1. Introduction
Experimental implementation of theoretical quantization of stochastic chaos [1] and exact wave turbulence [2] [3] in exponential oscillons and pulsons requires construction of smooth random functions of time, which will give an opportunity to visualize and analyze experimental quantization, like it was done for deterministic chaos with the Fourier [4] and Bernoulli [5] sets of wave parameters.
Primarily, stochastic variables have been developed with the help of elliptic functions in [6] [7] to model spatiotemporal cascades of exposed, hidden, and dual perturbations of the Couette and Poiseuille-Hagen flows. The cascade approach results in an open-ended system of algebraic equations, where deterministic variables of basic flows are interconnected with random variables of fluid-dynamic perturbations modeling transition and intermittency.
In the current paper, we develop a novel approach to modeling stochastic variables described by a closed system of ordinary differential and algebraic equations, which are separated from deterministic variables of basic flows. The contents of this paper are as follows. In Section 2, oscillatory and pulsatory dynamic models produced by the first triplet of copolar elliptic functions are studied from the viewpoint of the Hamiltonian and Newtonian dynamics. We continue exploration of the first triplet squared in Section 3 using the hyperbolic limit that results in oscillations and pulsations with rectangular and point pulses and a variable period.
Appropriate Hamiltonian systems are used to construct two stochastic models of the random oscillatory cn-noise and the random pulsatory cn2-noise in Sections 4 and 5, respectively. Numerical experiments show that for the Bernoulli frequencies the random oscillatory cn-noise approaches a smooth random oscillatory variable with an unbounded period and the Gaussian probability distribution and the random pulsatory cn2-noise tends to a smooth random pulsatory variable with an unbounded period and the truncated Gaussian probability distribution as the number of elliptic modes approaches infinity. Section 6 contains a summary of results on the Hamiltonian systems and the stochastic models.
2. Oscillatory and Pulsatory Dynamic Models of the First Triplet
2.1. Definitions of Elliptic Functions of the First Triplet
Define
as the first triplet of copolar elliptic functions
, which are called elliptic sine, elliptic cosine, and elliptic dine [8], respectively,
(1)
The triplet depends on time
and elliptic modulus
, where the elliptic modulus and complementary modulus
are related by the Pythagorean identity as follows:
(2)
If
, then members of the first triplet approach the trigonometric asymptotes:
(3)
If
, then members of the first triplet tend to the hyperbolic asymptotes:
(4)
For the aim of clarity, we will typically drop argument
and parameter
in further results, i.e. a reduced form of the definition becomes
(5)
From the viewpoint of the theory of dynamical systems, the first triplet is specified by the following system of Ordinary Differential Equations (ODEs) of the first order:
(6)
where the first derivative of each member of the first triplet is proportional to a product of two comembers. So, the first triplet is complete with respect to differentiation of any order.
There are two independent algebraic relations between the squared members of the first triplet
(7)
Using the independent algebraic relations and the Pythagorean identity for
and
we compute a table of all algebraic relations between the squared members of the first triplet
(8)
Therefore, only a single member from the first triplet is algebraically independent since two other members may be expressed via the single member by the above quadratic relations.
Taking the first derivative of the quadratic relations, we obtain that only a single member of the first triplet is differentially independent because
(9)
in accordance with the dynamical definition of the first triplet.
2.2. Polynomial Potentials of the Fourth Order
Calculating squares of the dynamical definition of the first triplet, separating variables by the quadratic relations, factoring, expanding, and collecting like terms yields the following Hamiltonian ODEs:
(10)
where
(11)
are kinetic energies of the Hamiltonian systems
with a unit mass,
(12)
(13)
(14)
are even polynomial potentials of the fourth order in
, respectively, and
are vanishing total energies of
, correspondingly.
2.3. Polynomial Forces of the Third Order
We then take the first derivative of the dynamical definition of the first triplet, separate variables by the quadratic relations, factor, expand, and collect like terms to obtain the following Newtonian ODEs:
(15)
where
(16)
are accelerations of
,
(17)
is an odd third-order polynomial force in
,
(18)
is an odd third-order polynomial force in
for
,
(19)
is an odd third-order polynomial force in
for
,
(20)
is an odd third-order polynomial force in
.
It is a straightforward procedure to verify that the polynomial forces of the third order are potential since they are connected with the polynomial potentials of the fourth order by the following relationships:
(21)
2.4. Static Visualizations
Polynomial force
, polynomial potential
, and the first Hamiltonian system
are shown in Figure 1(a), Figure 1(b), and Figure 1(c), respectively, for various values of
. Blue solid curves correspond to a hyperbolic value of
, black dotted curves to a critical value of
, and green dashed curves to a trigonometric value of
, where
(22)
(a)
(b)
(c)
(d)
Figure 1. Plots of the first Hamiltonian system: (a)
, (b)
,(c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
The correspondent values of the complete elliptic integral of the first kind
[8] are following:
(23)
In Figure 1(c),
is shown using the green dashed curve and the black dotted curve on domains
and
, respectively.
Calculation of three zeros of
gives
(24)
As
varies from 0 to 1,
moves from −∞ to −1,
is stationary, and
moves from +∞ to +1 since
transforms from a linear polynomial
into the cubic polynomial.
In agreement with the first derivative of the polynomial potentials, zeros of
correspond to extrema of
. Namely, there are the first local maximum, the local minimum, and the second local maximum that are given by
(25)
As
varies from 0 to 1,
at
and
at
change from ∞ to 0 and
at
remains constant since
transforms from a quadratic polynomial
into the fourth-order polynomial.
