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Shijun Liao

Publications and source records attributed to Shijun Liao.

At least 37 records · Page 2Linked to original sources

Is a direct numerical simulation (DNS) of Navier-Stokes equations with small enough grid spacing and time-step definitely reliable/correct?

Traditionally, results given by the direct numerical simulation (DNS) of Navier-Stokes equations are widely regarded as reliable benchmark solutions of turbulence, as long as grid spacing is fine enough (i.e. less than the minimum Kolmogorov scale) and time-step is small enough, say, satisfying the Courant-Friedrichs-Lewy condition. Is this really true? In this paper a two-dimensional sustained turbulent Kolmogorov flow is investigated numerically by the two numerical methods with detailed comparisons: one is the traditional `direct numerical simulation' (DNS), the other is the `clean numerical simulation' (CNS). The results given by DNS are a kind of mixture of the false numerical noise and the true physical solution, which however are mostly at the same order of magnitude due to the butterfly-effect of chaos. On the contrary, the false numerical noise of the results given by CNS is much smaller than the true physical solution of turbulence in a long enough interval of time so that a CNS result is very close to the true physical solution and thus can be used as a benchmark solution. It is found that numerical noise as a kind of artificial tiny disturbances can lead to huge deviations at large scale on the two-dimensional Kolmogorov turbulence, not only quantitatively (even in statistics) but also qualitatively (such as symmetry of flow). Thus, fine enough spatial grid spacing with small enough time-step alone cannot guarantee the validity of the DNS: it is only a necessary condition but not sufficient. This finding might challenge some assumptions in investigation of turbulence. So, DNS results of a few sustained turbulent flows might have huge deviations on both of small and large scales from the true solution of Navier-Stokes equations even in statistics. Hopefully, CNS as a new tool to investigate turbulent flows more accurately than DNS could bring us some new discoveries.

physics.flu-dyn↗

A kind of Lagrangian chaotic property of the Arnold-Beltrami-Childress flow

Three-dimensional steady-state Arnold-Beltrami-Childress (ABC) flow has a chaotic Lagrangian structure, and also satisfies the Navier-Stokes (NS) equations with an external force per unit mass. It is well-known that, although trajectories of a chaotic system have sensitive dependence on initial conditions, i.e. the famous ``butterfly-effect'', their statistical properties are often insensitive to small disturbances. This kind of chaos (such as governed by the Lorenz equations) is called normal-chaos. However, a new concept, i.e. ultra-chaos, has been reported recently, whose statistics are unstable to tiny disturbances. Thus, ultra-chaos represents higher disorder than normal chaos. In this paper, we illustrate that ultra-chaos widely exists in Lagrangian trajectories of fluid particles in steady-state ABC flow. Moreover, solving the NS equation when $Re=50$ with the ABC flow plus a very small disturbance as the initial condition, it is found that trajectories of nearly all fluid particles become ultra-chaotic when the transition from laminar to turbulence occurs. These numerical experiments and facts highly suggest that ultra-chaos should have a relationship with turbulence. This paper identifies differences between ultra-chaos and sensitivity of statistics to parameters. Possible relationships between ultra-chaos and the Poincaré section, ultra-chaos and ergodicity/non-ergodicity, etc., are discussed. The concept of ultra-chaos opens a new perspective of chaos, the Poincaré section, ergodicity/non-ergodicity, turbulence and their inter-relationships.

nlin.CD↗

Response to "Comment on 'Faraday waves in a Hele-Shaw cell' Phys Fluids 30,042106 (2018)"

This is a response to the comment cited as PoF2023,35:029101. We show that the depth will have an impact on the wave height and the scaling law we obtained before is more feasible to use as a prior to give an initial guess of the wave height without any experimental information. This response strongly supports our previous work and the capability of the scaling law.

