity data of the same system. The approach is based on a control feedback term reminiscent of continuous data assimilation. The method relies solely on the availability of high-fidelity data from a statistically steady state. No assumptions are made regarding the adopted discretization method or the selected coarser resolution. The performance of the method is assessed for the two-dimensional Euler equations on the sphere. Applying the method at two significantly coarser resolutions yields good results for the mean and variance of the Fourier coefficients. Stable and accurate large-scale dynamics can be simulated over long integration times.

physics.flu-dyn↗

arXiv2023

Sparse-stochastic model reduction for 2D Euler equations

The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several techniques to obtain fast and accurate simulations have been developed during the last decades. In this paper, we present a novel approach which combines recent developments in the stochastic model reduction and conservative semi-discretization of the Euler equations. In particular, starting from the Zeitlin model on the 2-sphere, we derive reduced dynamics for large scales and we close the equations either deterministically or with a suitable stochastic term. Numerical experiments show that, after an initial turbulent regime, the influence of small scales to large scales is negligible, even though a non-zero transfer of energy among different modes is present.

math.NA↗

arXiv2022

An efficient geometric method for incompressible hydrodynamics on the sphere

We present an efficient and highly scalable geometric method for two-dimensional ideal fluid dynamics on the sphere. The starting point is Zeitlin's finite-dimensional model of hydrodynamics. The efficiency stems from exploiting a tridiagonal splitting of the discrete spherical Laplacian combined with highly optimized, scalable numerical algorithms. For time-stepping, we adopt a recently developed isospectral integrator able to preserve the geometric structure of Euler's equations, in particular conservation of the Casimir functions. To overcome previous computational bottlenecks, we formulate the matrix Lie algebra basis through a sequence of tridiagonal eigenvalue problems, efficiently solved by well-established linear algebra libraries. The same tridiagonal splitting allows for computation of the stream matrix, involving the inverse Laplacian, for which we design an efficient parallel implementation on distributed memory systems. The resulting overall computational complexity is $\mathcal{O}(N^3)$ per time-step for $N^2$ spatial degrees of freedom. The dominating computational cost is matrix-matrix multiplication, carried out via the parallel library ScaLAPACK. Scaling tests show approximately linear scaling up to around $2500$ cores for the matrix size $N=4096$ with a computational time per time-step of about $0.55$ seconds. These results allow for long-time simulations and the gathering of statistical quantities while simultaneously conserving the Casimir functions. We illustrate the developed algorithm for Euler's equations at the resolution $N=2048$.

math-ph↗

arXiv2022

Casimir preserving spectrum of two-dimensional turbulence

We present predictions of the energy spectrum of forced two-dimensional turbulence obtained by employing a structure-preserving integrator. In particular, we construct a finite-mode approximation of the Navier-Stokes equations on the unit sphere, which, in the limit of vanishing viscosity, preserves the Lie-Poisson structure. As a result, integrated powers of vorticity are conserved in the inviscid limit. We obtain robust evidence for the existence of the double energy cascade, including the formation of the -3 scaling of the inertial range of the direct cascade. We show that this can be achieved at modest resolutions compared to those required by traditional numerical methods.

physics.flu-dyn↗

arXiv2022

On the infinite dimension limit of invariant measures and solutions of Zeitlin's 2D Euler equations

In this work we consider a finite dimensional approximation for the 2D Euler equations on the sphere, proposed by V. Zeitlin, and show their convergence towards a solution to Euler equations with marginals distributed as the enstrophy measure. The method relies on nontrivial computations on the structure constants of $\mathbb{S}^2$, that appear to be new. In the last section we discuss the problem of extending our results to Gibbsian measures associated with higher Casimirs.

math.AP↗

arXiv2021

Solving cubic matrix equations arising in conservative dynamics

In this paper we consider the spatial semi-discretization of conservative PDEs. Such finite dimensional approximations of infinite dimensional dynamical systems can be described as flows in suitable matrix spaces, which in turn leads to the need to solve polynomial matrix equations, a classical and important topic both in theoretical and in applied mathematics. Solving numerically these equations is challenging due to the presence of several conservation laws which our finite models incorporate and which must be retained while integrating the equations of motion. In the last thirty years, the theory of geometric integration has provided a variety of techniques to tackle this problem. These numerical methods require solving both direct and inverse problems in matrix spaces. We present three algorithms to solve a cubic matrix equation arising in the geometric integration of isospectral flows. This type of ODEs includes finite models of ideal hydrodynamics, plasma dynamics, and spin particles, which we use as test problems for our algorithms.

math.NA↗

arXiv2021

An algebraic approach to the spontaneous formation of spherical jets

The global structure of the atmosphere and the oceans is a continuous source of intriguing challenges in geophysical fluid dynamics (GFD). Among these, jets are determinant in the air and water circulation around the Earth. In the last fifty years, thanks to the development of more and more precise and extensive observations, it has been possible to study in detail the atmospheric formations of the giant-gas planets in the solar system. For those planets, jets are the dominant large scale structure. Starting from the 70s, various theories combining observations and mathematical models have been proposed in order to describe their formation and stability. In this paper, we propose a purely algebraic approach to describe the spontaneous formation of jets on a spherical domain. Analysing the algebraic properties of the 2D Euler equations, we give a characterization of the different jets' structures. The calculations are performed starting from the discrete Zeitlin model of the Euler equations. For this model, the classification of the jets' structures can be precisely described in terms of reductive Lie algebras decomposition. The discrete framework provides a simple tool for analysing both from a theoretical and and a numerical perspective the jets' formation. Furthermore, it allows to extend the results to the original Euler equations.

