Zero-Noise Selection for Point Vortex Dynamics after Collapse
Milo Viviani (joint work with Francesco Grotto and Marco Romito)
Scuola Normale Superiore - Pisa
YoungStats Webinar - Stochastic fluid dynamics
15 November 2023
2D Euler Equations
Vorticity formulation
- ω is the scalar vorticity field ω=∇×u
- ψ is the stream function
- The spatial domain is R2
- Global well posedness for ω0∈L1(R2)∩L∞(R2)
Point-vortex Equations
- xi are the positions of the vortices
- Γi are the intensities of the vortices
- Well-posed for almost any initial configuration, w.r.t. the Lebesgue measure [Marchioro&Pulvirenti, 1994]
- The initial positions xi(0) for which the vortices collapse is dense in R2N, for N>2
for i=1,2,…,N
Point-vortex as solutions to the 2D Euler Equations
- Solves the Euler equations in the sense of distributions if the self-interaction terms are neglected [Schochet, 1996]
- Point-vortex equations can be obtained as limit of smooth solutions to the Euler equations
- Point-vortex solutions for a finite dimensional coadjoint orbit in Ξvol∗ [Marsden&Weinstein, 1983]
Empirical measure
Continuation after collapse
Deterministic [Godota&Sakajo, 2016]
for i=1,2,…,N
where, for any ε>0, Kε=ϱε∗K, K(x)=∣x∣2x⊥,
for ϱ:R→R convolution kernel ϱε(x)=ε21ϱ(εx)
Given x1(0),x2(0),x3(0) collapsing intial configuration, for ε→0
- xiε(t)→xi(t) for t∈[0,tc]
- xiε(t)→xi(2tc−t) for t∈[tc,2tc]
where xi=(xi,1,−xi,2)
Continuation after collapse
Stochastic [Flandoli&Gubinelli&Priola, 2011]
for i=1,2,…,N
where, for any ε>0, Bi are i.i.d. 2D Brownian motions. Implies pathwise unique strong solution for t≥0.
Given x1(0)ε,x2(0)ε,x3(0)ε collapsing intial configuration, for ε→0
- Law(x1ε,x2ε,x3ε)⇒Law(x1,x2,x3), for ε→0 in t∈[0,2tc], up to subsequences
- Pathwise convergence before tc but not after
OPEN QUESTION: What is the limit Law(x1,x2,x3)?
First integrals in R2
The Point-vortex equations in R2 admit the following first integrals
- Energy: H=−2π1∑i=jΓiΓjlog∣xi−xj∣
- Barycenter: M=∑i=jΓixi
- Moment of intertia: I=∑i=jΓiΓj∣xi−xj∣2
For N=3, the point-vortex equations exhibit (self similar) collapse in finite time if and only if
- ∑i=jΓiΓj=0
- I=∑i=jΓiΓj∣xi−xj∣2=0
Reduced equations
-
For N=3, given a collapsing initial configuration with M=0, by invariance under rotation and homotheties of the collapsing condition, we can study Rx1, such that
Rx3=(1,0) and Γ2Rx2=−Γ3Rx3−Γ1Rx1, for a suitable matrix R∈O(2)+
- Let Z:=Rx1We then have H=H(Z) and I=I(Z)
- We study how H and I change after the collapse for ε→0
- The set {Z∈R2:H(Z)=H0∩I(Z)=I0} determines the possible configurations
Numerical simulations

Trajectories x1ε,x2ε,x3ε
Evolution of Z(t) purple, green I=I0, black H=H0
ε=10−10
Rmk: H and I are local martingales

Numerical scheme
- Adaptive symplectic integrator (midpoint scheme)
- Stochastic midpoint [Burrage&Burrage, 2014], two evaluations of the Wiener process
where the time-step h:=h(n) is such that h(n)σ(x1n,x2n,x3n)α=h(0)σ(x10,x20,x30)α, for α=1.3 and σ(x1,x2,x3)=∥x1−x2∥21+∥x2−x3∥21+∥x1−x3∥211
Statistics for the limiting distribution
- Evidences of non-uniform distribution of the reopening angle θ, defined as the angle between x2ε and the x−axis at t=2tc, for ε→0:
- strong fluctuations of CDF for different ε may indicate non-unique limit distribution;
- p-values<<10−9, for ε=10−10, tested on the uniform distribution hypotesis for θ
- Evidences of equal probability in keeping or changing configuration after collapse (4 intersections of H and I), p-value=0.295, for ε=10−10

Empirical c.d.f. (solid blue) of the angle of x2ε(2tc) for 104 samples, ε=10−10 . Dotted blue curves are confidence bounds (95%) for the e.c.d.f. and the solid red line is the c.d.f. of the uniform distribution on [0,2π].
Empirical CDF

Empirical c.d.f. (solid blue) of the angle of x2ε(2tc) for 104 samples, ε=10−10 . Dotted blue curves are confidence bounds (95%) for the e.c.d.f. and the solid red line is the c.d.f. of the uniform distribution on [0,2π]. Samples being divided (right and left plots) according to the similarity class of the PV position triangle during burst.
Empirical CDF
Zero-Noise Selection for Point Vortex Dynamics after Collapse
By Milo Viviani
Zero-Noise Selection for Point Vortex Dynamics after Collapse
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