Extreme deviations and applications

Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random multiplicative process. For this, a theory of extreme deviations is developed, devoted to the far tail of the pdf of the sum $X$ of a finite number $n$ of independent random variables with a common pdf $e^{-f(x)}$. The function $f(x)$ is chosen (i) such that the pdf is normalized and (ii) with a strong convexity condition that $f''(x)>0$ and that $x^2f''(x)\to +\infty$ for $|x|\to\infty$. Additional technical conditions ensure the control of the variations of $f''(x)$. The tail behavior of the sum comes then mostly from individual variables in the sum all close to $X/n$ and the tail of the pdf is $\sim e^{-nf(X/n)}$. This theory is then applied to products of independent random variables, such that their logarithms are in the above class, yielding usually stretched exponential tails. An application to fragmentation is developed and compared to data from fault gouges. The pdf by mass is obtained as a weighted superposition of stretched exponentials, reflecting the coexistence of different fragmentation generations. For sizes near and above the peak size, the pdf is approximately log-normal, while it is a power law for the smaller fragments, with an exponent which is a decreasing function of the peak fragment size. The anomalous relaxation of glasses can also be rationalized using our result together with a simple multiplicative model of local atom configurations. Finally, we indicate the possible relevance to the distribution of small-scale velocity increments in turbulent flow.Comment: 26 pages, 1 figure ps (now available), addition and discussion of mathematical references; appeared in J. Phys. I France 7, 1155-1171 (1997

Generation of non-Gaussian statistics and coherent structures in ideal magnetohydrodynamics

Spectral method simulations of ideal magnetohydrodynamics are used to investigate production of coherent small scale structures, a feature of fluid models that is usually associated with inertial range signatures of nonuniform dissipation, and the associated emergence of non-Gaussian statistics. The near-identical growth of non-Gaussianity in ideal and nonideal cases suggests that generation of coherent structures and breaking of self-similarity are essentially ideal processes. This has important implications for understanding the origin of intermittency in turbulence

Complex-space singularities of 2D Euler flow in Lagrangian coordinates

We show that, for two-dimensional space-periodic incompressible flow, the solution can be evaluated numerically in Lagrangian coordinates with the same accuracy achieved in standard Eulerian spectral methods. This allows the determination of complex-space Lagrangian singularities. Lagrangian singularities are found to be closer to the real domain than Eulerian singularities and seem to correspond to fluid particles which escape to (complex) infinity by the current time. Various mathematical conjectures regarding Eulerian/Lagrangian singularities are presented.Comment: 5 pages, 2 figures, submitted to Physica

Kicked Burgers Turbulence

Burgers turbulence subject to a force $f(x,t)=\sum_jf_j(x)\delta(t-t_j)$, where the $t_j$'s are ``kicking times'' and the ``impulses'' $f_j(x)$ have arbitrary space dependence, combines features of the purely decaying and the continuously forced cases. With large-scale forcing this ``kicked'' Burgers turbulence presents many of the regimes proposed by E, Khanin, Mazel and Sinai (1997) for the case of random white-in-time forcing. It is also amenable to efficient numerical simulations in the inviscid limit, using a modification of the Fast Legendre Transform method developed for decaying Burgers turbulence by Noullez and Vergassola (1994). For the kicked case, concepts such as ``minimizers'' and ``main shock'', which play crucial roles in recent developments for forced Burgers turbulence, become elementary since everything can be constructed from simple two-dimensional area-preserving Euler--Lagrange maps. One key result is for the case of identical deterministic kicks which are periodic and analytic in space and are applied periodically in time: the probability densities of large negative velocity gradients and of (not-too-large) negative velocity increments follow the power law with -7/2 exponent proposed by E {\it et al}. (1997) in the inviscid limit, whose existence is still controversial in the case of white-in-time forcing. (More in the full-length abstract at the beginning of the paper.)Comment: LATEX 30 pages, 11 figures, J. Fluid Mech, in pres

Intermittency in passive scalar advection

A Lagrangian method for the numerical simulation of the Kraichnan passive scalar model is introduced. The method is based on Monte--Carlo simulations of tracer trajectories, supplemented by a point-splitting procedure for coinciding points. Clean scaling behavior for scalar structure functions is observed. The scheme is exploited to investigate the dependence of scalar anomalies on the scaling exponent $\xi$ of the advecting velocity field. The three-dimensional fourth-order structure function is specifically considered.Comment: 4 pages, 5 figure

An update on the double cascade scenario in two-dimensional turbulence

Statistical features of homogeneous, isotropic, two-dimensional turbulence is discussed on the basis of a set of direct numerical simulations up to the unprecedented resolution $32768^2$. By forcing the system at intermediate scales, narrow but clear inertial ranges develop both for the inverse and for direct cascades where the two Kolmogorov laws for structure functions are, for the first time, simultaneously observed. The inverse cascade spectrum is found to be consistent with Kolmogorov-Kraichnan prediction and is robust with respect the presence of an enstrophy flux. The direct cascade is found to be more sensible to finite size effects: the exponent of the spectrum has a correction with respect theoretical prediction which vanishes by increasing the resolution

The Cauchy-Lagrangian method for numerical analysis of Euler flow

A novel semi-Lagrangian method is introduced to solve numerically the Euler equation for ideal incompressible flow in arbitrary space dimension. It exploits the time-analyticity of fluid particle trajectories and requires, in principle, only limited spatial smoothness of the initial data. Efficient generation of high-order time-Taylor coefficients is made possible by a recurrence relation that follows from the Cauchy invariants formulation of the Euler equation (Zheligovsky & Frisch, J. Fluid Mech. 2014, 749, 404-430). Truncated time-Taylor series of very high order allow the use of time steps vastly exceeding the Courant-Friedrichs-Lewy limit, without compromising the accuracy of the solution. Tests performed on the two-dimensional Euler equation indicate that the Cauchy-Lagrangian method is more - and occasionally much more - efficient and less prone to instability than Eulerian Runge-Kutta methods, and less prone to rapid growth of rounding errors than the high-order Eulerian time-Taylor algorithm. We also develop tools of analysis adapted to the Cauchy-Lagrangian method, such as the monitoring of the radius of convergence of the time-Taylor series. Certain other fluid equations can be handled similarly.Comment: 30 pp., 13 figures, 45 references. Minor revision. In press in Journal of Scientific Computin

Singularities of Euler flow? Not out of the blue!

Does three-dimensional incompressible Euler flow with smooth initial conditions develop a singularity with infinite vorticity after a finite time? This blowup problem is still open. After briefly reviewing what is known and pointing out some of the difficulties, we propose to tackle this issue for the class of flows having analytic initial data for which hypothetical real singularities are preceded by singularities at complex locations. We present some results concerning the nature of complex space singularities in two dimensions and propose a new strategy for the numerical investigation of blowup.(A version of the paper with higher-quality figures is available at http://www.obs-nice.fr/etc7/complex.pdf)Comment: RevTeX4, 10 pages, 9 figures. J.Stat.Phys. in press (updated version