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These lecture notes in geometric mechanics are meant to convey insight through clear definitions and workable examples. The lecture format adopted here is intended to convey the immediacy of the taught course and to be useful as a basis for other courses. The lecture notes comprise: AP = Applications of Pure maths, e.g., Noether's theorem: Lie group symmetry of Hamilton's variational principle implies conservation laws for its equations of motion.\smallskip PA = Purifications of Applied maths, e.g., Euler fluid dynamics describes geodesic flow on the manifold of smooth invertible maps acting on the domain of flow. \smallskip Both AP and PA appear here, though the difference is not mentioned. It is left to the reader to decide whether it was AP or PA in each of the lectures containing well over sixty solved exercises. An aspect of modern applications emphasised here is the use of the composition of evolutionary maps for multi-physics, multi-timescale interactions including waves interacting with flows in the Euler--Poincar\'e framework in geophysical fluid dynamics (GFD) for ocean and atmosphere dynamics, and in magnetohydrodynamics (MHD) for applications in plasma physics such as magnetic confinement fusion (MFC) and astrophysical processes such as Alfv\'en waves and gravity waves propagating on the Solar tachocline. The topics covered in each lecture can also be gleaned from its table of contents listed at the onset of each lecture., Comment: Textbook in the form of 31 consecutive lectures. arXiv admin note: substantial text overlap with arXiv:0708.1585

This paper treats nonlinear wave current interactions in their simplest form, as an overtaking collision. In one spatial dimension, the paper investigates the collision interaction formulated as an initial value problem of a Burgers bore overtaking solutions of two types of nonlinear wave equations, Korteweg de Vries (KdV) and nonlinear Schrodinger (NLS). The bore wave state arising after the overtaking Burgers-KdV collision in numerical simulations is found to depend qualitatively on the balance between nonlinearity and dispersion in the KdV equation. The Burgers-KdV system is also made stochastic by following the stochastic advection by Lie transport approach (SALT)., Comment: 16 pages, 4 figures, 1st version

We derive new models of stochastic Hall magnetohydrodynamics (MHD) by using a symmetry-reduced stochastic Euler-Poincar\'e variational principle. The new stochastic Hall MHD theory has potential applications for uncertainty quantification and data assimilation in space plasma (space weather) and solar physics. The stochastic geometric mechanics approach we take here produces coordinate-free results which may then be applied in a variety of spatial configurations., Comment: 24 pages, 0 figures, 1st version

The present work investigates the evolution of linear perturbations of time-dependent ideal fluid flows with advected quantities, expressed in terms of the second order variations of the action corresponding to a Lagrangian defined on a semidirect product space. This approach is related to Jacobi fields along geodesics and several examples are given explicitly to elucidate our approach. Numerical simulations of the perturbation dynamics are also presented., Comment: 21 pages, 3 figures, 2nd version

The goals of the present work are to: (i) investigate the dynamics of oceanic frontogenesis by taking advantage of the geometric mechanics underlying the class of Vertical Slice Models (VSMs) of ocean dynamics; and (ii) illustrate the versatility and utility of deterministic and stochastic variational approaches by deriving several variants of wave-current interaction models which describe the effects of internal waves propagating within a vertical planar slice embedded in a 3D region of constant horizontal gradient of buoyancy in the direction transverse to the vertical plane., Comment: 36 pages, 3 figures, comments welcome by email

Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal fluid flow. The present chapter describes the mathematical development of the framework of stochastic geometric mechanics in the context of fluid flow and wave dynamics obtained from Lie group-invariant variational principles., Comment: 23 pages, 3 figures, 3 tables, submitted to Elsevier Encyclopedia of Mathematical Physics second edition. arXiv admin note: substantial text overlap with arXiv:2108.07853

We derive a Wentzel-Kramers-Brillouin (WKB) closure of the generalised Lagrangian mean (GLM) theory by using a phase-averaged Hamilton variational principle for the Euler--Boussinesq (EB) equations. Following Gjaja and Holm 1996, we consider 3D inertial gravity waves (IGWs) in the EB approximation. The GLM closure for WKB IGWs expresses EB wave mean flow interaction (WMFI) as WKB wave motion boosted into the reference frame of the EB equations for the Lagrangian mean transport velocity. We provide both deterministic and stochastic closure models for GLM IGWs at leading order in 3D complex vector WKB wave asymptotics. This paper brings the Gjaja and Holm 1996 paper at leading order in wave amplitude asymptotics into an easily understood short form and proposes a stochastic generalisation of the WMFI equations for IGWs., Comment: 22 pages, 2 figures, 2nd version, comments welcome by email

