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fa52397e87
| Author | SHA1 | Date | |
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| fa52397e87 | |||
| 328f3bd99c | |||
| acf1c27b1d | |||
| 9d48b044ac |
@@ -103,9 +103,97 @@ We truncate the Fourier modes and assume that $\hat u_k=0$ if $|k_1|>K_1$ or $|k
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\mathcal K:=\{(k_1,k_2),\ |k_1|\leqslant K_1,\ |k_2|\leqslant K_2\}
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\mathcal K:=\{(k_1,k_2),\ |k_1|\leqslant K_1,\ |k_2|\leqslant K_2\}
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.
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.
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\end{equation}
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\end{equation}
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\bigskip
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\subsubsection{Runge-Kutta methods}.
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{\bf Remark}:
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To solve the equation numerically, we will use Runge-Kutta methods, which compute an approximate value $\hat u_k^{(n)}$ for $\hat u_k(t_n)$.
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Since $U$ is real, $\hat U_{-k}=\hat U_k^*$, and so
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\begin{equation}
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\hat u_{-k}=\hat u_k^*
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.
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\label{realu}
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\end{equation}
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Similarly,
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\begin{equation}
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\hat g_{-k}=\hat g_k^*
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.
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\label{realg}
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\end{equation}
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Thus,
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\begin{equation}
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T(\hat u,-k)
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=
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T(\hat u,k)^*
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.
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\label{realT}
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\end{equation}
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In order to keep the computation as quick as possible, we only compute and store the values for $k_1\geqslant 0$.
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(In fact, if we do not enforce the reality conditions, the computation has been found to be unstable.)
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\subsection{Reversible equation}
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\indent The reversible equation is similar to\-~(\ref{ins}) but instead of fixing the viscosity, we fix the enstrophy\-~\cite{Ga22}.
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It is defined directly in Fourier space:
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\begin{equation}
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\partial_t\hat U_k=
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-\frac{4\pi^2}{L^2}\alpha(\hat U) k^2\hat U_k+\hat G_k
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-i\frac{2\pi}L\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}}
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(q\cdot\hat U_p)\hat U_q
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,\quad
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k\cdot\hat U_k=0
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\end{equation}
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where $\alpha$ is chosen such that the enstrophy is constant.
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In terms of $\hat u$\-~(\ref{udef}), (\ref{gdef}), (\ref{T}):
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\begin{equation}
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\partial_t\hat u_k=
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-\frac{4\pi^2}{L^2}\alpha(\hat u) k^2\hat u_k
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+\hat g_k
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+\frac{4\pi^2}{L^2|k|}T(\hat u,k)
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.
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\label{rns_k}
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\end{equation}
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To compute $\alpha$, we use the constancy of the enstrophy:
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\begin{equation}
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\sum_{k\in\mathbb Z^2}k^2\hat U_k\cdot\partial_t\hat U_k
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=0
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\end{equation}
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which, in terms of $\hat u$ is
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\begin{equation}
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\sum_{k\in\mathbb Z^2}k^2\hat u_k^*\partial_t\hat u_k
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=0
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\end{equation}
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that is
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\begin{equation}
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\frac{4\pi^2}{L^2}\alpha(\hat u)\sum_{k\in\mathbb Z^2}k^4|\hat u_k|^2
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=
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\sum_{k\in\mathbb Z^2}k^2\hat u_k^*\hat g_k
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+\frac{4\pi^2}{L^2}\sum_{k\in\mathbb Z^2}|k|\hat u_k^*T(\hat u,k)
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\end{equation}
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and so
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\begin{equation}
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\alpha(\hat u)
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=\frac{\frac{L^2}{4\pi^2}\sum_k k^2\hat u_k^*\hat g_k+\sum_k|k|\hat u_k^*T(\hat u,k)}{\sum_kk^4|\hat u_k|^2}
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.
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\label{alpha}
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\end{equation}
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Note that, by\-~(\ref{realu})-(\ref{realT}),
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\begin{equation}
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\alpha(\hat u)\in\mathbb R
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.
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\end{equation}
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\subsection{Runge-Kutta methods}.
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To solve these equations numerically, we will use Runge-Kutta methods, which compute an approximate value $\hat u_k^{(n)}$ for $\hat u_k(t_n)$.
