Searcharxiv⌕ Search

arXiv subjects

Stephen Wiggins

Publications and source records attributed to Stephen Wiggins.

At least 37 records · Page 2Linked to original sources

Data-Driven Model Identification Using Time Delayed Nonlinear Maps for Systems with Multiple Attractors

This study presents a method, along with its algorithmic and computational framework implementation, and performance verification for dynamical system identification. The approach incorporates insights from phase space structures, such as attractors and their basins. By understanding these structures, we have improved training and testing strategies for operator learning and system identification. Our method uses time delay and non-linear maps rather than embeddings, enabling the assessment of algorithmic accuracy and expressibility, particularly in systems exhibiting multiple attractors. This method, along with its associated algorithm and computational framework, offers broad applicability across various scientific and engineering domains, providing a useful tool for data-driven characterization of systems with complex nonlinear system dynamics.

math.DS↗

Probabilistic Eddy Identification with Uncertainty Quantification

Mesoscale eddies are critical in ocean circulation and the global climate system. Standard eddy identification methods are usually based on deterministic optimal point estimates of the ocean flow field. However, uncertainty exists in estimating the flow field due to noisy, sparse, and indirect observations and turbulent flow models. Because of the intrinsic strong nonlinearity in the eddy identification diagnostics, even a small uncertainty in estimating the flow field can cause a significant error in the identified eddies. This paper presents a general probabilistic eddy identification framework that adapts existing identification methods to incorporate uncertainty into the diagnostic, emphasizing the interaction between the uncertainty in state estimation and the nonlinearity in diagnostics for affecting the identification results. The probabilistic eddy identification framework starts by sampling an ensemble of flow realizations from the probabilistic state estimation, followed by applying traditional nonlinear eddy diagnostics to individual realizations. The corresponding eddy statistics are then aggregated from the diagnostic results based on these realizations. The framework is applied to a scenario mimicking the Beaufort Gyre marginal ice zone, where large uncertainty appears in estimating the ocean field using Lagrangian data assimilation with sparse ice floe trajectories. The skills in counting the number of eddies and computing the probability of each eddy event are significantly improved under the probabilistic framework. Notably, incorporating the nonlinear propagation of uncertainty in diagnostics provides a more accurate mean estimate than standard deterministic methods in estimating eddy lifetime. It also facilitates uncertainty quantification in inferring such a crucial dynamical quantity.

math.DS↗

Roaming in acetaldehyde

We investigate roaming in the photodissociation of acetaldehyde (CH$_3$CHO), providing insight into the contrasting roaming dynamics observed for this molecule compared to formaldehyde. We carry out trajectory studies for full-dimensional acetaldehyde, supplemented with an analysis of a two degree-of-freedom restricted model and obtain evidence for two distinct roaming pathways. Trajectories exhibit roaming at both shorter (9-11.5 au) and larger (14.5-22.9 au) maximum CH$_3$-HCO separations, characterized by differing amounts of HCO rotation. No roaming trajectories were found in the intervening gap region. The roaming dynamics near 14.5-22.9 au are well-reproduced by the restricted model and involve passage through a centrifugal barrier, analogous to formaldehyde roaming. However, the shorter-range 9-11.5 au roaming appears unique to acetaldehyde, and is likely facilitated by repulsive interactions absent in the simplified models. Phase space analysis reveals that this additional roaming pathway is inaccessible in the reduced dimensionality system. The findings suggest acetaldehyde's increased propensity for roaming compared to formaldehyde may arise from the presence of multiple distinct roaming mechanisms rather than solely the higher roaming fragment mass.

math.DS↗

A Causation-Based Computationally Efficient Strategy for Deploying Lagrangian Drifters to Improve Real-Time State Estimation

Deploying Lagrangian drifters that facilitate the state estimation of the underlying flow field within a future time interval is practically important. However, the uncertainty in estimating the flow field prevents using standard deterministic approaches for designing strategies and applying trajectory-wise skill scores to evaluate performance. In this paper an information measurement is developed to quantitatively assess the information gain in the estimated flow field by deploying an additional set of drifters. This information measurement is derived by exploiting causal inference. It is characterized by the inferred probability density function of the flow field, which naturally considers the uncertainty. Although the information measurement is an ideal theoretical metric, using it as the direct cost makes the optimization problem computationally expensive. To this end, an effective surrogate cost function is developed. It is highly efficient to compute while capturing the essential features of the information measurement when solving the optimization problem. Based upon these properties, a practical strategy for deploying drifter observations to improve future state estimation is designed. Due to the forecast uncertainty, the approach exploits the expected value of spatial maps of the surrogate cost associated with different forecast realizations to seek the optimal solution. Numerical experiments justify the effectiveness of the surrogate cost. The proposed strategy significantly outperforms the method by randomly deploying the drifters. It is also shown that, under certain conditions, the drifters determined by the expected surrogate cost remain skillful for the state estimation of a single forecast realization of the flow field as in reality.

math.DS↗

New links between invariant dynamical structures and uncertainty quantification

This paper proposes a new uncertainty measure, appropriate for quantifying the performance of transport models in assessing the origin or source of a given observation. It is found that in a neighbourhood of the observation the proposed uncertainty measure is related to the invariant dynamical structures of the model. The paper illustrates the implementation of the proposed definition to quantify the performance of ocean data sets in the context of a real oil spill event in the Eastern Mediterranean in 2021.

physics.ao-ph↗

Bifurcation of Dividing Surfaces Constructed from Period-Doubling Bifurcations of Periodic Orbits in a Caldera Potential Energy Surface

In this work we analyze the bifurcation of dividing surfaces that occurs as a result of two period-doubling bifurcations in a 2D caldera-type potential. We study the structure, the range, the minimum and maximum extents of the periodic orbit dividing surfaces before and after a subcritical period-doubling bifurcation of the family of the central minimum of the potential energy surface. Furthermore, we repeat the same study for the case of a supercritical perioddoubling bifurcation of the family of the central minimum of the potential energy surface. We will discuss and compare the results for the two cases of bifurcations of dividing surfaces.

nlin.CD↗

Launching Drifter Observations in the Presence of Uncertainty

Determining the optimal locations for placing extra observational measurements has practical significance. However, the exact underlying flow field is never known in practice. Significant uncertainty appears when the flow field is inferred from a limited number of existing observations via data assimilation or statistical forecast. In this paper, a new computationally efficient strategy for deploying Lagrangian drifters that highlights the central role of uncertainty is developed. A nonlinear trajectory diagnostic approach that underlines the importance of uncertainty is built to construct a phase portrait map. It consists of both the geometric structure of the underlying flow field and the uncertainty in the estimated state from Lagrangian data assimilation. The drifters are deployed at the maxima of this map and are required to be separated enough. Such a strategy allows the drifters to travel the longest distances to collect both the local and global information of the flow field. It also facilitates the reduction of a significant amount of uncertainty. To characterize the uncertainty, the estimated state is given by a probability density function (PDF). An information metric is then introduced to assess the information gain in such a PDF, which is fundamentally different from the traditional path-wise measurements. The information metric also avoids using the unknown truth to quantify the uncertainty reduction, making the method practical. Mathematical analysis exploiting simple illustrative examples is used to validate the strategy. Numerical simulations based on multiscale turbulent flows are then adopted to demonstrate the advantages of this strategy over some other methods.