Four zeros of
are computed as follows:
(26)
As
varies from 0 to 1,
moves from -∞ to -1,
and
are steady, and
moves from +∞ to +1 since
alters the order from two to four.
Depth of the sn-potential well
(27)
and width of the sn-potential well
(28)
Thus, the first Hamiltonian system
is locked in the sn-potential well
. The vanishing total energy
of
is indicated in Figure 1(b) by a space dashed magenta line and the ultimate positions of
are specified by magenta dots. As
,
approaches the nonlinear sn-oscillation with positive pulses of a rectangular shape for
and negative pulses of a rectangular shape for
, where
is an integer. For
, the shape of rectangular pulses coincides with the graph accuracy with
for
and with
for
.
The period of the sn-oscillation is
since periodic minimums
and periodic maximums
are reached at
(29)
The zeros of
are periodic points of inflection
, which the first Hamiltonian system attains at
(30)
Polynomial force
, polynomial potential
, and the second Hamiltonian system
are visualized in Figure 2(a), Figure 2(b), and Figure 2(c), correspondingly.
Calculation of three zeros of
gives
(31)
As
varies from 0 to 1,
moves from
to
,
is stationary, and
moves from
to
since
transforms from a linear polynomial
into the cubic polynomial, where
is the imaginary unit. All imaginary roots become real for
as
.
In the view of the first derivative of the polynomial potentials, zeros of
produce extrema of
. Specifically, the first local minimum, the local maximum, and the second local minimum are computed by
(a)
(b)
(c)
(d)
Figure 2. Plots of the second Hamiltonian system: (a)
, (b)
, (c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
(32)
As
varies from
to 1,
at
and
at
change from -1/4 to -1/8 and
at
changes from -1/4 to 0 because
transforms from a quadratic polynomial
for
into the fourth-order polynomial for
, while
when
as
becomes
.
Four zeros of
are calculated in the following form:
(33)
As
varies from 0 to 1,
and
are stationary,
moves from
to 0, and
from
to 0, whereas
and
when
because
transforms into
.
Depths of the cn-potential well at the locations of the local extrema
,
, and
of
for
are
(34)
respectively. A width of the cn-potential well does not depend on
since
(35)
The second Hamiltonian system
oscillates in the cn-potential well
. The vanishing total energy
of
is visualized in Figure 2(b) by a space dashed magenta line and the ultimate positions of
are shown by magenta dots. As
,
approaches the nonlinear cn-oscillation with positive point pulses for
and negative point pulses for
. For
, the shape of point pulses coincides with the graph accuracy with
for
and with
for
, which model the Dirac delta function.
The period of the cn-oscillation is
because periodic minimums
and periodic maximums
are attained at
(36)
The zeros of
are again periodic points of inflection
, which
reaches at
(37)
Polynomial force
, polynomial potential
, and the third Hamiltonian system
are displayed in Figure 3(a), Figure 3(b), and Figure 3(c), sequentially.
We then calculate three zeros of
and obtain
(38)
As
varies from 0 to 1,
moves from −1 to
,
is stationary, and
moves from +1 to
because
remains the cubic polynomial for all
.
In the accordance with the first derivative of the polynomial potentials, zeros of
correspond to extrema of
. Precisely, the first local minimum, the local maximum, and the second local minimum are given by
(39)
As
varies from 0 to 1,
at
and
at
change from 0 to −1/8 and
at
changes from 1/2 to 0 since
is the fourth-order polynomial for all
Four zeros of
are computed in the following form:
(a)
(b)
(c)
(d)
Figure 3. Plots of the third Hamiltonian system: (a)
, (b)
, (c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
(40)
As
varies from 0 to 1,
and
are stationary,
moves from −1 to 0, and
from +1 to 0 as
has the same order for all
.
Depth of the dn-potential well
(41)
Width of the dn-potential well
(42)
is a solution of the following algebraic equation:
(43)
Contrary to the cn-potential well in Figure 2(b), potential sub-wells in Figure 3(b) are separated since
and
at the origin. Therefore, a periodic motion of the third Hamiltonian system
is bounded in the dn-potential well
. The total vanishing energy
of
is displayed in Figure 3(b) using a space dashed magenta line and the ultimate positions of
are visualized by magenta dots. As
,
tends to the nonlinear dn-pulsation with only positive point pulses for
. For
, the shape of point pulses co-incides with the graph accuracy with
for
.
The period of the dn-pulsation is
since periodic minimums
and periodic maximums
are attained at
(44)
The third Hamiltonian system does not have zeros since
is strictly positive.
2.5. Dynamic Visualizations
From the viewpoint of the Hamiltonian dynamics, a Hamiltonian system of the first triplet
(45)
is a solution of the Hamiltonian ODE
(46)
where
is the kinetic energy,
is the even polynomial potential in
of the fourth order, total energy
, and polynomial coefficients of
are
(47)
(48)
(49)
respectively.
From the perspective of the Newtonian dynamics,
represents a solution of the Newtonian ODE
(50)
where the second derivative of
is the acceleration,
is the odd polynomial force in
of the third order, and polynomial coefficients of
are
(51)
(52)
(53)
correspondingly.
The polynomial force is connected with the polynomial potential by the following relations:
(54)
The dynamical problems for the Hamiltonian or Newtonian ODEs are subjected to the following initial conditions for
, respectively:
(55)
(56)
(57)
Solutions of the Hamiltonian or Newtonian ODEs with these initial conditions provide unique solutions for the first triplet.
