Hydrodynamics on the Sphere

and Quantization

Klas Modin

Collaborator: Milo Viviani

SNS Pisa

azimuth

2D Euler on the Sphere

elevation

\dot\omega - \{\psi,\omega \} = 0

azimuth

elevation

2D Euler on the Sphere

\dot\omega - \{\psi,\omega \} = 0

Statistical mechanics

theories for 2D Euler

Idea by Onsager (1949):

  • Approximate \(\omega\) by PV for large \(N\)
  • Find invariant measure and presume ergodicity

Hamiltonian function:

\displaystyle H(x_1,\ldots,x_N) = \sum_{kl} \Gamma_k\Gamma_l G(x_1, x_N)

Statistical mechanics

theories for 2D Euler

Idea by Onsager (1949):

  • Approximate \(\omega\) by PV for large \(N\)
  • Find invariant measure and presume ergodicity

Hamiltonian function:

\displaystyle H(x_1,\ldots,x_N) = -\sum_{kl} \Gamma_k\Gamma_l \log |x_1-x_N|

Onsager's observation:

Pos. and neg. strengths \(\Rightarrow\) energy takes values \(-\infty\) to \(\infty\)

Statistical mechanics

theories for 2D Euler

Idea by Onsager (1949):

  • Approximate \(\omega\) by PV for large \(N\)
  • Find invariant measure and presume ergodicity

Hamiltonian function:

\displaystyle H(x_1,\ldots,x_N) = -\sum_{kl} \Gamma_k\Gamma_l \log |x_1-x_N|

Onsager's observation:

Pos. and neg. strengths \(\Rightarrow\) energy takes values \(-\infty\) to \(\infty\)

\(\Rightarrow\) phase volume function \(v(E)\) has inflection point

Statistical mechanics

theories for 2D Euler

Idea by Onsager (1949):

  • Approximate \(\omega\) by PV for large \(N\)
  • Find invariant measure and presume ergodicity

Hamiltonian function:

\displaystyle H(x_1,\ldots,x_N) = -\sum \Gamma_k\Gamma_l \log |x_1-x_N|

Problems with Onsager's theory

  • PV solutions far from smooth (\(H^{-1}\) but never \(L^p\))
  • \(\Rightarrow\) No Casimir functions
  • But experiments and numerical simulations strongly indicate that Casimirs affect long-time behavior

Vorticity formulation

\dot v + \nabla_v v = -\nabla p - 2\Omega\times v
\operatorname{div} v = 0

Apply curl to \(v\)

\dot\omega - \{\psi,\omega \} = 0
\Delta\psi = \omega - f
\dot\omega - L_v\omega = 0
\omega: S^2\to \mathbb{R} \qquad \psi: S^2\to \mathbb{R}

level-sets of \(\omega\)

How to discretize Lie-Poisson structure?

Structure Preserving Discretization via Quantization

Vladimir Zeitlin

Classical

Quantized

\omega \in C^\infty
W \in \mathfrak{su}(N)
\{\cdot,\cdot \}
[\cdot,\cdot ]
\dot\omega = \{\psi,\omega \}
\dot W = [P,W]

Discrete Laplace-Beltrami on \(\mathfrak{su}(N)\)

  • "Magic" formula [Hoppe & Yau, 1998]
    \[\Delta_N W =\frac{N^2-1}{2}\left([X^N,[X^N,W]]- \frac{1}{2}[X_+^N,[X_-^N,W]]- \frac{1}{2}[X_-^N,[X_+^N,W]] \right)  \]

banded matrices

\displaystyle\dot W = [\Delta_N^{-1}W,W]

What is \(\Delta_N\) and how compute \(\Delta_N^{-1}W\) ?

(Naive approach requires \(O(N^3)\) operations with large constant)

\(O(N^2)\) operations

  • \(\Delta_N\) admits sparse \(LU\)-factorization with \(O(N^2)\) non-zeros

Spatial discretization obtained!

\displaystyle \dot W = [\Delta_N^{-1}W,W]

Note: corresponds to

\(N^2\) spherical harmonics

\(O(N^2)\) operations

\(O(N^3)\) operations

Isospectral flow \(\Rightarrow\) discrete Casimirs

\displaystyle C^N_f(W) = \operatorname{tr}(f(W))

Spatial convergence
(work in progress)

  • Insight: strong convergence not expected
    (proof: spectral theorem)
     
  • \(L^\infty\) weak* convergence established
    ("right" setting for 2D turbulence [Shnirelman, 1993])

Clues on long-time behavior

Non-zero angular momentum

\(N=501\)

Possible mechanism

Observation: large scale motion quasiperiodic

Assumptions for new mechanism:

  1. Small formations merge to larger (inverse energy cascade)
  2. Well-separated blobs interact approximately by PVD
  3. Dynamics is not integrable \(\Rightarrow\) blobs continue to merge
  4. \(k\)-PVD integrable \(\Rightarrow\) quasi-periodicity prevents further mixing

Predictions for Euler on \(S^2\)

For generic initial conditions:

  1. Momentum small \(\Rightarrow\) 4-PVD is KAM-integrable \(\Rightarrow\) expect 4 non-steady vortex blobs
     
  2. Momentum intermediate \(\Rightarrow\) 3-PVD is integrable \(\Rightarrow\) expect 3 non-steady vortex blobs
     
  3. Momentum large \(\Rightarrow\) expect 2 large and 1 small vortex blobs

Canonical scale separation

Canonical splitting by stabilizer projection:

W = W_s + W_r\qquad W_s \in \mathrm{stab}(P)

initial time

intermediate time

long time

Canonical scale separation

Canonical splitting by stabilizer projection:

W = W_s + W_r\qquad W_s \in \mathrm{stab}(P)

wave number

energy

Conclusions

  • Quantization + Lie-Poisson time-discretization provide superior numerical methods for 2D hydrodynamics
     
  • The quantized Euler equations themselves yield insights up to \(L^\infty\) weak* convergence

THANKS!

References:

  • Hoppe, Int. J. Mod. Phys., 1989
  • Zeitlin, Phys. D, 1991
  • Hoppe and Yau, Comm. Math. Phys., 1998
  • M. and Viviani, J. Fluid Mech., 2020
  • M. and Viviani, arXiv:2102.01451

Hydrodynamics on the Sphere: Numerical Methods based on Quantization

By Klas Modin

Private

Hydrodynamics on the Sphere: Numerical Methods based on Quantization

Presentation given 2021-05 at the SIAM Conference on Dynamical Systems 2021.