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These algorithms approximate the solution to an equation of the form $\dot u=f(t;u)$ with
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\begin{equation}
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\hat u_k^{(n+1)}=\hat u_k^{(n)}
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+\delta_n\sum_{i=1}^sb_ik_i(t_n;\hat u^{(n)})
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,\quad
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k_i(t_n;\hat u^{(n)}):=f\left(t_n+c_i\delta_n;\ \hat u+\delta_n\sum_{j=1}^{i-1}a_{i,j}k_j(t_n,\hat u^{(n)})\right)
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.
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\end{equation}
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The $c_i$ and $a_{i,j}$ are chosen in one of various ways, depending on the desired accuracy.
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\bigskip
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\indent
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{\tt nstrophy} supports the 4th order Runge-Kutta ({\tt RK4}) and 2nd order Runge-Kutta ({\tt RK2}) algorithms.
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{\tt nstrophy} supports the 4th order Runge-Kutta ({\tt RK4}) and 2nd order Runge-Kutta ({\tt RK2}) algorithms.
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In addition, several variable step methods are implemented:
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In addition, several variable step methods are implemented:
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\begin{itemize}
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\begin{itemize}
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@@ -190,30 +278,8 @@ It can be made by specifying the parameter {\tt adaptive\_cost}.
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These cost functions are selected by choosing {\tt adaptive\_cost=k3} and {\tt adaptive\_cost=k32} respectively.
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These cost functions are selected by choosing {\tt adaptive\_cost=k3} and {\tt adaptive\_cost=k32} respectively.
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\end{itemize}
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\end{itemize}
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\subsubsection{Reality}.
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Since $U$ is real, $\hat U_{-k}=\hat U_k^*$, and so
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\begin{equation}
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\hat u_{-k}=\hat u_k^*
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.
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\label{realu}
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\end{equation}
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Similarly,
|
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\begin{equation}
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\hat g_{-k}=\hat g_k^*
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.
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\label{realg}
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\end{equation}
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Thus,
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\begin{equation}
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T(\hat u,-k)
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=
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T(\hat u,k)^*
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.
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\label{realT}
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\end{equation}
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In order to keep the computation as quick as possible, we only compute and store the values for $k_1\geqslant 0$.
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\subsubsection{FFT}. We compute T using a fast Fourier transform, defined as
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\subsection{Computation of $T$: FFT}. We compute T using a fast Fourier transform, defined as
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\begin{equation}
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\begin{equation}
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\mathcal F(f)(n):=\sum_{m\in\mathcal N}e^{-\frac{2i\pi}{N_1}m_1n_1-\frac{2i\pi}{N_2}m_2n_2}f(m_1,m_2)
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\mathcal F(f)(n):=\sum_{m\in\mathcal N}e^{-\frac{2i\pi}{N_1}m_1n_1-\frac{2i\pi}{N_2}m_2n_2}f(m_1,m_2)
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\end{equation}
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\end{equation}
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@@ -235,7 +301,7 @@ in which $\mathcal F^*$ is defined like $\mathcal F$ but with the opposite phase
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\sum_{p,q\in\mathcal K}
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\sum_{p,q\in\mathcal K}
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\frac1{N_1N_2}
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\frac1{N_1N_2}
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\sum_{n\in\mathcal N}e^{-\frac{2i\pi}{N_1}n_1(p_1+q_1-k_1)-\frac{2i\pi}{N_2}n_2(p_2+q_2-k_2)}
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\sum_{n\in\mathcal N}e^{-\frac{2i\pi}{N_1}n_1(p_1+q_1-k_1)-\frac{2i\pi}{N_2}n_2(p_2+q_2-k_2)}
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(q\cdot p^\perp)\frac{|q|}{|p|}\hat u_q\hat u_p
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(q\cdot p^\perp)\frac{|q|}{|p|}\hat u_p\hat u_q
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\end{equation}
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\end{equation}
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provided
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provided
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\begin{equation}
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\begin{equation}
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@@ -257,6 +323,11 @@ Therefore,
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\right)(k)
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\right)(k)
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\end{equation}
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\end{equation}
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\subsection{Observables}
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\indent
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We define the following observables.
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\bigskip
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\subsubsection{Energy}.
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\subsubsection{Energy}.
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We define the energy as
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We define the energy as
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\begin{equation}
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\begin{equation}
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@@ -367,49 +438,124 @@ The enstrophy is defined as
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.