Figure 1(b) and Figure 1(c) are integrated for
in a three-dimensional (3-d) Hamiltonian map animated on
, the last frame of which is shown in Figure 1(d). A 3-d trajectory of the first Hamiltonian system
on the surface of polynomial potential
is indicated by a black curve. A two-dimensional (2-d) projection of the 3-d trajectory on plane
is visualized in Figure 1(d) by a blue dashed curve, which coincides with the 2-d trajectory of
displayed by the blue solid curve in Figure 1(c).
The periodic 3-d trajectory of
starts on the first potential barrier at
when
and
. As
decreases towards the bottom of the sn-potential well, kinetic energy,
, which determines the magnitude of system’s velocity, initially increases and then decreases when the system transits in time interval
from the first potential barrier to the second one at
. The kinetic energy reaches its maximal value
at the bottom of the sn-potential well at
when
. The first Hamiltonian system decelerates while moving along the potential barrier since
in time interval
, while
at
when
. Analogously,
primarily accelerates and sequentially decelerates in the sn-potential well and, finally, returns to the first potential barrier when
. The periodic 3-d trajectory finishes at
when
. The described details of the 3-d Hamiltonian map are clearly visualized in the animated Figure 1(d).
In Figure 2(d), the last frame of the animated 3-d Hamiltonian map on
combines for
the 2-d polynomial potential in Figure 2(b) and the 2-d trajectory in Figure 2(c). A black curve shows a 3-d trajectory of the second Hamiltonian system
on the surface of polynomial potential
and a blue dashed curve in Figure 2(d), which coincides with the 2-d trajectory of
displayed by the blue solid curve in Figure 2(c), presents a 2-d projection of the 3-d trajectory on plane
.
The periodic 3-d trajectory of
begins on the crest of the potential barrier at
when
and
. As
decreases in the first sub-well, where
, kinetic energy,
, initially increases towards the bottom of the first sub-well at
and then decreases in time interval
. After reflection by the potential wall at
when
and
,
again primarily accelerates and sequentially decelerates towards the potential barrier for
, finishing this positive pulsation on the crest of the potential barrier at
when
. The second Hamiltonian system then decelerates while moving along the potential barrier since
for
. Similarly to the positive pulsation,
consequently makes the negative pulsation in the second sub-well, where
, when
due to the reflection from the potential wall at
when
and
. The periodic 3-d trajectory terminates at
when
. The specified features of the 3-d Hamiltonian map are unambiguously displayed in the animated Figure 2(d).
In Figure 3(d), the last frame of the 3-d Hamiltonian map animated on
synthesizes for
Figure 3(b), which contains the 2-d polynomial potential, with Figure 3(c), which displays the 2-d trajectory. A black curve in Figure 3(d) shows a 3-d trajectory of the third Hamiltonian system
on the surface of polynomial potential
. A 2-d projection of the 3-d trajectory on plane
is visualized in Figure 3(d) by a blue dashed curve, which coincides with the 2-d trajectory of
visualized with the help of the blue solid curve in Figure 3(c).
Similar to the positive pulsation in Figure 2(d), the periodic 3-d trajectory of
starts on the potential barrier at
when
and
. As
decreases in the dn-potential well, kinetic energy,
, initially increases towards the bottom of the dn-potential well and then decreases in time interval
. The kinetic energy reaches its maximal value
at the bottom of the dn-potential well at
. The third Hamiltonian system is then reflected by the potential wall at
when
and
. After the reflection,
once more primarily accelerates and sequentially decelerates towards the potential barrier for
, terminating this positive pulsation at the potential barrier. After the positive pulsation,
decelerates along the potential barrier when
because then
, whereas
on the potential barrier at the end of the periodic 3-d trajectory for
and
. The mentioned aspects of the 3-d Hamiltonian map are obviously represented in the animated Figure 3(d).
3. Pulsatory Dynamic Models of the First Triplet Squared
3.1. Definitions of Elliptic Functions of the First Triplet Squared
We specify
as the first triplet of copolar elliptic functions squared
, correspondingly,
(58)
In agreement with the definition of the first triplet,
(59)
If
, then trigonometric asymptotes of members of the first triplet squared become:
(60)
If
, then hyperbolic asymptotes of members of the first triplet squared are
(61)
For the aim of conciseness, we will further omit argument
and parameter
in computed results, viz. a simplified form of the definition of the first triplet squared is
(62)
In agreement with the theory of dynamical systems, the triplet squared is determined by the following system of ODEs of the first order:
(63)
where the first derivative of each member of the triplet squared is proportional to a product of all members of the triplet. Contrary to the first triplet, the first triplet squared is opened with respect to differentiation of the first order.
With the help of the identities for the squared members of the first triplet and the squares of
and
, a table of all algebraic relations between members of the first triplet squared takes the following form:
(64)
Consequently, only a single member from the first triplet squared is algebraically independent since two other members may be computed in terms of the single member using the above linear relations.
We take the first derivative of the linear relations to show that only a single member of the first triplet squared is differentially independent since
(65)
in agreement with the dynamical definition of the first triplet squared.
3.2. Polynomial Potentials of the Third Order
We then compute squares of the dynamical definition of the first triplet squared, separate variables by the linear relations, expand, and collect like terms to find the following Hamiltonian ODEs:
(66)
where
(67)
are kinetic energies of the Hamiltonian systems
with a unit mass,
(68)
(69)
(70)
are polynomial potentials of the third order in
, correspondingly, and
are vanishing total energies of
, respectively. Therefore, the first triplet squared becomes closed with respect to differentiation starting from the first-order derivatives squared.
