Geometric, variational discretization of continuum theories

This study derives geometric, variational discretization of continuum theories arising in fluid dynamics, magnetohydrodynamics (MHD), and the dynamics of complex fluids. A central role in these discretizations is played by the geometric formulation of fluid dynamics, which views solutions to the governing equations for perfect fluid flow as geodesics on the group of volume-preserving diffeomorphisms of the fluid domain. Inspired by this framework, we construct a finite-dimensional approximation to the diffeomorphism group and its Lie algebra, thereby permitting a variational temporal discretization of geodesics on the spatially discretized diffeomorphism group. The extension to MHD and complex fluid flow is then made through an appeal to the theory of Euler-Poincaré systems with advection, which provides a generalization of the variational formulation of ideal fluid flow to fluids with one or more advected parameters. Upon deriving a family of structured integrators for these systems, we test their performance via a numerical implementation of the update schemes on a cartesian grid. Among the hallmarks of these new numerical methods are exact preservation of momenta arising from symmetries, automatic satisfaction of solenoidal constraints on vector fields, good long-term energy behavior, robustness with respect to the spatial and temporal resolution of the discretization, and applicability to irregular meshes.     

Differential-geometric structures associated with the Lagrangian and a nonvariational interpretation of the Euler equations and Nöther’s theorem

Differential-geometry structures associated with Lagrangians are studied. A relative invariant E embraced by an extension of fundamental object is constructed (in the paper, E is referred to as the Euler relative invariant) such that the equation E = 0 is an invariant representation of the Euler equation for the variational functional. For this reason, a nonvariational interpretation of the Euler equations becomes possible, because the Euler equations need not be connected with the variational problem, and one can regard the equations from the very beginning as an equation arising when equating the Euler relative invariant to zero. Local diffeomorphisms between two structures associated with Lagrangians are also discussed. The theorem concerning conditions under which the vanishing condition for the Euler relative invariant of one of these structures leads to vanishing of the Euler invariant relative of the other structure can be treated as a nonvariational interpretation of Nöther’s theorem.     

Geometric gradient-flow dynamics with singular solutions

The gradient-flow dynamics of an arbitrary geometric quantity is derived using a generalization of Darcy’s Law. We consider flows in both Lagrangian and Eulerian formulations. The Lagrangian formulation includes a dissipative modification of fluid mechanics. Eulerian equations for self-organization of scalars, 1-forms and 2-forms are shown to reduce to nonlocal characteristic equations. We identify singular solutions of these equations corresponding to collapsed (clumped) states and discuss their evolution.     

Surface Tension of Multi-phase Flow with Multiple Junctions Governed by the Variational Principle

We explore a computational model of an incompressible fluid with a multi-phase field in three-dimensional Euclidean space. By investigating an incompressible fluid with a two-phase field geometrically, we reformulate the expression of the surface tension for the two-phase field found by Lafaurie et al. (J Comput Phys 113:134–147, 1994) as a variational problem related to an infinite dimensional Lie group, the volume-preserving diffeomorphism. The variational principle to the action integral with the surface energy reproduces their Euler equation of the two-phase field with the surface tension. Since the surface energy of multiple interfaces even with singularities is not difficult to be evaluated in general and the variational formulation works for every action integral, the new formulation enables us to extend their expression to that of a multi-phase (N-phase, N\geqslant2N\geqslant2) flow and to obtain a novel Euler equation with the surface tension of the multi-phase field. The obtained Euler equation governs the equation for motion of the multi-phase field with different surface tension coefficients without any difficulties for the singularities at multiple junctions. In other words, we unify the theory of multi-phase fields which express low dimensional interface geometry and the theory of the incompressible fluid dynamics on the infinite dimensional geometry as a variational problem. We apply the equation to the contact angle problems at triple junctions. We computed the fluid dynamics for a two-phase field with a wall numerically and show the numerical computational results that for given surface tension coefficients, the contact angles are generated by the surface tension as results of balances of the kinematic energy and the surface energy.     

On the Volumorphism Group, the First Conjugate Point is Always the Hardest

We find a simple local criterion for the existence of conjugate points on the group of volume-preserving diffeomorphisms of a 3-manifold with the Riemannian metric of ideal fluid mechanics, in terms of an ordinary differential equation along each Lagrangian path. Using this criterion, we prove that the first conjugate point along a geodesic in this group is always pathological: the differential of the exponential map always fails to be Fredholm.Much of this work was completed while the author was a Lecturer at the University of Pennsylvania. The author is grateful for their hospitality.     