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.
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\end{equation}
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\end{equation}
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\subsubsection{Lyapunov exponents}
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\subsection{Lyapunov exponents}
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\indent
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\indent
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To compute the Lyapunov exponents, we must first compute the Jacobian of $\hat u^{(n)}\mapsto\hat u^{(n+1)}$.
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The Lyapunov are defined from the {\it tangent flow} of the dynamics.
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This map is always of Runge-Kutta type, that is,
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Consider an equation of the form
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\begin{equation}
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\begin{equation}
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\hat u(t_{n+1})=\mathfrak F_{t_n}(\hat u(t_n))
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\dot u=f(t;u)
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.
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.
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\end{equation}
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\end{equation}
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Let $D\mathfrak F_{t_{n}}$ be the Jacobian of this map, in which we split the real and imaginary parts: if
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Now, the flow may not be complex-differentiable, so the tangent flow should be computed on the real and imaginary parts.
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Let
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\begin{equation}
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\begin{equation}
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\hat u_k(t_n)=:\rho_k+i\iota_k
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u=\zeta+i\xi
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,\quad
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,\quad
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\mathfrak F_{t_n}(\hat u(t_n))_k=:\phi_k+i\psi_k
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f(t;u)=\theta(t;\zeta,\xi)+i\psi(t;\zeta,\xi)
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\end{equation}
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.
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then
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\end{equation}
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\begin{equation}
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The tangent flow is given by
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(D\mathfrak F_{t_n})_{k,p}:=\left(\begin{array}{cc}
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\begin{equation}
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\partial_{\rho_p}\phi_k&\partial_{\iota_p}\phi_k\\
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\dot\delta=\left(\begin{array}{cc}
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\partial_{\rho_p}\psi_k&\partial_{\iota_p}\psi_k
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D_\zeta\theta&D_\xi\theta\\
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\end{array}\right)
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D_\zeta\psi&D_\xi\psi
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\end{equation}
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\end{array}\right)\delta
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We compute this Jacobian numerically using a finite difference, by computing
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\end{equation}
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\begin{equation}
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where $D_\zeta\theta$ is the Jacobian of $\theta$ with respect to $\zeta$ and so forth...
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(D\mathfrak F_{t_n})_{k,p}:=\frac1\epsilon
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The flow of this equation is denoted by
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\left(\begin{array}{cc}
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\begin{equation}
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\phi_k(\hat u+\epsilon\delta_p)-\phi_k(\hat u)&\phi_k(\hat u+i\epsilon\delta_p)-\phi_k(\hat u)\\
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\varphi_{t_0,t_1}(\delta_0)
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\psi_k(\hat u+\epsilon\delta_p)-\psi_k(\hat u)&\psi_k(\hat u+i\epsilon\delta_p)-\psi_k(\hat u)
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\end{equation}
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\end{array}\right)
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and defined by
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\begin{equation}
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\frac d{dt}\varphi_{t_0,t}(\delta_0)=\left(\begin{array}{cc}
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D_\zeta\theta(t;\zeta,\xi)&D_\xi\theta(t;\zeta,\xi)\\
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D_\zeta\psi(t;\zeta,\xi)&D_\xi\psi(t;\zeta,\xi)
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\end{array}\right)\varphi_{t_0,t}(\delta_0)
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,\quad
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\varphi_{t_0,t_0}(\delta_0)=\delta_0
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.
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\end{equation}
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The flow $\varphi_{t_0,t}(\delta_0)$ is linear in $\delta_0$, and so can be represented as a matrix.
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The Lyapnuov exponents are defined from the $QR$ decomposition of $\varphi_{0,t}$: if
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\begin{equation}
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\varphi_{0,t}=Q_tR_t
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\end{equation}
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where $Q_t$ is orthogonal, and $R_t$ is triangular with positive diagonal entries $(r_t^{(j)})_j$, then the Lyapunov exponents are
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\begin{equation}
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\lim_{t\to\infty}\frac 1t\log|r_t^{(j)}|
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.
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\end{equation}
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\bigskip
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|
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\indent
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One problem to compute the Lyapunov exponents numerically is that the spectrum depends exponentially on time, and so has a tendency to blow up or shrink very rapidly, which leads to large truncation errors.
