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We study numerically the region of convergence of the normal form transformation for the case of the Charney–Hasagawa–Mima (CHM) equation to investigate whether certain finite amplitude effects can be described in normal form coordinates. Specifically, we consider a Galerkin truncation of the CHM equation to four Fourier modes, and ask: Can the finite amplitude phenomenon known as precession resonance (Bustamante et al., Phys. Rev. Lett., vol. 113, 2014, 084502) be described by the normal form variables of wave turbulence theory? The answer is no, due to the failure of convergence of the normal form transformation at the wave amplitudes required for precession resonance. We show this by first characterising precession resonance in the original system, then, searching for this resonance in the normal form equations of motion. We find a large discrepancy between the dynamics of the original system and the transformed normal form system. This prompts an investigation into the convergence of the transformation in the state space of wave amplitudes. We find that the numerically calculated region of convergence is a region of finite wave amplitudes, well beyond the usual limit of weak nonlinearity. However, the amplitudes at the boundary of this region of convergence (i.e. the amplitudes at which the normal form transformation begins to diverge) match closely with the amplitudes at which precession resonance occurs in the original system. We conclude that the precession resonance mechanism cannot be explained by the usual methods of normal forms in wave turbulence theory, so a more general theory for intermediate nonlinearity is required.

In this work we consider the problem of finding the simplest arrangement of resonant deep-water gravity waves in one-dimensional propagation, from three perspectives: Theoretical, numerical and experimental. Theoretically this requires using a normal-form Hamiltonian that focuses on 5-wave resonances. The simplest arrangement is based on a triad of wavevectors K1+K2=K3 (satisfying specific ratios) along with their negatives, corresponding to a scenario of encountering wavepackets, amenable to experiments and numerical simulations. The normal-form equations for these encountering waves in resonance are shown to be non-integrable, but they admit an integrable reduction in a symmetric configuration. Numerical simulations of the governing equations in natural variables using pseudospectral methods require the inclusion of up to 6-wave interactions, which imposes a strong dealiasing cut-off in order to properly resolve the evolving waves. We study the resonance numerically by looking at a target mode in the base triad and showing that the energy transfer to this mode is more efficient when the system is close to satisfying the resonant conditions. We first look at encountering plane waves with base frequencies in the range 1.32–2.35 Hz and steepnesses below 0.1, and show that the time evolution of the target mode’s energy is dramatically changed at the resonance. We then look at a scenario that is closer to experiments: Encountering wavepackets in a 400-m long numerical tank, where the interaction time is reduced with respect to the plane-wave case but the resonance is still observed, by mimicking a probe measurement of surface elevation we obtain efficiencies of up to 10% in frequency space after including near-resonant contributions. Finally, we perform preliminary experiments of encountering wavepackets in a 35-m long tank, which seem to show that the resonance exists physically. The measured efficiencies via probe measurements of surface elevation are relatively small, indicating that a finer search is needed along with longer wave flumes with much larger amplitudes and lower frequency waves. A further analysis of phases generated from probe data via the analytic signal approach (using the Hilbert transform) shows a strong triad phase synchronisation at the resonance, thus providing independent experimental evidence of the resonance.

In this paper, we study the multi-asset Black–Scholes model from a structural point of view. For this, we interpret the multi-asset Black–Scholes equation as a multidimensional Schrodinger one particle equation. The analysis of the classical Hamiltonian and Lagrangian mechanics associated with this quantum model implies that, in this system, the canonical momentums cannot always be written in terms of the velocities. This feature is a typical characteristic of the constrained system that appears in the high-energy physics. To study this model in the proper form, one must apply Dirac’s method for constrained systems. The results of the Dirac’s analysis indicate that in the correlation parameters space of the multi-assets model, there exists a surface (called the Kummer surface Σ K , where the determinant of the correlation matrix is null) on which the constraint number can vary. We study in detail the cases with N = 2 and N = 3 assets. For these cases, we calculate the propagator of the multi-asset Black–Scholes equation and show that inside the Kummer Σ K surface the propagator is well defined, but outside Σ K the propagator diverges and the option price is not well defined. On Σ K the propagator is obtained as a constrained path integral and their form depends on which region of the Kummer surface the correlation parameters lie. Thus, the multi-asset Black–Scholes model is an example of a variable constrained dynamical system, and it is a new and beautiful property that had not been previously observed.

