Fluctuation-response relation in turbulent systems

We address the problem of measuring time-properties of Response Functions (Green functions) in Gaussian models (Orszag-McLaughin) and strongly non-Gaussian models (shell models for turbulence). We introduce the concept of {\it halving time statistics} to have a statistically stable tool to quantify the time decay of Response Functions and Generalized Response Functions of high order. We show numerically that in shell models for three dimensional turbulence Response Functions are inertial range quantities. This is a strong indication that the invariant measure describing the shell-velocity fluctuations is characterized by short range interactions between neighboring shells

Формування комунікативної компетентності майбутніх юристів у процесі професійної підготовки

Писаренко Л. М. Формування комунікативної компетентності майбутніх юристів у процесі професійної підготовки / Л. М. