Spatiotemporal dynamics of the covariant Lyapunov vectors of chaotic convection

Characterization of stability of dynamic particle ensemble systems using topological data analysis

Holes are ubiquitous structures in phase space, and their time evolution could indicate an instability in the dynamics of the system. However, the properties of these holes are difficult to study directly due to their theoretical complexity and lack of computational tools. This study proposes the use of persistent homology (PH), a technique from topological data analysis, as a computational tool for analyzing the properties of these phase-space holes, or more formally the H1 homology class according to PH. Initially, by using a toy data set, it is shown that the time evolution and the growth rate of a H1 class in phase space could be obtained by PH. For further validation, PH is applied to particle ensemble systems, such as the Hamiltonian flow and the two-stream instability (TSI). Both the stable case, where no H1 forms, and the unstable case, where H1 forms, were analyzed. It was shown that PH can distinguish between the stable and unstable cases purely from the phase-space time evolution plots. In unstable TSI, the PH also distinguished the transition of the H1 class from linear to non-linear growth. The growth rate, thus, obtained is in excellent agreement with the growth rate of the particle energy in the TSI system.

Using covariant Lyapunov vectors to quantify high-dimensional chaos with a conservation law

We explore the high-dimensional chaos of a one-dimensional lattice of diffusively coupled tent maps using the covariant Lyapunov vectors (CLVs). We investigate the connection between the dynamics of the maps in the physical space and the dynamics of the covariant Lyapunov vectors and covariant Lyapunov exponents that describe the direction and growth (or decay) of small perturbations in the tangent space. We explore the tangent space splitting into physical and transient modes and find that the splitting persists for all of the conditions we explore. In general, the leading CLVs are highly localized in space and the CLVs become less localized with increasing Lyapunov index. We consider the dynamics with a conservation law whose strength is controlled by a parameter that can be continuously varied. Our results indicate that a conservation law delocalizes the spatial variation of the CLVs. We find that when a conservation law is present, the leading CLVs are entangled with fewer of their neighboring CLVs than in the absence of a conservation law.

Systematic calculation of finite-time mixed singular vectors and characterization of error growth for persistent coherent atmospheric disturbances over Eurasia

Singular vectors (SVs) have long been employed in the initialization of ensemble numerical weather prediction (NWP) in order to capture the structural organization and growth rates of those perturbations or "errors" associated with initial condition errors and instability processes of the large scale flow. Due to their (super) exponential growth rates and spatial scales, initial SVs are typically combined empirically with evolved SVs in order to generate forecast perturbations whose structures and growth rates are tuned for specified lead-times. Here, we present a systematic approach to generating finite time or "mixed" SVs (MSVs) based on a method for the calculation of covariant Lyapunov vectors and appropriate choices of the matrix cocycle. We first derive a data-driven reduced-order model to characterize persistent geopotential height anomalies over Europe and Western Asia (Eurasia) over the period 1979-present from the National Centers for Environmental Prediction v1 reanalysis. We then characterize and compare the MSVs and SVs of each persistent state over Eurasia for particular lead-times from a day to over a week. Finally, we compare the spatiotemporal properties of SVs and MSVs in an examination of the dynamics of the 2010 Russian heatwave. We show that MSVs provide a systematic approach to generate initial forecast perturbations projected onto relevant expanding directions in phase space for typical NWP forecast lead-times.

Sensitivity of long periodic orbits of chaotic systems

The properties of long, numerically determined periodic orbits of two low-dimensional chaotic systems, the Lorenz equations and the Kuramoto-Sivashinsky system in a minimal-domain configuration, are examined. The primary question is to establish whether the sensitivity of period averaged quantities with respect to parameter perturbations computed over long orbits can be used as a sufficiently good proxy for the response of the chaotic state to finite-amplitude parameter perturbations. To address this question, an inventory of thousands of orbits at least two orders of magnitude longer than the shortest admissible cycles is constructed. The expectation of period averages, Floquet exponents, and sensitivities over such set is then obtained. It is shown that all these quantities converge to a limiting value as the orbit period is increased. However, while period averages and Floquet exponents appear to converge to analogous quantities computed from chaotic trajectories, the limiting value of the sensitivity is not necessarily consistent with the response of the chaotic state, similar to observations made with other shadowing algorithms.

