The incompressible Euler equations on a sphere are fundamental in models of oceanic and atmospheric dynamics. The long-time behaviour of solutions is largely unknown; statistical mechanics predicts a steady vorticity configuration, but detailed numerical results in the literature contradict this theory, yielding instead persistent unsteadiness. Such numerical results were obtained using artificial hyperviscosity to account for the cascade of enstrophy into smaller scales. Hyperviscosity, however, destroys the underlying geometry of the phase flow (such as conservation of Casimir functions), and therefore might affect the qualitative long-time behaviour. Here we develop an efficient numerical method for long-time simulations that preserve the geometric features of the exact flow, in particular conservation of Casimirs. Long-time simulations on a non-rotating sphere then reveal three possible outcomes for generic initial conditions: the formation of either 2, 3, or 4 coherent vortex structures. These numerical results contradict both the statistical mechanics theory and previous numerical results suggesting that the generic behaviour should be 4 coherent vortex structures. Furthermore, through integrability theory for point vortex dynamics on the sphere, we present a theoretical model which describe the mechanism by which the three observed regimes appear. We show that there is a correlation between a first integral γ (the ratio of total angular momentum and the square root of enstrophy) and the long-time behaviour: γ small, intermediate, and large yields most likely 4, 3, or 2 coherent vortex formations. Our findings thus suggest that the likely long-time behaviour can be predicted from the first integral γ.
The theory of isospectral flows comprises a large class of continuous dynamical systems, particularly integrable systems and Lie-Poisson systems. Their discretization is a classical problem in numerical analysis. Preserving the spectra in the discrete flow requires the conservation of high order polynomials, which is hard to come by. Existing methods achieving this are complicated and usually fail to preserve the underlying Lie-Poisson structure.Here we present a class of numerical methods of arbitrary order for Hamiltonian and non-Hamiltonian isospectral flows, which preserve both the spectra and the Lie-Poisson structure. The methods are surprisingly simple, and avoid the use of constraints or exponential maps. Furthermore, due to preservation of the Lie-Poisson structure, they exhibit near conservation of the Hamiltonian function. As an illustration, we apply the methods to several classical isospectral flows.
Isospectral flows are abundant in mathematical physics; the rigid body, the the Toda lattice, the Brockett flow, the Heisenberg spin chain, and point vortex dynamics, to mention but a few. Their connection on the one hand with integrable systems and, on the other, with Lie-Poisson systems motivates the research for optimal numerical schemes to solve them. Several works about numerical methods to integrate isospectral flows have produced a large varieties of solutions to this problem. However, many of these algorithms are not intrinsically defined in the space where the equations take place and/or rely on computationally heavy transformations. In the literature, only few examples of numerical methods avoiding these issues are known, for instance, the spherical midpoint method on so(3). In this paper we introduce a new minimalvariable, second order, numerical integrator for isospectral flows intrinsically defined on quadratic Lie algebras and symmetric matrices. The algorithm is isospectral for general isospectral flows and Lie-Poisson preserving when the isospectral flow is Hamiltonian. The simplicity of the scheme, together with its structure-preserving properties, makes it a competitive alternative to those already present in literature. isospectral flow and Lie-Poisson integrator and symplectic Runge-Kutta methods and generalized rigid body and Brockett flow and Heisenberg spin chain and Point-vortex on the hyperbolic plane 1 In view of [11, Sec. I.8], there is no restriction in looking at real matrix Lie algebras, since the complex ones can be seen as real matrix Lie algebras of double dimension.
The rules that govern a two-dimensional inviscid incompressible fluid are simple. Yet, to characterise the long-time behaviour is a knotty problem. The fluid fulfils Euler's equations: a nonlinear Hamiltonian system with an infinite number of conservation laws. In both experiments and numerical simulations, coherent vortex structures emerge after an initial stage. These formations dominate the large-scale dynamics, but small scales also emerge and persist. The resulting scale separation resembles Kraichnan's theory of forward and backward cascades of enstrophy and energy. Previous attempts to model the double cascade use filtering techniques that enforce separation from the outset. Here, we show that Euler's equations possess an intrinsic, canonical splitting of the vorticity function. The splitting is remarkable in four ways: (i) it is defined solely by the Poisson bracket and the Hamiltonian; (ii) it characterises steady flows; (iii) it innately separates scales, enabling the dynamics behind Kraichnan's qualitative description; and (iv) it accounts for ‘broken line’ energy spectra observed in both experiments and numerical simulations. The splitting originates from Zeitlin's truncated model of Euler's equations in combination with a standard quantum tool: the spectral decomposition of Hermitian matrices. In addition to theoretical insight, the scale separation dynamics enables stochastic model reduction, where multiplicative noise models small scales.
Point-vortex dynamics describe idealized, non-smooth solutions to the incompressible Euler equations on two-dimensional manifolds. Integrability results for few point-vortices on various domains is a vivid topic, with many results and techniques scattered in the literature. Here, we give a unified framework for proving integrability results for $$N=2$$ N = 2 , 3, or 4 point-vortices (and also more general Hamiltonian systems), based on symplectic reduction theory. The approach works on any two-dimensional manifold with a symmetry group; we illustrate it on the sphere, the plane, the hyperbolic plane, and the flat torus. A systematic study of integrability is prompted by advances in two-dimensional turbulence, bridging the long-time behaviour of 2D Euler equations with questions of point-vortex integrability. A gallery of solutions is given in the appendix.
In this paper we consider the spatial semi-discretization of conservative PDEs. Such finite dimensional approximations of infinite dimensional dynamical systems can be described as flows in suitable matrix spaces, which in turn leads to the need to solve polynomial matrix equations, a classical and important topic both in theoretical and in applied mathematics. Solving numerically these equations is challenging due to the presence of several conservation laws which our finite models incorporate and which must be retained while integrating the equations of motion. In the last thirty years, the theory of geometric integration has provided a variety of techniques to tackle this problem. These numerical methods require to solve both direct and inverse problems in matrix spaces. We present two algorithms to solve a cubic matrix equation arising in the geometric integration of isospectral flows. This type of ODEs includes finite models of ideal hydrodynamics, plasma dynamics, and spin particles, which we use as test problems for our algorithms.
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several techniques to obtain fast and accurate simulations have been developed during the last decades. In this paper, we present a novel approach which combines recent developments in the stochastic model reduction and conservative semi-discretization of the Euler equations. In particular, starting from the Zeitlin model on the 2sphere, we derive reduced dynamics for large scales and we close the equations either deterministically or with a suitable stochastic term. Numerical experiments show that, after an initial turbulent regime, the influence of small scales to large scales is negligible, even though a non-zero transfer of energy among different modes is present.
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