The dynamics of a spherical body with a non-uniform mass distribution rolling on a plane were discussed by Sergey Chaplygin, whose 150th anniversary we celebrate this year. The Chaplygin top is a non-integrable system, with a colourful range of interesting motions. A special case of this system was studied by Edward Routh, who showed that it is integrable. The Routh sphere has centre of mass offset from the geometric centre, but it has an axis of symmetry through both these points, and equal moments of inertia about all axes orthogonal to the symmetry axis. There are three constants of motion: the total energy and two quantities involving the angular momenta. It is straightforward to demonstrate that these quantities, known as the Jellett and Routh constants, are integrals of the motion. However, their physical significance has not been fully understood. In this paper, we show how the integrals of the Routh sphere arise from Emmy Noether's invariance identity. We derive expressions for the infinitesimal symmetry transformations associated with these constants. We find the finite version of these symmetries and provide their geometrical interpretation. As a further demonstration of the power and utility of this method, we find the Noether symmetries and corresponding Noether integrals for a system introduced recently: the Chaplygin ball on a rotating turntable, confirming that the known integrals are directly obtained from Noether's theorem.

We apply Wave Turbulence theory to describe the dynamics on nonlinear one-dimensional chains. We consider $\alpha$ and $\beta$ Fermi-Pasta-Ulam-Tsingou (FPUT) systems, and the discrete nonlinear Klein-Gordon chain. We demonstrate that resonances are responsible for the irreversible transfer of energy among the Fourier modes. We predict that all the systems thermalize for large times, and that the equipartition time scales as a power-law of the strength of the nonlinearity. Our methodology is not limited to only these systems and can be applied to the case of a finite number of modes, such as in the original FPUT experiment, or to the thermodynamic limit, i.e. when the number of modes approach infinity. In the latter limit, we perform state of the art numerical simulations and show that the results are consistent with theoretical predictions. We suggest that the route to thermalization, based only on the presence of exact resonance, has universal features. Moreover, a by-product of our analysis is the asymptotic integrability, up to four wave interactions, of the discrete nonlinear Klein-Gordon chain.

In systems of N coupled anharmonic oscillators, exact resonant interactions play an important role in the exchange of energy between normal modes. In the weakly nonlinear regime, those interactions may be responsible for the equipartition of energy in Fourier space. Here we consider analytically resonant wave-wave interactions for the celebrated Fermi-Pasta-Ulam-Tsingou (FPUT) system. Using a number-theoretical approach based on cyclotomic polynomials, we show that the problem of finding exact resonances for a system of N particles is equivalent to a Diophantine equation whose solutions depend sensitively on the number of particles N, in particular on the set of divisors of N. We provide an algorithm to construct all possible resonances for N particles, based on two basic methods: pairing-off and cyclotomic, which we introduce and use to build up explicit solutions to the 4-wave, 5-wave and 6-wave resonant conditions. Our results shed some light in the understanding of the long-standing FPUT paradox, regarding the sensitivity of the resonant manifolds with respect to the number of particles N and the corresponding time scale of the interactions leading to an eventual thermalisation. In this light we demonstrate that 6-wave resonances always exist for any N, while 5-wave resonances exist if N is divisible by 3 and N ⩾ 9. It is known that in the discrete case 4-wave resonances do not produce energy mixing across the spectrum, so we investigate whether 5-wave resonances can produce energy mixing across a significant region of the Fourier spectrum by looking at the structure of the interconnected network of Fourier modes that can interact nonlinearly via resonances. We obtain that the answer depends on the set of odd divisors of N which are not divisible by 3: the size of this set determines the number of dynamically independent components, corresponding to independent constants of motion (energies). We show that 6-wave resonances connect all these independent components, providing in principle a restoring mechanism for full-scale thermalisation.