Lyapunov spectra and collective modes of chimera states in globally coupled Stuart-Landau oscillators

Oscillatory systems with long-range or global coupling offer promising insight into the interplay between high-dimensional (or microscopic) chaotic motion and collective interaction patterns. Within this paper, we use Lyapunov analysis to investigate whether chimera states in globally coupled Stuart-Landau (SL) oscillators exhibit collective degrees of freedom. We compare two types of chimera states, which emerge in SL ensembles with linear and nonlinear global coupling, respectively, the latter introducing a constraint that conserves the oscillation of the mean. Lyapunov spectra reveal that for both chimera states the Lyapunov exponents split into several groups with different convergence properties in the limit of large system size. Furthermore, in both cases the Lyapunov dimension is found to scale extensively and the localization properties of covariant Lypunov vectors manifest the presence of collective Lyapunov modes. Here, however, we find qualitative differences between the two types of chimera states: Whereas the ones in the system under nonlinear global coupling exhibit only slow collective modes corresponding to Lyapunov exponents equal or close to zero, those which experience the linear mean-field coupling exhibit also faster collective modes associated with Lyapunov exponents with large positive or negative values. Furthermore, for the fastest collective mode we showed that it spreads across both synchonous and incoherent oscillators.

Correlations between the leading Lyapunov vector and pattern defects for chaotic Rayleigh-Bénard convection

We probe the effectiveness of using topological defects to characterize the leading Lyapunov vector for a high-dimensional chaotic convective flow field. This is accomplished using large-scale parallel numerical simulations of Rayleigh-Bénard convection for experimentally accessible conditions. We quantify the statistical correlations between the spatiotemporal dynamics of the leading Lyapunov vector and different measures of the flow field pattern's topology and dynamics. We use a range of pattern diagnostics to describe the flow field structures which includes many of the traditional diagnostics used to describe convection as well as some diagnostics tailored to capture the dynamics of the patterns. We use the ideas of precision and recall to build a statistical description of each pattern diagnostic's ability to describe the spatial variation of the leading Lyapunov vector. The precision of a diagnostic indicates the probability that it will locate a region where the Lyapunov vector is larger than a threshold value. The recall of a diagnostic indicates its ability to locate all of the possible spatial regions where the Lyapunov vector is above threshold. By varying the threshold used for the Lyapunov vector magnitude, we generate precision-recall curves which we use to quantify the complex relationship between the pattern diagnostics and the spatiotemporally varying magnitude of the leading Lyapunov vector. We find that pattern diagnostics which include information regarding the flow history outperform pattern diagnostics that do not. In particular, an emerging target defect has the highest precision of all of the pattern diagnostics we have explored.

Chaotic Rayleigh-Bénard convection with finite sidewalls

We explore the role of finite sidewalls on chaotic Rayleigh-Bénard convection. We use large-scale parallel spectral-element numerical simulations for the precise conditions of experiment for cylindrical convection domains. We solve the Boussinesq equations for thermal convection and the conjugate heat transfer problem for the energy transfer at the solid sidewalls of the cylindrical domain. The solid sidewall of the convection domain has finite values of thickness, thermal conductivity, and thermal diffusivity. We compute the Lyapunov vectors and exponents for the entire fluid-solid coupled problem. We quantify the chaotic dynamics of convection over a range of thermal sidewall boundary conditions. We find that the dynamics become less chaotic as the thermal conductivity of the sidewalls increases as measured by the value of the fractal dimension of the dynamics. The thermal conductivity of the sidewall is a stabilizing influence; the heat transfer between the fluid and solid regions is always in the direction to reduce the fluid motion near the sidewalls. Although the heat interaction for strongly conducting sidewalls is only about 1% of the heat transfer through the fluid layer, it is sufficient to reduce the fractal dimension of the dynamics by approximately 25% in our computations.