arXiv subjects

Mohammad Farazmand

Publications and source records attributed to Mohammad Farazmand.

At least 37 records · Page 2Linked to original sources

arXiv2021

Investigating climate tipping points under various emission reduction and carbon capture scenarios with a stochastic climate model

We study the mitigation of climate tipping point transitions using an energy balance model. The evolution of the global mean surface temperature is coupled with the CO2 concentration through the green house effect. We model the CO2 concentration with a stochastic delay differential equation (SDDE), accounting for various carbon emission and capture scenarios. The resulting coupled system of SDDEs exhibits a tipping point phenomena: if CO2 concentration exceeds a critical threshold (around 478ppm), the temperature experiences an abrupt increase of about six degrees Celsius. We show that the CO2 concentration exhibits a transient growth which may cause a climate tipping point, even if the concentration decays asymptotically. We derive a rigorous upper bound for the CO2 evolution which quantifies its transient and asymptotic growths, and provides sufficient conditions for evading the climate tipping point. Combining this upper bound with Monte Carlo simulations of the stochastic climate model, we investigate the emission reduction and carbon capture scenarios that would avert the tipping point.

physics.ao-ph↗

arXiv2021

Evolution of nonlinear reduced-order solutions for PDEs with conserved quantities

Reduced-order models of time-dependent partial differential equations (PDEs) where the solution is assumed as a linear combination of prescribed modes are rooted in a well-developed theory. However, more general models where the reduced solutions depend nonlinearly on time varying parameters have thus far been derived in an ad hoc manner. Here, we introduce Reduced-order Nonlinear Solutions (RONS): a unified framework for deriving reduced-order models that depend nonlinearly on a set of time-dependent parameters. The set of all possible reduced-order solutions are viewed as a manifold immersed in the function space of the PDE. The parameters are evolved such that the instantaneous discrepancy between reduced dynamics and the full PDE dynamics is minimized. This results in a set of explicit ordinary differential equations on the tangent bundle of the manifold. In the special case of linear parameter dependence, our reduced equations coincide with the standard Galerkin projection. Furthermore, any number of conserved quantities of the PDE can readily be enforced in our framework. Since RONS does not assume an underlying variational formulation for the PDE, it is applicable to a broad class of problems. We demonstrate the efficacy of RONS on three examples: an advection-diffusion equation, the nonlinear Schrodinger equation and Euler's equation for ideal fluids.

math.AP↗

arXiv2021

Mitigation of rare events in multistable systems driven by correlated noise

We consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We devise a parsimonious method for selecting the optimal control parameters, without requiring any Monte Carlo simulations of the system. This method relies on a new nonlinear Fokker-Planck equation whose stationary response distribution is approximated by a rapidly convergent iterative algorithm. In addition, our framework allows us to accurately predict, and subsequently suppress, the modal drift and tail inflation in the controlled stationary distribution. We demonstrate the efficacy of our method on two examples, including an optical laser model perturbed by multiplicative colored noise.

math.DS↗

arXiv2021

Data-driven prediction of multistable systems from sparse measurements

We develop a data-driven method, based on semi-supervised classification, to predict the asymptotic state of multistable systems when only sparse spatial measurements of the system are feasible. Our method predicts the asymptotic behavior of an observed state by quantifying its proximity to the states in a precomputed library of data. To quantify this proximity, we introduce a sparsity-promoting metric-learning (SPML) optimization, which learns a metric directly from the precomputed data. The optimization problem is designed so that the resulting optimal metric satisfies two important properties: (i) It is compatible with the precomputed library, and (ii) It is computable from sparse measurements. We prove that the proposed SPML optimization is convex, its minimizer is non-degenerate, and it is equivariant with respect to scaling of the constraints. We demonstrate the application of this method on two multistable systems: a reaction-diffusion equation, arising in pattern formation, which has four asymptotically stable steady states and a FitzHugh-Nagumo model with two asymptotically stable steady states. Classifications of the multistable reaction-diffusion equation based on SPML predict the asymptotic behavior of initial conditions based on two-point measurements with 95% accuracy when moderate number of labeled data are used. For the FitzHugh-Nagumo, SPML predicts the asymptotic behavior of initial conditions from one-point measurements with 90% accuracy. The learned optimal metric also determines where the measurements need to be made to ensure accurate predictions.