We present a theoretical and numerical study of Fourier space triad phase dynamics in one-dimensional stochastically forced Burgers equation at Reynolds number $\mathrm{Re} \approx 2.7 \times 10^4$. We demonstrate that Fourier triad phases over the inertial range display a collective behaviour characterised by intermittent periods of synchronisation and alignment, reminiscent of Kuramoto model (Kuramoto 1984) and directly related to collisions of shocks in physical space. These periods of synchronisation favour efficient energy fluxes across the inertial range towards small scales, resulting in strong bursts of dissipation and enhanced coherence of Fourier energy spectrum. The fast time scale of the onset of synchronisation relegates energy dynamics to a passive role: this is further examined using a reduced system with the Fourier amplitudes fixed in time -- a phase-only model. We show that intermittent triad phase dynamics persists without amplitude evolution and we broadly recover many of the characteristics of the full Burgers system. In addition, for both full Burgers and phase-only systems the physical space velocity statistics reveals that triad phase alignment is directly related to the non-Gaussian statistics typically associated with structure-function intermittency in turbulent systems., Comment: Accepted for publication in Journal of Fluid Mechanics

We consider two types of trajectories found in a wide range of mechanical systems, viz. box orbits and loop orbits. We elucidate the dynamics of these orbits in the simple context of a perturbed harmonic oscillator in two dimensions. We then examine the small-amplitude motion of a rigid body, the rock'n'roller, a sphere with eccentric distribution of mass. The equations of motion are expressed in quaternionic form and a complete analytical solution is obtained. Both types of orbit, boxes and loops, are found, the particular form depending on the initial conditions. We interpret the motion in terms of epi-elliptic orbits. The phenomenon of recession, or reversal of precession, is associated with box orbits. The small-amplitude solutions for the symmetric case, or Routh sphere, are expressed explicitly in terms of epicycles; there is no recession in this case.

We revisit the problem of a triad of resonantly interacting nonlinear waves driven by an external force applied to the unstable mode of the triad. The equations are Hamiltonian, and can be reduced to a dynamical system for 5 real variables with 2 conservation laws. If the Hamiltonian, $H$, is zero we reduce this dynamical system to the motion of a particle in a one-dimensional time-independent potential and prove that the system is integrable. Explicit solutions are obtained for some particular initial conditions. When explicit solution is not possible we present a novel numerical/analytical method for approximating the dynamics. Furthermore we show analytically that when H=0 the motion is generically bounded. That is to say the waves in the forced triad are bounded in amplitude for all times for any initial condition with the single exception of one special choice of initial condition for which the forcing is in phase with the nonlinear oscillation of the triad. This means that the energy in the forced triad generically remains finite for all time despite the fact that there is no dissipation in the system. We provide a detailed characterisation of the dependence of the period and maximum energy of the system on the conserved quantities and forcing intensity. When $H \neq 0$ we reduce the problem to the motion of a particle in a one-dimensional time-periodic potential. Poincar\'{e} sections of this system provide strong evidence that the motion remains bounded when $H \neq 0$ and is typically quasi-periodic although periodic orbits can certainly be found. Throughout our analyses, the phases of the modes in the triad play a crucial role in understanding the dynamics., Comment: 14 pages, 7 figures

One of the outstanding open questions in modern applied mathematics is whether solutions of the incompressible Euler equations develop a singularity in the vorticity field in a finite time. This paper briefly reviews some of the issues concerning this problem, together with some observations that may suggest that it may be more subtle than first thought.

We revisit, both numerically and analytically, the finite-time blowup of the infinite-energy solution of 3D Euler equations of stagnation-point type introduced by Gibbon et al. (Physica D, vol. 132, 1999, pp. 497–510). By employing the method of mapping to regular systems, presented by Bustamante (Physica D, vol. 240 (13), 2011, pp. 1092–1099) and extended to the symmetry-plane case by Mulungye et al. (J. Fluid Mech., vol. 771, 2015, pp. 468–502), we establish a curious property of this solution that was not observed in early studies: before but near singularity time, the blowup goes from a fast transient to a slower regime that is well resolved spectrally, even at mid-resolutions of $512^{2}.$ This late-time regime has an atypical spectrum: it is Gaussian rather than exponential in the wavenumbers. The analyticity-strip width decays to zero in a finite time, albeit so slowly that it remains well above the collocation-point scale for all simulation times $t, where $T^{\ast }$ is the singularity time. Reaching such a proximity to singularity time is not possible in the original temporal variable, because floating-point double precision (${\approx}10^{-16}$) creates a ‘machine-epsilon’ barrier. Due to this limitation on the original independent variable, the mapped variables now provide an improved assessment of the relevant blowup quantities, crucially with acceptable accuracy at an unprecedented closeness to the singularity time: $T^{\ast }-t\approx 10^{-140}$.

