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

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

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

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

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

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

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

A note on Burgers' turbulence

In this note the Polyakov equation [Phys. Rev. E {\bf 52} (1995) 6183] for the velocity-difference PDF, with the exciting force correlation function $\kappa (y)\sim1-y^{\alpha}$ is analyzed. Several solvable cases are considered, which are in a good agreement with available numerical results. Then it is shown how the method developed by A. Polyakov can be applied to turbulence with short-scale-correlated forces, a situation considered in models of self-organized criticality.Comment: 11 pages, Late