math.DS↗

arXiv2020

Multiscale analysis of accelerated gradient methods

Accelerated gradient descent iterations are widely used in optimization. It is known that, in the continuous-time limit, these iterations converge to a second-order differential equation which we refer to as the accelerated gradient flow. Using geometric singular perturbation theory, we show that, under certain conditions, the accelerated gradient flow possesses an attracting invariant slow manifold to which the trajectories of the flow converge asymptotically. We obtain a general explicit expression in the form of functional series expansions that approximates the slow manifold to any arbitrary order of accuracy. To the leading order, the accelerated gradient flow reduced to this slow manifold coincides with the usual gradient descent. We illustrate the implications of our results on three examples.

math.OC↗

arXiv2020

Mitigation of tipping point transitions by time-delay feedback control

In stochastic multistable systems driven by the gradient of a potential, transitions between equilibria is possible because of noise. We study the ability of linear delay feedback control to mitigate these transitions, ensuring that the system stays near a desirable equilibrium. For small delays, we show that the control term has two effects: i) a stabilizing effect by deepening the potential well around the desirable equilibrium, and ii) a destabilizing effect by intensifying the noise by a factor of $(1-τα)^{-1/2}$, where $τ$ and $α$ denote the delay and the control gain, respectively. As a result, successful mitigation depends on the competition between these two factors. We also derive analytical results that elucidate the choice of the appropriate control gain and delay that ensure successful mitigations. These results eliminate the need for any Monte Carlo simulations of the stochastic differential equations, and therefore significantly reduce the computational cost of determining the suitable control parameters. We demonstrate the application of our results on two examples.

math.OC↗

arXiv2019

Vortex boundaries as barriers to diffusive vorticity transport in two-dimensional flows

We put forward the idea of defining vortex boundaries in planar flows as closed material barriers to the diffusive transport of vorticity. Such diffusive vortex boundaries minimize the leakage of vorticity from the fluid mass they enclose when compared to other nearby material curves. Building on recent results on passive diffusion barriers, we develop an algorithm for the automated identification of such structures from general, two-dimensional unsteady flow data. As examples, we identify vortex boundaries as vorticity diffusion barriers in two flows: an explicitly known laminar flow and a numerically generated turbulent Navier--Stokes flow.

physics.flu-dyn↗

arXiv2019

Closed-loop adaptive control of extreme events in a turbulent flow

Extreme events that arise spontaneously in chaotic dynamical systems often have an adverse impact on the system or the surrounding environment. As such, their mitigation is highly desirable. Here, we introduce a novel control strategy for mitigating extreme events in a turbulent shear flow. The controller combines a probabilistic prediction of the extreme events with a deterministic actuator. The predictions are used to actuate the controller only when an extreme event is imminent. When actuated, the controller only acts on the degrees of freedom that are involved in the formation of the extreme events, exerting minimal interference with the flow dynamics. As a result, the attractors of the controlled and uncontrolled systems share the same chaotic core (containing the non-extreme events) and only differ in the tail of their distributions. We propose that such adaptive low-dimensional controllers should be used to mitigate extreme events in general chaotic dynamical systems, beyond the shear flow considered here.

physics.flu-dyn↗

arXiv2019

Surface waves enhance particle dispersion

We study the horizontal dispersion of passive tracer particles on the free surface of gravity waves in deep water. For random linear waves with the JONSWAP spectrum, the Lagrangian particle trajectories are computed using an exact nonlinear model known as the John--Sclavounos equation. We show that the single-particle dispersion exhibits an unusual super-diffusive behavior. In particular, for large times $t$, the variance of the tracer $\langle |X(t)|^2\rangle$ increases as a quadratic function of time, i.e., $\langle |X(t)|^2\rangle\sim t^2$. This dispersion is markedly faster than Taylor's single-particle dispersion theory which predicts that the variance of passive tracers grows linearly with time for large $t$. Our results imply that the wave motion significantly enhances the dispersion of fluid particles. We show that this super-diffusive behavior is a result of the long-term correlation of the Lagrangian velocities of fluid parcels on the free surface.

physics.flu-dyn↗

arXiv2018

Are extreme dissipation events predictable in turbulent fluid flows?