3.3. Polynomial Forces of the Second Order
Taking the first derivative of the dynamical definition of the first triplet squared, substituting the first derivatives of the first triple, separating variables by the quadratic relations, collecting like terms, using the definition of the first triple squared, and factoring yield the following Newtonian ODEs:
(71)
where
(72)
are accelerations of
,
(73)
is a second-order polynomial force in
,
(74)
is a second-order polynomial force in
,
(75)
is a second-order polynomial force in
.
Similarly to the first triple, the polynomial forces are related with the polynomial potentials of the first triple squared by the following relations:
(76)
3.4. Static Visualizations
Polynomial force
, polynomial potential
, and the first Hamiltonian system squared
are shown in Figure 4(a), Figure 4(b), and Figure 4(c), respectively, for various values of
.
Computation of two zeros of
yields
(77)
As
varies from 0 to 1,
moves from 1/2 to 1/3 and
moves from +∞ to +1 since
transforms from a linear polynomial
into the quadratic polynomial.
In accordance with the first derivative of the polynomial potentials, zeros of
correlate with extrema of
. Specifically, there are the local minimum and the local maximum that are computed by
(78)
where
(79)
(a)
(b)
(c)
(d)
Figure 4. Plots of the first Hamiltonian system squared: (a)
, (b)
, (c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
As
varies from 0 to 1,
at
changes from −1/2 to −8/27 and
at
from +∞ to 0 since
transforms from a quadratic polynomial
into the third-order polynomial.
Three zeros of
are calculated as follows:
(80)
As
varies from 0 to 1,
and
are steady, and
moves from +∞ to +1 since
alters the order from two to three.
Depth of the sn2-potential well
(81)
Width of the sn2-potential well
(82)
where
(83)
is a solution of the following algebraic equation:
(84)
Thus, the first Hamiltonian system squared
is confined in the sn2-potential well
. The vanishing total energy
of
is displayed in Figure 4(b) by a space dashed magenta line and the ultimate positions of
are shown by magenta dots. As
,
approaches the nonlinear sn2-pulsation with positive pulses of a rectangular shape for
. For
, the shape of rectangular pulses coincides with the graph accuracy with
for
.
The period of the sn2-pulsation is
since periodic minimums
and periodic maximums
are reached at
(85)
Polynomial force
, polynomial potential
, and the second Hamiltonian system squared
are represented in Figure 5(a), Figure 5(b), and Figure 5(c), correspondingly.
Calculating two zeros of
, we have
(86)
As
varies from 0 to 1,
moves from −∞ to 0 and
from 1/2 to 2/3 since
transforms from a linear polynomial
into the quadratic polynomial.
(a)
(b)
(c)
(d)
Figure 5. Plots of the second Hamiltonian system squared: (a)
, (b)
, (c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
In accordance with the first derivative of the polynomial potentials, zeros of
correlate with extrema of
. Namely, the local maximum and the local minimum are obtained by
(87)
As
varies from
to 1,
at
changes from +∞ to 0 and
at
from −1/2 to −8/27 since
transforms from a quadratic polynomial
to the third-order polynomial.
We then find three zeros of
as follows:
(88)
As
varies from 0 to 1,
changes from −∞ to 0, while
and
are stationary because
alters the order from two to three.
Depth of the cn2-potential well
(89)
Width of the cn2-potential well
(90)
where
(91)
is a solution of the following algebraic equation:
(92)
So, the second Hamiltonian system squared
pulsates in the cn2-potential well
The vanishing total energy
of
is visualized in Figure 5(b) by a space dashed magenta line and the ultimate positions of
are shown by magenta dots. As
,
approaches the nonlinear cn2-pulsation with positive point pulses for
. For
, the shape of point pulses coincides with the graph accuracy with
for
, which also models the Dirac delta function.
The period of the cn2-pulsation is also
since periodic minimums
and periodic maximums
are reached at
(93)
Polynomial force
, polynomial potential
, and the third Hamiltonian system squared
are given in Figure 6(a), Figure 6(b), and Figure 6(c), sequentially.
We then compute two zeros of
and get
(94)
As
varies from 0 to 1,
moves from 1/3 to 0 and
from 1 to 2/3 because
remains the quadratic polynomial for all
.
In agreement with the first derivative of the polynomial potentials, zeros of
correspond to extrema of
. Precisely, the local maximum and the local minimum are returned by
(a)
(b)
(c)
(d)
Figure 6. Plots of the third Hamiltonian system squared: (a)
, (b)
, (c)
for various values of
, (d) the last frame of the animated 3-d Hamiltonian map of
on the surface of polynomial potential
.
(95)
As
varies from 0 to 1,
at
changes from +8/27 to 0 and
at
from 0 to -8/27 since
is the third-order polynomial for all
.
We then find three zeroes of
as
(96)
As
varies from 0 to 1,
and
are stationary and
moves from 1 to 0 as
has the same order for all
.
Depth of the dn2-potential well
(97)
Width of the dn2-potential well
(98)
where
(99)
is a solution of the following algebraic equation:
(100)
Consequently, a periodic motion of the third Hamiltonian system squared
with
is bounded in the dn2-potential well
. The total energy
of
is shown in Figure 6(b) with the help of a space dashed magenta line and the ultimate positions of
are displayed by magenta dots. As
,
approaches the nonlinear dn2-pulsation with positive point pulses for
. For
the shape of point pulses coincides with the graph accuracy with
for
.
The period of the dn2-pulsation is
, as well, since periodic minimums
and periodic maximums
are attained at
(101)
3.5. Dynamic Visualizations
In terms of the Hamiltonian dynamics, a Hamiltonian system of the first triple squared
(102)
is a solution of the Hamiltonian ODE
(103)
where
is the kinetic energy,
is the polynomial potential in
of the third order, total energy
, and polynomial coefficients of
are
(104)
(105)
(106)
respectively.