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To avoid these, we compute the tangent flow {\it in parts}: we split time into intervals:
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\begin{equation}
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[0,t)=\bigcup_{i=0}^{N-1}[t_i,t_{i+1})
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,\quad
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\varphi_{0,t}=\prod_{i=N-1}^0\varphi_{t_{i},t_{i+1}}
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.
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\end{equation}
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At the thresholds between these intervals, we perform a QR decomposition:
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\begin{equation}
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Q_0R_0:=\varphi_{0,t_0}
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,\quad
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Q_iR_i:=\varphi_{t_{i-1},t_i}Q_{i-1}
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\end{equation}
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where $Q_i$ is orthogonal and $R_i$ is upper triangular with $\geqslant 0$ diagonal entries (in addition, we assume these are not $0$).
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Doing so, we find
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\begin{equation}
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\varphi_{0,t}=Q_{N-1}\prod_{i=N-1}^0R_i
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|
\end{equation}
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|
and since the product of triangular matrices is triangular and the diagonal elements multiply, we find that the Lyapunov exponents are given by
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|
\begin{equation}
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\lim_{t_{N-1}\to\infty}\frac1{t_{N-1}}\sum_{i=N-1}^0\log|r_i^{(j)}|
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|
.
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|
\end{equation}
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To do the computation numerically, we drop the limit, and compute the logarithm of the product of the diagonal entries of $R_i$.
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|
\bigskip
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|
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|
\indent
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In practice, we approximate $\varphi_{t_{i-1},t_i}$ by running a Runge-Kutta algorithm for the tangent flow equation.
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To obtain the full matrix, we consider every element of the canonical basis as an initial condition $\delta_0$.
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We then iterate the Runge-Kutta algorithm until the time $t_0$ (chosen in one of two ways, see below), at which point we perform a QR decomposition, save the diagonal entries of $R$, replace the family of initial conditions with the columns of $Q$, and continue the flow from there.
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The choice of the times $t_i$ can be done either by fixed-length intervals, specified with the option {\tt lyapunov\_reset}, or the QR decomposition can be triggered whenever $\|\delta\|_1$ exceeds a threshold, specified in {\tt lyapunov\_maxu} (after all, the intervals are used to prevent $\delta$ from becoming too large).
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|
\bigskip
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|
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|
\indent
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|
To compute the Lyapunov exponents, we thus need the Jacobians of $\theta$ and $\psi$.
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Note that, by the linearity of the tangent flow equation,
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|
\begin{equation}
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|
((D \theta(\hat u))\delta)_{k}
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|
=
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|
\mathcal Re(Df(\hat u)(\delta_{\mathrm r}+i\delta_{\mathrm i}))
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|
,\quad
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|
((D \psi(\hat u))\delta)_{k}
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|
=
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|
\mathcal Im(Df(\hat u)(\delta_{\mathrm r}+i\delta_{\mathrm i}))
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|
.
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|
\end{equation}
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|
For the irreversible equation,
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|
\begin{equation}
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|
f(\hat u)=
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|
-\frac{4\pi^2}{L^2}\nu k^2\hat u_k+\hat g_k
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|
+\frac{4\pi^2}{L^2|k|}T(\hat u,k)
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|
\end{equation}
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|
and
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|
\begin{equation}
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|
((D f(\hat u))\delta)_{k}
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|
=
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|
-\frac{4\pi^2}{L^2}\nu k^2\delta_{k}
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|
+\frac{4\pi^2}{L^2|k|}DT(\hat u,k)\delta
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|
\end{equation}
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|
\begin{equation}
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|
DT(\hat u,k)\delta
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|
=
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|
\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}}
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|
\left(\frac{(q\cdot p^\perp)|q|}{|p|}+\frac{(p\cdot q^\perp)|p|}{|q|}\right)\hat u_p(\delta_{q,\mathrm r}+i\delta_{q,\mathrm i})
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.
|
.