physics.flu-dyn↗

Lagrangian Descriptors with Uncertainty

Lagrangian descriptors provide a global dynamical picture of the geometric structures for arbitrarily time-dependent flows with broad applications. This paper develops a mathematical framework for computing Lagrangian descriptors when uncertainty appears. The uncertainty originates from estimating the underlying flow field as a natural consequence of data assimilation or statistical forecast. It also appears in the resulting Lagrangian trajectories. The uncertainty in the flow field directly affects the path integration of the crucial nonlinear positive scalar function in computing the Lagrangian descriptor, making it fundamentally different from many other diagnostic methods. Despite being highly nonlinear and non-Gaussian, closed analytic formulae are developed to efficiently compute the expectation of such a scalar function due to the uncertain velocity field by exploiting suitable approximations. A rapid and accurate sampling algorithm is then built to assist the forecast of the probability density function (PDF) of the Lagrangian trajectories. Such a PDF provides the weight to combine the Lagrangian descriptors along different paths. Simple but illustrative examples are designed to show the distinguished behavior of using Lagrangian descriptors in revealing the flow field when uncertainty appears. Uncertainty can either completely erode the coherent structure or barely affect the underlying geometry of the flow field. The method is also applied for eddy identification, indicating that uncertainty has distinct impacts on detecting eddies at different time scales. Finally, when uncertainty is incorporated into the Lagrangian descriptor for inferring the source target, the likelihood criterion provides a very different conclusion from the deterministic methods.

physics.flu-dyn↗

Navigating Phase Space Transport with the Origin-Fate Map

We introduce and demonstrate the usage of the origin-fate map (OFM) as a tool for the detailed investigation of phase space transport in reactant-product type systems. For these systems, which exhibit clearly defined start and end states, it is possible to build a comprehensive picture of the lobe dynamics by considering backward and forward integration of sets of initial conditions to index their origin and fate. We illustrate the method and its utility in the study of a two degrees of freedom caldera potential with four exits, demonstrating that the OFM not only recapitulates results from classical manifold theory, but even provides more detailed information about complex lobe structures. The OFM allows the detection of dynamically significant transitions caused by the creation of new lobes, and is also able to guide the prediction of the position of unstable periodic orbits (UPOs). Further, we compute the OFM on the periodic orbit dividing surface (PODS) associated with the transition state of a caldera entrance, which allows for a powerful analysis of reactive trajectories. The intersection of the manifolds corresponding to this UPO with other manifolds in the phase space results in the appearance of lobes on the PODS, which are directly classified by the OFM. This allows computations of branching ratios and the exploration of a fractal cascade of lobes as the caldera is stretched, which results in fluctuations in the branching ratio and chaotic selectivity. The OFM is found to be a simple and very useful tool with a vast range of descriptive and quantitative applications.

math.DS↗

The Nature of Reactive and Non-reactive Trajectories for a Three Dimensional Caldera Potential Energy Surface

We used for the first time the method of periodic orbit dividing surfaces in a non-integrable Hamiltonian system with three degrees of freedom. We have studied the structure of these four dimensional objects in the five dimensional phase space. This method enabled us to detect the reactive and non-reactive trajectories in a three dimensional Caldera potential energy surface. We distinguished four distinct types of trajectory behavior. Two of the types of trajectories could only occur in a three dimensional Caldera potential energy surface and not in a two dimensional surface, and we have shown that this is a result of homoclinic intersections. These homoclinic intersections were analyzed with the method of Lagrangian descriptors. Finally, we were able to detect and describe the phenomenon of dynamical matching in the three dimensional Caldera potential energy surface, which is an important mechanism for understanding the reaction dynamics of organic molecules.

nlin.CD↗

The Influence of a Parameter that Controls the Asymmetry of a Potential Energy Surface with an Entrance Channel and Two Potential Wells

In this paper we study an asymmetric valley-ridge inflection point (VRI) potential, whose energy surface (PES) features two sequential index-1 saddles (the upper and the lower), with one saddle having higher energy than the other and two potential wells separated by the lower index-1 saddle. We show how the depth and the flatness of our potential changes as we modify the parameter that controls the asymmetry as well as how the branching ratio (ratio of the trajectories that enter each well) is changing as we modify the same parameter and its correlation with the area of the lobes as they have formulated by the stable and unstable manifolds that have been extracted from the gradient of the LD scalar fields.

math.DS↗

Predicting trajectory behaviour via machine-learned invariant manifolds

In this paper, we use support vector machines (SVM) to develop a machine learning framework to discover phase space structures that distinguish between distinct reaction pathways. The SVM model is trained using data from trajectories of Hamilton's equations and works well even with relatively few trajectories. Moreover, this framework is specifically designed to require minimal a priori knowledge of the dynamics in a system. This makes our approach computationally better suited than existing methods for high-dimensional systems and systems where integrating trajectories is expensive. We benchmark our approach on Chesnavich's CH$_4^+$ Hamiltonian.

