The out-of-time-ordered correlator (OTOC) has emerged as an interesting object in both classical and quantum systems for probing the spatial spread and temporal growth of initially local perturbations in spatially extended chaotic systems. Here, we study the (classical) OTOC and its “light cone” in the nonlinear Kuramoto-Sivashinsky (KS) equation, using extensive numerical simulations. We also show that the linearized KS equation exhibits a qualitatively similar OTOC and light cone, which can be understood via a saddle-point analysis of the linearly unstable modes. Given the deep connection between the KS (deterministic) and the Kardar-Parisi-Zhang (KPZ, which is stochastic) equations, we also explore the OTOC in the KPZ equation. While our numerical results in the KS case are expected to hold in the continuum limit, for the KPZ case it is valid in a discretized version of the KPZ equation. More broadly, our work unravels the intrinsic interplay between noise/instability, nonlinearity, and dissipation in partial differential equations (deterministic or stochastic) through the lens of OTOC.
more »
« less
Computationally Efficient Simulations of Stochastically Perturbed Nonlinear Dynamical Systems
Abstract A probabilistic approach is needed to address systems with uncertainties arising in natural processes and engineering applications. For computational convenience, however, the stochastic effects are often ignored. Thus, numerical integration routines for stochastic dynamical systems are rudimentary compared to those for the deterministic case. In this work, the authors present a method to carry out stochastic simulations by using methods developed for the deterministic case. Thereby, the well-developed numerical integration routines developed for deterministic systems become available for studies of stochastic systems. The convergence of the developed method is shown and the method's performance is demonstrated through illustrative examples.
more »
« less
- Award ID(s):
- 1760366
- PAR ID:
- 10423299
- Date Published:
- Journal Name:
- Journal of Computational and Nonlinear Dynamics
- ISSN:
- 1555-1415
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Providing end-to-end network delay guarantees in packet-switched networks such as the Internet is highly desirable for mission-critical and delay-sensitive data transmission, yet it remains a challenging open problem. Since deterministic bounds are based on the worst-case traffic behavior, various frameworks for stochastic network calculus have been proposed to provide less conservative, probabilistic bounds on network delay, at least in theory. However, little attention has been devoted to the problem of regulating traffic according to stochastic burstiness bounds, which is necessary in order to guarantee the delay bounds in practice. We design and analyze a stochastic traffic regulator that can be used in conjunction with results from stochastic network calculus to provide probabilistic guarantees on end-to-end network delay. Two alternative implementations of the stochastic regulator are developed and compared. Numerical results are provided to demonstrate the performance of the proposed stochastic traffic regulator.more » « less
-
Abstract In this work we propose the Step Matrix Multiplication based Path Integration method (SMM-PI) for nonlinear vibro-impact oscillator systems. This method allows the efficient and accurate deterministic computation of the time-dependent response probability density function by transforming the corresponding Chapman–Kolmogorov equation to a matrix–vector multiplication using high-order numerical time-stepping and interpolation methods. Additionally, the SMM-PI approach yields the computation of the joint probability distribution for response and impact velocity, as well as the time between impacts and other important characteristics. The method is applied to a nonlinear oscillator with a pair of impact barriers, and to a linear oscillator with a single barrier, providing relevant densities and analysing energy accumulation and absorption properties. We validate the results with the help of stochastic Monte-Carlo simulations and show the superior ability of the introduced formulation to compute accurate response statistics.more » « less
-
Abstract This paper presents an efficient approach for robust topology design optimization (RTO) which is based on polynomial dimensional decomposition (PDD) method. The level-set functions are adopted to facilitate the topology changes and shape variations. The topological derivatives of the functionals of robustness root in the concept of deterministic topological derivatives and dimensional decomposition of stochastic responses of multiple random inputs. The PDD for calculating robust topological derivatives consists of only a number of evaluations of the deterministic topological derivatives at the specified points in the stochastic space and provides effective and efficient design sensitivity analyses for RTO. The numerical examples demonstrate the effectiveness of the present method.more » « less
-
Complex, multimission space exploration campaigns are particularly vulnerable to payload development and launch delays due to program-level schedule constraints and interactions between the payloads. While deterministic space logistics problems seek strongly performing (e.g., minimized cost) solutions, stochastic models must balance performance with robustness. The introduction of stochastic delays to the otherwise deterministic problem produces large and computationally intractable optimization problems. This paper presents and compares two multi-objective (minimized cost vs robustness) formulations for the stochastic campaign scheduling problem. First, a multi-objective mixed-integer quadratically constrained program (MOMIQCP) formulation is presented. Secondly, due to the computational intractability of the MOMIQCP for large problems, a method for constructing restricted, deterministic scheduling subproblems is defined. These subproblems are input to a noisy multi-objective evolutionary algorithm (NMOEA), which is used for the purpose of stochastically applying delays to the deterministic subproblem and building approximations of the objectives of the stochastic problems. Both methods are demonstrated through case studies, and the results demonstrate that the NMOEA can successfully find strongly performing solutions to larger stochastic scheduling problems.more » « less
An official website of the United States government

