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

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

One-dimensional optical wave turbulence:experiment and theory

We present a review of the latest developments in one-dimensional (1D) optical wave turbulence (OWT). Based on an original experimental setup that allows for the implementation of 1D OWT, we are able to show that an inverse cascade occurs through the spontaneous evolution of the nonlinear field up to the point when modulational instability leads to soliton formation. After solitons are formed, further interaction of the solitons among themselves and with incoherent waves leads to a final condensate state dominated by a single strong soliton. Motivated by the observations, we develop a theoretical description, showing that the inverse cascade develops through six-wave interaction, and that this is the basic mechanism of nonlinear wave coupling for 1D OWT. We describe theory, numerics and experimental observations while trying to incorporate all the different aspects into a consistent context. The experimental system is described by two coupled nonlinear equations, which we explore within two wave limits allowing for the expression of the evolution of the complex amplitude in a single dynamical equation. The long-wave limit corresponds to waves with wave numbers smaller than the electrical coherence length of the liquid crystal, and the opposite limit, when wave numbers are larger. We show that both of these systems are of a dual cascade type, analogous to two-dimensional (2D) turbulence, which can be described by wave turbulence (WT) theory, and conclude that the cascades are induced by a six-wave resonant interaction process. WT theory predicts several stationary solutions (non-equilibrium and thermodynamic) to both the long- and short-wave systems, and we investigate the necessary conditions required for their realization. Interestingly, the long-wave system is close to the integrable 1D nonlinear Schrödinger equation (NLSE) (which contains exact nonlinear soliton solutions), and as a result during the inverse cascade, nonlinearity of the system at low wave numbers becomes strong. Subsequently, due to the focusing nature of the nonlinearity, this leads to modulational instability (MI) of the condensate and the formation of solitons. Finally, with the aid of the probability density function (PDF) description of WT theory, we explain the coexistence and mutual interactions between solitons and the weakly nonlinear random wave background in the form of a wave turbulence life cycle (WTLC).

A principled approach to interactive hierarchical non-linear visualization of high-dimensional data

Hierarchical visualization systems are desirable because a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex high-dimensional data sets. We extend an existing locally linear hierarchical visualization system PhiVis [1] in several directions: bf(1) we allow for em non-linear projection manifolds (the basic building block is the Generative Topographic Mapping -- GTM), bf(2) we introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree, bf(3) we describe folding patterns of low-dimensional projection manifold in high-dimensional data space by computing and visualizing the manifold's local directional curvatures. Quantities such as magnification factors [3] and directional curvatures are helpful for understanding the layout of the nonlinear projection manifold in the data space and for further refinement of the hierarchical visualization plot. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. We demonstrate the visualization system principle of the approach on a complex 12-dimensional data set and mention possible applications in the pharmaceutical industry.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Novel hardwired distributive tactile sensing system for medical applications

This thesis described the research carried out on the development of a novel hardwired tactile sensing system tailored for the application of a next generation of surgical robotic and clinical devices, namely a steerable endoscope with tactile feedback, and a surface plate for patient posture and balance. Two case studies are examined. The first is a one-dimensional sensor for the steerable endoscope retrieving shape and ‘touch’ information. The second is a two-dimensional surface which interprets the three-dimensional motion of a contacting moving load. This research can be used to retrieve information from a distributive tactile sensing surface of a different configuration, and can interpret dynamic and static disturbances. This novel approach to sensing has the potential to discriminate contact and palpation in minimal invasive surgery (MIS) tools, and posture and balance in patients. The hardwired technology uses an embedded system based on Field Programmable Gate Arrays (FPGA) as the platform to perform the sensory signal processing part in real time. High speed robust operation is an advantage from this system leading to versatile application involving dynamic real time interpretation as described in this research. In this research the sensory signal processing uses neural networks to derive information from input pattern from the contacting surface. Three neural network architectures namely single, multiple and cascaded were introduced in an attempt to find the optimum solution for discrimination of the contacting outputs. These architectures were modelled and implemented into the FPGA. With the recent introduction of modern digital design flows and synthesis tools that essentially take a high-level sensory processing behaviour specification for a design, fast prototyping of the neural network function can be achieved easily. This thesis outlines the challenge of the implementations and verifications of the performances.