Lognormal scale invariant random measures

In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with lognormal weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness of measures satisfying the aforementioned continuous equation; these measures fall under the scope of the Gaussian multiplicative chaos theory developed by J.P. Kahane in 1985 (or possibly extensions of this theory). As a by product, we also obtain an explicit characterization of the covariance structure of these measures. We also prove that qualitative properties such as long-range independence or isotropy can be read off the equation.Comment: 31 pages; Probability Theory and Related Fields (2012) electronic versio

Wind Energy and the Turbulent Nature of the Atmospheric Boundary Layer

Wind turbines operate in the atmospheric boundary layer, where they are exposed to the turbulent atmospheric flows. As the response time of wind turbine is typically in the range of seconds, they are affected by the small scale intermittent properties of the turbulent wind. Consequently, basic features which are known for small-scale homogeneous isotropic turbulence, and in particular the well-known intermittency problem, have an important impact on the wind energy conversion process. We report on basic research results concerning the small-scale intermittent properties of atmospheric flows and their impact on the wind energy conversion process. The analysis of wind data shows strongly intermittent statistics of wind fluctuations. To achieve numerical modeling a data-driven superposition model is proposed. For the experimental reproduction and adjustment of intermittent flows a so-called active grid setup is presented. Its ability is shown to generate reproducible properties of atmospheric flows on the smaller scales of the laboratory conditions of a wind tunnel. As an application example the response dynamics of different anemometer types are tested. To achieve a proper understanding of the impact of intermittent turbulent inflow properties on wind turbines we present methods of numerical and stochastic modeling, and compare the results to measurement data. As a summarizing result we find that atmospheric turbulence imposes its intermittent features on the complete wind energy conversion process. Intermittent turbulence features are not only present in atmospheric wind, but are also dominant in the loads on the turbine, i.e. rotor torque and thrust, and in the electrical power output signal. We conclude that profound knowledge of turbulent statistics and the application of suitable numerical as well as experimental methods are necessary to grasp these unique features (...)Comment: Accepted by the Journal of Turbulence on May 17, 201

Universality in fully developed turbulence

We extend the numerical simulations of She et al. [Phys.\ Rev.\ Lett.\ 70, 3251 (1993)] of highly turbulent flow with $15 \le$ Taylor-Reynolds number $Re_\lambda\le 200$ up to $Re_\lambda \approx 45000$, employing a reduced wave vector set method (introduced earlier) to approximately solve the Navier-Stokes equation. First, also for these extremely high Reynolds numbers $Re_\lambda$, the energy spectra as well as the higher moments -- when scaled by the spectral intensity at the wave number $k_p$ of peak dissipation -- can be described by {\it one universal} function of $k/k_p$ for all $Re_\lambda$. Second, the ISR scaling exponents $\zeta_m$ of this universal function are in agreement with the 1941 Kolmogorov theory (the better, the large $Re_\lambda$ is), as is the $Re_\lambda$ dependence of $k_p$. Only around $k_p$ viscous damping leads to slight energy pileup in the spectra, as in the experimental data (bottleneck phenomenon).Comment: 14 pages, Latex, 5 figures (on request), 3 tables, submitted to Phys. Rev.

Pauli spin susceptibility of a strongly correlated two-dimensional electron liquid

Thermodynamic measurements reveal that the Pauli spin susceptibility of strongly correlated two-dimensional electrons in silicon grows critically at low electron densities - behavior that is characteristic of the existence of a phase transition.Comment: As publishe

Weak versus D-solutions to linear hyperbolic first order systems with constant coefficients

We establish a consistency result by comparing two independent notions of generalized solutions to a large class of linear hyperbolic first-order PDE systems with constant coefficients, showing that they eventually coincide. The first is the usual notion of weak solutions defined via duality. The second is the new notion of D-solutions which we recently introduced and arose in connection to the vectorial calculus of variations in L∞ and fully nonlinear elliptic systems. This new approach is a duality-free alternative to distributions and is based on the probabilistic representation of limits of difference quotients

Probability Density Function of Longitudinal Velocity Increment in Homogeneous Turbulence

Two conditional averages for the longitudinal velocity increment u_r of the simulated turbulence are calculated: h(u_r) is the average of the increment of the longitudinal Laplacian velocity field with u_r fixed, while g(u_r) is the corresponding one of the square of the difference of the gradient of the velocity field. Based on the physical argument, we suggest the formulae for h and g, which are quite satisfactorily fitted to the 512^3 DNS data. The predicted PDF is characterized as (1) the Gaussian distribution for the small amplitudes, (2) the exponential distribution for the large ones, and (3) a prefactor before the exponential function for the intermediate ones.Comment: 4 pages, 4 figures, using RevTeX3.

The energy budget in Rayleigh-Benard convection

It is shown using three series of Rayleigh number simulations of varying aspect ratio AR and Prandtl number Pr that the normalized dissipation at the wall, while significantly greater than 1, approaches a constant dependent upon AR and Pr. It is also found that the peak velocity, not the mean square velocity, obeys the experimental scaling of Ra^{0.5}. The scaling of the mean square velocity is closer to Ra^{0.46}, which is shown to be consistent with experimental measurements and the numerical results for the scaling of Nu and the temperature if there are strong correlations between the velocity and temperature.Comment: 5 pages, 3 figures, new version 13 Mar, 200

Smooth stable and unstable manifolds for stochastic partial differential equations

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of stochastic partial differential equations. We first show the existence of Lipschitz continuous stable and unstable manifolds by the Lyapunov-Perron's method. Then, we prove the smoothness of these invariant manifolds

Transformation kinetics of alloys under non-isothermal conditions

The overall solid-to-solid phase transformation kinetics under non-isothermal conditions has been modeled by means of a differential equation method. The method requires provisions for expressions of the fraction of the transformed phase in equilibrium condition and the relaxation time for transition as functions of temperature. The thermal history is an input to the model. We have used the method to calculate the time/temperature variation of the volume fraction of the favored phase in the alpha-to-beta transition in a zirconium alloy under heating and cooling, in agreement with experimental results. We also present a formulation that accounts for both additive and non-additive phase transformation processes. Moreover, a method based on the concept of path integral, which considers all the possible paths in thermal histories to reach the final state, is suggested.Comment: 16 pages, 7 figures. To appear in Modelling Simul. Mater. Sci. En

Electrical conductivity in granular media and Branly's coherer: A simple experiment

accepted for publication in American Journal of Physics (to be published between February 2005 and June 2005)We show how a simple laboratory experiment can illustrate certain electrical transport properties of metallic granular media. At a low critical imposed voltage, a transition from an insulating to a conductive state is observed. This transition comes from an electro-thermal coupling in the vicinity of the microcontacts between grains where microwelding occurs. Our apparatus allows us to obtain an implicit determination of the microcontact temperature, which is analogous to the use of a resistive thermometer. The experiment also illustrates an old problem, the explanation of Branly's coherer effect - a radio wave detector used for the first wireless radio transmission, and based on the sensitivity of the metal fillings conductivity to an electromagnetic wave