HAL Id: hal-01377702
https://hal.inria.fr/hal-01377702
Submitted on 9 Nov 2016
HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.
L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.
Likely chaotic transitions of large-scale fluid flows using a stochastic transport model
Valentin Resseguier, Etienne Mémin, Bertrand Chapron
To cite this version:
Valentin Resseguier, Etienne Mémin, Bertrand Chapron. Likely chaotic transitions of large-scale fluid flows using a stochastic transport model. 9th Chaotic Modeling and Simulation International Conference (CHAOS2016), May 2016, Londres, United Kingdom. �hal-01377702�
Likely chaotic transitions of large-scale fluid flows
using a stochastic transport model
Valentin Resseguier, Etienne Mémin, Bertrand Chapron
1
Motivations for deriving
random fluid dynamics models
• Rigorously identified sudgrid dynamics effects
• Injecting likely small-scale dynamics
• Quantification of modeling errors:
especially for Data assimilation: ensemble forecasts
• Predicting possible distinct scenarios
2
• Chaotic transitions
• Dynamics under location uncertainty
• Ensemble of simulations
Contents
3
Chaotic transitions
4
in SQG dynamics
Reference flow: deterministic SQG 5122 Initial condition 1 Scenario 1
5
5122 5122
Reference flow: deterministic SQG 5122 Initial condition 1 Scenario 1
5
5122 5122
6
Reference flow: deterministic SQG 5122 Initial condition 2 Scenario 2
5122 5122
6
Reference flow: deterministic SQG 5122 Initial condition 2 Scenario 2
5122 5122
7
Reference flow:
deterministic SQG
5122 versus 1282 Initial condition 1
?
5122 5122
1282 1282
7
Reference flow:
deterministic SQG
5122 versus 1282 Initial condition 1
?
5122 5122
1282 1282
Dynamics under location uncertainty
8
Random equations
• Random initial conditions
• Arbitrary Gaussian forcing
• Averaging, homogenization
• Adding white random velocity
Underdispersive + need large ensemble
Adding energy + wrong phase
Assumptions and energy issues
v = w + B˙
9
Advection of tracer Θ
D ⇥
Dt = 0
10
Advection of tracer Θ
10
Advection of tracer Θ
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Advection
Advection of tracer Θ
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Advection
Diffusion
Advection of tracer Θ
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Advection
Diffusion
Advection of tracer Θ
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Drift
correction
Advection
Diffusion
Advection of tracer Θ
Multiplicative random
forcing
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Drift
correction
Advection
Diffusion
Advection of tracer Θ
Multiplicative random
forcing
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Drift
correction
Advection
Diffusion
Advection of tracer Θ
Multiplicative random
forcing
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Drift
correction
Advection
Diffusion
Advection of tracer Θ
Multiplicative random
forcing
Balanced energy exchanges
@t⇥ + w? · r⇥ + B˙ · r⇥ = r ·
✓ 1
2 ar⇥
◆
10
Drift
correction
Ensemble of simulations
11
with SQG MU
Code available online
12
examples of realizations:
Spectrum mean2/variance:
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
1282 1282
12
examples of realizations:
Spectrum mean2/variance:
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
1282 1282
Visualization of the ensemble
At a fixed time t,
Principal Component Analysis (EOF)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
⇥(i)(x, t) ⇡ Eˆ(⇥)(x, t) +
NXEOF
n=1
c(i)n (t) n(x, t)
Visualization of the ensemble
At a fixed time t,
Principal Component Analysis (EOF)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
⇥(i)(x, t) ⇡ Eˆ(⇥)(x, t) +
NXEOF
n=1
c(i)n (t) n(x, t)
ith realization
Visualization of the ensemble
At a fixed time t,
Principal Component Analysis (EOF)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
⇥(i)(x, t) ⇡ Eˆ(⇥)(x, t) +
NXEOF
n=1
c(i)n (t) n(x, t)
Mean ith realization
Visualization of the ensemble
At a fixed time t,
Principal Component Analysis (EOF)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
(random) EOF coefficient
⇥(i)(x, t) ⇡ Eˆ(⇥)(x, t) +
NXEOF
n=1
c(i)n (t) n(x, t)
Mean ith realization
Random initial
conditions
Under location uncertainty
Visualization of the ensemble (200 realizations)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
Random initial
conditions
Under location uncertainty
Visualization of the ensemble (200 realizations)
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
Random initial
conditions
Under location
uncertainty
x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s x ( m)
y(m)
t= 17 d ay s
0 2 4 6 8 10
x 105 0
2 4 6 8
x 105
10−5 10−4
10−6 10−4 10−2
|ˆb(κ)|2
κ! r a d . m−1"
t= 17 d ay s
pdf of the 1st PCA coefficient along time
20 30 40 50 60 70 80
Time (day) -4
-2 0 2 4
1st PCAcoefficient
×10-4
0 2000 4000 6000 8000 10000 pdf of the 1st PCA coefficient along time
35 40 45 50 55 60 65 70 75 80
Time (day) -4
-2 0 2 4
1st PCAcoefficient
×10-4
0 2000 4000 6000 8000 10000
Mean of scenario A
0 5 10
x ×105
0 2 4 6 8
y
×105
-1 -0.5 0 0.5
×101-3 Mean of scenario B
0 5 10
x ×105
0 2 4 6 8
y
×105
-1 -0.5 0 0.5
×101-3
Mean of scenario A
0 5 10
x ×105
0 2 4 6 8
y
×105
-1 -0.5 0 0.5
×101 -3 Mean of scenario B
0 5 10
x ×105
0 2 4 6 8
y
×105
-1 -0.5 0 0.5
×101-3
Conclusion
16
Conclusion
• Random transport applicable to any dynamics
• Link (inhomogeneous) diffusion, drift correction and multiplicative noise
• Predict likely scenarios with few realizations
• Other results:
Better small scales
Estimate positions and amplitudes of errors Extreme events
Additional physical information
17
Code SQG MU:
link from Fluminance website - V. Resseguier
Thank you for your attention
18
Drift correction
19
Drift correction
20
Drift correction
w? = w 1
2 (r · a)T
20
SQG under Moderate Uncertainty
SQG MU
Code available online
21
Reference flow:
deterministic SQG
512 x 512
22
Reference flow:
deterministic SQG
512 x 512
22