From the viewpoint of the Newtonian dynamics,
is a solution of the Newtonian ODE
(107)
where the second derivative of
is the acceleration,
is the polynomial force in
of the second order, and polynomial coefficients of
are
(108)
(109)
(110)
sequentially.
Analogous to the first triplet, the polynomial forces are related with the polynomial potentials of the first triplet squared by the following connections:
(111)
The dynamical problems for the Hamiltonian or Newtonian ODEs are complemented by the following initial conditions for
, respectively:
(112)
(113)
(114)
Solutions of the Hamiltonian or Newtonian ODEs with the above initial conditions return unique solutions for the first triplet squared.
Figure 4(b) and Figure 4(c) are combined for
in a 3-d Hamiltonian map animated on
, the last frame of which is displayed in Figure 4(d). A 3-d trajectory of the first Hamiltonian system squared
on the surface of polynomial potential
is visualized by a black curve. A 2-d projection of the 3-d trajectory on plane
is shown in Figure 4(d) by a blue dashed curve, which coincides with the 2-d trajectory of
indicated by the blue solid curve in Figure 4(c).
The periodic 3-d trajectory of
begins on the potential barrier at
when
and
. As
decreases in the sn2-potential well, kinetic energy,
, initially increases towards the bottom of the sn2-potential well at
and then decreases in time interval
. The kinetic energy reaches its maximal value
at the bottom of the sn2-potential well. After reflection by the potential wall at
when
and
,
again accelerates and then decelerates towards the potential barrier for
. Further
decelerates moving along the potential barrier since
for
. The periodic 3-d trajectory finishes at
when
. The described properties of the 3-d Hamiltonian map are evidently displayed in the animated Figure 4(d).
In Figure 5(d), the last frame of the animated 3-d Hamiltonian map on
integrates for
Figure 5(b), which contains the 2-d polynomial potential, with Figure 5(c), which displays the 2-d trajectory. A black curve in Figure 5(d) visualizes a 3-d trajectory of the second Hamiltonian system squared
on the surface of the polynomial potential
. A blue dashed curve in Figure 5(d), which fits the 2-d trajectory of
shown by the blue solid curve in Figure 5(c), represents a 2-d projection of the 3-d trajectory on plane
The periodic 3-d trajectory of
starts on the potential barrier at
when
and
. As
decreases in the cn2-potential well, kinetic energy,
, initially increases towards the bottom of the cn2-potential well and then decreases in time interval
. The kinetic energy reaches its maximal value
at the bottom of the cn2-potential well at
. After reflection by the potential wall at
when
and
,
once more primarily accelerates and sequentially decelerates towards the potential barrier for
. Later
decelerates while moving along the potential barrier as
for
. The periodic 3-d trajectory terminates at
when
. The described details of the 3-d Hamiltonian map are clearly visualized by the animated Figure 5(d).
In Figure 6(d), the last frame of the 3-d Hamiltonian map animated on
synthesizes for
the 2-d polynomial potential in Figure 6(b) and the 2-d trajectory in Figure 6(c). A black curve shows a 3-d trajectory of the third Hamiltonian system squared
on the surface of the polynomial potential
and a blue dashed curve in Figure 6(d), which coincides with the 2-d trajectory of
displayed by the blue solid curve in Figure 6(c), presents a 2-d projection of the 3-d trajectory on plane
.
The periodic 3-d trajectory of
begins on the potential barrier at
when
and
. As
decreases in the dn2-potential well, kinetic energy,
, initially increases towards the bottom of the dn2-potential well and then decreases in time interval
. The kinetic energy attains its maximal value
at the bottom of the dn2-potential well at
. After reflection by the potential wall at
when
and
,
again primarily accelerates and sequentially decelerates towards the potential barrier for
. While moving along the potential barrier,
decelerates since
for
. The periodic 3-d trajectory ends at
when
. The 3-d Hamiltonian map in Figure 6(d) qualitatively coincides with that in Figure 5(d) since
with a graph accuracy. The considered features of the 3-d Hamiltonian map are obviously manifested in the animated Figure 6(d).
4. An Oscillatory Random Model
4.1. The lth Mode of the Random Oscillatory cn-Noise
Similarly to the second Hamiltonian system
, we construct the lth mode
of the random oscillatory cn-noise in the following form:
(115)
where
is an amplitude,
is a frequency of the lth mode, and
.
Periodic zeroes of
(116)
are located at
(117)
where
is an integer.
The lth mode
reaches its maximal value
(118)
periodically at
(119)
and attains its minimal value
(120)
also periodically at
(121)
since the period of oscillation
(122)
Therefore, range of
.
Calculating the half of the first derivative of
squared and using the independent algebraic relations, we derive the Hamiltonian ODE
(123)
where
is the kinetic energy of
,
(124)
is an even polynomial potential of the fourth order in
with polynomial coefficients
(125)
and total energy
. Compared with the polynomial coefficients of
,
is inversely proportional to
,
does not depend on
,
is directly proportional to
, and all coefficients are proportional to
.
The lth mode
of the random oscillatory cn-noise is a unique solution of the Hamiltonian ODE subjected to the initial conditions
(126)
In Figure 7(a),
is shown for
,
,
, and various values of
: a green dashed curve corresponds to
, a black dotted curve to
, and a blue solid curve to
The value of
is directly proportional to amplitude
and the initial value of
vanishes in accordance with the initial conditions. All curves in Figure 7 are displayed on time domain
.