We present a systematic derivation of the Biot-Savart equation from the Nonlinear Schr\"odinger equation, in the limit when the curvature radius of vortex lines and the inter-vortex distance are much greater than the vortex healing length, or core radius. We derive the Biot-Savart equations in Hamiltonian form with Hamiltonian expressed in terms of vortex lines, $$ H= \frac{\kappa^2}{8 \pi}\int_{|{\bf s}-{\bf s}'|>\xi_*} \frac{d{\bf s} \cdot d {\bf s}'}{|{\bf s}-{\bf s}'|} \,,$$ with cut-off length $\xi_* \approx 0.3416293 /\sqrt{\rho_0},$ where $\rho_0$ is the background condensate density far from the vortex lines and $\kappa$ is the quantum of circulation.

We present a phenomenological study of the phase dynamics of the one-dimensional stochastically forced Burgers equation, and of the same equation under a Fourier mode reduction on a fractal set. We study the connection between coherent structures in real space and the evolution of triads in Fourier space. Concerning the one-dimensional case, we find that triad phases show alignments and synchronisations that favour energy fluxes towards small scales --a direct cascade. In addition, strongly dissipative real-space structures are associated with entangled correlations amongst the phase precession frequencies and the amplitude evolution of Fourier triads. As a result, triad precession frequencies show a non-Gaussian distribution with multiple peaks and fat tails, and there is a significant correlation between triad precession frequencies and amplitude growth. Links with dynamical systems approach are briefly discussed, such as the role of unstable critical points in state space. On the other hand, by reducing the fractal dimension $D$ of the underlying Fourier set, we observe: i) a tendency toward a more Gaussian statistics, ii) a loss of alignment of triad phases leading to a depletion of the energy flux, and iii) the simultaneous reduction of the correlation between the growth of Fourier mode amplitudes and the precession frequencies of triad phases.

Motivated by the work on stagnation-point-type exact solutions (with infinite energy) of 3D Euler fluid equations by Gibbon et al. (Physica D, vol. 132 (4), 1999, pp. 497–510) and the subsequent demonstration of finite-time blowup by Constantin (Int. Math. Res. Not. IMRN, vol. 9, 2000, pp. 455–465) we introduce a one-parameter family of models of the 3D Euler fluid equations on a 2D symmetry plane. Our models are seen as a deformation of the 3D Euler equations which respects the variational structure of the original equations so that explicit solutions can be found for the supremum norms of the basic fields: vorticity and stretching rate of vorticity. In particular, the value of the model’s parameter determines whether or not there is finite-time blowup, and the singularity time can be computed explicitly in terms of the initial conditions and the model’s parameter. We use a representative of this family of models, whose solution blows up at a finite time, as a benchmark for the systematic study of errors in numerical simulations. Using a high-order pseudospectral method, we compare the numerical integration of our ‘original’ model equations against a ‘mapped’ version of these equations. The mapped version is a globally regular (in time) system of equations, obtained via a bijective nonlinear mapping of time and fields from the original model equations. The mapping can be constructed explicitly whenever a Beale–Kato–Majda type of theorem is available therefore it is applicable to the 3D Euler equations (Bustamante, Physica D, vol. 240 (13), 2011, pp. 1092–1099). We show that the mapped system’s numerical solution leads to more accurate (by three orders of magnitude) estimates of supremum norms and singularity time compared with the original system. The numerical integration of the mapped equations is demonstrated to entail only a small extra computational cost. We study the Fourier spectrum of the model’s numerical solution and find that the analyticity strip width (a measure of the solution’s analyticity) tends to zero as a power law in a finite time. This is in agreement with the finite-time blowup of the fields’ supremum norms, in the light of rigorous bounds stemming from the bridge (Bustamante & Brachet, Phys. Rev. E, vol. 86 (6), 2012, 066302) between the analyticity-strip method and the Beale–Kato–Majda type of theorems. We conclude by discussing the implications of this research on the analysis of numerical solutions to the 3D Euler fluid equations.