We derive precursors of extreme dissipation events in a turbulent channel flow. Using a recently developed method that combines dynamics and statistics for the underlying attractor, we extract a characteristic state that precedes laminarization events that subsequently lead to extreme dissipation episodes. Our approach utilizes coarse statistical information for the turbulent attractor, in the form of second order statistics, to identify high-likelihood regions in the state space. We then search within this high probability manifold for the state that leads to the most finite-time growth of the flow kinetic energy. This state has both high probability of occurrence and leads to extreme values of dissipation. We use the alignment between a given turbulent state and this critical state as a precursor for extreme events and demonstrate its favorable properties for prediction of extreme dissipation events. Finally, we analyze the physical relevance of the derived precursor and show its robust character for different Reynolds numbers. Overall, we find that our choice of precursor works well at the Reynolds number it is computed at and at higher Reynolds number flows with similar extreme events.

physics.flu-dyn↗

arXiv2018

Variational Lagrangian formulation of the Euler equations for incompressible flow: A simple derivation

In 1966, Arnold [1] showed that the Lagrangian flow of ideal incompressible fluids (described by Euler equations) coincide with the geodesic flow on the manifold of volume preserving diffeomorphisms of the fluid domain. Arnold's proof and the subsequent work on this topic rely heavily on the properties of Lie groups and Lie algebras which remain unfamiliar to most fluid dynamicists. In this note, we provide a simple derivation of Arnold's result which only uses the classical methods of calculus of variations. In particular, we show that the Lagrangian flow maps generated by the solutions of the incompressible Euler equations coincide with the stationary curves of an appropriate energy functional when the extremization is carried out over the set of volume-preserving diffeomorphisms.

physics.flu-dyn↗

arXiv2018

Extreme Events: Mechanisms and Prediction

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly desirable. Here, we review several aspects of extreme events in phenomena described by high-dimensional, chaotic dynamical systems. We specially focus on two pressing aspects of the problem: (i) Mechanisms underlying the formation of extreme events and (ii) Real-time prediction of extreme events. For each aspect, we explore methods relying on models, data or both. We discuss the strengths and limitations of each approach as well as possible future research directions.

nlin.CD↗

arXiv2017

A variational approach to probing extreme events in turbulent dynamical systems

Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger intermittent extreme events in high-dimensional nonlinear dynamical systems. We seek the triggers as the probabilistically feasible solutions of an appropriately constrained optimization problem, where the function to be maximized is a system observable exhibiting intermittent extreme bursts. The constraints are imposed to ensure the physical admissibility of the optimal solutions, i.e., significant probability for their occurrence under the natural flow of the dynamical system. We apply the method to a body-forced incompressible Navier--Stokes equation, known as the Kolmogorov flow. We find that the intermittent bursts of the energy dissipation are independent of the external forcing and are instead caused by the spontaneous transfer of energy from large scales to the mean flow via nonlinear triad interactions. The global maximizer of the corresponding variational problem identifies the responsible triad, hence providing a precursor for the occurrence of extreme dissipation events. Specifically, monitoring the energy transfers within this triad, allows us to develop a data-driven short-term predictor for the intermittent bursts of energy dissipation. We assess the performance of this predictor through direct numerical simulations.

physics.flu-dyn↗

arXiv2017

Relative periodic orbits form the backbone of turbulent pipe flow

Chaotic dynamics of low-dimensional systems, such as Lorenz or Rössler flows, is guided by the infinity of periodic orbits embedded in their strange attractors. Whether this also be the case for the infinite-dimensional dynamics of Navier--Stokes equations has long been speculated, and is a topic of ongoing study. Periodic and relative periodic solutions have been shown to be involved in transitions to turbulence. Their relevance to turbulent dynamics---specifically, whether periodic orbits play the same role in high-dimensional nonlinear systems like the Navier--Stokes equations as they do in lower-dimensional systems---is the focus of the present investigation. We perform here a detailed study of pipe flow relative periodic orbits with energies and mean dissipations close to turbulent values. We outline several approaches to reduction of the translational symmetry of the system. We study pipe flow in a minimal computational cell, and report a library of invariant solutions found with the aid of the method of slices. Detailed study of the unstable manifolds of a sample of these solutions is consistent with the picture that relative periodic orbits are embedded in the chaotic saddle and that they guide the turbulent dynamics.