The Hamiltonian system
is displayed in Figure 7(b) for
,
, and different values of
: a green dashed curve for
, a black dotted curve for
, and a blue solid curve for
. Indeed, period
is inversely proportional to
and
as
.
The effect of
on the period and the shape of
is visualized in Figure 7(c) for
,
, and various values of
: a green dashed curve for
with
, a black dotted curve for
, and a blue solid curve for
with
. As
,
and the shape of
approaches a sequence of positive and negative pulses
with truncated tails because of the vertical asymptote of
at
[8].
(a)
(b)
(c)
Figure 7. Plots of the lth mode
of the random oscillatory cn-noise for various parameters given in the text.
4.2. The Random Oscillatory cn-Noise with L modes
The random oscillatory cn-noise
(127)
is a superposition of
modes
, where
is a random amplitude on interval
.
We then explore an effect of
on the rate of stochastization of the random oscillatory cn-noise for two sequences of frequencies: the Fourier sequence [4] and the Bernoulli sequence [5]. Random oscillatory cn-noise
with the Fourier frequencies and period of the random oscillatory cn-noise
with
is shown on interval
in Figure 8(a), Figure 8(b), Figure 8(c) for the following five random amplitudes:
(128)
and
, respectively.
(a)
(b)
(c)
Figure 8. Plots of the random oscillatory cn-noise for the Fourier frequencies and various
: (a)—
, (b)—
, (c)—
.
Period
of the lth mode
has the following values:
(129)
So, numbers
of periods
in
grow as the Fourier frequencies
, i.e.
. The rate of stochastization of
is a lowest one since
does not depend on
and stochastization of the random oscillatory cn-noise is caused only by growth of number of amplitudes and frequencies with
However, simplicity of curves in Figures 8(a)-(c) clearly demonstrates an odd symmetry of
for all sequences of frequencies. Interval
contains integer number
of subintervals
for
, i.e.
(130)
All
vanish at the end points of subintervals
. Therefore,
vanishes at the end points of interval
, namely,
(131)
If
is even, then the midpoint of
becomes an endpoint of
, where
vanishes, viz.
(132)
If
is odd, then the midpoint of
becomes a midpoint of
. Then
vanishes at the midpoint of subinterval
, as well, i.e.
(133)
So,
vanishes at the midpoint of
as the sum of
vanishing both for even and odd
, namely,
(134)
Since an odd symmetry
(135)
holds for all periodic zeroes of
(see Figures 7(a)-(c)), the odd symmetry is valid at the midpoint and endpoints for all
and, therefore, the odd symmetry is also valid at the midpoint of
for
:
(136)
Vanishing of
at the end points and the midpoint of
and the odd symmetry of
with respect to the midpoint of
is illustrated for various
and
in Figures 8(a)-(c) and Figures 9(a)-(b).
Random oscillatory cn-noise
with
, the Bernoulli frequencies
, the same random amplitudes
, and periods of the random oscillatory cn-noise
is visualized on interval
in Figure 9(a), Figure 9(b), Figure 9(c) for
, respectively.
Periods
of the lth mode
increase, viz.
(137)
where
(138)
and LCM stands for the least common multiple.
For
, numbers
of periods
in
decrease as follows:
. The rate of stochastization of
has a highest value since
grows as a product of prime numbers. For
,
is greater six times than the period of the first mode
. For
,
is larger 30 times, and, for
,
exceeds
210 times. To summarize,
emulates a smooth random oscillatory variable with an unbounded period at high values of
since
as
.
(a)
(b)
(c)
Figure 9. Plots of the random oscillatory cn-noise for the Bernoulli frequencies and various
: (a)—
, (b)—
, (c)—
.
The rates of stochastization of the random oscillatory cn-noise with the Fourier and Bernoulli frequencies are compared in Figure 10, where
versus
is shown by green circles and a dotted black line and
by blue diamonds and a dashed black line. For
,
grows exponentially as follows:
(139)
where coefficients are computed by minimizing the least-squares error.
We then compare histogram of
for the Fourier and Bernoulli frequencies with the density of the Gaussian (normal) probability distribution
(140)
where
is the mean and
is the variance of discrete data sample
of size
, which are computed by the formulas of the descriptive statistics [9]:
(141)
Figure 10. Plots of
versus
of the random oscillatory cn-noise.
Here, moments of time
as selected as equidistant points on interval
, where
is the period of the random oscillatory cn-noise.
Histograms in Figure 11(a) and Figure 11(b) are computed with random amplitudes
,
, and
for the Fourier and Bernoulli frequencies, respectively. The data sample sizes
and
are equal to the number of computational points of plots
and
in Figure 8(c) and Figure 9(c), correspondingly.
In Figure 11,
and
, whereas the Gaussian probability distribution is displayed by a solid orange line. As
increases,
develops into the normal distribution. However, even for
, the tails of the normal distribution are not reproduced and noticeable deviations from the Gaussian distribution still remain. As
grows,
approaches the Gaussian distribution much faster. For
, the normal distribution is reproduced with graph accuracy.
5. A Pulsatory Random Model
5.1. The lth Mode of the Random Pulsatory cn2-Noise
Analogously to the second Hamiltonian system squared
, we define the lth mode
of the random pulsatory cn2-noise as follows:
(142)
where
is an amplitude and
is a frequency of the lth mode, and
.
Periodic minimums of
, which are periodic zeroes of
,
(143)
are positioned at
(144)
where
is an integer.
The lth mode
attains its maximal value
(145)
periodically at
(a)
(b)
Figure 11. Histogram of the random oscillatory cn-noise: (a)—for the Fourier frequencies, (b)—for the Bernoulli frequencies.