How does one derive models of dynamical feedback effects in multiscale, multiphysics systems such as wave mean flow interaction (WMFI)? We shall address this question for hybrid dynamical systems, whose motion can be expressed as the composition of two or more Lie-group actions. Hybrid systems abound in fluid dynamics. Examples include: the dynamics of complex fluids such as liquid crystals; wind-driven waves propagating with the currents moving on the sea surface; turbulence modelling in fluids and plasmas; and classical-quantum hydrodynamic models in molecular chemistry. From among these examples, the motivating question in this paper is: How do wind-driven waves produce ocean surface currents? The paper first summarises the geometric mechanics approach for deriving hybrid models of multiscale, multiphysics motions in ideal fluid dynamics. It then illustrates this approach for WMFI in the examples of 3D WKB waves and 2D wave amplitudes governed by the nonlinear Schr\"odinger (NLS) equation propagating in the frame of motion of an ideal incompressible inhomogeneous Euler fluid flow. The results for these examples tell us that the fluid flow in WMFI does not create waves. However, feedback in the opposite direction is possible, since 3D WKB and 2D NLS wave dynamics can indeed create circulatory fluid flow., Comment: 2nd version, 32 pages, 3 figures, comments welcome by email

In this paper, we describe two effects of the L\'evy area correction on the invariant measure of stochastic rigid body dynamics on geometric rough paths. From the viewpoint of dynamics, the L\'evy area correction introduces an additional deterministic torque into the rigid body motion equation on geometric rough paths. When the dynamics is driven by coloured noise, and for rigid body dynamics with double-bracket dissipation, theoretical and numerical results show that this additional deterministic torque shifts the centre of the probability distribution function by shifting the Hamiltonian function in the exponent of the Gibbsian invariant measure., Comment: 39 pages, 9 figures, 3rd version, comments welcome

This paper investigates the mathematical properties of a stochastic version of the balanced 2D thermal quasigeostrophic (TQG) model of potential vorticity dynamics. This stochastic TQG model is intended as a basis for parametrisation of the dynamical creation of unresolved degrees of freedom in computational simulations of upper ocean dynamics when horizontal buoyancy gradients and bathymetry affect the dynamics, particularly at the submesoscale (250m--10km). Specifically, we have chosen the SALT (Stochastic Advection by Lie Transport) algorithm introduced in [1] and applied in [2,3] as our modelling approach. The SALT approach preserves the Kelvin circulation theorem and an infinite family of integral conservation laws for TQG. The goal of the SALT algorithm is to quantify the uncertainty in the process of up-scaling, or coarse-graining of either observed or synthetic data at fine scales, for use in computational simulations at coarser scales. The present work provides a rigorous mathematical analysis of the solution properties of the thermal quasigeostrophic (TQG) equations with stochastic advection by Lie transport (SALT) [4,5]., Comment: 38 pages

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations, especially in dealing with atmosphere and ocean dynamics, where viscous and diffusive dissipation effects are negligible. This paper derives a family of three different types of stochastic parameterisations for the classical Euler-Boussinesq (EBC) equations for a buoyant incompressible fluid flowing under gravity in a vertical plane. These three stochastic models are inspired by earlier work on the effects of stochastic fluctuations on transport, see, e.g., Kraichnan [1968, 1994] and Doering et al. [1994]. They are derived here from variants of Hamilton's principle for the deterministic case when Stratonovich noise is introduced. The three models possess different variants of their corresponding Hamiltonian structures. One variant (SALT) introduces stochastic transport. Another variant (SFLT) introduces stochastic \emph{forcing}, rather than stochastic \emph{transport}. The third variant (LA SALT) introduces nonlocality in its stochastic transport, in the probabilistic sense of McKean [1966]., Comment: 24 pages, 10 figures

