\documentclass{ian} \usepackage{largearray} \begin{document} \hbox{} \hfil{\bf\LARGE {\tt nstrophy} } \vfill \tableofcontents \vfill \eject \setcounter{page}1 \pagestyle{plain} \section{Description of the computation} \subsection{Irreversible equation} \indent Consider the incompressible Navier-Stokes equation in 2 dimensions \begin{equation} \partial_tU=\nu\Delta U+G-(U\cdot\nabla)U,\quad \nabla\cdot U=0 \label{ins} \end{equation} in which $G$ is the forcing term. We take periodic boundary conditions, so, at every given time, $U(t,\cdot)$ is a function on the torus $\mathbb T^2:=\mathbb R^2/(L\mathbb Z)^2$. We represent $U(t,\cdot)$ using its Fourier series \begin{equation} \hat U_k(t):=\frac1{L^2}\int_{\mathbb T^2}dx\ e^{i\frac{2\pi}L kx}U(t,x) \end{equation} for $k\in\mathbb Z^2$, and rewrite~\-(\ref{ins}) as \begin{equation} \partial_t\hat U_k= -\frac{4\pi^2}{L^2}\nu k^2\hat U_k+\hat G_k -i\frac{2\pi}L\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}} (q\cdot\hat U_p)\hat U_q ,\quad k\cdot\hat U_k=0 \label{ins_k} \end{equation} We then reduce the equation to a scalar one, by writing \begin{equation} \hat U_k=\frac{i2\pi k^\perp}{L|k|}\hat u_k\equiv\frac{i2\pi}{L|k|}(-k_y\hat u_k,k_x\hat u_k) \label{udef} \end{equation} in terms of which, multiplying both sides of the equation by $\frac L{i2\pi}\frac{k^\perp}{|k|}$, \begin{equation} \partial_t\hat u_k= -\frac{4\pi^2}{L^2}\nu k^2\hat u_k +\hat g_k +\frac{4\pi^2}{L^2|k|}\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}} \frac{(q\cdot p^\perp)(k^\perp\cdot q^\perp)}{|q||p|}\hat u_p\hat u_q \label{ins_k} \end{equation} with \begin{equation} \hat g_k:=\frac{Lk^\perp}{2i\pi|k|}\cdot\hat G_k . \label{gdef} \end{equation} Furthermore \begin{equation} (q\cdot p^\perp)(k^\perp\cdot q^\perp) = (q\cdot p^\perp)(q^2+p\cdot q) \end{equation} and $q\cdot p^\perp$ is antisymmetric under exchange of $q$ and $p$. Therefore, \begin{equation} \partial_t\hat u_k= -\frac{4\pi^2}{L^2}\nu k^2\hat u_k+\hat g_k +\frac{4\pi^2}{L^2|k|}T(\hat u,k) \label{ins_k} \end{equation} with \begin{equation} T(\hat u,k):= \sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}} \frac{(q\cdot p^\perp)|q|}{|p|}\hat u_p\hat u_q . \label{T} \end{equation} We truncate the Fourier modes and assume that $\hat u_k=0$ if $|k_1|>K_1$ or $|k_2|>K_2$. Let \begin{equation} \mathcal K:=\{(k_1,k_2),\ |k_1|\leqslant K_1,\ |k_2|\leqslant K_2\} . \end{equation} \bigskip \point{\bf Reality}. Since $U$ is real, $\hat U_{-k}=\hat U_k^*$, and so \begin{equation} \hat u_{-k}=\hat u_k^* . \label{realu} \end{equation} Similarly, \begin{equation} \hat g_{-k}=\hat g_k^* . \label{realg} \end{equation} Thus, \begin{equation} T(\hat u,-k) = T(\hat u,k)^* . \label{realT} \end{equation} In order to keep the computation as quick as possible, we only compute and store the values for $k_1\geqslant 0$. \bigskip \point{\bf FFT}. We compute T using a fast Fourier transform, defined as \begin{equation} \mathcal F(f)(n):=\sum_{m\in\mathcal N}e^{-\frac{2i\pi}{N_1}m_1n_1-\frac{2i\pi}{N_2}m_2n_2}f(m_1,m_2) \end{equation} where \begin{equation} \mathcal N:=\{(n_1,n_2),\ 0\leqslant