(146)
because the period of pulsation
(147)
Consequently, range of
.
Computation of the half of the first derivative of
squared and application of the independent algebraic relations yield the Hamiltonian ODE
(148)
where
is the kinetic energy of the Hamiltonian system
,
(149)
is a polynomial potential of the third order in
with polynomial coefficients
(150)
and total energy
. Compared with the polynomial coefficients of
,
is inversely proportional to
,
does not depend on
,
is directly proportional to
, and all coefficients are proportional to
.
The lth mode
of the pulsatory cn2-noise represents a unique solution of the Hamiltonian ODE with the following initial conditions:
(151)
In Figure 12(a),
is displayed for
,
,
, and different values of
: a green dashed curve corresponds to
, a black dotted curve to
, and a blue solid curve to
. The value of
is directly proportional to amplitude
and the initial value of
vanishes in agreement with the initial conditions. Pulsations
are sharper than pulsations
in the same manner as pulsations
are sharper than pulsations
. All curves in Figure 12 are visualized on time domain
.
The Hamiltonian system
is visualized in Figure 12(b) for
,
, and various values of
: a green dashed curve for
, a black dotted curve for
, and a blue solid curve for
. In the view of the definition, period
is inversely proportional to
and
as
.
The effect of
on the period and the shape of
is represented in Figure 12(c) for
,
, and various values of
: a green dashed curve for
, a black dotted curve for
, and a blue solid curve for
. As
,
and the shape of
tends to a sequence of pulses
with truncated tails.
5.2. The Random Pulsatory cn2-Noise with L Modes
The random pulsatory cn2-noise
(152)
is a superposition of
modes
, where
is the random amplitude on interval
.
The random pulsatory cn2-noise
with the Fourier frequencies
,
, a period of the pulsatory noise
, and random amplitudes
is displayed on interval
in Figure 13(a), Figure 13(b), Figure 13(c) for
, correspondingly.
Period
of the lth mode
contains the following values:
(153)
Therefore, numbers
of periods
in
also increase as the Fourier frequencies
, viz.
. The rate of stochastization of
has a lowest value because
does not depend on
and stochastization of the random pulsatory cn2-noise is induced by increase in number of amplitudes and frequencies with
.
Curves in Figures 13(a)-(c) obviously display an even symmetry of
for all sequences of frequencies. Interval
includes integer number
of subintervals
for
, namely,
(154)
All
vanish at the end points of subintervals
. So,
also vanishes at the end points of interval
, viz.
(a)
(b)
(c)
Figure 12. Plots of the lth mode
of the random oscillatory cn2-noise for various parameters given in the text.
(155)
If
is even, then the midpoint of
becomes an endpoint of
, where
vanishes, i.e.
(156)
If
is odd, then the midpoint of
becomes a midpoint of
. Then
reaches local maximum
at the midpoint of subinterval
, viz.
(157)
Thus,
attains a local maximum at the midpoint of
as the sum of
for even
and
for odd
, explicitly,
(158)
Because an even symmetry
(a)
(b)
(c)
Figure 13. Plots of the random pulsatory cn2-noise for the Fourier frequencies and various
: (a)—
, (b)—
, (c)—
.
(159)
is valid for all periodic zeroes (minimums) and periodic maximums of
(see Figures 12(a)-(c)), the even symmetry also holds for the midpoint of
for all
and, consequently, for
:
(160)
Vanishing of
at the end points of interval
and the even symmetry of
with respect to the midpoint of
are visualized for various
and
in Figures 13(a)-(c), Figures 14(a)-(b). We also observe that periodic zeroes of
frequently do not become zeroes of
since zeroes of
happen at the various times for different
.
Random pulsatory cn2-noise
with the Bernoulli frequencies
, the same random amplitudes
,
, and periods of the random pulsatory cn2-noise
is shown on interval
in Figure 14(a), Figure 14(b), and Figure 14(c) for
, respectively.
(a)
(b)
(c)
Figure 14. Plots of the random pulsatory cn2-noise for the Bernoulli frequencies and various
: (a)—
, (b)—
, (c)—
.
Periods
of the lth mode
represent the following increasing sequence:
(161)
where
(162)
For
, numbers
of periods
in
decrease the same way as for the random oscillatory cn-noise:
. The rate of stochastization of
has a maximal value since
increases as a product of prime numbers. Therefore, for
,
is six times larger than the period of the first mode
. For
,
is 30 times greater, and, for
,
is 210 times larger than
. To summarize,
models a smooth random pulsatory variable with an unbounded period at large values of
because
as
.
We compare the rates of stochastization of the random pulsatory cn2-noise for the Fourier and Bernoulli frequencies in Figure 15, where
versus
is displayed by green circles and a dotted black line and
by blue diamonds and a dashed black line. For
, the period of the pulsatory cn2-noise
with the Bernoulli frequencies increases exponentially since
(163)
where coefficients are obtained by the least-squares fit.
Density
of the Gaussian probability distribution with mean
, variance
, and normalization coefficient
for random oscillatory variable
, which may take both positive and negative values as
,
(164)
satisfies the following normalization condition:
(165)
Consider density
of the truncated Gaussian probability distribution [9] with mean
, variance
, and normalization coefficient
for random pulsatory variable
, which may take only positive values since
,
(166)
This density satisfies the correspondent normalization condition
(167)
To find the normalization coefficient of
, we decompose the normalization integral into two parts
Figure 15. Plots of
versus
of the random pulsatory cn2-noise.