Statistical mechanics of Arakawa’s discretizations

The results of statistical analysis of simulation data obtained from long time integrations of geophysical fluid models greatly depend on the conservation properties of the numerical discretization used. This is illustrated for quasi-geostrophic flow with topographic forcing, for which a well established statistical mechanics exists. Statistical mechanical theories are constructed for the discrete dynamical systems arising from three discretizations due to Arakawa [Arakawa, Computational design for long-term numerical integration of the equations of fluid motion: two-dimensional incompressible flow. Part I. J. Comput. Phys. 1 (1966) 119–143] which conserve energy, enstrophy or both. Numerical experiments with conservative and projected time integrators show that the statistical theories accurately explain the differences observed in statistics derived from the discretizations.     

Quantum dynamics of hydrogen atom in complex space

We show in this paper that the electron’s quantum dynamics in hydrogen atom can be modeled exactly by quantum Hamilton-Jacobi formalism. It is found that the quantizations of energy, angular momentum, and the action variable ∫p dq are all originated from the electron’s complex motion, and that the shell structure observed in hydrogen atom is indeed originated from the structure of the complex quantum potential, from which the quantum forces acting upon the electron can be uniquely determined, the stability of atomic configuration can be justified, and the electron’s complex trajectories can be derived accordingly. Based on the derived electron’s trajectory, we can explain why the electron appears at some positions with large probability, while at some other positions with small probability. The positions with maximum probability predicted by standard quantum mechanics are found to be just the stable equilibrium points of the electron’s non-linear complex dynamics. The electron’s trajectories in hydrogen atom are discovered to be very diverse and strongly state-dependent; some of them are open and non-periodic, while some are closed and periodic. Over such a great diversity of orbits, commensurability condition ensuring the existence of closed orbit will be derived and the de Broglie’s standing wave pattern will be identified. Along the investigation of the electron’s orbits in hydrogen atom, we will also clarify why old quantum mechanics using the concept of classical orbit can correctly predict the energy quantization of hydrogen atom and meanwhile why it is not applicable to general quantum system. Finally, the internal mechanism of how the precessing, non-conical eigen-trajectories can evolve continuously to the classical, non-precessing, conical orbits as n → ∞ is explained in detail.     

Statistical mechanics of two-dimensional Euler flows and minimum enstrophy states

A simplified thermodynamic approach of the incompressible 2D Euler equation is considered based on the conservation of energy, circulation and microscopic enstrophy. Statistical equilibrium states are obtained by maximizing the Miller-Robert-Sommeria (MRS) entropy under these sole constraints. We assume that these constraints are selected by properties of forcing and dissipation. We find that the vorticity fluctuations are Gaussian while the mean flow is characterized by a linear [`(w)]-y\overline{\omega}-\psi relationship. Furthermore, we prove that the maximization of entropy at fixed energy, circulation and microscopic enstrophy is equivalent to the minimization of macroscopic enstrophy at fixed energy and circulation. This provides a justification of the minimum enstrophy principle from statistical mechanics when only the microscopic enstrophy is conserved among the infinite class of Casimir constraints. Relaxation equations towards the statistical equilibrium state are derived. These equations can serve as numerical algorithms to determine maximum entropy or minimum enstrophy states. We use these relaxation equations to study geometry induced phase transitions in rectangular domains. In particular, we illustrate with the relaxation equations the transition between monopoles and dipoles predicted by Chavanis and Sommeria [J. Fluid Mech. 314, 267 (1996)]. We take into account stable as well as metastable states and show that metastable states are robust and have negative specific heats. This is the first evidence of negative specific heats in that context. We also argue that saddle points of entropy can be long-lived and play a role in the dynamics because the system may not spontaneously generate the perturbations that destabilize them.     

Anti-gravitation

The possibility of a symmetry between gravitating and anti-gravitating particles is examined. The properties of the anti-gravitating fields are defined by their behavior under general diffeomorphisms. The equations of motion and the conserved canonical currents are derived, and it is shown that the kinetic energy remains positive whereas the new fields can make a negative contribution to the source term of Einstein's field equations. The interaction between the two types of fields is naturally suppressed by the Planck scale.     

Discrete gradients in discrete classical mechanics

A simple model of discrete classical mechanics is given where, starting from the continuous Hamilton equations, discrete equations of motion are established together with a proper discrete gradient definition. The conservation laws of the total discrete momentum, angular momentum, and energy are demonstrated.     