We consider discrete clusters of quasi-resonant triads arising from a Hamiltonian three-wave equation. A cluster consists of N modes forming a total of M connected triads. We investigate the problem of constructing a functionally independent set of quadratic constants of motion. We show that this problem is equivalent to an underlying basic linear problem, consisting of finding the null space of a rectangular (M times N) matrix A with entries 1, -1 and 0. In particular, we prove that the number of independent quadratic invariants is equal to J = N - M* (greater than or equal to N - M), where M* is the number of linearly independent rows in A. Thus, the problem of finding all independent quadratic invariants is reduced to a linear algebra problem in the Hamiltonian case. We establish that the properties of the quadratic invariants (e.g., locality) are related to the topological properties of the clusters (e.g., types of linkage). To do so, we formulate an algorithm for decomposing large clusters into smaller ones and show how various invariants are related to certain parts of a cluster, including the basic structures leading to M* < M. We illustrate our findings by presenting examples from the Charney-Hasegawa-Mima wave model, and by showing a classification of small (up to three-triad) clusters., Improved version, accepted in J. Phys. A

We consider the set of Diophantine equations that arise in the context of the barotropic vorticity equation on periodic domains, when nonlinear wave interactions are studied to leading order in the amplitudes. The solutions to this set of Diophantine equations are of interest in atmosphere (Rossby waves) and Tokamak plasmas (drift waves), because they provide the values of the spectral wavevectors that interact resonantly via three-wave interactions. These come in "triads", i.e., groups of three wavevectors. We provide the full solution to the Diophantine equations in the case of infinite Rossby deformation radius. The method is completely new, and relies on mapping the unknown variables to rational points on quadratic forms of "Minkowski" type. Classical methods invented centuries ago by Fermat, Euler, Lagrange and Minkowski, are used to classify all solutions to our original Diophantine equations, thus providing a computational method to generate numerically all the resonant triads in the system. Our method has a clear computational advantage over brute-force numerical search: on a 10000^2 grid, the brute-force search would take 15 years using optimised C++ codes, whereas our method takes about 40 minutes. The method is extended to generate quasi-resonant triads, which are defined by relaxing the resonant condition on the frequencies, allowing for a small mismatch. Quasi-resonances are robust with respect to physical perturbations, unlike exact resonances. Therefore, the new method is really valuable in practical terms. We show that the set of quasi-resonances form an intricate network of clusters of connected triads, whose structure depends on the value of the allowed mismatch. We provide some quantitative comparison between the clusters' structure and the onset of fully nonlinear turbulence in the barotropic vorticity equation, and provide perspectives for new research., Comment: Improved version, accepted in Commun. Nonlinear Sci. Numer. Simulat

Numerical simulations of the incompressible Euler equations are performed using the Taylor-Green vortex initial conditions and resolutions up to 40963. The results are analyzed in terms of the classical analyticity-strip method and Beale, Kato, and Majda (BKM) theorem. A well-resolved acceleration of the time decay of the width of the analyticity strip δ(t) is observed at the highest resolution for 3.7