(168)
and take the integrals separately
(169)
Thus, an algebraic form of the normalization condition becomes
(170)
Solving it with respect to
and back-substituting yield
(171)
where the error function
(172)
Density
of the truncated Gaussian probability distribution is shown by a solid blue curve and density
of the Gaussian probability distribution is displayed by a dotted blue curve in Figure 16(a), Figure 16(a), Figure 16(c) for
and
, respectively. A common area beneath
and
is shadowed by a blue color. A truncated part under
is shadowed by a yellow color. Due to the normalization condition, this area is equal to an area between the solid and dotted curves for
, which is also visualized by yellow.
Figure 16(a) demonstrates that
looks like the tail of a rescaled normal probability distribution for negative
. For
in Figure 16(b), the area between
and the
-axis exceeds twice the blue shadowed area between
and the
-axis since
and
(173)
As
becomes positive in Figure 16(c), the yellow shadowed area between
and
gradually diminishes because
and
(174)
Histograms in Figure 17(a) and Figure 17(b) are obtained with the same random amplitudes
,
, and
for the Fourier frequencies and Bernoulli frequencies, correspondingly. The data sample sizes
and
are the same as the number of computational points of plots
and
in Figure 13(c) and Figure 14(c), respectively.
(a)
(b)
(c)
Figure 16. Plots of the truncated Gaussian probability distribution for
and various
: (a)—
, (b)—
, (c)—
.
In Figure 17,
,
together with
,
are computed by the numeric least-squares fit, while the truncated Gaussian probability distribution is shown by a solid orange line. As
grows,
evolves into the truncated normal distribution. Even for
, there are obvious deviations from the truncated Gaussian distribution. As
increases,
transforms into the truncated Gaussian distribution much faster. For
, the truncated normal distribution is emulated with graph accuracy.
(a)
(b)
Figure 17. Histogram of the random oscillatory cn2-noise: (a)—for the Fourier frequencies, (b)—for the Bernoulli frequencies.
6. Conclusions
We have meticulously studied six oscillatory and pulsatory dynamic models of a conservative perturbation with vanishing total energy with the help of the Hamiltonian and Newtonian dynamics of the first triplet of copolar elliptic functions and the first triplet of copolar elliptic functions squared.
As
, the first Hamiltonian system
represents the nonlinear sn-oscillation in range
with period
that displays a sequence of positive and negative rectangular pulses of the tanh-shape in
,
for
,
, respectively, where
. The second Hamiltonian system
describes the nonlinear cn-oscillation in range
with period
that manifests a sequence of positive and negative point pulses of the sech-shape in
,
for
,
, correspondingly. The third Hamiltonian system
specifies the nonlinear dn-pulsation with period
that displays a sequence of positive point pulses of the sech-shape in range
for
.
As
, the fourth Hamiltonian system
presents the nonlinear sn2-pulsation with period
that exhibits a sequence of positive rectangular pulses of the tanh2-shape in range
for
. The fifth Hamiltonian system
expresses the nonlinear cn2-pulsation with period
that is visualized by a sequence of positive point pulses of the sech2-shape in range
for
. The sixth Hamiltonian system
defines the nonlinear dn2-pulsation with period
that is established by a sequence of positive point pulses of the sech2-shape in range
for
.
Using the Hamiltonian systems
and
of conservative perturbations with the vanishing total energy, two stochastic models have been developed. First, the smooth stochastic model
of the random oscillatory cn-noise, which depends on random amplitudes
, elliptic modulus
, frequency sequence
, and number
of modes
. Dependence of
on parameters
have been studied and the odd symmetry of
for all sequences of frequencies have been shown. Numerical experiments show that for the Bernoulli frequencies
approaches a smooth random oscillatory variable with an unbounded period and the Gaussian probability distribution as an exponential function of
.
Second, the smooth stochastic model
of the random pulsatory cn2-noise, which is determined by
, and number
of modes
. We then explore dependence of
on
and prove the even symmetry of
for all sequences of frequencies. Numerical experiments demonstrate that for the Bernoulli frequencies
approaches a smooth random pulsatory variable with an unbounded period and the truncated Gaussian probability distribution as an exponential function of
.
A point-by-point comparison of the stochastic models of the current paper with experimental data is impossible since smooth stochastic functions with an unbounded period are never repeated. Each implementation of the stochastic models produces another version of stochastic data. However, a qualitative comparison with experimental data is presented in the current paper, especially in Figure 9(c) and Figure 14(c), where a typical realization of white noise is represented for oscillations and pulsations, respectively. A single quantitative issue, which is used to compare theoretical and experimental stochastic data, is a probability distribution of random variables. This comparison is provided in Figure 11(b) and Figure 17(b), where the stochastic data generated by the random models fit with graph accuracy the Gaussian probability distribution and the truncated Gaussian probability distribution for the oscillatory white noise and the pulsatory white noise, correspondingly.
Although the paper was originally aimed at development of exact wave turbulence, its results are applicable in a much broader realm of applications since the stochastic models are constructed independently from the deterministic models. The developed random models describe conservative perturbations with vanishing total energies, which should be initiated once and then need not an external source of energy to maintain them. Another attractive property of elliptic functions is a variable period, which allows the models of the oscillatory white noise and the pulsatory white noise to be constructed with an unbounded period. The conventional generators of random numbers produce discrete sets of random variables. However, the mathematical analysis of stochastic processes requires smooth random variables, which have been developed in the current paper. Therefore, the presented results are of interest in various applications dealing with smooth stochastic functions.
Acknowledgements
The support of CAAM and the University of Mount Saint Vincent is gratefully acknowledged. The author thanks a reviewer for helpful comments, which have improved the paper.