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

DOI10.1007/S10955-014-1052-5MaRDI QIDQ478403zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 3 December 2014

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

Full work available at URL https://arxiv.org/abs/1403.0216, https://publications.aston.ac.uk/id/eprint/28755/1/Langevin_dynamics_large_deviations_and_instantons.pdf

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)

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.

Recommendations

• Instantons in a Lagrangian model of turbulence
• Non-classical large deviations for a noisy system with non-isolated attractors
• The instanton method and its numerical implementation in fluid mechanics
• scientific article; zbMATH DE number 4055217
• Statistical mechanics of two-dimensional Euler flows and minimum enstrophy states

Cites work

• scientific article; zbMATH DE number 4162458 (Why is no real title available?)
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3801831 (Why is no real title available?)
• A large deviation principle for 2D stochastic Navier-Stokes equation
• A maximum-entropy principle for two-dimensional perfect fluid dynamics
• Additional invariants and statistical equilibria for the 2D Euler equations on a spherical domain
• Bistability between a stationary and an oscillatory dynamo in a turbulent flow of liquid sodium
• Bottom-trapped currents as statistical equilibrium states above topographic anomalies
• Classification of phase transitions and ensemble inequivalence, in systems with long range interactions
• Classification of self-organized vortices in two-dimensional turbulence: the case of a bounded domain
• Derivation of maximum entropy principles in two-dimensional turbulence via large deviations
• Dynamical and thermodynamical stability of two-dimensional flows: variational principles and relaxation equations
• Fluctuations and Irreversible Processes
• Invariant measures of Gaussian type for 2D turbulence
• Kinetic theory of jet dynamics in the stochastic barotropic and 2D Navier-Stokes equations
• Kinetic theory of nonequilibrium stochastic long-range systems: phase transition and bistability
• Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
• Large deviations for Young measures and statistical mechanics of infinite dimensional dynamical systems with conservation law
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• Large deviations from a stationary measure for a class of dissipative PDEs with random kicks
• Large fluctuations for a nonlinear heat equation with noise
• Macroscopic fluctuation theory for stationary nonequilibrium states
• Mapping out-of-equilibrium into equilibrium in one-dimensional transport models
• Mathematics of two-dimensional turbulence.
• Minimum action method for the study of rare events
• Nonequilibrium linear response for Markov dynamics. II: Inertial dynamics
• On an apriori estimate in the theory of hydrodynamical stability
• On the stochastic quantization of field theory
• Probability of second law violations in shearing steady states
• Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
• Rotations and cessations of the large-scale circulation in turbulent Rayleigh–Bénard convection
• Sampling microcanonical measures of the 2D Euler equations through Creutz's algorithm: a phase transition from disorder to order when energy is increased
• Self-organization of decaying quasi-two-dimensional turbulence in stratified fluid in rectangular containers
• Simpler variational problems for statistical equilibria of the 2D Euler equation and other systems with long range interactions
• Statistical equilibrium states for two-dimensional flows
• Statistical mechanics of Euler equations in two dimensions
• Statistical mechanics of the 3D axisymmetric Euler equations in a Taylor-Couette geometry
• Statistical mechanics of two-dimensional Euler flows and minimum enstrophy states
• The Euler-Poincaré equations and semidirect products with applications to continuum theories
• The Eulerian limit for 2D statistical hydrodynamics
• The catalytic role of the beta effect in barotropization processes
• The geometric minimum action method: A least action principle on the space of curves
• The wind in confined thermal convection
• Time reversal of diffusions

Cited in

(15)

• Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques
• Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
• Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus
• Incompressible Euler equations with stochastic forcing: a geometric approach
• Generalized stochastic Fokker-Planck equations
• Instanton based importance sampling for rare events in stochastic pdes
• 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
• Application of adaptive multilevel splitting to high-dimensional dynamical systems
• Edge states in the climate system: exploring global instabilities and critical transitions
• Combinatorial analysis of the adaptive last particle method
• Large deviations for Gaussian diffusions with delay
• Instantons in a Lagrangian model of turbulence
• The geometry of big queues

This page was built for publication: Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q478403)