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NASA NTRS2010

Broken Ergodicity in Two-Dimensional Homogeneous Magnetohydrodynamic Turbulence

Two-dimensional (2-D) homogeneous magnetohydrodynamic (MHD) turbulence has many of the same qualitative features as three-dimensional (3-D) homogeneous MHD turbulence.The se features include several ideal invariants, along with the phenomenon of broken ergodicity. Broken ergodicity appears when certain modes act like random variables with mean values that are large compared to their standard deviations, indicating a coherent structure or dynamo.Recently, the origin of broken ergodicity in 3-D MHD turbulence that is manifest in the lowest wavenumbers was explained. Here, a detailed description of the origins of broken ergodicity in 2-D MHD turbulence is presented. It will be seen that broken ergodicity in ideal 2-D MHD turbulence can be manifest in the lowest wavenumbers of a finite numerical model for certain initial conditions or in the highest wavenumbers for another set of initial conditions.T he origins of broken ergodicity in ideal 2-D homogeneous MHD turbulence are found through an eigen analysis of the covariance matrices of the modal probability density functions.It will also be shown that when the lowest wavenumber magnetic field becomes quasi-stationary, the higher wavenumber modes can propagate as Alfven waves on these almost static large-scale magnetic structures

Shebalin, John V.↗
NASA NTRS2006

Granular Contact Forces: Proof of "Self-Ergodicity" by Generalizing Boltzmann's Stosszahlansatz and H Theorem

Ergodicity is proved for granular contact forces. To obtain this proof from first principles, this paper generalizes Boltzmann's stosszahlansatz (molecular chaos) so that it maintains the necessary correlations and symmetries of granular packing ensembles. Then it formally counts granular contact force states and thereby defines the proper analog of Boltzmann's H functional. This functional is used to prove that (essentially) all static granular packings must exist at maximum entropy with respect to their contact forces. Therefore, the propagation of granular contact forces through a packing is a truly ergodic process in the Boltzmannian sense, or better, it is self-ergodic. Self-ergodicity refers to the non-dynamic, internal relationships that exist between the layer-by-layer and column-by-column subspaces contained within the phase space locus of any particular granular packing microstate. The generalized H Theorem also produces a recursion equation that may be solved numerically to obtain the density of single particle states and hence the distribution of granular contact forces corresponding to the condition of self-ergodicity. The predictions of the theory are overwhelmingly validated by comparison to empirical data from discrete element modeling.

Metzger, Philip T.↗
NASA NTRS2003

Applications of Ergodic Theory to Coverage Analysis

The study of differential equations, or dynamical systems in general, has two fundamentally different approaches. We are most familiar with the construction of solutions to differential equations. Another approach is to study the statistical behavior of the solutions. Ergodic Theory is one of the most developed methods to study the statistical behavior of the solutions of differential equations. In the theory of satellite orbits, the statistical behavior of the orbits is used to produce 'Coverage Analysis' or how often a spacecraft is in view of a site on the ground. In this paper, we consider the use of Ergodic Theory for Coverage Analysis. This allows us to greatly simplify the computation of quantities such as the total time for which a ground station can see a satellite without ever integrating the trajectory, see Lo 1,2. More over, for any quantity which is an integrable function of the ground track, its average may be computed similarly without the integration of the trajectory. For example, the data rate for a simple telecom system is a function of the distance between the satellite and the ground station. We show that such a function may be averaged using the Ergodic Theorem.

Ergodic Theory↗
NASA NTRS2010

Broken Ergodicity in MHD Turbulence

Ideal magnetohydrodynamic (MHD) turbulence may be represented by finite Fourier series, where the inherent periodic box serves as a surrogate for a bounded astrophysical plasma. Independent Fourier coefficients form a canonical ensemble described by a Gaussian probability density function containing a Hermitian covariance matrix with positive eigenvalues. The eigenvalues at lowest wave number can be very small, resulting in a large-scale coherent structure: a turbulent dynamo. This is seen in computations and a theoretical explanation in terms of 'broken ergodicity' contains Taylor s theory of force-free states. An important problem for future work is the case of real, i.e., dissipative flows. In real flows, broken ergodicity and coherent structure are still expected to occur in MHD turbulence at the largest scale, as suggested by low resolution simulations. One challenge is to incorporate coherent structure at the largest scale into the theory of turbulent fluctuations at smaller scales.

Shebalin, John V.↗
NASA NTRS2010

Broken Ergodicity in Ideal, Homogeneous, Incompressible Turbulence

We discuss the statistical mechanics of numerical models of ideal homogeneous, incompressible turbulence and their relevance for dissipative fluids and magnetofluids. These numerical models are based on Fourier series and the relevant statistical theory predicts that Fourier coefficients of fluid velocity and magnetic fields (if present) are zero-mean random variables. However, numerical simulations clearly show that certain coefficients have a non-zero mean value that can be very large compared to the associated standard deviation. We explain this phenomena in terms of broken ergodicity', which is defined to occur when dynamical behavior does not match ensemble predictions on very long time-scales. We review the theoretical basis of broken ergodicity, apply it to 2-D and 3-D fluid and magnetohydrodynamic simulations of homogeneous turbulence, and show new results from simulations using GPU (graphical processing unit) computers.

