Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

DOI10.1007/S10955-014-1052-5zbMATH Open1302.82079arXiv1403.0216OpenAlexW2950585271MaRDI QIDQ478403FDOQ478403

Yong-Cai Geng, Sumit K. Garg

Publication date: 3 December 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition probability, we compute the most probable fluctuation paths from one attractor to any state within its basin of attraction. We prove that such fluctuation paths are the time reversed trajectories of the relaxation paths for a corresponding dual dynamics, which are also within the framework of quasi-geostrophic Langevin dynamics. Cases with or without detailed balance are studied. We discuss a specific example for which the stationary measure displays either a second order (continuous) or a first order (discontinuous) phase transition and a tricritical point. In situations where a first order phase transition is observed, the dynamics are bistable. Then, the transition paths between two coexisting attractors are instantons (fluctuation paths from an attractor to a saddle), which are related to the relaxation paths of the corresponding dual dynamics. For this example, we show how one can analytically determine the instantons and compute the transition probabilities for rare transitions between two attractors.

Full work available at URL: https://arxiv.org/abs/1403.0216

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zbMATH Keywords

large deviationsinstantonphase transitionsLangevin dynamicsFredilin-Wentzell theoryquasi-geostrophic dynamics

Mathematics Subject Classification ID

Large deviations (60F10) PDEs in connection with statistical mechanics (35Q82) PDEs with randomness, stochastic partial differential equations (35R60) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamic critical phenomena in statistical mechanics (82C27)

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• Generalized stochastic Fokker-Planck equations
• Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example
• Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• Edge states in the climate system: exploring global instabilities and critical transitions
• Application of adaptive multilevel splitting to high-dimensional dynamical systems
• Combinatorial analysis of the adaptive last particle method
• Large deviations for Gaussian diffusions with delay
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• Instanton based importance sampling for rare events in stochastic PDEs
• Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques

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