Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

Bouchet, Freddy; Laurie, Jason and Zaboronski, Oleg Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations. Journal of Statistical Physics, 156 (6), pp. 1066-1092.

Abstract

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition probability, we compute the most probable fluctuation paths from one attractor to any state within its basin of attraction. We prove that such fluctuation paths are the time reversed trajectories of the relaxation paths for a corresponding dual dynamics, which are also within the framework of quasi-geostrophic Langevin dynamics. Cases with or without detailed balance are studied. We discuss a specific example for which the stationary measure displays either a second order (continuous) or a first order (discontinuous) phase transition and a tricritical point. In situations where a first order phase transition is observed, the dynamics are bistable. Then, the transition paths between two coexisting attractors are instantons (fluctuation paths from an attractor to a saddle), which are related to the relaxation paths of the corresponding dual dynamics. For this example, we show how one can analytically determine the instantons and compute the transition probabilities for rare transitions between two attractors.

Publication DOI: https://doi.org/10.1007/s10955-014-1052-5
Divisions: Engineering & Applied Sciences
Additional Information: The final publication is available at Springer via http://dx.doi.org/10.1007/s10955-014-1052-5
Uncontrolled Keywords: Langevin dynamics,large deviations,Fredilin–Wentzell theory,instanton,phase transitions,quasi-geostrophic dynamics

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