physics.chem-ph↗

The time evolution of the trajectories after the selectivity in a symmetric potential energy surface with a post-transition-state bifurcation

Selectivity is an important phenomenon in chemical reaction dynamics. This can be quantified by the branching ratio of the trajectories that visit one or the other wells to the total number of trajectories in a system with a potential with two sequential index-1 saddles and two wells (top well and bottom well). In our case, the branching ratio is 1:1 because of the symmetry of our potential energy surface. The mechanisms of transport and the behavior of the trajectories in this kind of systems have been studied recently. In this paper we study the time evolution after the selectivity as energy varies using periodic orbit dividing surfaces. We investigate what happens after the first visit of a trajectory to the region of the top or the bottom well for different values of energy. We answer the natural question, what is the destiny of these trajectories?

nlin.CD↗

Bifurcation of dividing surfaces constructed from a pitchfork bifurcation of periodic orbits in a symmetric potential energy surface with a post-transition-state bifurcation

In this work we analyze the bifurcation of dividing surfaces that occurs as a result of a pitchfork bifurcation of periodic orbits in a two degrees of freedom Hamiltonian System. The potential energy surface of the system that we consider has four critical points: two minima, a high energy saddle and a lower energy saddle separating two wells (minima). In this paper we study the structure, the range, and the minimum and maximum extent of the periodic orbit dividing surfaces of the family of periodic orbits of the lower saddle as a function of the total energy.

nlin.CD↗

Support vector machines for learning reactive islands

We develop a machine learning framework that can be applied to data sets derived from the trajectories of Hamilton's equations. The goal is to learn the phase space structures that play the governing role for phase space transport relevant to particular applications. Our focus is on learning reactive islands in two degrees-of-freedom Hamiltonian systems. Reactive islands are constructed from the stable and unstable manifolds of unstable periodic orbits and play the role of quantifying transition dynamics. We show that support vector machines (SVM) is an appropriate machine learning framework for this purpose as it provides an approach for finding the boundaries between qualitatively distinct dynamical behaviors, which is in the spirit of the phase space transport framework. We show how our method allows us to find reactive islands directly in the sense that we do not have to first compute unstable periodic orbits and their stable and unstable manifolds. We apply our approach to the Hénon-Heiles Hamiltonian system, which is a benchmark system in the dynamical systems community. We discuss different sampling and learning approaches and their advantages and disadvantages.

math.DS↗

Quantum dynamics of a one degree-of-freedom Hamiltonian saddle-node bifurcation

In this paper, we study the quantum dynamics of a one degree-of-freedom (DOF) Hamiltonian that is a normal form for a saddle node bifurcation of equilibrium points in phase space. The Hamiltonian has the form of the sum of kinetic energy and potential energy. The bifurcation parameter is in the potential energy function and its effect on the potential energy is to vary the depth of the potential well. The main focus is to evaluate the effect of the depth of the well on the quantum dynamics. This evaluation is carried out through the computation of energy eigenvalues and eigenvectors of the time-independent Schrödinger equations, expectation values and position uncertainties for position coordinate, and Wigner functions.

quant-ph↗

Reactive Islands for Three Degrees-of-Freedom Hamiltonian Systems

We develop the geometrical, analytical, and computational framework for reactive island theory for three degrees-of-freedom time-independent Hamiltonian systems. In this setting, the dynamics occurs in a 5-dimensional energy surface in phase space and is governed by four-dimensional stable and unstable manifolds of a three-dimensional normally hyperbolic invariant sphere. The stable and unstable manifolds have the geometrical structure of spherinders and we provide the means to investigate the ways in which these spherinders and their intersections determine the dynamical evolution of trajectories. This geometrical picture is realized through the computational technique of Lagrangian descriptors. In a set of trajectories, Lagrangian descriptors allow us to identify the ones closest to a stable or unstable manifold. Using an approximation of the manifold on a surface of section we are able to calculate the flux between two regions of the energy surface.

nlin.CD↗