The mathematical models and numerical simulations reported here are motivated by satellite observations of horizontal gradients of sea surface temperature and salinity that are closely coordinated with the slowly varying envelope of the rapidly oscillating waves. This coordination of gradients of fluid material properties with wave envelopes tends to occur when strong horizontal buoyancy gradients are present. The nonlinear models of this coordinated movement presented here may provide future opportunities for the optimal design of satellite imagery that could simultaneously capture the dynamics of both waves and currents directly. The model derived here appears in two levels of approximation: first for rapidly oscillating waves, and then for their slowly varying envelope (SVE) approximation obtained by using the WKB approach. The WKB wave-current-buoyancy interaction model derived here for a free surface with significant horizontal buoyancy gradients indicates that the mechanism for the emergence of these correlations is the ponderomotive force of the slowly varying envelope of rapidly oscillating waves acting on the surface currents via the horizontal buoyancy gradient. In this model, the buoyancy gradient appears explicitly in the WKB wave momentum, which in turn generates density-weighted potential vorticity whenever the buoyancy gradient is not aligned with the wave-envelope gradient., Comment: 18 pages, 5 figures, 2nd version, comments welcome by email

Noether's celebrated theorem associating symmetry and conservation laws in classical field theory is adapted to allow for broken symmetry in geometric mechanics and is shown to play a central role in deriving and understanding the generation of fluid circulation via the Kelvin-Noether theorem for ideal fluids with stochastic advection by Lie transport (SALT)., Comment: 10 pages, for book chapter

Via a sequence of approximations of the Lagrangian in Hamilton's principle for dispersive nonlinear gravity waves we derive a hierarchy of Hamiltonian models for describing wave-current interaction (WCI) in nonlinear dispersive wave dynamics on free surfaces. A subclass of these WCI Hamiltonians admits \emph{emergent singular solutions} for certain initial conditions. These singular solutions are identified with a singular momentum map for left action of the diffeomorphisms on a semidirect-product Lie algebra. This semidirect-product Lie algebra comprises vector fields representing horizontal current velocity acting on scalar functions representing wave elevation. We use computational simulations to demonstrate the dynamical interactions of the emergent wavefront trains which are admitted by this special subclass of Hamiltonians for a variety of initial conditions. In particular, we investigate: (1) A variety of localised initial current configurations in still water whose subsequent propagation generates surface-elevation dynamics on an initially flat surface; and (2) The release of initially confined configurations of surface elevation in still water that generate dynamically interacting fronts of localised currents and wave trains. The results of these simulations show intricate wave-current interaction patterns whose structures are similar to those seen, for example, in Synthetic Aperture Radar (SAR) images taken from the space shuttle., Comment: 36 pages, 32 figures, first version, comments welcome by email

This work involves theoretical and numerical analysis of the Thermal Quasi-Geostrophic (TQG) model of submesoscale geophysical fluid dynamics (GFD). Physically, the TQG model involves thermal geostrophic balance, in which the Rossby number, the Froude number and the stratification parameter are all of the same asymptotic order. The main analytical contribution of this paper is to construct local-in-time unique strong solutions for the TQG model. For this, we show that solutions of its regularized version $\alpha$-TQG converge to solutions of TQG as its smoothing parameter $\alpha \rightarrow 0$ and we obtain blowup criteria for the $\alpha$-TQG model. The main contribution of the computational analysis is to verify the rate of convergence of $\alpha$-TQG solutions to TQG solutions as $\alpha \rightarrow 0$ for example simulations in appropriate GFD regimes., Comment: 40 pages, Many figures

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport velocity possesses an additional rough-in-time, divergence-free vector field. In recent work, we have demonstrated that this system can be derived from Clebsch and Hamilton-Pontryagin variational principles that possess a perturbative geometric rough path Lie-advection constraint. In this paper, we prove the local well-posedness of the system in $L^2$-Sobolev spaces $H^m$ with integer regularity $m\ge \lfloor d/2\rfloor+2$ and establish a Beale-Kato-Majda (BKM) blow-up criterion in terms of the $L^1_tL^\infty_x$-norm of the vorticity. In dimension two, we show that the $L^p$-norms of the vorticity are conserved, which yields global well-posedness and a Wong-Zakai approximation theorem for the stochastic version of the equation., Comment: 43 pages

The classic evolution equations for potential flow on the free surface of a fluid flow are not closed because the pressure and the vertical velocity dynamics are not specified on the free surface. Moreover, their wave dynamics does not cause circulation of the fluid velocity on the free surface. The equations for free-surface motion we derive here are closed and they are not restricted to potential flow. Hence, true wave-current interaction dynamics can occur. In particular, the Kelvin-Noether theorem demonstrates that wave activity can induce fluid circulation and vorticity dynamics on the free surface. The wave-current interaction equations introduced here open new vistas for both the deterministic and stochastic analysis of nonlinear waves on free surfaces., Comment: Refereed version, comments still welcome (please email)

Starting with the exact factorization of the molecular wavefunction, this paper presents the results from the numerical implementation in nonadiabatic molecular dynamics of the recently proposed bohmion method. Within the context of quantum hydrodynamics, we introduce a regularized nuclear Bohm potential admitting solutions comprising a train of $\delta$-functions which provide a finite-dimensional sampling of the hydrodynamic flow paths. The bohmion method inherits all the basic conservation laws from its underlying variational structure and captures electronic decoherence. After reviewing the general theory, the method is applied to the well-known Tully models, which are used here as benchmark problems. In the present case of study, we show that the new method accurately reproduces both electronic decoherence and nuclear population dynamics.

This paper introduces an energy-preserving stochastic model for studying wave effects on currents in the ocean mixing layer. The model is called stochastic forcing by Lie transport (SFLT). The SFLT model is derived here from a stochastic constrained variational principle, so it has a Kelvin circulation theorem. The examples of SFLT given here treat 3D Euler fluid flow, rotating shallow water dynamics and the Euler-Boussinesq equations. In each example, one sees the effect of stochastic Stokes drift and material entrainment in the generation of fluid circulation. We also present an Eulerian-averaged SFLT model (EA SFLT), based on decomposing the Eulerian solutions of the energy-conserving SFLT model into sums of their expectations and fluctuations., Comment: 33 pages, no figures, 4th version, comments welcome by email

In analogy with similar effects in adiabatic compressible fluid dynamics, the effects of buoyancy gradients on incompressible stratified flows are said to be `thermal'. The thermal rotating shallow water (TRSW) model equations contain three small nondimensional parameters. These are the Rossby number, the Froude number and the buoyancy parameter. Asymptotic expansion of the TRSW model equations in these three small parameters leads to the deterministic thermal versions of the Salmon's L1 (TL1) model and the thermal quasi-geostrophic (TQG) model, upon expanding in the neighbourhood of thermal quasi-geostrophic balance among the flow velocity and the gradients of free surface elevation and buoyancy. The linear instability of TQG at high wave number tends to create circulation at small scales. Such a high wave number instability could be unresolvable in many computational simulations, but its presence at small scales may contribute significantly to fluid transport at resolvable scales. Sometimes such effects are modelled via `stochastic backscatter of kinetic energy'. Here we try another approach. Namely, we model `stochastic transport' in the hierarchy of models TRSW/TL1/TQG. The models are derived via the approach of stochastic advection by Lie transport (SALT) as obtained from a recently introduced stochastic version of the Euler--Poincar\'e variational principle. We also indicate the potential next steps for applying these models in uncertainty quantification and data assimilation of the rapid, high wavenumber effects of buoyancy fronts at these three levels of description by using the data-driven stochastic parametrisation algorithms derived previously using the SALT approach., Comment: 29 pages, 4 figures. Fourth version, all comments are welcome!

In this paper, we introduce a new framework for parametrization schemes (PS) in GFD. Using the theory of controlled rough paths, we derive a class of rough geophysical fluid dynamics (RGFD) models as critical points of rough action functionals. These RGFD models characterize Lagrangian trajectories in fluid dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps. Three constrained variational approaches are formulated for the derivation of these models. The first is the Clebsch formulation, in which the constraints are imposed as rough advection laws. The second is the Hamilton-Pontryagin formulation, in which the constraints are imposed as right-invariant rough vector fields. The third is the Euler--Poincar\'e formulation in which the variations are constrained. These variational principles lead directly to the Lie--Poisson Hamiltonian formulation of fluid dynamics on geometric rough paths. The GRP framework preserves the geometric structure of fluid dynamics obtained by using Lie group reduction to pass from Lagrangian to Eulerian variational principles, thereby yielding a rough formulation of the Kelvin circulation theorem. The rough-path variational approach includes non-Markovian perturbations of the Lagrangian fluid trajectories. In particular, memory effects can be introduced through this formulation through a judicious choice of the rough path (e.g. a realization of a fractional Brownian motion). In the special case when the rough path is a realization of a semimartingale, we recover the SGFD models in Holm (2015). However, by eliminating the need for stochastic variational tools, we retain a pathwise interpretation of the Lagrangian trajectories. In contrast, the Lagrangian trajectories in the stochastic framework are described by stochastic integrals which do not have a pathwise interpretation. Thus, the rough path formulation restores this property., Comment: 57 pages. Revision of introduction and examples. New references added

