论文标题

随机非平衡系统中的过渡:有效的降低和分析

Transitions in Stochastic Non-equilibrium Systems: Efficient Reduction and Analysis

论文作者

Chekroun, Mickaël D., Liu, Honghu, McWilliams, James C., Wang, Shouhong

论文摘要

物理学中的一个核心挑战是描述由随机性驱动的非平衡系统,例如随机生长的界面或受到随机波动的流体,例如对于局部应力和热通量,与速度和温度梯度无关。对于具有无限多种自由度的确定性系统,正常形式和中心歧管理论表明,效率很大,通常完全表征线性不稳定性的发作如何转化为非线性模式的出现。但是,在存在随机波动的情况下,由于噪声引起的大量旅行,这种减少程序受到了严重的挑战,并且需要重新审视该方法。 我们提出了一个替代框架,以应对这些困难,利用随机不变的流形和能量估计的近似理论,以测量高模型参数化的缺陷。为了解决流体问题,这些误差估计是根据高模型带来的耗散效应的假设得出的,这些算法适当地抵消了由于非线性项而导致的规律性丧失。该方法使我们能够从简化的方程式中预测,只要噪声的强度和特征值相应地相应地降低了噪声的强度和特征值的幅度,就可以很大的可能发生与干草叉分叉的随机类似物的发生。 我们的参数化公式涉及非马克维亚系数,这些系数明确取决于驱动SPDE动力学的噪声路径的历史,并且它们的内存含量是由随机力的强度及其通过SPDE非线性项的相互作用的强度自愿决定的。详细阐明了在随机雷利 - 贝纳德问题上的应用,以便在这种情况下阐明了随机的干草叉分叉的情况(很大程度上)。

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to the velocity and temperature gradients. For deterministic systems with infinitely many degrees of freedom, normal form and center manifold theory have shown a prodigious efficiency to often completely characterize how the onset of linear instability translates into the emergence of nonlinear patterns. However, in presence of random fluctuations, this reduction procedure is seriously challenged due to large excursions caused by the noise, and the approach needs to be revisited. We present an alternative framework to cope with these difficulties exploiting the approximation theory of stochastic invariant manifolds and energy estimates measuring the defect of parameterization of the high-modes. To operate for fluid problems, these error estimates are derived under assumptions regarding dissipation effects brought by the high-modes that suitably counterbalance the loss of regularity due to the nonlinear terms. The approach enables us to predict, from the reduced equations, the occurrence in large probability of a stochastic analogue to the pitchfork bifurcation, as long as the noise's intensity and the eigenvalue's magnitude of the mildly unstable mode scale accordingly. Our parameterization formulas involve non-Markovian coefficients, which depend explicitly on the history of the noise path that drives the SPDE dynamics, and their memory content is self-consistently determined by the intensity of the random force and its interaction through the SPDE's nonlinear terms. Applications to a stochastic Rayleigh-Benard problem are detailed, for which conditions for a stochastic pitchfork bifurcation (in large probability) to occur, are clarified.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源