The instanton method and its numerical implementation in fluid mechanics
From MaRDI portal
(Redirected from Publication:3448391)
Abstract: A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional fluid dynamical problems. We illustrate these ideas using the two-dimensional Burgers equation and the three-dimensional Navier-Stokes equations.
Recommendations
- Implicit methods for fluid dynamics
- Numerical Methods in Fluid Dynamics
- Implicit solution methods in computational fluid dynamics
- Numerical Methods for the Simulation of Incompressible Viscous Flow: An Introduction
- The Numerical Approach to Hydrodynamic Problems
- A numerical method for solving incompressible viscous flow problems
- A numerical method for incompressible viscous flow simulation
- Numerical integration of the fluctuating hydrodynamic equations
- An implicit potential method for incompressible flows
- Numerical fluid dynamics. Methods and computations
Cites work
- A minimum action method for small random perturbations of two-dimensional parallel shear flows
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- An adaptive high-order minimum action method
- Arclength Parametrized Hamilton's Equations for the Calculation of Instantons
- Brownian motion in a field of force and the diffusion model of chemical reactions
- Combinatorial analysis of the adaptive last particle method
- Condensed Matter Field Theory
- Dynamic Scaling of Growing Interfaces
- Efficient computation of instantons for multi-dimensional turbulent flows with large scale forcing
- Field theory of non-equilibrium systems
- Financial Modelling with Jump Processes
- First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
- Fluctuations and Irreversible Process. II. Systems with Kinetic Energy
- Fluctuations and Irreversible Processes
- Fractional generalization of Kac integral
- Genealogical particle analysis of rare events
- Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
- scientific article; zbMATH DE number 3131742 (Why is no real title available?)
- scientific article; zbMATH DE number 5509282 (Why is no real title available?)
- scientific article; zbMATH DE number 3473085 (Why is no real title available?)
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- scientific article; zbMATH DE number 1962934 (Why is no real title available?)
- Inertial energy dissipation for weak solutions of incompressible Euler and Navier-Stokes equations
- Instanton filtering for the stochastic Burgers equation
- Kicked Burgers turbulence
- Large deviations
- Large deviations and asymptotic methods in finance
- Large deviations techniques and applications.
- Mathematical theory of Feynman path integrals. An introduction
- Minimal Repetition Dynamic Checkpointing Algorithm for Unsteady Adjoint Calculation
- Minimum action method for the study of rare events
- Non-Gaussian error probability in optical soliton transmission
- Onsager and the theory of hydrodynamic turbulence
- Onsager's conjecture on the energy conservation for solutions of Euler's equation
- Probability density functions in steady-state Burgers turbulence
- Renormalization group analysis of turbulence. I: Basic theory
- Simulating rare events in dynamical processes
- Some Applications and Methods of Large Deviations in Finance and Insurance
- Statistical behaviour of adaptive multilevel splitting algorithms in simple models
- Statistical theory for the stochastic Burgers equation in the inviscid limit
- Steady-state Burgers turbulence with large-scale forcing
- Stochastic resonance in a simple model of magnetic reversals
- Supersymmetry in Disorder and Chaos
- The gentlest ascent dynamics
- The geometric minimum action method: A least action principle on the space of curves
- The partial differential equation ut + uux = μxx
- The path integral approach to financial modeling and options pricing
- Theory of Bound States in a Random Potential
- Theory of Financial Risk and Derivative Pricing
- Water waves, nonlinear Schrödinger equations and their solutions
Cited in
(52)- The \(\xi\)-compensators method in hydrodynamics
- Transient growth in stochastic Burgers flows
- Ordered line integral methods for computing the quasi-potential
- Non-equivalence of dynamical ensembles and emergent non-ergodicity
- Adaptive sampling of large deviations
- Short time large deviations of the KPZ equation
- Singularity formation in the deterministic and stochastic fractional Burgers equation
- Instantons and fluctuations in a Lagrangian model of turbulence
- Eddy-viscous modeling and the topology of extreme circulation events in three-dimensional turbulence
- Study of the ground-state energies of some nuclei using hybrid model
- Symmetries and zero modes in sample path large deviations
- Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
- Instantons in a Lagrangian model of turbulence
- Viscous instanton for Burgers' turbulence
- Statistics of large currents in the Kipnis-Marchioro-Presutti model in a ring geometry
- Height distribution tails in the Kardar-Parisi-Zhang equation with Brownian initial conditions
- Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
- Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations
- Instanton filtering for the stochastic Burgers equation
- scientific article; zbMATH DE number 1452923 (Why is no real title available?)
- Do extreme events trigger turbulence decay? -- A numerical study of turbulence decay time in pipe flows
- Finite-size effects in the short-time height distribution of the Kardar-Parisi-Zhang equation
- First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions
- Computing return times or return periods with rare event algorithms
- Nonequilibrium steady state of a weakly-driven Kardar-Parisi-Zhang equation
- Edge states in the climate system: exploring global instabilities and critical transitions
- Parametric resonance for enhancing the rate of metastable transition
- Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques
- Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation
- Instanton based importance sampling for rare events in stochastic pdes
- Numerical computation of rare events via large deviation theory
- Rare transitions to thin-layer turbulent condensates
- Metastable transitions in inertial Langevin systems: what can be different from the overdamped case?
- SOME NON-PERTURBATIVE PATH INTEGRALS STUDIES IN STATISTICAL BURGER TURBULENCE: STRINGS AND STOCHASTIC INSTANTONS CONFIGURATIONS
- WKB theory of large deviations in stochastic populations
- Efficient computation of instantons for multi-dimensional turbulent flows with large scale forcing
- Parametric Hamilton’s equations for stochastic systems
- A self-similarity principle for the computation of rare event probability
- Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems
- Phase space reduction and the instanton crossover in (1+1)-dimensional turbulence
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Computing non-equilibrium trajectories by a deep learning approach
- Schrödinger equation driven by the square of a Gaussian field: instanton analysis in the large amplification limit
- Metadynamics for Transition Paths in Irreversible Dynamics
- Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
- Complex transition pathways in boiling and cavitation
- Most likely noise-induced tipping of the overturning circulation in a two-dimensional Boussinesq fluid model
- Dynamical landscape and multistability of a climate model
- Non-Markovian reduced models to unravel transitions in non-equilibrium systems
- Time-averaged height distribution of the Kardar-Parisi-Zhang interface
- Nonequilibrium steady state of Brownian motion in an intermittent potential
This page was built for publication: The instanton method and its numerical implementation in fluid mechanics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3448391)