physics.flu-dyn↗

A Self-Adaptive Algorithm of the Clean Numerical Simulation (CNS) for Chaos

The background numerical noise $\varepsilon_{0} $ is determined by the maximum of truncation error and round-off error. For a chaotic system, the numerical error $\varepsilon(t)$ grows exponentially, say, $\varepsilon(t) = \varepsilon_{0} \exp(κ\,t)$, where $κ>0$ is the so-called noise-growing exponent. This is the reason why one can not gain a convergent simulation of chaotic systems in a long enough interval of time by means of traditional algorithms in double precision, since the background numerical noise $\varepsilon_{0}$ might stop decreasing because of the use of double precision. This restriction can be overcome by means of the clean numerical simulation (CNS), which can decrease the background numerical noise $\varepsilon_{0}$ to any required tiny level. A lot of successful applications show the novelty and validity of the CNS. In this paper, we further propose some strategies to greatly increase the computational efficiency of the CNS algorithms for chaotic dynamical systems. It is highly suggested to keep a balance between truncation error and round-off error and besides to progressively enlarge the background numerical noise $\varepsilon_{0}$, since the exponentially increasing numerical noise $\varepsilon(t)$ is much larger than it. Some examples are given to illustrate the validity of our strategies for the CNS.

physics.comp-ph↗

Avoiding small denominator problems by means of the homotopy analysis method

The so-called ``small denominator problem'' was a fundamental problem of dynamics, as pointed out by Poincaré. Small denominators appear most commonly in perturbative theory. The Duffing equation is the simplest example of a non-integrable system exhibiting all problems due to small denominators. In this paper, using the forced Duffing equation as an example, we illustrate that the famous ``small denominator problems'' never appear if a non-perturbative approach based on the homotopy analysis method (HAM), namely ``the method of directly defining inverse mapping'' (MDDiM), is used. The HAM-based MDDiM provides us great freedom to directly define the inverse operator of an undetermined linear operator so that all small denominators can be completely avoided and besides the convergent series of multiple limit-cycles of the forced Duffing equation with high nonlinearity are successfully obtained. So, from the viewpoint of the HAM, the famous ``small denominator problems'' are only artifacts of perturbation methods. Therefore, completely abandoning perturbation methods but using the HAM-based MDDiM, one would be never troubled by ``small denominators''. The HAM-based MDDiM has general meanings in mathematics and thus can be used to attack many open problems related to the so-called ``small denominators''.

physics.class-ph↗

Large-scale influence of numerical noises as artificial stochastic disturbances on a sustained turbulence

We investigate the large-scale influence of numerical noises as tiny artificial stochastic disturbances on a sustained turbulence. Using the two-dimensional (2D) turbulent Rayleigh-Bénard (RB) convection as an example, we numerically solve the NS equations, separately, by means of a traditional algorithm with double precision (marked by RKwD) and the so-called clean numerical simulation (CNS). The numerical simulation given by the RKwD is a mixture of the "true" physical solution and the "false" numerical noises that is random and can be regarded as a kind of artificial stochastic disturbances: unfortunately, the "true" physical solution is mostly at the same level as the "false" numerical noises. By contrast, the CNS can greatly reduce the background numerical noise to any a required level so that the "false" numerical noises are negligible compared with the "true" physical solution and thus the CNS solution can be used as a "clean" benchmark solution for comparison. It is found that the numerical noises as tiny artificial stochastic disturbances could indeed lead to large-scale deviations of simulations not only in spatio-temporal trajectories but also even in statistics. Especially, these numerical noises (as artificial stochastic disturbances) even lead to different types of flows: the shearing convection occurs for the RKwD simulations, and its corresponding flow field turns to a kind of zonal flow thereafter, however the CNS benchmark solution always sustains the non-shearing vortical/roll-like convection during the whole process of simulation. Thus, we provide a rigorous evidence that numerical noises as a kind of small-scale artificial stochastic disturbances have quantitatively and qualitatively large-scale influences on a sustained turbulence, i.e. the 2D turbulent RB convection considered in this paper.

physics.flu-dyn↗

Three-body problem -- from Newton to supercomputer plus machine learning

The famous three-body problem can be traced back to Newton in 1687, but quite few families of periodic orbits were found in 300 years thereafter. In this paper, we propose an effective approach and roadmap to numerically gain planar periodic orbits of three-body systems with arbitrary masses by means of machine learning based on an artificial neural network (ANN) model. Given any a known periodic orbit as a starting point, this approach can provide more and more periodic orbits (of the same family name) with variable masses, while the mass domain having periodic orbits becomes larger and larger, and the ANN model becomes wiser and wiser. Finally we have an ANN model trained by means of all obtained periodic orbits of the same family, which provides a convenient way to give accurate enough predictions of periodic orbits with arbitrary masses for physicists and astronomers. It suggests that the high-performance computer and artificial intelligence (including machine learning) should be the key to gain periodic orbits of the famous three-body problem.

