Spontaneous symmetry breaking for extreme vorticity and strain in the three-dimensional Navier-Stokes equations.

We investigate the spatio-temporal structure of the most likely configurations realizing extremely high vorticity or strain in the stochastically forced three-dimensional incompressible Navier-Stokes equations. Most likely configurations are computed by numerically finding the highest probability velocity field realizing an extreme constraint as solution of a large optimization problem. High-vorticity configurations are identified as pinched vortex filaments with swirl, while high-strain configurations correspond to counter-rotating vortex rings. We additionally observe that the most likely configurations for vorticity and strain spontaneously break their rotational symmetry for extremely high observable values. Instanton calculus and large deviation theory allow us to show that these maximum likelihood realizations determine the tail probabilities of the observed quantities. In particular, we are able to demonstrate that artificially enforcing rotational symmetry for large strain configurations leads to a severe underestimate of their probability, as it is dominated in likelihood by an exponentially more likely symmetry-broken vortex-sheet configuration. This article is part of the theme issue 'Mathematical problems in physical fluid dynamics (part 2)'.

Rogue waves and large deviations in deep sea.

The appearance of rogue waves in deep sea is investigated by using the modified nonlinear Schrödinger (MNLS) equation in one spatial dimension with random initial conditions that are assumed to be normally distributed, with a spectrum approximating realistic conditions of a unidirectional sea state. It is shown that one can use the incomplete information contained in this spectrum as prior and supplement this information with the MNLS dynamics to reliably estimate the probability distribution of the sea surface elevation far in the tail at later times. Our results indicate that rogue waves occur when the system hits unlikely pockets of wave configurations that trigger large disturbances of the surface height. The rogue wave precursors in these pockets are wave patterns of regular height, but with a very specific shape that is identified explicitly, thereby allowing for early detection. The method proposed here combines Monte Carlo sampling with tools from large deviations theory that reduce the calculation of the most likely rogue wave precursors to an optimization problem that can be solved efficiently. This approach is transferable to other problems in which the system's governing equations contain random initial conditions and/or parameters.

Numerical computation of rare events via large deviation theory.

An overview of rare event algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups and discusses best practices, common pitfalls, and implementation tradeoffs. Generalizations, extensions, and improvements of the minimum action methods are proposed. These algorithms are tested on example problems which illustrate several common difficulties which arise, e.g., when the forcing is degenerate or multiplicative, or the systems are infinite-dimensional. Generalizations to processes driven by non-Gaussian noises or random initial data and parameters are also discussed, along with the connection between the LDT-based approach reviewed here and other methods, such as stochastic field theory and optimal control. Finally, the integration of this approach in importance sampling methods using, e.g., genealogical algorithms, is explored.

Spatiotemporal Self-Organization of Fluctuating Bacterial Colonies.

We model an enclosed system of bacteria, whose motility-induced phase separation is coupled to slow population dynamics. Without noise, the system shows both static phase separation and a limit cycle, in which a rising global population causes a dense bacterial colony to form, which then declines by local cell death, before dispersing to reinitiate the cycle. Adding fluctuations, we find that static colonies are now metastable, moving between spatial locations via rare and strongly nonequilibrium pathways, whereas the limit cycle becomes almost periodic such that after each redispersion event the next colony forms in a random location. These results, which hint at some aspects of the biofilm-planktonic life cycle, can be explained by combining tools from large deviation theory with a bifurcation analysis in which the global population density plays the role of control parameter.

Dynamical landscape of transitional pipe flow.

The transition to turbulence in pipes is characterized by a coexistence of laminar and turbulent states. At the lower end of the transition, localized turbulent pulses, called puffs, can be excited. Puffs can decay when rare fluctuations drive them close to an edge state lying at the phase-space boundary with laminar flow. At higher Reynolds numbers, homogeneous turbulence can be sustained, and dominates over laminar flow. Here we complete this landscape of localized states, placing it within a unified bifurcation picture. We demonstrate our claims within the Barkley model, and motivate them generally. Specifically, we suggest the existence of an antipuff and a gap-edge-states which mirror the puff and related edge state. Previously observed laminar gaps forming within homogeneous turbulence are then naturally identified as antipuffs nucleating and decaying through the gap edge. We also discuss alternatives to the suggested bifurcation diagram, which could be relevant for wall-bounded flows other than straight pipes.

Extreme events and instantons in Lagrangian passive scalar turbulence models.

The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. The statistics of the passive scalar exhibit complex behavior even in the presence of a Gaussian velocity field. This paper is concerned with two Lagrangian turbulence models that are based on the recent fluid deformation model, but adding a passive scalar field with uniform mean gradient. For a range of Reynolds numbers, these models can reproduce the statistics of passive scalar turbulence. For these models, we demonstrate how events of extreme passive scalar gradients can be recovered by computing the instanton, i.e., the saddle-point configuration of the associated stochastic field theory. It allows us to both reproduce the heavy-tailed statistics associated with passive scalar turbulence, and recover the most likely mechanism leading to such extreme events. We further demonstrate that events of large negative strain in these models undergo spontaneous symmetry breaking.

Dynamical landscape and multistability of a climate model.

We apply two independent data analysis methodologies to locate stable climate states in an intermediate complexity climate model and analyse their interplay. First, drawing from the theory of quasi-potentials, and viewing the state space as an energy landscape with valleys and mountain ridges, we infer the relative likelihood of the identified multistable climate states and investigate the most likely transition trajectories as well as the expected transition times between them. Second, harnessing techniques from data science, and specifically manifold learning, we characterize the data landscape of the simulation output to find climate states and basin boundaries within a fully agnostic and unsupervised framework. Both approaches show remarkable agreement, and reveal, apart from the well known warm and snowball earth states, a third intermediate stable state in one of the two versions of PLASIM, the climate model used in this study. The combination of our approaches allows to identify how the negative feedback of ocean heat transport and entropy production via the hydrological cycle drastically change the topography of the dynamical landscape of Earth's climate.

Time irreversibility of the statistics of a single particle in compressible turbulence.

We investigate time irreversibility from the point of view of a single particle in Burgers turbulence. Inspired by the recent work for incompressible flows [Xu et al., Proc. Natl. Acad. Sci. USA 111, 7558 (2014)], we analyze the evolution of the kinetic energy for fluid markers and use the fluctuations of the instantaneous power as a measure of time irreversibility. For short times, starting from a uniform distribution of markers, we find the scaling 〈[E(t)-E(0)](n)〉∝t and 〈p(n)〉∝Re(n-1) for the power as a function of the Reynolds number. Both observations can be explained using the "flight-crash" model, suggested by Xu et al. Furthermore, we use a simple model for shocks that reproduces the moments of the energy difference, including the pre-factor for 〈E(t)-E(0)〉. To complete the single-particle picture for Burgers we compute the moments of the Lagrangian velocity difference and show that they are bifractal. This arises in a similar manner to the bifractality of Eulerian velocity differences. In the above setting, time irreversibility is directly manifest as particles eventually end up in shocks. We additionally investigate time irreversibility in the long-time limit when all particles are located inside shocks and the Lagrangian velocity statistics are stationary. We find the same scalings for the power and energy differences as at short times and argue that this is also a consequence of rare "flight-crash" events related to shock collisions.