Fluctuations in the Irreversible Decay of Turbulent Energy

A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates the strength of a stochastic backscatter term in the energy decay equation to the mean of the energy dissipation rate. The theory is based on the so-called ``effective action'' of the energy history and illustrates a Rayleigh-Ritz method recently developed to evaluate the effective action approximately within probability density-function (PDF) closures. These effective actions generalize the Onsager-Machlup action of nonequilibrium statistical mechanics to turbulent flow. They yield detailed, concrete predictions for fluctuations, such as multi-time correlation functions of arbitrary order, which cannot be obtained by direct PDF methods. They also characterize the mean histories by a variational principle.Comment: 26 pages, Latex Version 2.09, plus seceq.sty, a stylefile for sequential numbering of equations by section. This version includes new discussion of the physical interpretation of the formal Rayleigh-Ritz approximation. The title is also change

Equation-free implementation of statistical moment closures

We present a general numerical scheme for the practical implementation of statistical moment closures suitable for modeling complex, large-scale, nonlinear systems. Building on recently developed equation-free methods, this approach numerically integrates the closure dynamics, the equations of which may not even be available in closed form. Although closure dynamics introduce statistical assumptions of unknown validity, they can have significant computational advantages as they typically have fewer degrees of freedom and may be much less stiff than the original detailed model. The closure method can in principle be applied to a wide class of nonlinear problems, including strongly-coupled systems (either deterministic or stochastic) for which there may be no scale separation. We demonstrate the equation-free approach for implementing entropy-based Eyink-Levermore closures on a nonlinear stochastic partial differential equation.Comment: 7 pages, 2 figure

Turbulence Fluctuations and New Universal Realizability Conditions in Modelling

General turbulent mean statistics are shown to be characterized by a variational principle. The variational functionals, or ``effective actions'', have experimental consequences for turbulence fluctuations and are subject to realizability conditions of positivity and convexity. An efficient Rayleigh-Ritz algorithm is available to calculate approximate effective actions within PDF closures. Examples are given for Navier-Stokes and for a 3-mode system of Lorenz. The new realizability conditions succeed at detecting {\em a priori} the poor predictions of PDF closures even when the classical 2nd-order moment realizability conditions are satisfied.Comment: 4 pages, LaTeX (Version 2.09), 3 figures, Postscript, Submitted to Phys. Rev. Let

Universal decay of scalar turbulence

The asymptotic decay of passive scalar fields is solved analytically for the Kraichnan model, where the velocity has a short correlation time. At long times, two universality classes are found, both characterized by a distribution of the scalar -- generally non-Gaussian -- with global self-similar evolution in time. Analogous behavior is found numerically with a more realistic flow resulting from an inverse energy cascade.Comment: 4 pages, 3 Postscript figures, submitted to PR

Anomalous scaling, nonlocality and anisotropy in a model of the passively advected vector field

A model of the passive vector quantity advected by a Gaussian time-decorrelated self-similar velocity field is studied; the effects of pressure and large-scale anisotropy are discussed. The inertial-range behavior of the pair correlation function is described by an infinite family of scaling exponents, which satisfy exact transcendental equations derived explicitly in d dimensions. The exponents are organized in a hierarchical order according to their degree of anisotropy, with the spectrum unbounded from above and the leading exponent coming from the isotropic sector. For the higher-order structure functions, the anomalous scaling behavior is a consequence of the existence in the corresponding operator product expansions of ``dangerous'' composite operators, whose negative critical dimensions determine the exponents. A close formal resemblance of the model with the stirred NS equation reveals itself in the mixing of operators. Using the RG, the anomalous exponents are calculated in the one-loop approximation for the even structure functions up to the twelfth order.Comment: 37 pages, 4 figures, REVTe

Stochastic Flux-Freezing and Magnetic Dynamo

We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle tra jectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. We discuss empirical evidence for spontaneous stochasticity, including our own new numerical results. We then use a Lagrangian path-integral approach to establish stochastic flux-freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux-conservation must remain stochastic at infinite magnetic Reynolds number. As an important application of these results we consider the kinematic, fluctuation dynamo in non-helical, incompressible turbulence at unit magnetic Prandtl number. We present results on the Lagrangian dynamo mechanisms by a stochastic particle method which demonstrate a strong similarity between the Pr = 1 and Pr = 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. We finally consider briefly some consequences for nonlinear MHD turbulence, dynamo and reconnectionComment: 29 pages, 10 figure

Renormalization group and anomalous scaling in a simple model of passive scalar advection in compressible flow

Field theoretical renormalization group methods are applied to a simple model of a passive scalar quantity advected by the Gaussian non-solenoidal (``compressible'') velocity field with the covariance $\propto\delta(t-t')| x-x'|^{\epsilon}$. Convective range anomalous scaling for the structure functions and various pair correlators is established, and the corresponding anomalous exponents are calculated to the order $\epsilon^2$ of the $\epsilon$ expansion. These exponents are non-universal, as a result of the degeneracy of the RG fixed point. In contrast to the case of a purely solenoidal velocity field (Obukhov--Kraichnan model), the correlation functions in the case at hand exhibit nontrivial dependence on both the IR and UV characteristic scales, and the anomalous scaling appears already at the level of the pair correlator. The powers of the scalar field without derivatives, whose critical dimensions determine the anomalous exponents, exhibit multifractal behaviour. The exact solution for the pair correlator is obtained; it is in agreement with the result obtained within the $\epsilon$ expansion. The anomalous exponents for passively advected magnetic fields are also presented in the first order of the $\epsilon$ expansion.Comment: 31 pages, REVTEX file. More detailed discussion of the one-dimensional case and comparison to the previous paper [20] are given; references updated. Results and formulas unchange

Influence of compressibility on scaling regimes of strongly anisotropic fully developed turbulence

Statistical model of strongly anisotropic fully developed turbulence of the weakly compressible fluid is considered by means of the field theoretic renormalization group. The corrections due to compressibility to the infrared form of the kinetic energy spectrum have been calculated in the leading order in Mach number expansion. Furthermore, in this approximation the validity of the Kolmogorov hypothesis on the independence of dissipation length of velocity correlation functions in the inertial range has been proved.Comment: REVTEX file with EPS figure

Fluctuations in Stationary non Equilibrium States

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems