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Spontaneous Stochasticity and Thermal Noise in Turbulent Systems
Spontaneous Stochasticity and Thermal Noise in Turbulent Systems
Spontaneous Stochasticity and Thermal Noise in Turbulent Systems

Detailed Information

자료유형  
 학위논문 서양
최종처리일시  
20260202105210
ISBN  
9798291563830
DDC  
530
저자명  
Bandak, Dmytro.
서명/저자  
Spontaneous Stochasticity and Thermal Noise in Turbulent Systems
발행사항  
[Sl] : University of Illinois at Urbana-Champaign, 2023
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2023
형태사항  
163 p
주기사항  
Source: Dissertations Abstracts International, Volume: 87-02, Section: B.
주기사항  
Advisor: Cooper, S. Lance.
학위논문주기  
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2023.
초록/해제  
요약The subject of this thesis is twofold. First, it is about spontaneous stochasticity in turbulent systems, a mechanism through which stochastic behaviour can emerge in formally deterministic systems. Second, it is about the interplay of turbulence and thermal noise, which naturally emerges from the inclusion of the inherent source of stochasticity in molecular turbulent fluids. A brief summary of what we accomplish in each of these areas is as follows. In Part I, Chapter 2 we develop a theoretical approach to "spontaneous stochasticity" in classical dynamical systems that are nearly singular and weakly perturbed by noise. Based upon analogy with statistical-mechanical critical points at zero temperature, we elaborate a renormalization group (RG) theory that determines the universal spontaneous statistics obtained for sufficiently long times after most details of the initial data are forgotten. We propose a toy model of a one-dimensional singular ordinary differential equation that exhibits spontaneous stochasticity, and apply our RG method to solve it exactly. Generalizing and unifying prior results for the model, we obtain the RG fixed points that characterize the spontaneous statistics in the near-singular, weak-noise limit, determine the exact domain of attraction of each fixed point, and derive the universal approach to the fixed points as a singular large-deviations scaling, distinct from that obtained by the standard saddle-point approximation to stochastic path-integrals in the zero-noise limit. We also present numerical simulation results that verify our analytical predictions, propose possible experimental realizations of the toy model, and discuss more generally current empirical evidence for ubiquitous spontaneous stochasticity in Nature. In Part I, Chapter 3 we develop a simple mechanical model of Eulerian spontaneous stochasticity that can be implemented experimentally, which we call the cascading pendulum. The model was inspired by the geometric analogy between the motion of an inviscid fluid and a rigid body proposed by Arnold in 1966, and comes from combining the chaotic double pendulum with scale invariance. In our work we show that, initiated from a resting position with forcing that can be easily implemented experimentally, the cascading pendulum indeed displays spontaneous stochasticity, and as such in the limit does not require any noise or perturbation to behave in an intrinsically indeterministic way. Furthermore, using numerical simulations we show that the cascading pendulum possesses other remarkable properties typically associated with hydrodynamic turbulence such as the dissipative anomaly, cascade of energy and breaking of scale invariance. To conclude we discuss generalizations of the cascading pendulum to higher dimensions and its related linear modification, as well as directions of future investigation such as control and quantization of the cascading pendulum. In Part II, Chapter 4 we revisit the issue of whether thermal fluctuations are relevant for incompressible fluid turbulence, and estimate the scale at which they become important. As anticipated by Betchov in a prescient series of works more than six decades ago, this scale is about equal to the Kolmogorov length, even though that is several orders of magnitude above the mean free path. This result implies that the deterministic version of the incompressible Navier-Stokes equation is inadequate to describe the dissipation range of turbulence in molecular fluids. Within this range, the fluctuating hydrodynamics equation of Landau and Lifschitz is more appropriate. In particular, our analysis implies that both the exponentially decaying energy spectrum and the far-dissipation range intermittency predicted by Kraichnan for deterministic Navier- Stokes will be generally replaced by Gaussian thermal equipartition at scales just below the Kolmogorov length. Stochastic shell model simulations at high Reynolds numbers verify our theoretical predictions and reveal furthermore that inertial-range intermittency can propagate deep into the dissipation range, leading to large fluctuations in the equipartition length scale. We explain the failure of previous scaling arguments for the validity of deterministic Navier-Stokes equations at any Reynolds number and we provide a mathematical interpretation and physical justification of the fluctuating Navier-Stokes equation as an effective field-theory valid below some high-wavenumber cutoff Λ, rather than as a continuum stochastic partial differential equation. In Part II, Chapter 5 we use theoretical estimates and shell model simulations to argue that Eulerian spontaneous stochasticity, a manifestation of the non-uniqueness of the solutions to the Euler equation that is conjectured to occur in Navier-Stokes turbulence at high Reynolds numbers, leads to universal statistics at finite times, not just at infinite time as for standard chaos. We show that thermal noise effects vanish slowly enough with increasing Reynolds number that they are able to trigger spontaneous stochasticity. Thus, turbulent fluid motions are intrinsically stochastic at all scales due to molecular noise. I also show evidence that replica symmetry breaking accompanies spontaneous stochasticity and speculate about its physical interpretation. Our work implies essential indeterminism in the evolution of turbulent flows at scales of practical interest, with far-ranging implications for engineering, geophysics, and astrophysics.
일반주제명  
Plasma physics
일반주제명  
Quantum physics
일반주제명  
Theoretical physics
키워드  
Turbulence
키워드  
Spontaneous stochasticity
키워드  
Thermal noise
키워드  
Renormalization group
키워드  
Dissipation range
기타저자  
University of Illinois at Urbana-Champaign Physics
기본자료저록  
Dissertations Abstracts International. 87-02B.
전자적 위치 및 접속  
로그인 후 원문을 볼 수 있습니다.

MARC

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■1001  ▼aBandak,  Dmytro.
■24510▼aSpontaneous  Stochasticity  and  Thermal  Noise  in  Turbulent  Systems
■260    ▼a[Sl]▼bUniversity  of  Illinois  at  Urbana-Champaign▼c2023
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2023
■300    ▼a163  p
■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  87-02,  Section:  B.
■500    ▼aAdvisor:  Cooper,  S.  Lance.
■5021  ▼aThesis  (Ph.D.)--University  of  Illinois  at  Urbana-Champaign,  2023.
■520    ▼aThe  subject  of  this  thesis  is  twofold.  First,  it  is  about  spontaneous  stochasticity  in  turbulent  systems,  a  mechanism  through  which  stochastic  behaviour  can  emerge  in  formally  deterministic  systems.  Second,  it  is  about  the  interplay  of  turbulence  and  thermal  noise,  which  naturally  emerges  from  the  inclusion  of  the  inherent  source  of  stochasticity  in  molecular  turbulent  fluids.  A  brief  summary  of  what  we  accomplish  in  each  of  these  areas  is  as  follows.  In  Part  I,  Chapter  2  we  develop  a  theoretical  approach  to  "spontaneous  stochasticity"  in  classical  dynamical  systems  that  are  nearly  singular  and  weakly  perturbed  by  noise.  Based  upon  analogy  with  statistical-mechanical  critical  points  at  zero  temperature,  we  elaborate  a  renormalization  group  (RG)  theory  that  determines  the  universal  spontaneous  statistics  obtained  for  sufficiently  long  times  after  most  details  of  the  initial  data  are  forgotten.  We  propose  a  toy  model  of  a  one-dimensional  singular  ordinary  differential  equation  that  exhibits  spontaneous  stochasticity,  and  apply  our  RG  method  to  solve  it  exactly.  Generalizing  and  unifying  prior  results  for  the  model,  we  obtain  the  RG  fixed  points  that  characterize  the  spontaneous  statistics  in  the  near-singular,  weak-noise  limit,  determine  the  exact  domain  of  attraction  of  each  fixed  point,  and  derive  the  universal  approach  to  the  fixed  points  as  a  singular  large-deviations  scaling,  distinct  from  that  obtained  by  the  standard  saddle-point  approximation  to  stochastic  path-integrals  in  the  zero-noise  limit.  We  also  present  numerical  simulation  results  that  verify  our  analytical  predictions,  propose  possible  experimental  realizations  of  the  toy  model,  and  discuss  more  generally  current  empirical  evidence  for  ubiquitous  spontaneous  stochasticity  in  Nature.  In  Part  I,  Chapter  3  we  develop  a  simple  mechanical  model  of  Eulerian  spontaneous  stochasticity  that  can  be  implemented  experimentally,  which  we  call  the  cascading  pendulum.  The  model  was  inspired  by  the  geometric  analogy  between  the  motion  of  an  inviscid  fluid  and  a  rigid  body  proposed  by  Arnold  in  1966,  and  comes  from  combining  the  chaotic  double  pendulum  with  scale  invariance.  In  our  work  we  show  that,  initiated  from  a  resting  position  with  forcing  that  can  be  easily  implemented  experimentally,  the  cascading  pendulum  indeed  displays  spontaneous  stochasticity,  and  as  such  in  the  limit  does  not  require  any  noise  or  perturbation  to  behave  in  an  intrinsically  indeterministic  way.  Furthermore,  using  numerical  simulations  we  show  that  the  cascading  pendulum  possesses  other  remarkable  properties  typically  associated  with  hydrodynamic  turbulence  such  as  the  dissipative  anomaly,  cascade  of  energy  and  breaking  of  scale  invariance.  