We are modelling multi-scale, multi-physics uncertainty in wave-current interaction (WCI). To model uncertainty in WCI, we introduce stochasticity into the wave dynamics of two classic models of WCI; namely, the Generalised Lagrangian Mean (GLM) model and the Craik--Leibovich (CL) model. The key idea for the GLM approach is the separation of the Lagrangian (fluid) and Eulerian (wave) degrees of freedom in Hamilton's principle. This is done by coupling an Euler--Poincar\'e {\it reduced Lagrangian} for the current flow and a {\it phase-space Lagrangian} for the wave field. WCI in the GLM model involves the nonlinear Doppler shift in frequency of the Hamiltonian wave subsystem, which arises because the waves propagate in the frame of motion of the Lagrangian-mean velocity of the current. In contrast, WCI in the CL model arises because the fluid velocity is defined relative to the frame of motion of the Stokes mean drift velocity, which is usually taken to be prescribed, time independent and driven externally. We compare the GLM and CL theories by placing them both into the general framework of a stochastic Hamilton's principle for a 3D Euler--Boussinesq (EB) fluid in a rotating frame. In other examples, we also apply the GLM and CL methods to add wave physics and stochasticity to the familiar 1D and 2D shallow water flow models. The differences in the types of stochasticity which arise for GLM and CL models can be seen by comparing the Kelvin circulation theorems for the two models. The GLM model acquires stochasticity in its Lagrangian transport velocity for the currents and also in its group velocity for the waves. The Kelvin circulation theorem stochastic CL model can accept stochasticity in its both its integrand and in the Lagrangian transport velocity of its circulation loop., Comment: Comments welcome - 46 pages, no figures

Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton's principle to derive the stochastic fluid equations for this situation. Now, the variational calculus for applying Hamilton's principle requires the Stratonovich process, so we must transform from It\^o noise in the \emph{data frame} to the equivalent Stratonovich noise. However, the transformation from the It\^o process in the data frame to the corresponding Stratonovich process shifts the drift velocity of the transformed Lagrangian fluid trajectory out of the data frame into a non-inertial frame obtained from the It\^o correction. The issue is, "Will non-inertial forces arising from this transformation of reference frames make a difference in the interpretation of the solution behaviour of the resulting stochastic equations?" This issue will be resolved by elementary considerations., Comment: 12 pages, 1 figure, 2nd version, comments welcome!

Holm (Proc. Roy. Soc 2015) introduced a variational framework for stochastically parametrising unresolved scales of hydrodynamic motion. This variational framework preserves fundamental features of fluid dynamics, such as Kelvin's circulation theorem, while also allowing for dispersive nonlinear wave propagation, both within a stratified fluid and at its free surface. The present paper combines asymptotic expansions and vertical averaging with the stochastic variational framework to formulate a new approach for developing stochastic parametrisation schemes for nonlinear wave fields. The approach is applied to a variety of shallow water equations which descend from Euler's three-dimensional fluid equations with rotation and stratification under approximation by asymptotic expansions and vertical averaging. In the entire family of nonlinear stochastic wave-current interaction equations derived here using this approach, Kelvin's circulation theorem reveals a barotropic mechanism for wave generation of horizontal circulation or convection (cyclogenesis) which is activated whenever the gradients of wave elevation and/or topography are not aligned with the gradient of the vertically averaged buoyancy., Comment: 39 pages, 1 figure and 3 diagrams. Seventh version, comments are always welcome!

A famous feature of the Camassa-Holm equation is its admission of peaked soliton solutions known as peakons. We investigate this equation under the influence of stochastic transport. Noting that peakons are weak solutions of the equation, we present a finite element discretisation for it, which we use to explore the formation of peakons. Our simulations using this discretisation reveal that peakons can still form in the presence of stochastic perturbations. Peakons can emerge both through wave breaking, as the slope turns vertical, and without wave breaking as the inflection points of the velocity profile rise to reach the summit.

We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own average over realizations of this noise. We call these systems the Lagrangian averaged stochastic advection by Lie transport (LA SALT) equations. These equations are nonlinear and non-local, in both physical and probability space. Before taking this average, the equations recover the Stochastic Advection by Lie Transport (SALT) fluid equations introduced by Holm (2015). Remarkably, the introduction of the non-locality in probability space in the form of momentum transported by its own mean velocity gives rise to a closed equation for the expectation field which comprises Navier--Stokes equations with Lie--Laplacian "dissipation". As such, this form of non-locality provides a regularization mechanism. The formalism we develop is closely connected to the stochastic Weber velocity framework of Constantin and Iyer (2008) in the case when the noise correlates are taken to be the constant basis vectors in $\mathbb{R}^3$ and, thus, the Lie--Laplacian reduces to the usual Laplacian. We extend this class of equations to allow for advected quantities to be present and affect the flow through exchange of kinetic and potential energies. The statistics of the solutions for the LA SALT fluid equations are found to be changing dynamically due to an array of intricate correlations among the physical variables. The statistical properties of the LA SALT physical variables propagate as local evolutionary equations which when spatially integrated become dynamical equations for the variances of the fluctuations. Essentially, the LA SALT theory is a non-equilibrium stochastic linear response theory for fluctuations in SALT fluids with advected quantities.

