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Vincent R. Martinez

Publications and source records attributed to Vincent R. Martinez.

At least 19 recordsLinked to original sources

The short memory limit for long time statistics in a stochastic Coleman-Gurtin model of heat conduction

We consider a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. Our main study is the long time statistics of the system in the singular regime as the memory kernel collapses to a Dirac function. Specifically, we show that provided that sufficiently many directions in the phase space are stochastically forced, there is a unique invariant probability measure to which the system converges, with respect to a suitable Wasserstein-type topology, and at an exponential rate which is independent of the decay rate of the memory kernel. We then prove the convergence of this unique statistically steady state to the unique invariant probability measure of the classical stochastic reaction-diffusion equation in the zero-memory limit. Consequently, we establish the global-in-time validity of the short memory approximation.

math.PR

On the nudging approach to continuous data assimilation in the limit of infinite error feedback gain

This article studies the intimate relationship between two filtering algorithms for continuous data assimilation, the synchronization filter and the nudging filter, in the paradigmatic context of the two-dimensional (2D) Navier-Stokes equations (NSE) for incompressible fluids. In this setting, the nudging filter can formally be viewed as an affine perturbation of the 2D NSE. Thus, in the degenerate limit of zero nudging parameter, the nudging filter converges to the solution of the 2D NSE. However, when the nudging parameter of the nudging filter is large, the perturbation becomes singular. It is shown that in the singular limit of infinite nudging parameter, the nudging filter converges to the synchronization filter. In establishing this result, the article fills a notable gap in the literature surrounding these algorithms. Numerical experiments are then presented that confirm the theoretical results and probes the issue of selecting a nudging strategy in the presence of observational noise. In this direction, an adaptive nudging strategy is proposed that leverages the insight gained from the relationship between the synchronization filter and the nudging filter that produces measurable improvement over the constant nudging strategy.

math.AP

Determining Modes, State Reconstruction, and Intertwinement: A Synchronization Framework

This article studies the interrelation between the determining modes property in the two-dimensional (2D) Navier-Stokes equations (NSE) of incompressible fluids and the reconstruction property of two filtering algorithms for continuous data assimilation applied to the 2D NSE. These two properties are realized as manifestations of a more general phenomenon of "self-synchronous intertwinement." It is shown that this concept is a logically stronger form of asymptotic enslavement, as characterized by the existence of finitely many determining modes in the 2D NSE. In particular, this stronger form is shown to imply convergence of the direct-replacement filter and the nudging filter from continuous data assimilation (CDA), and then subsequently invoked to show that convergence in these filters implies that the 2D NSE possesses finitely many determining modes. The main achievement of this article is to therefore to develop a new conceptual framework, that of self-synchronous intertwinement, through which the precise inter-relationship between the determining modes property and synchronization phenomenon in these CDA filters is rigorously established and made decisively clear. The theoretical results are then complemented by numerical experiments that confirm the conclusions of the theorems.

math.AP

On well-posedness of a mildly dissipative family of active scalar equations in borderline Sobolev spaces

This paper considers a family of active scalar equations which modify the generalized surface quasi-geostrophic (gSQG) equations through its constitutive law and a dissipative perturbation. These modifications are characteristically mild in the sense that they are logarithmic. The problem of well posedness, in the sense of Hadamard, is then studied in a borderline setting of regularity in analogy to the scaling-critical spaces of the gSQG equations. A novelty of the system considered is the nuanced form of smoothing provided by the proposed mild form of dissipation, which is able to support global well-posedness at the Euler endpoint, but in a setting where the inviscid counterpart is known to be ill-posed. A novelty of the analysis lies in the simultaneous treatment of modifications in the constitutive law, dissipative mechanism, and functional setting, which the existing literature has typically treated separately. A putatively sharp relation is identified between each of the distinct system-modifiers that is consistent with previous studies that considered these modifications in isolation. This unified perspective is afforded by the introduction of a linear model equation, referred to as the protean system, that successfully incorporates the more delicate commutator structure collectively possessed by the gSQG family and upon which each facet of well-posedness can effectively be reduced to its study.

math.AP

Determining Modes, State Reconstruction, and Intertwinement: Existence of Self-Synchronizing Intertwinements