To  conclude  we  discuss  generalizations  of  the  cascading  pendulum  to  higher  dimensions  and  its  related  linear  modification,  as  well  as  directions  of  future  investigation  such  as  control  and  quantization  of  the  cascading  pendulum.  In  Part  II,  Chapter  4  we  revisit  the  issue  of  whether  thermal  fluctuations  are  relevant  for  incompressible  fluid  turbulence,  and  estimate  the  scale  at  which  they  become  important.  As  anticipated  by  Betchov  in  a  prescient  series  of  works  more  than  six  decades  ago,  this  scale  is  about  equal  to  the  Kolmogorov  length,  even  though  that  is  several  orders  of  magnitude  above  the  mean  free  path.  This  result  implies  that  the  deterministic  version  of  the  incompressible  Navier-Stokes  equation  is  inadequate  to  describe  the  dissipation  range  of  turbulence  in  molecular  fluids.  Within  this  range,  the  fluctuating  hydrodynamics  equation  of  Landau  and  Lifschitz  is  more  appropriate.  In  particular,  our  analysis  implies  that  both  the  exponentially  decaying  energy  spectrum  and  the  far-dissipation  range  intermittency  predicted  by  Kraichnan  for  deterministic  Navier-  Stokes  will  be  generally  replaced  by  Gaussian  thermal  equipartition  at  scales  just  below  the  Kolmogorov  length.  Stochastic  shell  model  simulations  at  high  Reynolds  numbers  verify  our  theoretical  predictions  and  reveal  furthermore  that  inertial-range  intermittency  can  propagate  deep  into  the  dissipation  range,  leading  to  large  fluctuations  in  the  equipartition  length  scale.  We  explain  the  failure  of  previous  scaling  arguments  for  the  validity  of  deterministic  Navier-Stokes  equations  at  any  Reynolds  number  and  we  provide  a  mathematical  interpretation  and  physical  justification  of  the  fluctuating  Navier-Stokes  equation  as  an  effective  field-theory  valid  below  some  high-wavenumber  cutoff  Λ,  rather  than  as  a  continuum  stochastic  partial  differential  equation.  In  Part  II,  Chapter  5  we  use  theoretical  estimates  and  shell  model  simulations  to  argue  that  Eulerian  spontaneous  stochasticity,  a  manifestation  of  the  non-uniqueness  of  the  solutions  to  the  Euler  equation  that  is  conjectured  to  occur  in  Navier-Stokes  turbulence  at  high  Reynolds  numbers,  leads  to  universal  statistics  at  finite  times,  not  just  at  infinite  time  as  for  standard  chaos.  We  show  that  thermal  noise  effects  vanish  slowly  enough  with  increasing  Reynolds  number  that  they  are  able  to  trigger  spontaneous  stochasticity.  Thus,  turbulent  fluid  motions  are  intrinsically  stochastic  at  all  scales  due  to  molecular  noise.  I  also  show  evidence  that  replica  symmetry  breaking  accompanies  spontaneous  stochasticity  and  speculate  about  its  physical  interpretation.  Our  work  implies  essential  indeterminism  in  the  evolution  of  turbulent  flows  at  scales  of  practical  interest,  with  far-ranging  implications  for  engineering,  geophysics,  and  astrophysics.
■590    ▼aSchool  code:  0090.
■650  4▼aPlasma  physics
■650  4▼aQuantum  physics
■650  4▼aTheoretical  physics
■653    ▼aTurbulence
■653    ▼aSpontaneous  stochasticity
■653    ▼aThermal  noise
■653    ▼aRenormalization  group
■653    ▼aDissipation  range
■690    ▼a0759
■690    ▼a0599
■690    ▼a0753
■71020▼aUniversity  of  Illinois  at  Urbana-Champaign▼bPhysics.
■7730  ▼tDissertations  Abstracts  International▼g87-02B.
■790    ▼a0090
■791    ▼aPh.D.
■792    ▼a2023
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17359766▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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