n_1< N_1,\ 0\leqslant n_2< N_2\} \end{equation} for some fixed $N_1,N_2$. The transform is inverted by \begin{equation} \frac1{N_1N_2}\mathcal F^*(\mathcal F(f))(n)=f(n) \end{equation} in which $\mathcal F^*$ is defined like $\mathcal F$ but with the opposite phase. \bigskip \indent The condition $p+q=k$ can be rewritten as \begin{equation} T(\hat u,k) = \sum_{p,q\in\mathcal K} \frac1{N_1N_2} \sum_{n\in\mathcal N}e^{-\frac{2i\pi}{N_1}n_1(p_1+q_1-k_1)-\frac{2i\pi}{N_2}n_2(p_2+q_2-k_2)} (q\cdot p^\perp)\frac{|q|}{|p|}\hat u_q\hat u_p \end{equation} provided \begin{equation} N_i>3K_i. \end{equation} Indeed, $\sum_{n_i=0}^{N_i}e^{-\frac{2i\pi}{N_i}n_im_i}$ vanishes unless $m_i=0\%N_i$ (in which $\%N_i$ means `modulo $N_i$'), and, if $p,q,k\in\mathcal K$, then $|p_i+q_i-k_i|\leqslant3K_i$, so, as long as $N_i>3K_i$, then $(p_i+q_i-k_i)=0\%N_i$ implies $p_i+q_i=k_i$. Therefore, \begin{equation} T(\hat u,k) = \textstyle \frac1{N_1N_2} \mathcal F^*\left( \mathcal F\left(\frac{p_x\hat u_p}{|p|}\right)(n) \mathcal F\left(q_y|q|\hat u_q\right)(n) - \mathcal F\left(\frac{p_y\hat u_p}{|p|}\right)(n) \mathcal F\left(q_x|q|\hat u_q\right)(n) \right)(k) \end{equation} \bigskip \point{\bf Energy}. We define the energy as \begin{equation} E(t)=\frac12\int\frac{dx}{L^2}\ U^2(t,x)=\frac12\sum_{k\in\mathbb Z^2}|\hat U_k|^2 . \end{equation} We have \begin{equation} \partial_t E=\int\frac{dx}{L^2}\ U\partial tU = \nu\int\frac{dx}{L^2}\ U\Delta U +\int\frac{dx}{L^2}\ UG -\int\frac{dx}{L^2}\ U(U\cdot\nabla)U . \end{equation} Since we have periodic boundary conditions, \begin{equation} \int dx\ U\Delta U=-\int dx\ |\nabla U|^2 . \end{equation} Furthermore, \begin{equation} I:=\int dx\ U(U\cdot\nabla)U =\sum_{i,j=1,2}\int dx\ U_iU_j\partial_jU_i = -\sum_{i,j=1,2}\int dx\ (\partial_jU_i)U_jU_i -\sum_{i,j=1,2}\int dx\ U_i(\partial_jU_j)U_i \end{equation} and since $\nabla\cdot U=0$, \begin{equation} I = -I \end{equation} and so $I=0$. Thus, \begin{equation} \partial_t E= \int\frac{dx}{L^2}\ \left(-\nu|\nabla U|^2+UG\right) = \sum_{k\in\mathbb Z^2}\left(-\frac{4\pi^2}{L^2}\nu k^2|\hat U_k|^2+\hat U_{-k}\hat G_k\right) . \end{equation} Furthermore, \begin{equation} \sum_{k\in\mathbb Z^2}k^2|\hat U_k|^2\geqslant \sum_{k\in\mathbb Z^2}|\hat U_k|^2-|\hat U_0|^2 =2E-|\hat U_0|^2 \end{equation} so \begin{equation} \partial_t E\leqslant -\frac{8\pi^2}{L^2}\nu E+\frac{4\pi^2}{L^2}\nu\hat U_0^2+\sum_{k\in\mathbb Z^2}\hat U_{-k}\hat G_k \leqslant -\frac{8\pi^2}{L^2}\nu E+\frac{4\pi^2}{L^2}\nu\hat U_0^2+ \|\hat G\|_2\sqrt{2E} . \end{equation} In particular, if $\hat U_0=0$ (which corresponds to keeping the center of mass fixed), \begin{equation} \partial_t E\leqslant -\frac{8\pi^2}{L^2}\nu E+\|\hat G\|_2\sqrt{2E} . \end{equation} Now, if $\frac{8\pi^2}{L^2}\nu\sqrt E<\sqrt2\|\hat G\|_2$, then \begin{equation} \frac{\partial_t E}{-\frac{8\pi^2}{L^2}\nu E+\|\hat G\|_2\sqrt{2E}}\leqslant1 \end{equation} and so \begin{equation} \frac{\log(1-\frac{8\pi^2\nu}{L^2\sqrt2\|\hat G\|_2}\sqrt{E(t)})}{-\frac{4\pi^2}{L^2}\nu}\leqslant t+ \frac{\log(1-\frac{8\pi^2\nu}{L^2\sqrt2\|\hat G\|_2}\sqrt{E(0)})}{-\frac{4\pi^2}{L^2}\nu} \end{equation} and \begin{equation} E(t) \leqslant \left( \frac{L^2\sqrt2\|\hat G\|_2}{8\pi^2\nu}(1-e^{-\frac{4\pi^2}{L^2}\nu t}) +e^{-\frac{4\pi^2}{L^2}\nu t}\sqrt{E(0)} \right)^2 . \end{equation} If $\frac{8\pi^2}{L^2}\nu\sqrt E>\sqrt2\|\hat G\|_2$, \begin{equation} \frac{\partial_t E}{-\frac{8\pi^2}{L^2}\nu E+\|\hat G\|_2\sqrt{2E}}\geqslant1 \end{equation} and so \begin{equation} \frac{\log(\frac{8\pi^2\nu}{L^2\sqrt2\|\hat G\|_2}\sqrt{E(t)}-1)}{-\frac{4\pi^2}{L^2}\nu}\geqslant t+ \frac{\log(\frac{8\pi^2\nu}{L^2\sqrt2\|\hat G\|_2}\sqrt{E(0)})-1}{-\frac{4\pi^2}{L^2}\nu} \end{equation} and \begin{equation} E(t) \leqslant \left( \frac{L^2\sqrt2\|\hat G\|_2}{8\pi^2\nu}(1-e^{-\frac{4\pi^2}{L^2}\nu t}) +e^{-\frac{4\pi^2}{L^2}\nu t}\sqrt{E(0)} \right)^2 . \end{equation} \bigskip \point{\bf Enstrophy}. The enstrophy is defined as \begin{equation} \mathcal En(t)=\int\frac{dx}{L^2}\ |\nabla U|^2 =\frac{4\pi^2}{L^2}\sum_{k\in\mathbb Z^2}k^2|\hat U_k|^2 . \end{equation} \bigskip \point{\bf Numerical instability}. In order to prevent the algorithm from blowing up, it is necessary to impose the reality of $u(x)$ by hand, otherwise, truncation errors build up, and lead to divergences. It is sufficient to ensure that the convolution term $T(\hat u,k)$ satisfies $T(\hat u,-k)=T(\hat u,k)^*$. After imposing this condition, the algorithm no longer blows up, but it is still unstable (for instance, increasing $K_1$ or $K_2$ leads to very different results). \subsection{Reversible equation} \indent The reversible equation is similar to\-~(\ref{ins}) but instead of fixing the viscosity, we fix the enstrophy\-~\cite{Ga22}. It is defined directly in Fourier space: \begin{equation} \partial_t\hat U_k= -\frac{4\pi^2}{L^2}\alpha(\hat U) k^2\hat U_k+\hat G_k -i\frac{2\pi}L\sum_{\displaystyle\mathop{\scriptstyle p,q\in\mathbb Z^2}_{p+q=k}} (q\cdot\hat U_p)\hat U_q ,\quad k\cdot\hat U_k=0 \end{equation} where $\alpha$ is chosen such that the enstrophy is constant. In terms of $\hat u$\-~(\ref{udef}), (\ref{gdef}), (\ref{T}): \begin{equation} \partial_t\hat u_k= -\frac{4\pi^2}{L^2}\alpha(\hat u) k^2\hat u_k +\hat g_k +\frac{4\pi^2}{L^2|k|}T(\hat u,k) . \label{rns_k} \end{equation} To compute $\alpha$, we use the constancy of the enstrophy: \begin{equation} \sum_{k\in\mathbb Z^2}k^2\hat U_k\cdot\partial_t\hat U_k =0 \end{equation} which, in terms of $\hat u$ is \begin{equation} \sum_{k\in\mathbb Z^2}k^2\hat u_k^*\partial_t\hat u_k =0 \end{equation} that is \begin{equation} \frac{4\pi^2}{L^2}\alpha(\hat u)\sum_{k\in\mathbb Z^2}k^4|\hat u_k|^2 = \sum_{k\in\mathbb Z^2}k^2\hat u_k^*\hat g_k +\frac{4\pi^2}{L^2}\sum_{k\in\mathbb Z^2}|k|\hat u_k^*T(\hat u,k) \end{equation} and so \begin{equation} \alpha(\hat u) =\frac{\frac{L^2}{4\pi^2}\sum_k k^2\hat u_k^*\hat g_k+\sum_k|k|\hat u_k^*T(\hat u,k)}{\sum_kk^4|\hat u_k|^2} . \end{equation} Note that, by\-~(\ref{realu})-(\ref{realT}), \begin{equation} \alpha(\hat u)\in\mathbb R . \end{equation} \vfill \eject \begin{thebibliography}{WWW99} \small \IfFileExists{bibliography/bibliography.tex}{\input bibliography/bibliography.tex}{} \end{thebibliography} \end{document}