Search

Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most probable escape path from an attractor. In the small noise limit, the Freidlin-Wentzell theory of large deviations provides a variational framework to calculate these paths. This work focuses on using large deviation theory to calculate such paths for stochastic gradient systems with non-gradient perturbations. While for gradient systems the most probable escape paths consist of time-reversed heteroclinic orbits, for general systems it can be a challenging calculation. By applying Melnikov theory to the resulting Euler-Lagrange equations recast in Hamiltonian form, we determine a condition for when the optimal escape path is the heteroclinic orbit for the perturbed system. We provide a numerical example to illustrate how the computed most probable escape path compares with the theoretical result.

A presumed impact of global climate change is the increase in frequency and intensity of tropical cyclones. Due to the possible destruction that occurs when tropical cyclones make landfall, understanding their formation should be of mass interest. In 2017, Kerry Emanuel modeled tropical cyclone formation by developing a low-dimensional dynamical system which couples tangential wind speed of the eye-wall with the inner-core moisture. For physically relevant parameters, this dynamical system always contains three fixed points: a stable fixed point at the origin corresponding to a non-storm state, an additional asymptotically stable fixed point corresponding to a stable storm state, and a saddle corresponding to an unstable storm state. The goal of this work is to provide insight into the underlying mechanisms that govern the formation and suppression of tropical cyclones through both analytical arguments and numerical experiments. We present a case study of both rate and noise-induced tipping between the stable states, relating to the destabilization or formation of a tropical cyclone. While the stochastic system exhibits transitions both to and from the non-storm state, noise-induced tipping is more likely to form a storm, whereas rate-induced tipping is more likely to be the way a storm is destabilized, and in fact, rate-induced tipping can never lead to the formation of a storm when acting alone. For rate-induced tipping acting as a destabilizer of the storm, a striking result is that both wind shear and maximal potential velocity have to increase, at a substantial rate, in order to effect tipping away from the active hurricane state. For storm formation through noise-induced tipping, we identify a specific direction along which the non-storm state is most likely to get activated.

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large deviations to cases where the system is piecewise-smooth and may be non-autonomous. In particular, we consider an $n-$dimensional system with a switching manifold in the drift that forms an $(n-1)-$dimensional hyperplane and investigate noise-induced transitions between metastable states on either side of the switching manifold. To do this, we mollify the drift and use $\Gamma-$convergence to derive an appropriate rate functional for the system in the piecewise-smooth limit. The resulting functional consists of the standard Freidlin-Wentzell rate functional, with an additional contribution due to times when the most probable path slides in a crossing region of the switching manifold. We explore implications of the derived functional through two case studies, which exhibit notable phenomena such as non-unique most probable paths and noise-induced sliding in a crossing region., Comment: 38 pages, 9 figures

The spread of an infectious disease depends on intrinsic properties of the disease as well as the connectivity and actions of the population. This study investigates the dynamics of an SIR type model which accounts for human tendency to avoid infection while also maintaining preexisting, interpersonal relationships. Specifically, we use a network model in which individuals probabilistically deactivate connections to infected individuals and later reconnect to the same individuals upon recovery. To analyze this network model, a mean field approximation consisting of a system of fourteen ordinary differential equations for the number of nodes and edges is developed. This system of equations is closed using a moment closure approximation for the number of triple links. By analyzing the differential equations, it is shown that, in addition to force of infection and recovery rate, the probability of deactivating edges and the average node degree of the underlying network determine if an epidemic occurs.

A ubiquitous motif in nature is the self-similar hierarchical buckling of a thin lamina near its margins. This is seen in leaves, flowers, fungi, corals, and marine invertebrates. We investigate this morphology from the perspective of non-Euclidean plate theory. We identify a novel type of defect, a branch-point of the normal map, that allows for the generation of such complex wrinkling patterns in thin elastic hyperbolic surfaces, even in the absence of stretching. We argue that branch points are the natural defects in hyperbolic sheets, they carry a topological charge which gives them a degree of robustness, and they can influence the overall morphology of a hyperbolic surface without concentrating elastic energy. We develop a theory for branch points and investigate their role in determining the mechanical response of hyperbolic sheets to weak external forces., Comment: 23 pages, 19 figures

We consider a periodically-forced 1-D Langevin equation that possesses two stable periodic solutions in the absence of noise. We ask the question: is there a most likely noise-induced transition path between these periodic solutions that allows us to identify a preferred phase of the forcing when tipping occurs? The quasistatic regime, where the forcing period is long compared to the adiabatic relaxation time, has been well studied; our work instead explores the case when these timescales are comparable. We compute optimal paths using the path integral method incorporating the Onsager-Machlup functional and validate results with Monte Carlo simulations. Results for the preferred tipping phase are compared with the deterministic aspects of the problem. We identify parameter regimes where nullclines, associated with the deterministic problem in a 2-D extended phase space, form passageways through which the optimal paths transit. As the nullclines are independent of the relaxation time and the noise strength, this leads to a robust deterministic predictor of preferred tipping phase in a regime where forcing is neither too fast, nor too slow.

We explore regularity properties of solutions to a two-phase elliptic free boundary problem near a Neumann fixed boundary in two dimensions. Consider a function u, which is harmonic where it is not zero and satisfies a gradient jump condition weakly along the free boundary. Our main result is that u is Lipschitz continuous up to the Neumann fixed boundary. We also present a numerical exploration of the way in which the free and fixed boundaries interact.

In this paper we study the brachistochrone problem in an inverse-square gravitational field on the unit disk. We show that the time optimal solutions consist of either smooth strong solutions to the Euler-Lagrange equation or weak solutions formed by appropriately patched together strong solutions. This combination of weak and strong solutions completely foliates the unit disk. We also consider the problem on annular domains and show that the time optimal paths foliate the annulus. These foliations on the annular domains converge to the foliation on the unit disk in the limit of vanishing inner radius.

The edges of torn plastic sheets and growing leaves often display hierarchical buckling patterns. We show that this complex morphology (i) emerges even in zero strain configurations, and (ii) is driven by a competition between the two principal curvatures, rather than between bending and stretching. We identify the key role of branch-point (or "monkey-saddle") singularities in generating complex wrinkling patterns in isometric immersions, and show how they arise naturally from minimizing the elastic energy., Comment: 6 pages, 6 figures. This article supersedes arXiv:1504.00738

The edge of torn elastic sheets and growing leaves often form a hierarchical buckling pattern. Within non-Euclidean plate theory this complex morphology can be understood as low bending energy isometric immersions of hyperbolic Riemannian metrics. With this motivation we study the isometric immersion problem in strip and disk geometries. By finding explicit piecewise smooth solutions of hyperbolic Monge-Ampere equations on a strip, we show there exist periodic isometric immersions of hyperbolic surfaces in the small slope regime. We extend these solutions to exact isometric immersions through resummation of a formal asymptotic expansion. In the disc geometry we construct self-similar fractal-like isometric immersions for disks with constant negative curvature. The solutions in both the strip and disc geometry qualitatively resemble the patterns observed experimentally and numerically in torn elastic sheets, leaves and swelling hydrogels. For hyperbolic non-Euclidean sheets, complex wrinkling patterns are thus possible within the class of finite bending energy isometric immersions. Further, our results identify the key role of the degree of differentiability (regularity) of the isometric immersion in determining the global structure of a non-Euclidean elastic sheet in 3-space., Comment: 5 Pages, 7 figures

We investigate the problem of shaping radially symmetric annular beams into desired intensity patterns along the optical axis. Within the Fresnel approximation, we show that this problem can be expressed in a variational form equivalent to the one arising in phase retrieval. Using the uncertainty principle we prove rigorous lower bounds on the functional that capture how the various physical parameters in the problem determine the accuracy of the beam shaping. We also use the method of stationary phase to construct a natural ansatz for a minimizer in the short wavelength limit. We illustrate the implications of our results by applying the method of stationary phase coupled with the Gerchberg-Saxton algorithm to beam shaping problems arising in remote delivery of beams and pulses., Comment: 34 Pages, 6 figures, 1 appendix; revised figures and discussion

We present and summarize the results of recent studies on non-Euclidean plates with imposed constant negative Gaussian curvature in both the F\"oppl - von K\'arm\'an and Kirchhoff approximations. Motivated by experimental results we focus on annuli with a periodic profile. We show that in the F\"oppl - von K\'arm\'an approximation there are only two types of global minimizers -- flat and saddle shaped deformations with localized regions of stretching near the boundary of the annulus. We also show that there exists local minimizers with $n$-waves that have regions of stretching near their lines of inflection. In the Kirchhoff approximation we show that there exist exact isometric immersions with periodic profiles. The number of waves in these configurations is set by the condition that the bending energy remains finite and grows approximately exponentially with the radius of the annulus. For large radii, these shape are energetically favorable over saddle shapes and could explain why wavy shapes are selected by crocheted models of the hyperbolic plane., Comment: 4 pages, 4 figures

We investigate the behavior of non-Euclidean plates with constant negative Gaussian curvature using the F\"oppl-von K\'arm\'an reduced theory of elasticity. Motivated by recent experimental results, we focus on annuli with a periodic profile. We prove rigorous upper and lower bounds for the elastic energy that scales like the thickness squared. In particular we show that are only two types of global minimizers -- deformations that remain flat and saddle shaped deformations with isolated regions of stretching near the edge of the annulus. We also show that there exist local minimizers with a periodic profile that have additional boundary layers near their lines of inflection. These additional boundary layers are a new phenomenon in thin elastic sheets and are necessary to regularize jump discontinuities in the azimuthal curvature across lines of inflection. We rigorously derive scaling laws for the width of these boundary layers as a function of the thickness of the sheet.

We investigate isometric immersions of disks with constant negative curvature into $\mathbb{R}^3$, and the minimizers for the bending energy, i.e. the $L^2$ norm of the principal curvatures over the class of $W^{2,2}$ isometric immersions. We show the existence of smooth immersions of arbitrarily large geodesic balls in $\mathbb{H}^2$ into $\mathbb{R}^3$. In elucidating the connection between these immersions and the non-existence/singularity results of Hilbert and Amsler, we obtain a lower bound for the $L^\infty$ norm of the principal curvatures for such smooth isometric immersions. We also construct piecewise smooth isometric immersions that have a periodic profile, are globally $W^{2,2}$, and have a lower bending energy than their smooth counterparts. The number of periods in these configurations is set by the condition that the principal curvatures of the surface remain finite and grows approximately exponentially with the radius of the disc. We discuss the implications of our results on recent experiments on the mechanics of non-Euclidean plates.