A THEORY OF STATIONARITY AND ASYMPTOTIC APPROACH IN DISSIPATIVE SYSTEMS

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The approximate dynamics of many physical phenomena, including turbulence, can be represented by dissipative systems of ordinary differential equations. One often turns to numerical integration to solve them. There is an incompatibility, however, between the answers it can produce (i.e., specific solution trajectories) and the questions one might wish to ask (e.g., what behavior would be typical in the laboratory?) To determine its outcome, numerical integration requires more detailed initial conditions than a laboratory could normally provide. In place of initial conditions, experiments stipulate how tests should be carried out: only under statistically stationary conditions, for example, or only during asymptotic approach to a final state. Stipulations such as these, rather than initial conditions, are what determine outcomes in the laboratory. This theoretical study examines whether the points of view can be reconciled: What is the relationship between one's statistical stipulations for how an experiment should be carried out--stationarity or asymptotic approach--and the expected results? How might those results be determined without invoking initial conditions explicitly? To answer these questions, stationarity and asymptotic approach conditions are analyzed in detail. Each condition is treated as a statistical constraint on the system--a restriction on the probability density of states that might be occupied when measurements take place. For stationarity, this reasoning leads to a singular, invariant probability density which is already familiar from dynamical systems theory. For asymptotic approach, it leads to a new, more regular probability density field. A conjecture regarding what appears to be a limit relationship between the two densities is presented. By making use of the new probability densities, one can derive output statistics directly, avoiding the need to create or manipulate initial data, and thereby avoiding the conceptual incompatibility mentioned above. This approach also provides a clean way to derive reduced-order models, complete with local and global error estimates, as well as a way to compare existing reduced-order models objectively. The new approach is explored in the context of five separate test problems: a trivial one-dimensional linear system, a damped unforced linear oscillator in two dimensions, the isothermal Rayleigh-Plesset equation, Lorenz's equations, and the Stokes limit of Burgers' equation in one space dimension. In each case, various output statistics are deduced without recourse to initial conditions. Further, reduced-order models are constructed for asymptotic approach of the damped unforced linear oscillator, the isothermal Rayleigh-Plesset system, and Lorenz's equations, and for stationarity of Lorenz's equations.