In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompressible 2D Euler dynamics defined on a simply connected bounded domain. We show that using the combined algorithm, we are able to assimilate data from a reference system state (the ``truth") modelled by a highly resolved numerical solution of the flow that has roughly $3.1\times10^6$ degrees of freedom, into a stochastic system having two orders of magnitude less degrees of freedom, which is able to approximate the true state reasonably accurately for $5$ large scale eddy turnover times, using modest computational hardware. The model reduction is performed through the introduction of a stochastic advection by Lie transport (SALT) model as the signal on a coarser resolution. The SALT approach was introduced as a general theory using a geometric mechanics framework from Holm, Proc. Roy. Soc. A (2015). This work follows on the numerical implementation for SALT presented by Cotter et al, SIAM Multiscale Model. Sim. (2019) for the flow in consideration. The model reduction is substantial: The reduced SALT model has $4.9\times 10^4$ degrees of freedom. Results from reliability tests on the assimilated system are also presented., Comment: 51 pages, 20 figures. New numerical results. Added more details and references to the Introduction. Added Remark 3 to Sec 3.3

Wave--current interaction (WCI) dynamics energizes and mixes the ocean thermocline by producing a combination of Langmuir circulation, internal waves and turbulent shear flows, which interact over a wide range of time scales. Two complementary approaches exist for approximating different aspects of WCI dynamics. These are the Generalized Lagrangian Mean (GLM) approach and the Gent--McWilliams (GM) approach. Their complementarity is evident in their Kelvin circulation theorems. GLM introduces a wave pseudomomentum per unit mass into its Kelvin circulation integrand, while GM introduces a an additional `bolus velocity' to transport its Kelvin circulation loop. The GLM approach models Eulerian momentum, while the GM approach models Lagrangian transport. In principle, both GLM and GM are based on the Euler--Boussinesq (EB) equations for an incompressible, stratified, rotating flow. The differences in their Kelvin theorems arise from differences in how they model the flow map in the Lagrangian for the Hamilton variational principle underlying the EB equations. A recently developed approach for uncertainty quantification in fluid dynamics constrains fluid variational principles to require that Lagrangian trajectories undergo Stochastic Advection by Lie Transport (SALT). Here we introduce stochastic closure strategies for quantifying uncertainty in WCI by adapting the SALT approach to both the GLM and GM approximations of the EB variational principle. In the GLM framework, we introduce a stochastic group velocity for transport of wave properties, relative to the frame of motion of the Lagrangian mean flow velocity and a stochastic pressure contribution from the fluctuating kinetic energy. In the GM framework we introduce a stochastic bolus velocity in addition to the mean drift velocity by imposing the SALT constraint in the GM variational principle., Comment: Version accepted at J NonLin Sci, comments still welcome

This paper exploits the theory of geometric gradient flows to introduce an alternative regularization of the thin-film equation. The solution properties of this regularization are investigated via a sequence of numerical simulations whose results lead to new perspectives on thin-film behavior. The new perspectives in large-scale droplet-spreading dynamics are elucidated by comparing numerical-simulation results for the solution properties of the current model with corresponding known properties of three different alternative models. The three specific comparisons in solution behavior are made with the slip model, the precursor-film method and the diffuse-interface model., Comment: 20 pages, 11 figures

Smooth solutions of the incompressible Euler equations are characterized by the property that circulation around material loops is conserved. This is the Kelvin theorem. Likewise, smooth solutions of Navier-Stokes are characterized by a generalized Kelvin's theorem, introduced by Constantin-Iyer (2008). In this note, we introduce a class of stochastic fluid equations, whose smooth solutions are characterized by natural extensions of the Kelvin theorems of their deterministic counterparts, which hold along certain noisy flows. These equations are called the stochastic Euler-Poincar\'{e} and stochastic Navier-Stokes-Poincar\'{e} equations respectively. The stochastic Euler-Poincar\'{e} equations were previously derived from a stochastic variational principle by Holm (2015), which we briefly review. Solutions of these equations do not obey pathwise energy conservation/dissipation in general. In contrast, we also discuss a class of stochastic fluid models, solutions of which possess energy theorems but do not, in general, preserve circulation theorems., Comment: 26 pages