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\end{equation}
|
\end{equation}
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The parameter $\epsilon$ can be set using the parameter {\tt D\_epsilon}.
|
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%, so
|
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%\begin{equation}
|
|
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% D\hat u^{(n+1)}=\mathds 1+\delta\sum_{i=1}^q w_iD\mathfrak F(\hat u^{(n)})
|
|
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% .
|
|
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%\end{equation}
|
|
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%We then compute
|
|
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%\begin{equation}
|
|
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% (D\mathfrak F(\hat u))_{k,\ell}
|
|
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% =
|
|
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% -\frac{4\pi^2}{L^2}\nu k^2\delta_{k,\ell}
|
|
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% +\frac{4\pi^2}{L^2|k|}\partial_{\hat u_\ell}T(\hat u,k)
|
|
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%\end{equation}
|
|
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%and, by\-~(\ref{T}),
|
%and, by\-~(\ref{T}),
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%\begin{equation}
|
%\begin{equation}
|
||||||
% \partial_{\hat u_\ell}T(\hat u,k)
|
% \partial_{\hat u_\ell}T(\hat u,k)
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@@ -428,88 +574,97 @@ The parameter $\epsilon$ can be set using the parameter {\tt D\_epsilon}.
|
|||||||
% \right)\hat u_{k-\ell}
|
% \right)\hat u_{k-\ell}
|
||||||
% .
|
% .
|
||||||
%\end{equation}
|
%\end{equation}
|
||||||
\bigskip
|
For the reversible equation,
|
||||||
|
|
||||||
\indent
|
|
||||||
The Lyapunov exponents are then defined as
|
|
||||||
\begin{equation}
|
\begin{equation}
|
||||||
\frac1{t_n}\log\mathrm{spec}(\pi_{t_n})
|
f(\hat u)=
|
||||||
,\quad
|
|
||||||
\pi_{t_n}:=\prod_{i=1}^nD\hat u(t_i)
|
|
||||||
.
|
|
||||||
\end{equation}
|
|
||||||
However, the product of $D\hat u$ may become quite large or quite small (if the exponents are not all 1).
|
|
||||||
To avoid this, we periodically rescale the product.
|
|
||||||
We set $\mathfrak L_r>0$ (set by adjusting the {\tt lyanpunov\_reset} parameter), and, when $t_n$ crosses a multiple of $\mathfrak L_r$, we rescale the eigenvalues of $\pi_i$ to 1.
|
|
||||||
To do so, we perform a $QR$ decomposition:
|
|
||||||
\begin{equation}
|
|
||||||
\pi_{\alpha\mathfrak L_r}
|
|
||||||
=R^{(\alpha)}Q^{(\alpha)}
|
|
||||||
\end{equation}
|
|
||||||
where $Q^{(\alpha)}$ is orthogonal and $R^{(\alpha)}$ is a diagonal matrix, and we divide by $R^{(\alpha)}$ (thus only keeping $Q^{(\alpha)}$).
|
|
||||||
The Lyapunov exponents at time $\alpha\mathfrak L_r$ are then
|
|
||||||
\begin{equation}
|
|
||||||
\frac1{\alpha\mathfrak L_r}\sum_{\beta=1}^\alpha\log\mathrm{spec}(Q^{(\beta)})
|
|
||||||
.
|
|
||||||
\end{equation}
|
|
||||||
|
|
||||||
\subsubsection{Numerical instability}.
|
|
||||||
In order to prevent the algorithm from blowing up, it is necessary to impose the reality of $u(x)$ by hand, otherwise, truncation errors build up, and lead to divergences.
|
|
||||||
It is sufficient to ensure that the convolution term $T(\hat u,k)$ satisfies $T(\hat u,-k)=T(\hat u,k)^*$.
|
|
||||||
After imposing this condition, the algorithm no longer blows up, but it is still unstable (for instance, increasing $K_1$ or $K_2$ leads to very different results).
|
|
||||||
|
|
||||||
\subsection{Reversible equation}
|
|
||||||
\indent The reversible equation is similar to\-~(\ref{ins}) but instead of fixing the viscosity, we fix the enstrophy\-~\cite{Ga22}.
|
|
||||||
It is defined directly in Fourier space:
|
|
||||||
\begin{equation}
|
|
||||||
\partial_t\hat U_k=
|
|
||||||
-\frac{4\pi^2}{L^2}\alpha(\hat U) k^2\hat U_k+\hat G_k
|
|
||||||
-i\frac{2\pi}L\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}}
|
|
||||||
(q\cdot\hat U_p)\hat U_q
|
|
||||||
,\quad
|
|
||||||
k\cdot\hat U_k=0
|
|
||||||
\end{equation}
|
|
||||||
where $\alpha$ is chosen such that the enstrophy is constant.
|
|
||||||
In terms of $\hat u$\-~(\ref{udef}), (\ref{gdef}), (\ref{T}):
|
|
||||||
\begin{equation}
|
|
||||||
\partial_t\hat u_k=
|
|
||||||
-\frac{4\pi^2}{L^2}\alpha(\hat u) k^2\hat u_k
|
-\frac{4\pi^2}{L^2}\alpha(\hat u) k^2\hat u_k
|
||||||
+\hat g_k
|
+\hat g_k
|
||||||
+\frac{4\pi^2}{L^2|k|}T(\hat u,k)
|
+\frac{4\pi^2}{L^2|k|}T(\hat u,k)
|
||||||
.
|
|
||||||
\label{rns_k}
|
|
||||||
\end{equation}
|
\end{equation}
|
||||||
To compute $\alpha$, we use the constancy of the enstrophy:
|
so
|
||||||
\begin{equation}
|
\begin{equation}
|
||||||
\sum_{k\in\mathbb Z^2}k^2\hat U_k\cdot\partial_t\hat U_k
|
((D f(\hat u))\delta)_k
|
||||||
=0
|
|
||||||
\end{equation}
|
|
||||||
which, in terms of $\hat u$ is
|
|
||||||
\begin{equation}
|
|
||||||
\sum_{k\in\mathbb Z^2}k^2\hat u_k^*\partial_t\hat u_k
|
|
||||||
=0
|
|
||||||
\end{equation}
|
|
||||||
that is
|
|
||||||
\begin{equation}
|
|
||||||
\frac{4\pi^2}{L^2}\alpha(\hat u)\sum_{k\in\mathbb Z^2}k^4|\hat u_k|^2
|
|
||||||
=
|
=
|
||||||
\sum_{k\in\mathbb Z^2}k^2\hat u_k^*\hat g_k
|
-\frac{4\pi^2}{L^2}\alpha(\hat u) k^2\delta_k
|
||||||
+\frac{4\pi^2}{L^2}\sum_{k\in\mathbb Z^2}|k|\hat u_k^*T(\hat u,k)
|
-\frac{4\pi^2}{L^2}k^2\hat u_k D\alpha(\hat u)\delta
|
||||||
|
+\frac{4\pi^2}{L^2|k|}DT(\hat u,k)\delta
|
||||||
\end{equation}
|
\end{equation}
|
||||||
and so
|
where
|
||||||
\begin{equation}
|
\begin{equation}
|
||||||
\alpha(\hat u)
|
D\alpha(\hat u)\delta
|
||||||
=\frac{\frac{L^2}{4\pi^2}\sum_k k^2\hat u_k^*\hat g_k+\sum_k|k|\hat u_k^*T(\hat u,k)}{\sum_kk^4|\hat u_k|^2}
|
=
|
||||||
.
|
\frac{\frac{L^2}{4\pi^2}\sum_k k^2\hat \delta_k^*\hat g_k+\sum_k|k|\hat (\delta_k^*T(\hat u,k)+\hat u_k^*DT(\hat u,k)\delta)}{\sum_kk^4|\hat u_k|^2}
|
||||||
\label{alpha}
|
-\alpha(\hat u)\frac{2\sum_kk^4\delta_k^*\hat u_k}{\sum_kk^4|\hat u_k|^2}
|
||||||
\end{equation}
|
|
||||||
Note that, by\-~(\ref{realu})-(\ref{realT}),
|
|
||||||
\begin{equation}
|
|
||||||
\alpha(\hat u)\in\mathbb R
|
|
||||||
.
|
.
|
||||||
\end{equation}
|
\end{equation}
|
||||||
|
|
||||||
|
|
||||||
|
%We compute this Jacobian numerically using a finite difference, by computing
|
||||||
|
%\begin{equation}
|
||||||
|
% (D\mathfrak F_{t_n})_{k,p}:=\frac1\epsilon
|
||||||
|
% \left(\begin{array}{cc}
|
||||||
|
% \phi_k(\hat u+\epsilon\delta_p)-\phi_k(\hat u)&\phi_k(\hat u+i\epsilon\delta_p)-\phi_k(\hat u)\\
|
||||||
|
% \psi_k(\hat u+\epsilon\delta_p)-\psi_k(\hat u)&\psi_k(\hat u+i\epsilon\delta_p)-\psi_k(\hat u)
|
||||||
|
% \end{array}\right)
|
||||||
|
% .
|
||||||
|
%\end{equation}
|
||||||
|
%The parameter $\epsilon$ can be set using the parameter {\tt D\_epsilon}.
|
||||||
|
%%, so
|
||||||
|
%%\begin{equation}
|
||||||
|
%% D\hat u^{(n+1)}=\mathds 1+\delta\sum_{i=1}^q w_iD\mathfrak F(\hat u^{(n)})
|
||||||
|
%% .
|
||||||
|
%%\end{equation}
|
||||||
|
%%We then compute
|
||||||
|
%%\begin{equation}
|
||||||
|
%% (D\mathfrak F(\hat u))_{k,\ell}
|
||||||
|
%% =
|
||||||
|
%% -\frac{4\pi^2}{L^2}\nu k^2\delta_{k,\ell}
|
||||||
|
%% +\frac{4\pi^2}{L^2|k|}\partial_{\hat u_\ell}T(\hat u,k)
|
||||||
|
%%\end{equation}
|
||||||
|
%%and, by\-~(\ref{T}),
|
||||||
|
%%\begin{equation}
|
||||||
|
%% \partial_{\hat u_\ell}T(\hat u,k)
|
||||||
|
%% =
|
||||||
|
%% \sum_{\displaystyle\mathop{\scriptstyle q\in\mathbb Z^2}_{\ell+q=k}}
|
||||||
|
%% \left(
|
||||||
|
%% \frac{(q\cdot \ell^\perp)|q|}{|\ell|}
|
||||||
|
%% +
|
||||||
|
%% \frac{(\ell\cdot q^\perp)|\ell|}{|q|}
|
||||||
|
%% \right)\hat u_q
|
||||||
|
%% =
|
||||||
|
%% (k\cdot \ell^\perp)\left(
|
||||||
|
%% \frac{|k-\ell|}{|\ell|}
|
||||||
|
%% -
|
||||||
|
%% \frac{|\ell|}{|k-\ell|}
|
||||||
|
%% \right)\hat u_{k-\ell}
|
||||||
|
%% .
|
||||||
|
%%\end{equation}
|
||||||
|
%\bigskip
|
||||||
|
%
|
||||||
|
%\indent
|
||||||
|
%The Lyapunov exponents are then defined as
|
||||||
|
%\begin{equation}
|
||||||
|
% \frac1{t_n}\log\mathrm{spec}(\pi_{t_n})
|
||||||
|
% ,\quad
|
||||||
|
% \pi_{t_n}:=\prod_{i=1}^nD\hat u(t_i)
|
||||||
|
% .
|
||||||
|
%\end{equation}
|
||||||
|
%However, the product of $D\hat u$ may become quite large or quite small (if the exponents are not all 1).
|
||||||
|
%To avoid this, we periodically rescale the product.
|
||||||
|
%We set $\mathfrak L_r>0$ (set by adjusting the {\tt lyanpunov\_reset} parameter), and, when $t_n$ crosses a multiple of $\mathfrak L_r$, we rescale the eigenvalues of $\pi_i$ to 1.
|
||||||
|
%To do so, we perform a $QR$ decomposition:
|
||||||
|
%\begin{equation}
|
||||||
|
% \pi_{\alpha\mathfrak L_r}
|
||||||
|
% =R^{(\alpha)}Q^{(\alpha)}
|
||||||
|
%\end{equation}
|
||||||
|
%where $Q^{(\alpha)}$ is orthogonal and $R^{(\alpha)}$ is a diagonal matrix, and we divide by $R^{(\alpha)}$ (thus only keeping $Q^{(\alpha)}$).
|
||||||
|
%The Lyapunov exponents at time $\alpha\mathfrak L_r$ are then
|
||||||
|
%\begin{equation}
|
||||||
|
% \frac1{\alpha\mathfrak L_r}\sum_{\beta=1}^\alpha\log\mathrm{spec}(Q^{(\beta)})
|
||||||
|
% .
|
||||||
|
%\end{equation}
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
\vfill
|
\vfill
|
||||||
\eject
|
\eject
|
||||||
|
|||||||
Reference in New Issue
Block a user