Morin, Lee↗
NASA NTRS2011

Broken Ergodicity in MHD Turbulence in a Spherical Domain

Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.

Shebalin, John V.↗
NASA NTRS1974

The ergodic decomposition of stationary discrete random processes

The ergodic decomposition is discussed, and a version focusing on the structure of individual sample functions of stationary processes is proved for the special case of discrete-time random processes with discrete alphabets. The result is stronger in this case than the usual theorem, and the proof is both intuitive and simple. Estimation-theoretic and information-theoretic interpretations are developed and applied to prove existence theorems for universal source codes, both noiseless and with a fidelity criterion.

Gray, R. M.↗
NASA NTRS1985

Relations between ergodicity and observability

Aspects of global observability (GO) for some standard examples of chaotic systems are considered, the underlying philosophy being that such systems should be easy to observe and should be observed by large classes of scalar functions. Consideration is given to GO for piecewise monotone maps of the interval (a standard example of a chaotic system). Attention is then given to GO for ergodic translations on compact (metrizable) topological groups; the most familiar examples are the irrational translation flows on the n-torus.

Drager, L.↗
NASA NTRS2004

The coverage of elliptical orbits using Ergodic theory

One of the key performance metrics for satellite constellations is the statistics of the visibility periods between the satellites and poins on the ground. Associated with this are other desirable communications statistis such as data through-put, link qualities, etc. Typically, the computation of coverage statistics requires the propagation of the trajectories. In this paper a new algorithm using differential geometry enables us to extend the Ergodic theory to eliptical orbits.

Lo, Martin W.↗
NASA NTRS2021

A Rapid Method for Orbital Coverage Statistics with J2 Using Ergodic Theory

Quantifying long-term statistical properties of satellite trajectories typically entails time-consuming trajectory propagation. We present a fast, ergodic1 method of an- alytically estimating these for J2− perturbed elliptical orbits, broadly agreeing with trajectory propagation-based values. We extend the approach in Graven and Lo (2019)2 to estimate: (1) Satellite-ground station coverage with limited satellite field of view and ground station elevation angle with numerically optimized for- mulae, and (2) long-term averages of general functions of satellite position. This method is fast enough to facilitate real-time, interactive tools for satellite constel- lation and network design, with an approximate 1000× GPU speedup.

Lo, Martin W↗
NASA NTRS2014

Statistical Mechanics of Turbulent Dynamos

Incompressible magnetohydrodynamic (MHD) turbulence and magnetic dynamos, which occur in magnetofluids with large fluid and magnetic Reynolds numbers, will be discussed. When Reynolds numbers are large and energy decays slowly, the distribution of energy with respect to length scale becomes quasi-stationary and MHD turbulence can be described statistically. In the limit of infinite Reynolds numbers, viscosity and resistivity become zero and if these values are used in the MHD equations ab initio, a model system called ideal MHD turbulence results. This model system is typically confined in simple geometries with some form of homogeneous boundary conditions, allowing for velocity and magnetic field to be represented by orthogonal function expansions. One advantage to this is that the coefficients of the expansions form a set of nonlinearly interacting variables whose behavior can be described by equilibrium statistical mechanics, i.e., by a canonical ensemble theory based on the global invariants (energy, cross helicity and magnetic helicity) of ideal MHD turbulence. Another advantage is that truncated expansions provide a finite dynamical system whose time evolution can be numerically simulated to test the predictions of the associated statistical mechanics. If ensemble predictions are the same as time averages, then the system is said to be ergodic; if not, the system is nonergodic. Although it had been implicitly assumed in the early days of ideal MHD statistical theory development that these finite dynamical systems were ergodic, numerical simulations provided sufficient evidence that they were, in fact, nonergodic. Specifically, while canonical ensemble theory predicted that expansion coefficients would be (i) zero-mean random variables with (ii) energy that decreased with length scale, it was found that although (ii) was correct, (i) was not and the expected ergodicity was broken. The exact cause of this broken ergodicity was explained, after much investigation, by greatly extending the statistical theory of ideal MHD turbulence. The mathematical details of broken ergodicity, in fact, give a quantitative explanation of how coherent structure, dynamic alignment and force-free states appear in turbulent magnetofluids. The relevance of these ideal results to real MHD turbulence occurs because broken ergodicity is most manifest in the ideal case at the largest length scales and it is in these largest scales that a real magnetofluid has the least dissipation, i.e., most closely approaches the behavior of an ideal magnetofluid. Furthermore, the effects grow stronger when cross and magnetic helicities grow large with respect to energy, and this is exactly what occurs with time in a real magnetofluid, where it is called selective decay. The relevance of these results found in ideal MHD turbulence theory to the real world is that they provide at least a qualitative explanation of why confined turbulent magnetofluids, such as the liquid iron that fills the Earth's outer core, produce stationary, large-scale magnetic fields, i.e., the geomagnetic field. These results should also apply to other planets as well as to plasma confinement devices on Earth and in space, and the effects should be manifest if Reynolds numbers are high enough and there is enough time for stationarity to occur, at least approximately. In the presentation, details will be given for both theoretical and numerical results, and references will be provided.

Shebalin, John V.↗