In the companion paper of the authors, a general synchronization framework was developed in the paradigmatic context of the 2D Navier-Stokes equations that allows one to precisely study the relation between the determining modes property of the corresponding dynamical system and the ability of certain continuous data assimilation algorithms to reconstruct unobserved state variables from sufficiently many observed state variables in this system, i.e., the reconstruction property. In this framework, the determining modes property and the reconstruction property can be viewed in a unified way as the ability of certain couplings of the Navier-Stokes equations to self-synchronize; due to the bi-directionality of coupling, the coupled system is referred to as an "intertwinement." A central achievement of this framework is to deduce a conceptual equivalence between the determining modes property and the reconstruction property of continuous data assimilation algorithms. In this paper, we prove that there are at least two non-trivial classes of intertwinements to which this framework applies. Moreover, these intertwinements encompass the continuous data assimilation algorithms studied in (Olson, Titi 2003) and (Azouani, Olson, Titi 2014) as special cases. Specifically, we show that there exist two types of intertwinements that are globally well-posed and we identify conditions under which these intertwinements self-synchronize. We emphasize that the intertwinements studied here can be induced by nonlinear perturbations of the underlying system, which are subsequently coupled bi-directionally to a copy of itself. Thus, establishing global well-posedness and suitable global-in-time uniform bounds, which are crucial to proving the claimed synchronization phenomenon, requires careful consideration.

math.AP

On Turbulent Behavior of the Generalized Surface Quasigeostrophic Equations

Turbulent behavior of the two-parameter family of generalized surface quasigeostrophic equations is examined both rigorously and numerically. We adapt a cascade mechanism argument to derive an energy spectrum that scales as $κ^{2β/3-3}$ where $β$ controls the regularity of the velocity ($β=1$ in the special case of the SQG). Direct numerical simulations indicate that this fits better than $κ^{β/3-3}$ which was derived in earlier work. Guided by earlier work on the 2D Navier-Stokes equations, we prove a certain condition implies a direct cascade of enstrophy, as well as an upper bound on the enstrophy dissipation rate, and sharp bounds on a dissipation wavenumber. The dependence of these rigorous results on the two parameters is demonstrated numerically.

physics.flu-dyn

Energy dissipation near the outflow boundary in the vanishing viscosity limit

We consider the incompressible Navier-Stokes and Euler equations in a bounded domain with non-characteristic boundary condition, and study the energy dissipation near the outflow boundary in the zero-viscosity limit. We show that in a general setting, the energy dissipation rate is proportional to $\bar U \bar V ^2$, where $\bar U$ is the strength of the suction and $\bar V$ is the tangential component of the difference between the Euler and the Navier-Stokes solutions on the outflow boundary. Moreover, we show that the enstrophy within a layer of order $ν/ \bar U$ is comparable with the total enstrophy. The rate of enstrophy production near the boundary is inversely proportional to $ν$.

math.AP

Existence and higher regularity of statistically steady states for the stochastic Coleman-Gurtin equation

We study a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. We show that for a broad class of non-linear potentials, the system always admits invariant probability measures. However, the presence of memory effects precludes access to compactness in a typical fashion. In this paper, this obstacle is overcome by introducing functional spaces adapted to the memory kernels, thereby allowing one to recover compactness. Under the assumption of sufficiently smooth noise, it is then shown that the statistically stationary states possess higher-order regularity properties dictated by the structure of the nonlinearity. This is established through a control argument that asymptotically transfers regularity onto the solution by exploiting the underlying Lyapunov structure of the system in a novel way.

math.PR

Reconstruction of wide spectrum forcing in transport-diffusion and Navier-Stokes equations

This article considers the problem of reconstructing unknown driving forces based on incomplete knowledge of the system and its state. This is studied in both a linear and nonlinear setting that is paradigmatic in geophysical fluid dynamics and various applications. Two algorithms are proposed to address this problem: one that iteratively reconstructs forcing and another that provides a continuous-time reconstruction. Convergence is shown to be guaranteed provided that observational resolution is sufficiently high and algorithmic parameters are properly tuned according to the prior information; these conditions are quantified precisely. The class of reconstructable forces identified here include those which are time-dependent and potentially inject energy at all length scales. This significantly expands upon the class of forces in previous studies, which could only accommodate those with band-limited spectra. The second algorithm moreover provides a conceptually streamlined approach that allows for a more straightforward analysis and simplified practical implementation.

math.OC

Upper bounds on the dimension of the global attractor of the 2D Navier-Stokes equations on the $β-$plane

