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As a preliminary step toward linear response theory, the Kubo relation for the Brownian particle is described. The generalization of the fluctuation formalism to generalized thermodynamic observables is also illustrated, providing an explicit approach to linear response to external static, as well as time-dependent perturbation fields. Generalized fluctuation–dissipation relations are also introduced by this formalism. The Onsager regression relation is discussed as a basis for a general theory of transport processes, including coupled-transport phenomena.
For Stokes waves in finite depth within the neighbourhood of the Benjamin–Feir stability transition, there are two families of periodic waves, one modulationally unstable and the other stable. In this paper we show that these two families can be joined by a heteroclinic connection, which manifests in the fluid as a travelling front. By shifting the analysis to the setting of Whitham modulation theory, this front is in wavenumber and frequency space. An implication of this jump is that a permanent frequency downshift of the Stokes wave can occur in the absence of viscous effects. This argument, which is built on a sequence of asymptotic expansions of the phase dynamics, is confirmed via energetic arguments, with additional corroboration obtained by numerical simulations of a reduced model based on the Benney–Roskes equation.
This paper explores the construction of quadratic Lyapunov functions for establishing the conditional stability of shear flows described by truncated ordinary differential equations, addressing the limitations of traditional methods like the Reynolds–Orr equation and linear stability analysis. The Reynolds–Orr equation, while effective for predicting unconditional stability thresholds in shear flows due to the non-contribution of nonlinear terms, often underestimates critical Reynolds numbers. Linear stability analysis, conversely, can yield impractically high limits due to subcritical transitions. Quadratic Lyapunov functions offer a promising alternative, capable of proving conditional stability, albeit with challenges in their construction. Typically, sum-of-squares programs are employed for this purpose, but these can result in sizable optimisation problems as system complexity increases. This study introduces a novel approach using linear transformations described by matrices to define quadratic Lyapunov functions, validated through nonlinear optimisation techniques. This method proves particularly advantageous for large systems by leveraging analytical gradients in the optimisation process. Two construction methods are proposed: one based on general optimisation of transformation matrix coefficients, and another focusing solely on the system’s linear aspects for more efficient Lyapunov function construction. These approaches are tested on low-order models of subcritical transition and a two-dimensional Poiseuille flow model with degrees of freedom nearing 1000, demonstrating their effectiveness and efficiency compared with sum-of-squares programs.
Kinetic theory is summarized as a mechanistic approach to thermodynamics, including the equilibrium state equation of an ideal gas and a phenomenological approach to its transport properties. The Boltzmann model of the ideal gas is described by the evolution equation of its distribution function in molecular space. The H-theorem is proved for both the uniform and nonuniform cases. The theorem of additive invariants allows to approach a fundamental formulation of hydrodynamic equations for both the ideal situation of an inviscid flow and for the more interesting case of a viscous flow.
Absorbing phase transitions are an important class of nonequilibrium phase transitions. They are characterized by one or more absorbing states, defined as microscopic states from which the system cannot escape. The most famous case with one absorbing state is called directed percolation (a sort of driven version of the usual, isotropic percolation) and it represents, for example, the spreading of a disease through a contact process: If the infection rate is large enough with respect to the recovery rate, the asymptotic state shows a finite fraction of infected individuals. Models with one absorbing state, local dynamics, and no additional symmetries typically fall within the directed percolation universality class. We also provide a short introduction to self-organized criticality, devoting a section to the Bak–Tang–Wiesenfeld model.
The passive flight of a thin wing or plate is an archetypal problem in flow–structure interactions at intermediate Reynolds numbers. This seemingly simple aerodynamic system displays an impressive variety of steady and unsteady motions that are familiar from fluttering leaves, tumbling seeds and gliding paper planes. Here, we explore the space of flight behaviours using a nonlinear dynamical model rooted in a quasisteady description of the fluid forces. Efficient characterisation is achieved by identification of the key dimensionless parameters, assessment of the steady equilibrium states and linear analysis of their stability. The structure and organisation of the stable and unstable flight equilibria proves to be complex, and seemingly related factors such as mass and buoyancy-corrected weight play distinct roles in determining the eventual flight patterns. The nonlinear model successfully reproduces previously documented unsteady states such as fluttering and tumbling while also predicting new types of motions, and the linear analysis accurately accounts for the stability of steady states such as gliding and diving. While the conditions for dynamic stability seem to lack tidy formulae that apply universally, we identify relations that hold in certain regimes and which offer mechanistic interpretations. The generality of the model and the richness of its solution space suggest implications for small-scale aerodynamics and related applications in biological and robotic flight.