physics.flu-dyn↗

arXiv2017

A Critical Comparison of Lagrangian Methods for Coherent Structure Detection

We review and test twelve different approaches to the detection of finite-time coherent material structures in two-dimensional, temporally aperiodic flows. We consider both mathematical methods and diagnostic scalar fields, comparing their performance on three benchmark examples: the quasiperiodically forced Bickley jet, a two-dimensional turbulence simulation, and an observational wind velocity field from Jupiter's atmosphere. A close inspection of the results reveals that the various methods often produce very different predictions for coherent structures, once they are evaluated beyond heuristic visual assessment. As we find by passive advection of the coherent set candidates, false positives and negatives can be produced even by some of the mathematically justified methods due to the ineffectiveness of their underlying coherence principles in certain flow configurations. We summarize the inferred strengths and weaknesses of each method, and make general recommendations for minimal self-consistency requirements that any Lagrangian coherence detection technique should satisfy.

physics.flu-dyn↗

arXiv2017

Reduced-order prediction of rogue waves in two-dimensional deep-water waves

We consider the problem of large wave prediction in two-dimensional water waves. Such waves form due to the synergistic effect of dispersive mixing of smaller wave groups and the action of localized nonlinear wave interactions that leads to focusing. Instead of a direct simulation approach, we rely on the decomposition of the wave field into a discrete set of localized wave groups with optimal length scales and amplitudes. Due to the short-term character of the prediction, these wave groups do not interact and therefore their dynamics can be characterized individually. Using direct numerical simulations of the governing envelope equations we precompute the expected maximum elevation for each of those wave groups. The combination of the wave field decomposition algorithm, which provides information about the statistics of the system, and the precomputed map for the expected wave group elevation, which encodes dynamical information, allows (i) for understanding of how the probability of occurrence of rogue waves changes as the spectrum parameters vary, (ii) the computation of a critical length scale characterizing wave groups with high probability of evolving to rogue waves, and (iii) the formulation of a robust and parsimonious reduced-order prediction scheme for large waves. We assess the validity of this scheme in several cases of ocean wave spectra.

physics.ao-ph↗

arXiv2016

Optimal initial condition of passive tracers for their maximal mixing in finite time

The efficiency of a fluid mixing device is often limited by fundamental laws and/or design constraints, such that a perfectly homogeneous mixture cannot be obtained in finite time. Here, we address the natural corollary question: Given the best available mixer, what is the optimal initial tracer pattern that leads to the most homogeneous mixture after a prescribed finite time? For ideal passive tracers, we show that this optimal initial condition coincides with the right singular vector (corresponding to the smallest singular value) of a suitably truncated Perron-Frobenius (PF) operator. The truncation of the PF operator is made under the assumption that there is a small length-scale threshold $\ell_ν$ under which the tracer blobs are considered, for all practical purposes, completely mixed. We demonstrate our results on two examples: a prototypical model known as the sine flow and a direct numerical simulation of two-dimensional turbulence. Evaluating the optimal initial condition through this framework only requires the position of a dense grid of fluid particles at the final instance and their preimages at the initial instance of the prescribed time interval. As such, our framework can be readily applied to flows where such data is available through numerical simulations or experimental measurements.

physics.flu-dyn↗

arXiv2016

Dynamical indicators for the prediction of bursting phenomena in high-dimensional systems

Drawing upon the bursting mechanism in slow-fast systems, we propose indicators for the prediction of such rare extreme events which do not require a priori known slow and fast coordinates. The indicators are associated with functionals defined in terms of Optimally Time Dependent (OTD) modes. One such functional has the form of the largest eigenvalue of the symmetric part of the linearized dynamics reduced to these modes. In contrast to other choices of subspaces, the proposed modes are flow invariant and therefore a projection onto them is dynamically meaningful. We illustrate the application of these indicators on three examples: a prototype low-dimensional model, a body forced turbulent fluid flow, and a unidirectional model of nonlinear water waves. We use Bayesian statistics to quantify the predictive power of the proposed indicators.

math.DS↗