Statistical mechanics of Arakawa’s discretizations

The results of statistical analysis of simulation data obtained from long time integrations of geophysical fluid models greatly depend on the conservation properties of the numerical discretization used. This is illustrated for quasi-geostrophic flow with topographic forcing, for which a well established statistical mechanics exists. Statistical mechanical theories are constructed for the discrete dynamical systems arising from three discretizations due to Arakawa [Arakawa, Computational design for long-term numerical integration of the equations of fluid motion: two-dimensional incompressible flow. Part I. J. Comput. Phys. 1 (1966) 119–143] which conserve energy, enstrophy or both. Numerical experiments with conservative and projected time integrators show that the statistical theories accurately explain the differences observed in statistics derived from the discretizations.     

Non-commutative geometry and measurements of polarized two photon coincidence counts

Employing Maxwell’s equations as the field theory of the photon, quantum mechanical operators for spin, chirality, helicity, velocity, momentum, energy, and position are derived. The photon “Zitterbewegung” along helical paths is explored. The resulting non-commutative geometry of photon position and the quantum version of the Pythagorean theorem is discussed. The distance between two photons in a polarized beam of given helicity is shown to have a discrete spectrum. Such a spectrum should become manifest in measurements of two photon coincidence counts. The proposed experiment is briefly described.     

Riemannian curvature on the group of area-preserving diffeomorphisms (motions of fluid) of 2-sphere

Euler's equation for an incompressible fluid filled in a Riemannian manifold D is regarded as a geodesic equation on the group of volume-preserving diffeomorphisms of D provided with a one-sided invariant metric. A negative sectional curvature implies instability of the geodesic with respect to the corresponding flow and perturbation. The exponential growth of the perturbation is estimated from the values of the sectional curvatures.

This paper presents the expression of the components of Riemannian curvature tensor of the group of area-preserving diffeomorphisms of a 2-sphere in explicit formulas through 3 − j coefficients.     

外力作用下的两个质点的相对运动

推导了非惯性系下的两个质点的相对运动方程及能量方程,并进行了推论,结果表明所得方程具有明确的物理意义;动力学方程可视为相对于质心系的牛顿第二定律,而能量方程则为质点系相对于质心系的动能定理。举例说明了所得结论在解决实际问题中具有的特点：处理问题简洁,应用范围广泛,较强的实用性等。     

Bi-velocity transport processes. Single-component liquid and gaseous continua

The present contribution supplements the previous findings regarding the need for two independent velocities rather than one when quantifying mass, momentum and energy transport phenomena in fluid continua. Explicitly, for the case of single-component fluids the present paper furnishes detailed expressions for the phenomenological coefficients appearing in the constitutive equations governing these bi-velocity transport processes. Whereas prior analyses furnished coefficient values only for the case of dilute monatomic gases using data from Burnett’s solution of the Boltzmann equation, the present study furnishes values applicable to all fluids, liquids as well as dense gases. Moreover, whereas prior coefficient calculations derived these values (for dilute monatomic gases) from Burnett’s solution of Boltzmann’s gas-kinetic equation, the latter a molecular theory, the present analysis derives the liquid- and gas-phase values from purely macroscopic data requiring knowledge only of the fluid’s coefficients of thermal expansion, isothermal compressibility, and thermometric diffusivity. In the dilute monatomic gas case common to both levels of analysis, the respective molecularly and macroscopically derived phenomenological coefficients are found to be in excellent agreement, confirming the credibility of both bi-velocity theory and the theory establishing the values of the phenomenological coefficients appearing in the constitutive relations derived therefrom. Whereas the preceding macroscopic calculations invoked Onsager’s reciprocal theorem relating coupled phenomenological coefficients, an alternative scheme is presented at the conclusion of the paper, one that reverses the usual order of things, at least in the present single-component fluid case. This alternate scheme enables Onsager’s nonequilibrium reciprocal relation, originally derived by him using molecular arguments, to be derived using purely macroscopic arguments originating from knowledge of Maxwell’s equilibrium reciprocal relations, the latter fundamental to equilibrium thermodynamics.     