The Hamiltonian action of a Lie group on a symplectic manifold induces a momentum map generalizing Noether's conserved quantity occurring in the case of a symmetry group. Then, when a Hamiltonian function can be written in terms of this momentum map, the Hamiltonian is called `collective'. Here, we derive collective Hamiltonians for a series of models in quantum molecular dynamics for which the Lie group is the composition of smooth invertible maps and unitary transformations. In this process, different fluid descriptions emerge from different factorization schemes for either the wavefunction or the density operator. After deriving this series of quantum fluid models, we regularize their Hamiltonians for finite $\hbar$ by introducing local spatial smoothing. In the case of standard quantum hydrodynamics, the $\hbar\ne0$ dynamics of the Lagrangian path can be derived as a finite-dimensional canonical Hamiltonian system for the evolution of singular solutions called `Bohmions', which follow Bohmian trajectories in configuration space. For molecular dynamics models, application of the smoothing process to a new factorization of the density operator leads to a finite-dimensional Hamiltonian system for the interaction of multiple (nuclear) Bohmions and a sequence of electronic quantum states., Comment: 41 pages, no figures

We review opportunities for stochastic geometric mechanics to incorporate observed data into variational principles, in order to derive data-driven nonlinear dynamical models of effects on the variability of computationally resolvable scales of fluid motion, due to unresolvable, small, rapid scales of fluid motion., Comment: arXiv admin note: text overlap with arXiv:1802.05711

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic parameterisation in a two-layer quasi-geostrophic model for a beta-plane channel flow configuration. We present a new method for estimating the stochastic forcing (used in the parameterisation) to approximate unresolved components using data from the high resolution deterministic simulation, and describe a procedure for computing physically-consistent initial conditions for the stochastic model. We also quantify uncertainty of coarse grid simulations relative to the fine grid ones in homogeneous (teamed with small-scale vortices) and heterogeneous (featuring horizontally elongated large-scale jets) flows, and analyse how the spread of stochastic solutions depends on different parameters of the model. The parameterisation is tested by comparing it with the true eddy-resolving solution that has reached some statistical equilibrium and the deterministic solution modelled on a low-resolution grid. The results show that the proposed parameterisation significantly depends on the resolution of the stochastic model and gives good ensemble performance for both homogeneous and heterogeneous flows, and the parameterisation lays solid foundations for data assimilation.

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a physically meaningful, data-driven approach for decomposing the fluid transport velocity into its drift and stochastic parts, for a certain class of fluid flows. In the current paper, we develop new methodology to implement this velocity decomposition and then numerically integrate the resulting stochastic partial differential equation using a finite element discretisation for incompressible 2D Euler fluid flows. The new methodology tested here is found to be suitable for coarse graining in this case. Specifically, we perform uncertainty quantification tests of the velocity decomposition of Cotter et al. (2017), by comparing ensembles of coarse-grid realisations of solutions of the resulting stochastic partial differential equation with the "true solutions" of the deterministic fluid partial differential equation, computed on a refined grid. The time discretization used for approximating the solution of the stochastic partial differential equation is shown to be consistent. We include comprehensive numerical tests that confirm the non-Gaussianity of the stream function, velocity and vorticity fields in the case of incompressible 2D Euler fluid flows., Comment: 41 pages, 26 figures Minor changes -- updated figures to improve readability. Corrected typos. Shifted Remark 7 to just after Assumption A1. Added Remark 8

We derive a new variational principle, leading to a new momentum map and a new multisymplectic formulation for a family of Euler--Poincar\'e equations defined on the Virasoro-Bott group, by using the inverse map (also called `back-to-labels' map). This family contains as special cases the well-known Korteweg-de Vries, Camassa-Holm, and Hunter-Saxton soliton equations. In the conclusion section, we sketch opportunities for future work that would apply the new Clebsch momentum map with $2$-cocycles derived here to investigate a new type of interplay among nonlinearity, dispersion and noise., Comment: 19 pages