We prove by an explicit construction that solutions to incompressible 3D Euler equations defined in the periodic cube can be mapped bijectively to a new system of equations whose solutions are globally regular. We establish that the usual Beale-Kato-Majda criterion for finite-time singularity (or blowup) of a solution to the 3D Euler system is equivalent to a condition on the corresponding \emph{regular} solution of the new system. In the hypothetical case of Euler finite-time singularity, we provide an explicit formula for the blowup time in terms of the regular solution of the new system. The new system is amenable to being integrated numerically using similar methods as in Euler equations. We propose a method to simulate numerically the new regular system and describe how to use this to draw robust and reliable conclusions on the finite-time singularity problem of Euler equations, based on the conservation of quantities directly related to energy and circulation. The method of mapping to a regular system can be extended to any fluid equation that admits a Beale-Kato-Majda type of theorem, e.g. 3D Navier-Stokes, 2D and 3D magnetohydrodynamics, and 1D inviscid Burgers. We discuss briefly the case of 2D ideal magnetohydrodynamics. In order to illustrate the usefulness of the mapping, we provide a thorough comparison of the analytical solution versus the numerical solution in the case of 1D inviscid Burgers equation., Revised improved version: includes a new discussion of the ideal MHD case, and a numerical computation to illustrate the usefulness of the time transformation

Initial results from new calculations of interacting anti-parallel Euler vortices are presented with the objective of understanding the origins of singular scaling presented by Kerr [R.M. Kerr, Evidence for a singularity of the three-dimensional, incompressible Euler equations, Phys. Fluids 5 (1993) 1725–1746] and the lack thereof by Hou and Li [T.Y. Hou, R. Li, Dynamic depletion of vortex stretching and non-blowup of the 3-D incompressible Euler equations, J. Nonlinear Sci. 16 (2006) 639–664]. Core profiles designed to reproduce the two results are presented, new more robust analysis is proposed, and new criteria for when calculations should be terminated are introduced and compared with classical resolution studies and spectral convergence tests. Most of the analysis is on a 512×128×2048 mesh, with new analysis on a just completed 1024×256×2048 used to confirm trends. One might hypothesize that there is a finite-time singularity with enstrophy growth like Ω ∼ ( T c − t ) − γ Ω and vorticity growth like ‖ ω ‖ ∞ ∼ ( T c − t ) − γ . The new analysis would then support γ Ω ≈ 1 / 2 and γ > 1 . These represent modifications of the conclusions of Kerr [op. cit.]. Issues that might arise at higher resolution are discussed.

We present an approach to the construction of action principles for differential equations, and apply it to field theory in order to construct systematically, for integrable equations which are based on a Nijenhuis (or hereditary) operator, a ladder of action principles which is complementary to the well-known multi-Hamiltonian formulation. We work out results for the Korteweg-de Vries (KdV) equation, which is a member of the positive hierarchy related to a hereditary operator. Three negative hierarchies of (negative) evolution equations are defined naturally from the hereditary operator as well, in the context of field theory. The Euler-Lagrange equations arising from the action principles are equivalent to the original evolution equation + deformations, which are obtained in terms of the positive and negative evolution vectors. We recognize the Liouville, Sinh-Gordon, Hunter-Zheng and Camassa-Holm equations as negative equations. The ladder for KdV is directly mappable to a ladder for any of these negative equations and other positive equations (e.g., the Harry-Dym and a special case of the Krichever-Novikov equations): a new nonlocal action principle for the deformed system Sinh-Gordon + spatial translation vector is presented. Several nonequivalent, nonlocal time-reparametrization invariant action principles for KdV are constructed. Hamiltonian and Symplectic operators are obtained in factorized form. Alternative Lax pairs for all negative flows are constructed, using the flows and the hereditary operator as only input. From this result we prove that all positive and negative equations in the hierarchies share the same sets of local and nonlocal constants of the motion for KdV, which are explicitly obtained using the local and nonlocal action principles for KdV., Final version, accepted in JMP; RevTeX, 31 pages

Generalized equations of motion for the Weber-Clebsch potentials that reproduce Navier-Stokes dynamics are derived. These depend on a new parameter, with the dimension of time, and reduce to the Ohkitani and Constantin equations in the singular special case where the new parameter vanishes. Let us recall that Ohkitani and Constantin found that the diffusive Lagrangian map became noninvertible under time evolution and required resetting for its calculation. They proposed that high frequency of resetting was a diagnostic for vortex reconnection. Direct numerical simulations are performed. The Navier-Stokes dynamics is well reproduced at small enough Reynolds number without resetting. Computation at higher Reynolds numbers is achieved by performing resettings. The interval between successive resettings is found to abruptly increase when the new parameter is varied from 0 to a value much smaller than the resetting interval.