Numerically modelling stochastic lie transport in fluid dynamics
File(s)StochasticEuler.pdf (6.87 MB)
Accepted version
Author(s)
Cotter, Colin J
Crisan, Dan
Holm, Darryl D
Pan, Wei
Shevchenko, Igor
Type
Journal Article
Abstract
We present a numerical investigation of stochastic transport in ideal fluids.
According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles
of transformation theory and multi-time homogenisation, respectively, imply a
physically meaningful, data-driven approach for decomposing the fluid transport
velocity into its drift and stochastic parts, for a certain class of fluid
flows. In the current paper, we develop new methodology to implement this
velocity decomposition and then numerically integrate the resulting stochastic
partial differential equation using a finite element discretisation for
incompressible 2D Euler fluid flows. The new methodology tested here is found
to be suitable for coarse graining in this case. Specifically, we perform
uncertainty quantification tests of the velocity decomposition of Cotter et al.
(2017), by comparing ensembles of coarse-grid realisations of solutions of the
resulting stochastic partial differential equation with the "true solutions" of
the deterministic fluid partial differential equation, computed on a refined
grid. The time discretization used for approximating the solution of the
stochastic partial differential equation is shown to be consistent. We include
comprehensive numerical tests that confirm the non-Gaussianity of the stream
function, velocity and vorticity fields in the case of incompressible 2D Euler
fluid flows.
According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles
of transformation theory and multi-time homogenisation, respectively, imply a
physically meaningful, data-driven approach for decomposing the fluid transport
velocity into its drift and stochastic parts, for a certain class of fluid
flows. In the current paper, we develop new methodology to implement this
velocity decomposition and then numerically integrate the resulting stochastic
partial differential equation using a finite element discretisation for
incompressible 2D Euler fluid flows. The new methodology tested here is found
to be suitable for coarse graining in this case. Specifically, we perform
uncertainty quantification tests of the velocity decomposition of Cotter et al.
(2017), by comparing ensembles of coarse-grid realisations of solutions of the
resulting stochastic partial differential equation with the "true solutions" of
the deterministic fluid partial differential equation, computed on a refined
grid. The time discretization used for approximating the solution of the
stochastic partial differential equation is shown to be consistent. We include
comprehensive numerical tests that confirm the non-Gaussianity of the stream
function, velocity and vorticity fields in the case of incompressible 2D Euler
fluid flows.
Date Issued
2019-01-30
Date Acceptance
2018-11-20
Citation
SIAM Journal on Scientific Computing, 2019, 17 (1), pp.192-232
ISSN
1064-8275
Publisher
Society for Industrial and Applied Mathematics
Start Page
192
End Page
232
Journal / Book Title
SIAM Journal on Scientific Computing
Volume
17
Issue
1
Copyright Statement
© 2019, Society for Industrial and Applied Mathematics
Sponsor
Engineering and Physical Sciences Research Council
Identifier
http://arxiv.org/abs/1801.09729v2
Grant Number
EP/N023781/1
Subjects
physics.flu-dyn
physics.flu-dyn
76B99 (primary), 65Z05, 60G99 (secondary)
Notes
41 pages, 26 figures Minor changes -- updated figures to improve readability. Corrected typos. Shifted Remark 7 to just after Assumption A1. Added Remark 8
Publication Status
Published
Date Publish Online
2019-01-30