cs.OH↗

Ultra-chaos: an insurmountable objective obstacle of reproducibility and replicability

In this paper, a new concept, i.e. ultra-chaos, is proposed for the first time. Unlike a normal-chaos, statistical properties such as the probability density functions (PDF) of an ultra-chaos are sensitive to tiny disturbances. We illustrate that ultra-chaos is widely existed and thus has general scientific meanings. It is found that statistical non-reproducibility is an inherent property of an ultra-chaos so that an ultra-chaos is at a higher-level of disorder than a normal-chaos. Thus, it is impossible in practice to replicate experimental/numerical results of an ultra-chaos even in statistical meanings, since random environmental noises always exist and are out of control. Thus, the ultra-chaos should be an insurmountable obstacle of reproducibility and replicability. Similar to Gödel's incompleteness theorem, such kind of "incompleteness of reproducibility" reveals a limitation of our traditional scientific paradigm based on reproducible experiments, which can be traced back to Galileo. The ultra-chaos opens a new door and possibility to study chaos theory, turbulence theory, computational fluid dynamics (CFD), the statistical significance, reproducibility crisis, and so on.

physics.gen-ph↗

Influence of database noises to machine learning for spatiotemporal chaos

A new strategy, namely the "clean numerical simulation" (CNS), was proposed (J. Computational Physics, 418:109629, 2020) to gain reliable/convergent simulations (with negligible numerical noises) of spatiotemporal chaotic systems in a long enough interval of time, which provide us benchmark solution for comparison. Here we illustrate that machine learning (ML) can always give good enough fitting predictions of a spatiotemporal chaos by using, separately, two quite different training sets: one is the "clean database" given by the CNS with negligible numerical noises, the other is the "polluted database" given by the traditional algorithms in single/double precision with considerably large numerical noises. However, even in statistics, the ML predictions based on the "polluted database" are quite different from those based on the "clean database". It illustrates that the database noises have huge influences on ML predictions of some spatiotemporal chaos, even in statistics. Thus, we must use a "clean" database for machine learning of some spatiotemporal chaos. This surprising result might open a new door and possibility to study machine learning.

physics.comp-ph↗

Accurate predictions of chaotic motion of a free fall disk

It is important to know the accurate trajectory of a free fall object in fluid (such as a spacecraft), whose motion might be chaotic in many cases. However, it is impossible to accurately predict its chaotic trajectory in a long enough duration by traditional numerical algorithms in double precision. In this paper, we give the accurate predictions of the same problem by a new strategy, namely the Clean Numerical Simulation (CNS). Without loss of generality, a free fall disk in water is considered, whose motion is governed by the Andersen-Pesavento-Wang model. We illustrate that convergent and reliable trajectories of a chaotic free fall disk in a long enough interval of time can be obtained by means of the CNS, but different traditional algorithms in double precision give disparate trajectories. Besides, unlike the traditional algorithms in double precision, the CNS can predict the accurate posture of the free fall disk near the vicinity of the bifurcation point of some physical parameters in a long duration. Therefore, the CNS can provide reliable prediction of chaotic systems in a long enough interval of time.

nlin.CD↗

Satellites of the Broucke-Hadjidemetriou-Hénon family of periodic unequal-mass three-body orbits