An alternative approach for the analysis of nonlinear vibrations of pipes conveying fluid

Based on a novel extended version of the Lagrange equations for systems containing non-material volumes, the nonlinear equations of motion for cantilever pipe systems conveying fluid are deduced. An alternative to existing methods utilizing Newtonian balance equations or Hamilton's principle is thus provided. The application of the extended Lagrange equations in combination with a Ritz method directly results in a set of nonlinear ordinary differential equations of motion, as opposed to the methods of derivation previously published, which result in partial differential equations. The pipe is modeled as a Euler elastica, where large deflections are considered without order-of-magnitude assumptions. For the equations of motion, a dimensional reduction with arbitrary order of approximation is introduced afterwards and compared with existing lower-order formulations from the literature. The effects of nonlinearities in the equations of motion are studied numerically. The numerical solutions of the extended Lagrange equations of the cantilever pipe system are compared with a second approach based on discrete masses and modeled in the framework of the multibody software HOTINT/MBS. Instability phenomena for an increasing number of discrete masses are presented and convergence towards the solution for pipes conveying fluid is shown.     

Applications of Nambu Mechanics to Systems of Hydrodynamical Type II

Abstract

In this paper we further investigate some applications of Nambu mechanics in hydrodynamical systems. Using the Euler equations for a rotating rigid body Névir and Blender [J. Phys. A 26 (1993), L1189–L1193] had demonstrated the connection between Nambu mechanics and noncanonical Hamiltonian mechanics. Nambu mechanics is extended to incompressible ideal hydrodynamical fields using energy and helicity in three dimensional (enstrophy in two dimensional). In this paper we discuss the Lax representation of systems of Névir-Blender type. We also formulate the three dimensional Euler equations of incompressible fluid in terms of Nambu-Poisson geometry. We discuss their Lax representation. We also briefly discuss the Lax representation of ideal incompressible magnetohydrodynamics equations.     

Modelling of linear wave propagation in spatial fluid filled pipe systems consisting of elastic curved and straight elements

This paper is concerned with the theoretical analysis of time harmonic dynamics of compound elastic pipes with and without internal fluid loading. Compound pipes are assembled as a sequence of segments, each of which has a constant curvature. As a prerequisite for the wave propagation analysis, dispersion equations are solved, Green’s matrices are formulated and Somigliana’s identities are derived for an isolated curved segment. The governing equations of wave motion of a compound pipe are obtained as an ensemble of the boundary integral equations for individual segments and the continuity conditions at their interfaces. The proposed methodology is validated in several benchmark problems and then applied for analysis of the periodicity effects. The results obtained for piping systems with a variable number of identical curved segments are put into the context of the classical Floquet theory. Brief parametric studies suggest that the curved inserts can be employed as a tool for the passive control of wave propagation in fluid-filled pipes, and their stop band characteristics may be tailored to reach desirable attenuation levels in prescribed frequency ranges.     

Stochastic least-action principle for the incompressible Navier-Stokes equation

We formulate a stochastic least-action principle for solutions of the incompressible Navier-Stokes equation, which formally reduces to Hamilton’s principle for the incompressible Euler solutions in the case of zero viscosity. We use this principle to give a new derivation of a stochastic Kelvin Theorem for the Navier-Stokes equation, recently established by Constantin and Iyer, which shows that this stochastic conservation law arises from particle-relabelling symmetry of the action. We discuss issues of irreversibility, energy dissipation, and the inviscid limit of Navier-Stokes solutions in the framework of the stochastic variational principle. In particular, we discuss the connection of the stochastic Kelvin Theorem with our previous “martingale hypothesis” for fluid circulations in turbulent solutions of the incompressible Euler equations.     

Coupled out of plane vibrations of spiral beams for micro-scale applications

An analytical method is proposed to calculate the natural frequencies and the corresponding mode shape functions of an Archimedean spiral beam. The deflection of the beam is due to both bending and torsion, which makes the problem coupled in nature. The governing partial differential equations and the boundary conditions are derived using Hamilton’s principle. Two factors make the vibrations of spirals different from oscillations of constant radius arcs. The first is the presence of terms with derivatives of the radius in the governing equations of spirals and the second is the fact that variations of radius of the beam causes the coefficients of the differential equations to be variable. It is demonstrated, using perturbation techniques that the derivative of the radius terms have negligible effect on structure’s dynamics. The spiral is then approximated with many merging constant-radius curved sections joined together to approximate the slow change of radius along the spiral. The equations of motion are formulated in non-dimensional form and the effect of all the key parameters on natural frequencies is presented. Non-dimensional curves are used to summarize the results for clarity. We also solve the governing equations using Rayleigh’s approximate method. The fundamental frequency results of the exact and Rayleigh’s method are in close agreement. This to some extent verifies the exact solutions. The results show that the vibration of spirals is mostly torsional which complicates using the spiral beam as a host for a sensor or energy harvesting device.