Kolmogorov turbulence in a random-force-driven Burgers equation: anomalous scaling and probability density functions

High-resolution numerical experiments, described in this work, show that velocity fluctuations governed by the one-dimensional Burgers equation driven by a white-in-time random noise with the spectrum $\overline{|f(k)|^2}\propto k^{-1}$ exhibit a biscaling behavior: All moments of velocity differences $S_{n\le 3}(r)=\overline{|u(x+r)-u(x)|^n}\equiv\overline{|\Delta u|^n}\propto r^{n/3}$, while $S_{n>3}\propto r^{\zeta_n}$ with $\zeta_n\approx 1$ for real $n>0$ (Chekhlov and Yakhot, Phys. Rev. E {\bf 51}, R2739, 1995). The probability density function, which is dominated by coherent shocks in the interval $\Delta u<0$, is ${\cal P}(\Delta u,r)\propto (\Delta u)^{-q}$ with $q\approx 4$.Comment: 12 pages, psfig macro, 4 figs in Postscript, accepted to Phys. Rev. E as a Brief Communicatio

On the maximum drawdown during speculative bubbles

A taxonomy of large financial crashes proposed in the literature locates the burst of speculative bubbles due to endogenous causes in the framework of extreme stock market crashes, defined as falls of market prices that are outlier with respect to the bulk of drawdown price movement distribution. This paper goes on deeper in the analysis providing a further characterization of the rising part of such selected bubbles through the examination of drawdown and maximum drawdown movement of indices prices. The analysis of drawdown duration is also performed and it is the core of the risk measure estimated here.Comment: 15 pages, 7 figure

Direct Numerical Simulation Tests of Eddy Viscosity in Two Dimensions

Two-parametric eddy viscosity (TPEV) and other spectral characteristics of two-dimensional (2D) turbulence in the energy transfer sub-range are calculated from direct numerical simulation (DNS) with 512$^2$ resolution. The DNS-based TPEV is compared with those calculated from the test field model (TFM) and from the renormalization group (RG) theory. Very good agreement between all three results is observed.Comment: 9 pages (RevTeX) and 5 figures, published in Phys. Fluids 6, 2548 (1994

Measures to limit subsidence of underground oil pipeline in insular permafrost

In this paper optimal solutions to limit the subsidence of underground oil pipeline in insular permafrost are proposed

Turbulence without pressure

We develop exact field theoretic methods to treat turbulence when the effect of pressure is negligible. We find explicit forms of certain probability distributions, demonstrate that the breakdown of Galilean invariance is responsible for intermittency and establish the operator product expansion. We also indicate how the effects of pressure can be turned on perturbatively.Comment: 12 page

Aspects of the stochastic Burgers equation and their connection with turbulence

We present results for the 1 dimensional stochastically forced Burgers equation when the spatial range of the forcing varies. As the range of forcing moves from small scales to large scales, the system goes from a chaotic, structureless state to a structured state dominated by shocks. This transition takes place through an intermediate region where the system exhibits rich multifractal behavior. This is mainly the region of interest to us. We only mention in passing the hydrodynamic limit of forcing confined to large scales, where much work has taken place since that of Polyakov. In order to make the general framework clear, we give an introduction to aspects of isotropic, homogeneous turbulence, a description of Kolmogorov scaling, and, with the help of a simple model, an introduction to the language of multifractality which is used to discuss intermittency corrections to scaling. We continue with a general discussion of the Burgers equation and forcing, and some aspects of three dimensional turbulence where - because of the mathematical analogy between equations derived from the Navier-Stokes and Burgers equations - one can gain insight from the study of the simpler stochastic Burgers equation. These aspects concern the connection of dissipation rate intermittency exponents with those characterizing the structure functions of the velocity field, and the dynamical behavior, characterized by different time constants, of velocity structure functions. We also show how the exponents characterizing the multifractal behavior of velocity structure functions in the above mentioned transition region can effectively be calculated in the case of the stochastic Burgers equation.Comment: 25 pages, 4 figure

The Non-local Kardar-Parisi-Zhang Equation With Spatially Correlated Noise

The effects of spatially correlated noise on a phenomenological equation equivalent to a non-local version of the Kardar-Parisi-Zhang equation are studied via the dynamic renormalization group (DRG) techniques. The correlated noise coupled with the long ranged nature of interactions prove the existence of different phases in different regimes, giving rise to a range of roughness exponents defined by their corresponding critical dimensions. Finally self-consistent mode analysis is employed to compare the non-KPZ exponents obtained as a result of the long range -long range interactions with the DRG results.Comment: Plain Latex, 10 pages, 2 figures in one ps fil

Phase Space Reduction and the Instanton Crossover in (1+1)-Dimensional Turbulence

We study (1+1)-dimensional turbulence in the framework of the Martin-Siggia-Rose field theory formalism. The analysis is focused on the asymptotic behaviour at the right tail of the probability distribution function (pdf) of velocity differences, where shock waves do not contribute. A BRS-preserving scheme of phase space reduction, based on the smoothness of the relevant velocity fields, leads to an effective theory for a few degrees of freedom. The sum over fluctuations around the instanton solution is written as the expectation value of a functional of the time-dependent physical fields, which evolve according to a set of Langevin equations. A natural regularization of the fluctuation determinant is provided from the fact that the instanton dominates the action for a finite time interval. The transition from the turbulent to the instanton dominated regime is related to logarithmic corrections to the saddle-point action, manifested on their turn as multiplicative power law corrections to the velocity differences pdf.Comment: The revised version contains more detailed discussions on some technical point

Large eddy simulation of two-dimensional isotropic turbulence

Large eddy simulation (LES) of forced, homogeneous, isotropic, two-dimensional (2D) turbulence in the energy transfer subrange is the subject of this paper. A difficulty specific to this LES and its subgrid scale (SGS) representation is in that the energy source resides in high wave number modes excluded in simulations. Therefore, the SGS scheme in this case should assume the function of the energy source. In addition, the controversial requirements to ensure direct enstrophy transfer and inverse energy transfer make the conventional scheme of positive and dissipative eddy viscosity inapplicable to 2D turbulence. It is shown that these requirements can be reconciled by utilizing a two-parametric viscosity introduced by Kraichnan (1976) that accounts for the energy and enstrophy exchange between the resolved and subgrid scale modes in a way consistent with the dynamics of 2D turbulence; it is negative on large scales, positive on small scales and complies with the basic conservation laws for energy and enstrophy. Different implementations of the two-parametric viscosity for LES of 2D turbulence were considered. It was found that if kept constant, this viscosity results in unstable numerical scheme. Therefore, another scheme was advanced in which the two-parametric viscosity depends on the flow field. In addition, to extend simulations beyond the limits imposed by the finiteness of computational domain, a large scale drag was introduced. The resulting LES exhibited remarkable and fast convergence to the solution obtained in the preceding direct numerical simulations (DNS) by Chekhlov et al. (1994) while the flow parameters were in good agreement with their DNS counterparts. Also, good agreement with the Kolmogorov theory was found. This LES could be continued virtually indefinitely. Then, a simplifiedComment: 34 pages plain tex + 18 postscript figures separately, uses auxilary djnlx.tex fil