No Arabic abstract
The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the problem focuses on providing a method to perform predictions of the change in one observable of the system by using the change in a second observable as a surrogate for the actual forcing. Such a viewpoint tries to address the very relevant problem of causal links within complex system when only incomplete information is available. We present here a method for quantifying and ranking the predictive ability of observables and use it to investigate the response of a paradigmatic spatially extended system, the Lorenz 96 model. We perturb locally the system and we then study to what extent a given local observable can predict the behaviour of a separate local observable. We show that this approach can reveal insights on the way a signal propagates inside the system. We also show that the procedure becomes more efficient if one considers multiple acting forcings and, correspondingly, multiple observables as predictors of the observable of interest.
Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parametrizations of weakly coupled dynamical systems. Such parametrizations yield a set of stochastic integro-differential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integro-differential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equations-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings support, on the one hand, the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parametrizations.
This paper presents an {it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where non-interacting particles move on a spatially periodic lattice, and collide elastically with fixed scatterers. The second class are periodic systems where $N$ particles interact with each other, and one of them is a tracer particle which diffuses among the cells of the lattice. We assume that, in either case, the dynamics of the system is deterministic and hyperbolic, with positive Lyapunov exponents. This work extends methods originally developed for a chaotic two-dimensional model of diffusion, the multi-baker map, to higher dimensional, continuous time dynamical systems appropriate for systems with one or more moving particles. Here we express the rate of entropy production in terms of hydrodynamic measures that are determined by the fractal properties of microscopic hydrodynamic modes that describe the slowest decay of the system to an equilibrium state.
A new type of noise-induced synchronous behavior is described. This phenomenon, called incomplete noise-induced synchronization, arises for one-dimensional Ginzburg-Landau equations driven by common noise. The mechanisms resulting in the incomplete noise-induced synchronization in the spatially extended systems are revealed analytically. The different model noise are considered. A very good agreement between the theoretical results and the numerically calculated data is shown.
Many systems may switch to an undesired state due to internal failures or external perturbations, of which critical transitions toward degraded ecosystem states are a prominent example. Resilience restoration focuses on the ability of spatially-extended systems and the required time to recover to their desired states under stochastic environmental conditions. While mean-field approaches may guide recovery strategies by indicating the conditions needed to destabilize undesired states, these approaches are not accurately capturing the transition process toward the desired state of spatially-extended systems in stochastic environments. The difficulty is rooted in the lack of mathematical tools to analyze systems with high dimensionality, nonlinearity, and stochastic effects. We bridge this gap by developing new mathematical tools that employ nucleation theory in spatially-embedded systems to advance resilience restoration. We examine our approach on systems following mutualistic dynamics and diffusion models, finding that systems may exhibit single-cluster or multi-cluster phases depending on their sizes and noise strengths, and also construct a new scaling law governing the restoration time for arbitrary system size and noise strength in two-dimensional systems. This approach is not limited to ecosystems and has applications in various dynamical systems, from biology to infrastructural systems.
Spatially extended systems, such as channel or pipe flows, are often equivariant under continuous symmetry transformations, with each state of the flow having an infinite number of equivalent solutions obtained from it by a translation or a rotation. This multitude of equivalent solutions tends to obscure the dynamics of turbulence. Here we describe the `first Fourier mode slice, a very simple, easy to implement reduction of SO(2) symmetry. While the method exhibits rapid variations in phase velocity whenever the magnitude of the first Fourier mode is nearly vanishing, these near singularities can be regularized by a time-scaling transformation. We show that after application of the method, hitherto unseen global structures, for example Kuramoto-Sivashinsky relative periodic orbits and unstable manifolds of travelling waves, are uncovered.