A Richardson triple is an ideal fluid flow map $g_{t/\ep,t,\ep t} = h_{t/\ep}k_t l_{\ep t}$ composed of three smooth maps with separated time scales: slow, intermediate and fast; corresponding to the big, little, and lesser whorls in Richardson's well-known metaphor for turbulence. Under homogenisation, as $\lim \ep\to0$, the composition $h_{t/\ep}k_t $ of the fast flow and the intermediate flow is known to be describable as a single stochastic flow $\dd g$. The interaction of the homogenised stochastic flow $\dd g$ with the slow flow of the big whorl is obtained by going into its non-inertial moving reference frame, via the composition of maps $(\dd g)l_{\ep t}$. This procedure parameterises the interactions of the three flow components of the Richardson triple as a single stochastic fluid flow in a moving reference frame. The Kelvin circulation theorem for the stochastic dynamics of the Richardson triple reveals the interactions among its three components. Namely, (i) the velocity in the circulation integrand acquires is kinematically swept by the large scales; and (ii) the velocity of the material circulation loop acquires additional stochastic Lie transport by the small scales. The stochastic dynamics of the composite homogenised flow is derived from a stochastic Hamilton's principle, and then recast into Lie-Poisson bracket form with a stochastic Hamiltonian. Several examples are given, including fluid flow with stochastically advected quantities, and rigid body motion under gravity, i.e., the stochastic heavy top in a rotating frame., Comment: Printed in J Nonlinear Science

We show that wave breaking occurs with positive probability for the Stochastic Camassa-Holm (SCH) equation. This means that temporal stochasticity in the diffeomorphic flow map for SCH does not prevent the wave breaking process which leads to the formation of peakon solutions. We conjecture that the time-asymptotic solutions of SCH will consist of emergent wave trains of peakons moving along stochastic space-time paths., Comment: 9 pages, 1 figure, dedicated to Edriss Titi on the occasion of his 60th birthday!

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this purpose, we derive, analyze and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, nonholonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle. Keywords: Nonholonomic constraints, Stochastic dynamics, Transport noise., Comment: Published version

Two different types of perturbations of the Lorenz 63 dynamical system for Rayleigh-Benard convection by multiplicative noise -- called stochastic advection by Lie transport (SALT) noise and fluctuation-dissipation (FD) noise -- are found to produce qualitatively different effects, possibly because the total phase-space volume contraction rates are different. In the process of making this comparison between effects of SALT and FD noise on the Lorenz 63 system, a stochastic version of a robust deterministic numerical algorithm for obtaining the individual numerical Lyapunov exponents was developed. With this stochastic version of the algorithm, the value of the sum of the Lyapunov exponents for the FD noise was found to differ significantly from the value of the deterministic Lorenz 63 system, whereas the SALT noise preserves the Lorenz 63 value with high accuracy. The Lagrangian averaged version of the SALT equations (LA SALT) is found to yield a closed deterministic subsystem for the expected solutions which is found to be isomorphic to the original Lorenz 63 dynamical system. The solutions of the closed chaotic subsystem, in turn, drive a linear stochastic system for the fluctuations of the LA SALT solutions around their expected values., Comment: 19 pages, 4 figures, comments always welcome!

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby justifying stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centering condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow., Comment: 11 pages, geometric mechanics, stochastic fluid models, stochastic processes, multi-scale fluid dynamics, symmetry reduced variational principles, homogenisation

In the pattern matching approach to imaging science, the process of \emph{metamorphosis} in template matching with dynamical templates was introduced in \cite{ty05b}. In \cite{HoTrYo2009} the metamorphosis equations of \cite{ty05b} were recast into the Euler-Poincar\'e variational framework of \cite{HoMaRa1998} and shown to contain the equations for a perfect complex fluid \cite{Holm2002}. This result related the data structure underlying the process of metamorphosis in image matching to the physical concept of order parameter in the theory of complex fluids \cite{GBHR2013}. In particular, it cast the concept of Lagrangian paths in imaging science as deterministically evolving curves in the space of diffeomorphisms acting on image data structure, expressed in Eulerian space. (In contrast, the landmarks in the standard LDDMM approach are Lagrangian.) For the sake of introducing an Eulerian uncertainty quantification approach in imaging science, we extend the method of metamorphosis to apply to image matching along \emph{stochastically} evolving time dependent curves on the space of diffeomorphisms. The approach will be guided by recent progress in developing stochastic Lie transport models for uncertainty quantification in fluid dynamics in \cite{holm2015variational,CrFlHo2017}., Comment: 17 pages for special volume of AMSA in honour of David Mumford