This article establishes estimates on the dimension of the global attractor of the two-dimensional rotating Navier-Stokes equation for viscous, incompressible fluids on the $β$-plane. Previous results in this setting by M.A.H. Al-Jaboori and D. Wirosoetisno (2011) had proved that the global attractor collapses to a single point that depends only the longitudinal coordinate, i.e., zonal flow, when the rotation is sufficiently fast. However, an explicit quantification of the complexity of the global attractor in terms of $β$ had remained open. In this paper, such estimates are established which are valid across a wide regime of rotation rates and are consistent with the dynamically degenerate regime previously identified. Additionally, a decomposition of solutions is established detailing the asymptotic behavior of the solutions in the limit of large rotation.

math.AP

Averaging principle for the stochastic primitive equations in the large rotation limit

It is known that the unique ergodicity of the viscous primitive equations with additive white-in-time noise remains an open problem. In this work, we demonstrate that, as the rotational intensity approaches infinity, the distribution of any given strong solution, rescaled by the rotation, is attracted to the unique invariant measure of the stochastic limit resonant system. This suggests that the system exhibits nearly unique ergodicity in the large rotation limit. The proof is based on a stochastic averaging principle combined with a coupling argument.

math.PR

On the long-time statistical behavior of smooth solutions of the weakly damped, stochastically-driven KdV equation

This paper considers the damped periodic Korteweg-de Vries (KdV) equation in the presence of a white-in-time and spatially smooth stochastic source term and studies the long-time behavior of solutions. We show that the integrals of motion for KdV can be exploited to prove regularity and ergodic properties of invariant measures for damped stochastic KdV. First, by considering non-trivial modifications of the integrals of motion, we establish Lyapunov structure by proving that moments of Sobolev norms of solutions at all orders of regularity are bounded globally-in-time; existence of invariant measures follows as an immediate consequence. Next, we prove a weak Foias-Prodi type estimate for damped stochastic KdV, for which the synchronization occurs in expected value. This estimate plays a crucial role throughout our subsequent analysis. As a first novel application, we combine the Foias-Prodi estimate with the Lyapunov structure to establish that invariant measures are supported on smooth functions provided that the external driving forces are smooth. We then establish ergodic properties of invariant measures, treating the regimes of arbitrary damping and large damping separately. For arbitrary damping, we demonstrate that the framework of `asymptotic coupling' can be implemented for a compact proof of uniqueness of the invariant measure provided that sufficiently many directions in phase space are stochastically forced. Our proof is paradigmatic for SPDEs for which a weak Foias-Prodi type property holds. Lastly, for large damping, we establish the existence of a spectral gap with respect to a Wasserstein-like distance, and exponential mixing and uniqueness of the invariant measure follows.

math.PR

Relaxation-based schemes for on-the-fly parameter estimation in dissipative dynamical systems

This article studies two particular algorithms, a Relaxation Least Squares (RLS) algorithm and a Relaxation Newton Iteration (RNI) scheme , for reconstructing unknown parameters in dissipative dynamical systems. Both algorithms are based on a continuous data assimilation (CDA) algorithm for state reconstruction of A. Azouani, E. Olson, and E.S. Titi \cite{Azouani_Olson_Titi_2014}. Due to the CDA origins of these parameter recovery algorithms, these schemes provide on-the-fly reconstruction, that is, as data is collected, of unknown state and parameters simultaneously. It is shown how both algorithms give way to a robust general framework for simultaneous state and parameter estimation. In particular, we develop a general theory, applicable to a large class of dissipative dynamical systems, which identifies structural and algorithmic conditions under which the proposed algorithms achieve reconstruction of the true parameters. The algorithms are implemented on a high-dimensional two-layer Lorenz 96 model, where the theoretical conditions of the general framework are explicitly verifiable. They are also implemented on the two-dimensional Rayleigh-Bénard convection system to demonstrate the applicability of the algorithms beyond the finite-dimensional setting. In each case, systematic numerical experiments are carried out probing the efficacy of the proposed algorithms, in addition to the apparent benefits and drawbacks between them.

math.DS

Remarks on the stabilization of large-scale growth in the 2D Kuramoto-Sivashinsky equation

In this article, some elementary observations are made regarding the behavior of solutions to the two-dimensional curl-free Burgers equation which suggest the distinguished role played by the scalar divergence field in determining the dynamics of the solution. These observations inspire a new divergence-based regularity condition for the two-dimensional Kuramoto-Sivashinsky equation (KSE) that provides conceptual clarity to the nature of the potential blow-up mechanism for this system. The relation of this regularity criterion to the Ladyzhenskaya-Prodi-Serrin-type criterion for the KSE is also established, thus providing the basis for the development of an alternative framework of regularity criterion for this equation based solely on the low-mode behavior of its solutions. The article concludes by applying these ideas to identify a conceptually simple modification of KSE that yields globally regular solutions, as well as providing a straightforward verification of this regularity criterion to establish global regularity of solutions to the 2D Burgers-Sivashinsky equation. The proofs are direct, elementary, and concise.