physics.ao-ph↗

arXiv2021

Canonical scale separation in two-dimensional incompressible hydrodynamics

A two-dimensional inviscid incompressible fluid is governed by simple rules. Yet, to characterise its long-time behaviour is a knotty problem. The fluid evolves according to Euler's equations: a non-linear Hamiltonian system with infinitely many conservation laws. In both experiments and numerical simulations, coherent vortex structures, or blobs, emerge after an initial stage. These formations dominate the large-scale dynamics, but small scales also persist. Kraichnan describes in his classical work a forward cascade of enstrophy into smaller scales, and a backward cascade of energy into larger scales. Previous attempts to model Kraichnan's double cascade use filtering techniques that enforce separation from the outset. Here we show that Euler's equations posses an intrinsic, canonical splitting of the vorticity function. The splitting is remarkable in four ways: (i) it is defined solely via the Poisson bracket and the Hamiltonian, (ii) it characterises steady flows, (iii) without imposition it yields a separation of scales, enabling the dynamics behind Kraichnan's qualitative description, and (iv) it accounts for the "broken line" in the power law for the energy spectrum, observed in both experiments and numerical simulations. The splitting originates from Zeitlin's truncated model of Euler's equations in combination with a standard quantum-tool: the spectral decomposition of Hermitian matrices. In addition to theoretical insight, the scale separation dynamics could be used for stochastic model reduction, where small scales are modelled by multiplicative noise.

math-ph↗

arXiv2020

Integrability of point-vortex dynamics via symplectic reduction: a survey

Point-vortex dynamics describe idealized, non-smooth solutions to the incompressible Euler equations on 2-dimensional manifolds. Integrability results for few point-vortices on various domains is a vivid topic, with many results and techniques scattered in the literature. Here we give a unified framework for proving integrability results for $N=2$, $3$, or $4$ point-vortices (and also more general Hamiltonian systems), based on symplectic reduction theory. The approach works on any 2-dimensional manifold; we illustrate it on the sphere, the plane, the hyperbolic plane, and the flat torus. A systematic study of integrability is prompted by advances in 2-dimensional turbulence, bridging the long-time behaviour of 2D Euler equations with questions of point-vortex integrability. A gallery of solutions is given in the appendix.

math-ph↗

arXiv2019

A minimal-variable symplectic method for isospectral flows

Isospectral flows are abundant in mathematical physics; the rigid body, the the Toda lattice, the Brockett flow, the Heisenberg spin chain, and point vortex dynamics, to mention but a few. Their connection on the one hand with integrable systems and, on the other, with Lie--Poisson systems motivates the research for optimal numerical schemes to solve them. Several works about numerical methods to integrate isospectral flows have produced a large varieties of solutions to this problem. However, many of these algorithms are not intrinsically defined in the space where the equations take place and/or rely on computationally heavy transformations. In the literature, only few examples of numerical methods avoiding these issues are known, for instance, the \textit{spherical midpoint method} on $\SO(3)$. In this paper we introduce a new minimal-variable, second order, numerical integrator for isospectral flows intrinsically defined on quadratic Lie algebras and symmetric matrices. The algorithm is isospectral for general isospectral flows and Lie--Poisson preserving when the isospectral flow is Hamiltonian. The simplicity of the scheme, together with its structure-preserving properties, makes it a competitive alternative to those already present in literature.

math.NA↗

arXiv2018

A Casimir preserving scheme for long-time simulation of spherical ideal hydrodynamics

The incompressible 2D Euler equations on a sphere constitute a fundamental model in hydrodynamics. The long-time behaviour of solutions is largely unknown; statistical mechanics predicts a steady vorticity configuration, but detailed numerical results in the literature contradict this theory, yielding instead persistent unsteadiness. Such numerical results were obtained using artificial hyperviscosity to account for the cascade of enstrophy into smaller scales. Hyperviscosity, however, destroys the underlying geometry of the phase flow (such as conservation of Casimir functions), and therefore might affect the qualitative long-time behaviour. Here we develop an efficient numerical method for long-time simulations that preserve the geometric features of the exact flow, in particular conservation of Casimirs. Long-time simulations on a non-rotating sphere then reveal three possible outcomes for generic initial conditions: the formation of either 2, 3, or 4 coherent vortex structures. These numerical results contradict the statistical mechanics theory and show that previous numerical results, suggesting 4 coherent vortex structures as the generic behaviour, display only a special case. Through integrability theory for point vortex dynamics on the sphere we present a theoretical model which describes the mechanism by which the three observed regimes appear. We show that there is a correlation between a first integral $\gamma$ (the ratio of total angular momentum and the square root of enstrophy) and the long-time behaviour: $\gamma$ small, intermediate, and large yields most likely 4, 3, or 2 coherent vortex formations. Our findings thus suggest that the likely long-time behaviour can be predicted from the first integral $\gamma$.

math.NA↗