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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 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 NTRS2003

On the Confidence Limit of Hilbert Spectrum

Confidence limit is a routine requirement for Fourier spectral analysis. But this confidence limit is established based on ergodic theory: For stationary process, temporal average equals the ensemble average. Therefore, one can divide the data into n-sections and treat each section as independent realization. Most natural processes in general, and climate data in particular, are not stationary; therefore, there is a need for the Hilbert Spectral analysis for such processes. Here ergodic theory is no longer applicable. We propose to use various adjustable parameters in the shifting processes of the Empirical Mode Decomposition (EMD) method to obtain an ensemble of Intrinsic Mode Function 0 sets. Based on such an ensemble, we introduce a statistical measure in. a form of confidence limits for the Intrinsic Mode Functions, and consequently, the Hilbert spectra. The criterion of selecting the various adjustable parameters is based on the orthogonality test of the resulting M F sets. Length-of-day data from 1962 to 2001 will be used to illustrate this new approach. Its implication in climate data analysis will also be discussed.

Huang, Norden↗
NASA NTRS1991

Nonlinear dynamics and predictability in the atmospheric sciences

Systematic applications of nonlinear dynamics to studies of the atmosphere and climate are reviewed for the period 1987-1990. Problems discussed include paleoclimatic applications, low-frequency atmospheric variability, and interannual variability of the ocean-atmosphere system. Emphasis is placed on applications of the successive bifurcation approach and the ergodic theory of dynamical systems to understanding and prediction of intraseasonal, interannual, and Quaternary climate changes.

Ghil, M.↗
NASA NTRS1992

Turbulent fluid motion IV-averages, Reynolds decomposition, and the closure problem

Ensemble, time, and space averages as applied to turbulent quantities are discussed, and pertinent properties of the averages are obtained. Those properties, together with Reynolds decomposition, are used to derive the averaged equations of motion and the one- and two-point moment or correlation equations. The terms in the various equations are interpreted. The closure problem of the averaged equations is discussed, and possible closure schemes are considered. Those schemes usually require an input of supplemental information unless the averaged equations are closed by calculating their terms by a numerical solution of the original unaveraged equations. The law of the wall for velocities and temperatures, the velocity- and temperature-defect laws, and the logarithmic laws for velocities and temperatures are derived. Various notions of randomness and their relation to turbulence are considered in light of ergodic theory.

Deissler, Robert G.↗
NASA NTRS1993

The uncertainty principle and quantum chaos

The conception of quantum chaos is described in some detail. The most striking feature of this novel phenomenon is that all the properties of classical dynamical chaos persist here but, typically, on the finite and different time scales only. The ultimate origin of such a universal quantum stability is in the fundamental uncertainty principle which makes discrete the phase space and, hence, the spectrum of bounded quantum motion. Reformulation of the ergodic theory, as a part of the general theory of dynamical systems, is briefly discussed.

Chirikov, Boris V.↗
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 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 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.↗
NASA NTRS2014

MHD Turbulence and Magnetic 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↗
NASA NTRS2007

Broken Symmetry and Coherent Structure in MHD Turbulence

Absolute equilibrium ensemble theory for ideal homogeneous magnetohydrodynamic (MHD) turbulence is fairly well developed. Theory and Simulation indicate that ideal MHD turbulence non-ergodic and contains coherent structure. The question of applicability real (i.e., dissipative) MHD turbulence is examined. Results from several very long time numerical simulations on a 64(exp 3) grid are presented. It is seen that coherent structure begins to form before decay dominates over nonlinearity. The connection with inverse spectral cascades and selective decay will also be discussed.

Shebalin, John V.↗
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.↗