The Broucke-Hadjidemetriou-Hénon's (BHH) orbits are a family of periodic orbits of the three-body system with the simplest topological free group word $a$, while the BHH satellites have free group words $a^k$ ($k>1$), where $k$ is the topological exponent. Janković and Dmitrašinović [Phy. Rev. Lett. 116, 064301 (2016)] reported 57 new BHH satellites with equal mass and found that at a fixed energy the relationship between the angular momentum ($L$) and the topologically rescaled period ($T/k$) is the same for both of the BHH orbits ($k=1$) and the BHH satellites ($k>1$). In this letter, we report 419,743 new BHH orbits ($k=1$) and 179,253 new BHH satellites ($k>1$) of the three-body system with unequal mass, which have never been reported, to the best of our knowledge. Among these newly-found 598,996 BBH orbits and satellites, about 33.5 % (i.e., 200,686) are linearly stable and thus many among them might be observed in practice. Besides, we discover that, for the three-body system with unequal mass at a fixed energy, relationship between the angular momentum ($L$) and topologically rescaled period ($T/k$) of the BHH satellites ($k>1$) is different from that of the BHH orbits ($k=1$).

nlin.CD↗

One family of 13315 stable periodic orbits of the non-hierarchical unequal-mass triple system

The three-body problem has been studied for more than three centuries [1,2], and has received much attention in recent years [3-5]. It shows complex dynamical phenomena due to the mutual gravitational interaction of the three bodies. Triple systems are common in astronomy, but all observed periodic triple systems are hierarchical up till now [6-8]. It is traditionally believed that bound non-hierarchical triple systems are almost unstable and disintegrate into a stable binary system and a single star [5], and thus stable periodic orbits of non-hierarchical triple systems are rather scarce. Here we report one family of 13315 stable periodic orbits of the non-hierarchical triple system with unequal mass. Compared with the narrow mass region (only 10E-5) of the stable figure-eight solution [9], our newly-found stable periodic orbits can have fairly large mass region. It is found that many of these newly-found stable periodic orbits have the mass ratios close to those of the hierarchical triple systems that have been measured by the astronomical observation. It implies that these stable periodic orbits of the non-hierarchical triple system with distinctly unequal masses can be quite possibly observed in practice. Our investigation also suggests that there should exist an infinite number of stable periodic orbits of non-hierarchical triple systems with distinctly unequal masses. Obviously, these stable periodic orbits of the non-hierarchical unequal-mass triple system have broad impact for the astrophysical scenario: they could inspire the theoretical and observational study of the non-hierarchical triple system, the formation of triple stars [6], the gravitational waves pattern [10] and the gravitational waves observation [11] of the non-hierarchical triple system.

nlin.CD↗

On the risks of using double precision in numerical simulations of spatio-temporal chaos

Due to the butterfly-effect, computer-generated chaotic simulations often deviate exponentially from the true solution, so that it is very hard to obtain a reliable simulation of chaos in a long-duration time. In this paper, a new strategy of the so-called Clean Numerical Simulation (CNS) in physical space is proposed for spatio-temporal chaos, which is computationally much more efficient than its predecessor (in spectral space). The strategy of the CNS is to reduce both of the truncation and round-off errors to a specified level by implementing high-order algorithms in multiple-precision arithmetic (with sufficient significant digits for all variables and parameters) so as to guarantee that numerical noise is below such a critical level in a temporal interval $t\in[0,T_c]$ that corresponding numerical simulation remains reliable over the whole interval. Without loss of generality, the complex Ginzburg-Landau equation (CGLE) is used to illustrate its validity. As a result, a reliable long-duration numerical simulation of the CGLE is achieved in the whole spatial domain over a long interval of time $t\in[0,3000]$, which is used as a reliable benchmark solution to investigate the influence of numerical noise by comparing it with the corresponding ones given by the 4th-order Runge-Kutta method in double precision (RKwD). Our results demonstrate that the use of double precision in simulations of chaos might lead to huge errors in the prediction of spatio-temporal trajectories and in statistics, not only quantitatively but also qualitatively, particularly in a long interval of time.

nlin.CD↗

A new non-perturbative approach in quantum mechanics for time-independent Schrödinger equations

A new non-perturbative approach is proposed to solve time-independent Schrödinger equations in quantum mechanics and chromodynamics (QCD). It is based on the homotopy analysis method (HAM), which was developed by the author for highly nonlinear equations since 1992 and has been widely applied in many fields. Unlike perturbative methods, this HAM-based approach has nothing to do with small/large physical parameters. Besides, convergent series solution can be obtained even if the disturbance is far from the known status. A nonlinear harmonic oscillator is used as an example to illustrate the validity of this approach for disturbances that might be more than hundreds larger than the possible superior limit of the perturbative approach. This HAM-based approach could provide us rigorous theoretical results in quantum mechanics and chromodynamics (QCD), which can be directly compared with experimental data. Obviously, this is of great benefit not only for improving the accuracy of experimental measurements but also for validating physical theories.