math.AP

On the reconstruction of unknown driving forces from low-mode observations in the 2D Navier-Stokes Equations

This article is concerned with the problem of determining an unknown source of non-potential, external time-dependent perturbations of an incompressible fluid from large-scale observations on the flow field. A relaxation-based approach is proposed for accomplishing this, which leverages a nonlinear property of the equations of motions to asymptotically enslave small scales to large scales. In particular, an algorithm is introduced that systematically produces approximations of the flow field on the unobserved scales in order to generate an approximation to the unknown force; the process is then repeated to generate an improved approximation of the unobserved scales, and so on. A mathematical proof of convergence of this algorithm is established in the context of the two-dimensional Navier-Stokes equations with periodic boundary conditions under the assumption that the force belongs to the observational subspace of phase space; at each stage in the algorithm, it is shown that the model error, represented as the difference between the approximating and true force, asymptotically decrements to zero in a geometric fashion provided that sufficiently many scales are observed and certain parameters of the algorithm are appropriately tuned; the issue of the sharpness of the assumptions, among other practical considerations such as the transient periods between updates, are also discussed.

math.AP

Identifying the body force from partial observations of a 2D incompressible velocity field

Using limited observations of the velocity field of the two-dimensional Navier-Stokes equations, we successfully reconstruct the steady body force that drives the flow. The number of observed data points is less than 10\% of the number of modes that describes the full flow field, indicating that the method introduced here is capable of identifying complicated forcing mechanisms from a relatively small collection of observations. In addition to demonstrating the efficacy of this method on turbulent flow data generated by simulations of the two-dimensional Navier-Stokes equations, we also rigorously justify convergence of the derived algorithm. Beyond the practical applicability of such an algorithm, the reliance of this method on the dynamical evolution of the system yields physical insight into the turbulent cascade.

physics.flu-dyn

Mesh-Free Interpolant Observables for Continuous Data Assimilation

This paper considers a nudging-based scheme for data assimilation for the two-dimensional (2D) Navier-Stokes equations (NSE) with periodic boundary conditions and studies the synchronization of the signal produced by this algorithm with the true signal, to which the observations correspond, in all higher-order Sobolev topologies. This work complements previous results in the literature where conditions were identified under which synchronization is guaranteed either with respect to only the $H^1$--topology, in the case of general observables, or to the analytic Gevrey topology, in the case of spectral observables. To accommodate the property of synchronization in the stronger topologies, the framework of general interpolant observable operators, originally introduced by Azouani, Olson, and Titi, is expanded to a far richer class of operators. A significant effort is dedicated to the development of this more expanded framework, specifically, their basic approximation properties, the identification of subclasses of such operators relevant to obtaining synchronization, as well as the detailed relation between the structure of these operators and the system regarding the syncrhonization property. One of the main features of this framework is its "mesh-free" aspect, which allows the observational data itself to dictate the subdivision of the domain. Lastly, estimates for the radius of the absorbing ball of the 2D NSE in all higher-order Sobolev norms are obtained, thus properly generalizing previously known bounds; such estimates are required for establishing the synchronization property of the algorithm in the higher-order topologies.

math.AP

Convergence Analysis of a Viscosity Parameter Recovery Algorithm for the 2D Navier-Stokes Equations

In this paper, the convergence of an algorithm for recovering the unknown kinematic viscosity of a two-dimensional incompressible, viscous fluid is studied. The algorithm of interest is a recursive feedback control-based algorithm that leverages observations that are received continuously-in-time, then dynamically provides updated values of the viscosity at judicious moments. It is shown that in an idealized setup, convergence to the true value of the viscosity can indeed be achieved under a natural and practically verifiable non-degeneracy condition. This appears to be first such result of its kind for parameter estimation of nonlinear partial differential equations. Analysis for two parameter update rules is carried out: one which involves instantaneous evaluation in time and the other, averaging in time. The proofs of convergence for either rule exploits sensitivity-type bounds in higher-order Sobolev topologies, while the instantaneous version particularly requires delicate energy estimates involving the time-derivative of the sensitivity-type variable. Indeed, a crucial component in the analysis of the first update rule is the identification of a dissipative structure for the time-derivative of the sensitivity-type variable, which ultimately ensures a favorable dependence on the tuning parameter of the algorithm.

math.AP