Statistical Mechanics of Shell Models for 2D-Turbulence

We study shell models that conserve the analogues of energy and enstrophy, hence designed to mimic fluid turbulence in 2D. The main result is that the observed state is well described as a formal statistical equilibrium, closely analogous to the approach to two-dimensional ideal hydrodynamics of Onsager, Hopf and Lee. In the presence of forcing and dissipation we observe a forward flux of enstrophy and a backward flux of energy. These fluxes can be understood as mean diffusive drifts from a source to two sinks in a system which is close to local equilibrium with Lagrange multipliers (``shell temperatures'') changing slowly with scale. The dimensional predictions on the power spectra from a supposed forward cascade of enstrophy, and from one branch of the formal statistical equilibrium, coincide in these shell models at difference to the corresponding predictions for the Navier-Stokes and Euler equations in 2D. This coincidence have previously led to the mistaken conclusion that shell models exhibit a forward cascade of enstrophy.Comment: 25 pages + 9 figures, TeX dialect: RevTeX 3.

On the decay of Burgers turbulence

This work is devoted to the decay ofrandom solutions of the unforced Burgers equation in one dimension in the limit of vanishing viscosity. The initial velocity is homogeneous and Gaussian with a spectrum proportional to $k^n$ at small wavenumbers $k$ and falling off quickly at large wavenumbers. In physical space, at sufficiently large distances, there is an ``outer region'', where the velocity correlation function preserves exactly its initial form (a power law) when $n$ is not an even integer. When $1<n<2$ the spectrum, at long times, has three scaling regions : first, a $|k|^n$ region at very small $k$\ms1 with a time-independent constant, stemming from this outer region, in which the initial conditions are essentially frozen; second, a $k^2$ region at intermediate wavenumbers, related to a self-similarly evolving ``inner region'' in physical space and, finally, the usual $k^{-2}$ region, associated to the shocks. The switching from the $|k|^n$ to the $k^2$ region occurs around a wave number $k_s(t) \propto t^{-1/[2(2-n)]}$, while the switching from $k^2$ to $k^{-2}$ occurs around $k_L(t)\propto t^{-1/2}$ (ignoring logarithmic corrections in both instances). The key element in the derivation of the results is an extension of the Kida (1979) log-corrected $1/t$ law for the energy decay when $n=2$ to the case of arbitrary integer or non-integer $n>1$. A systematic derivation is given in which both the leading term and estimates of higher order corrections can be obtained. High-resolution numerical simulations are presented which support our findings.Comment: In LaTeX with 11 PostScript figures. 56 pages. One figure contributed by Alain Noullez (Observatoire de Nice, France

Trace formula for noise corrections to trace formulas

We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and Gaussian noise. Using an integral representation of the evolution operator we investigate the high order corrections to the trace of arbitary power of the operator. The asymptotic behaviour is found to be controlled by sub-dominant saddle points previously neglected in the perturbative expansion. We show that a trace formula can be derived to describe the high order noise corrections.Comment: 4 pages, 2 figure

Drifter dispersion in the Adriatic Sea: Lagrangian data and chaotic model

International audienceWe analyze characteristics of drifter trajectories from the Adriatic Sea with recently introduced nonlinear dynamics techniques. We discuss how in quasi-enclosed basins, relative dispersion as a function of time, a standard analysis tool in this context, may give a distorted picture of the dynamics. We further show that useful information may be obtained by using two related non-asymptotic indicators, the Finite-Scale Lyapunov Exponent (FSLE) and the Lagrangian Structure Function (LSF), which both describe intrinsic physical properties at a given scale. We introduce a simple chaotic model for drifter motion in this system, and show by comparison with the model that Lagrangian dispersion is mainly driven by advection at sub-basin scales until saturation sets in

Inverse Ising inference using all the data

We show that a method based on logistic regression, using all the data, solves the inverse Ising problem far better than mean-field calculations relying only on sample pairwise correlation functions, while still computationally feasible for hundreds of nodes. The largest improvement in reconstruction occurs for strong interactions. Using two examples, a diluted Sherrington-Kirkpatrick model and a two-dimensional lattice, we also show that interaction topologies can be recovered from few samples with good accuracy and that the use of $l_1$-regularization is beneficial in this process, pushing inference abilities further into low-temperature regimes.Comment: 5 pages, 2 figures. Accepted versio

Experimental evidence of chaotic advection in a convective flow

Lagrangian chaos is experimentally investigated in a convective flow by means of Particle Tracking Velocimetry. The Fnite Size Lyapunov Exponent analysis is applied to quantify dispersion properties at different scales. In the range of parameters of the experiment, Lagrangian motion is found to be chaotic. Moreover, the Lyapunov depends on the Rayleigh number as ${\cal R}a^{1/2}$. A simple dimensional argument for explaining the observed power law scaling is proposed.Comment: 7 pages, 3 figur

Predictability in Systems with Many Characteristic Times: The Case of Turbulence

In chaotic dynamical systems, an infinitesimal perturbation is exponentially amplified at a time-rate given by the inverse of the maximum Lyapunov exponent $\lambda$. In fully developed turbulence, $\lambda$ grows as a power of the Reynolds number. This result could seem in contrast with phenomenological arguments suggesting that, as a consequence of `physical' perturbations, the predictability time is roughly given by the characteristic life-time of the large scale structures, and hence independent of the Reynolds number. We show that such a situation is present in generic systems with many degrees of freedom, since the growth of a non-infinitesimal perturbation is determined by cumulative effects of many different characteristic times and is unrelated to the maximum Lyapunov exponent. Our results are illustrated in a chain of coupled maps and in a shell model for the energy cascade in turbulence.Comment: 24 pages, 10 Postscript figures (included), RevTeX 3.0, files packed with uufile

Bifractality of the Devil's staircase appearing in the Burgers equation with Brownian initial velocity

It is shown that the inverse Lagrangian map for the solution of the Burgers equation (in the inviscid limit) with Brownian initial velocity presents a bifractality (phase transition) similar to that of the Devil's staircase for the standard triadic Cantor set. Both heuristic and rigorous derivations are given. It is explained why artifacts can easily mask this phenomenon in numerical simulations.Comment: 12 pages, LaTe

"Locally homogeneous turbulence" Is it an inconsistent framework?

In his first 1941 paper Kolmogorov assumed that the velocity has increments which are homogeneous and independent of the velocity at a suitable reference point. This assumption of local homogeneity is consistent with the nonlinear dynamics only in an asymptotic sense when the reference point is far away. The inconsistency is illustrated numerically using the Burgers equation. Kolmogorov's derivation of the four-fifths law for the third-order structure function and its anisotropic generalization are actually valid only for homogeneous turbulence, but a local version due to Duchon and Robert still holds. A Kolomogorov--Landau approach is proposed to handle the effect of fluctuations in the large-scale velocity on small-scale statistical properties; it is is only a mild extension of the 1941 theory and does not incorporate intermittency effects.Comment: 4 pages, 2 figure

Growth of non-infinitesimal perturbations in turbulence

We discuss the effects of finite perturbations in fully developed turbulence by introducing a measure of the chaoticity degree associated to a given scale of the velocity field. This allows one to determine the predictability time for non-infinitesimal perturbations, generalizing the usual concept of maximum Lyapunov exponent. We also determine the scaling law for our indicator in the framework of the multifractal approach. We find that the scaling exponent is not sensitive to intermittency corrections, but is an invariant of the multifractal models. A numerical test of the results is performed in the shell model for the turbulent energy cascade.Comment: 4 pages, 2 Postscript figures (included), RevTeX 3.0, files packed with uufile