quant-ph↗

Collisionless periodic orbits in the free-fall three-body problem

Although the free-fall three-body problem have been investigated for more than one century, however, only four collisionless periodic orbits have been found. In this paper, we report 234 collisionless periodic orbits of the free-fall three-body system with some mass ratios, including three known collisionless periodic orbits. Thus, 231 collisionless free-fall periodic orbits among them are entirely new. In theory, we can gain periodic orbits of the free-fall three-body system in arbitrary ratio of mass. Besides, it is found that, for a given ratio of masses of two bodies, there exists a generalized Kepler's third law for the periodic three-body system. All of these would enrich our knowledge and deepen our understanding about the famous three-body problem as a whole.

nlin.CD↗

Clean Numerical Simulation: A New Strategy to Obtain Reliable Solutions of Chaotic Dynamic Systems

It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependence on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error) always exist in practice. Thus, due to the SDIC, long-term accurate prediction of chaotic dynamic systems is practically impossible. In this paper, a new strategy for chaotic dynamic systems, i.e. the Clean Numerical Simulation (CNS), is briefly described, together with its applications to a few Hamiltonian chaotic systems. With negligible numerical noises, the CNS can provide convergent (reliable) chaotic trajectories in a long enough interval of time. This is very important for Hamiltonian systems such as three-body problem, and thus should have many applications in various fields. We find that the traditional numerical methods in double precision cannot give not only reliable trajectories but also reliable Fourier power spectra and autocorrelation functions. In addition, it is found that even statistic properties of chaotic systems can not be correctly obtained by means of traditional numerical algorithms in double precision, as long as these statistics are time-dependent. Thus, our CNS results strongly suggest that one had better to be very careful on DNS results of statistically unsteady turbulent flows, although DNS results often agree well with experimental data when turbulent flows are in a statistical stationary state.

nlin.CD↗

On the Limiting Stokes' Wave of Extreme Height in Arbitrary Water Depth

As mentioned by Schwartz (1974) and Cokelet (1977), it was failed to gain convergent results of limiting Stokes' waves in extremely shallow water by means of perturbation methods even with the aid of extrapolation techniques such as Padé approximant. Especially, it is extremely difficult for traditional analytic/numerical approaches to present the wave profile of limiting waves with a sharp crest of $120^\circ$ included angle first mentioned by Stokes in 1880s. Thus, traditionally, different wave models are used for waves in different water depths. In this paper, by means of the homotopy analysis method (HAM), an analytic approximation method for highly nonlinear equations, we successfully gain convergent results (and especially the wave profiles) of the limiting Stokes' waves with this kind of sharp crest in arbitrary water depth, even including solitary waves of extreme form in extremely shallow water, without using any extrapolation techniques. Therefore, in the frame of the HAM, the Stokes' wave can be used as a unified theory for all kinds of waves, including periodic waves in deep and intermediate depth, cnoidal waves in shallow water and solitary waves in extremely shallow water.

physics.flu-dyn↗

A singularity-free analytic solution of rise dynamics of a liquid in a vertical cylindrical capillary

Capillary driven flow is a famous problem in fluid dynamics which dates back to Leonardo da Vinci. In this paper, we apply an analytic approximation method for highly nonlinear problem, namely the homotopy analysis method (HAM), to a model of the meniscus movement in a uniform vertical circular tube. Convergent explicit series solution is successfully obtained. Our results agree well with the numerical results given by the symbolic computing software Mathematica using six-order Runge-Kutta methods. More importantly, our analytic solution is valid in the whole region of physical parameters, and therefore can predict whether the path of liquid is monotonic or oscillatory. This kind of solution, to the best knowledge of the authors, has never been reported in the past, which might greatly deepen our understandings about capillarity.

physics.flu-dyn↗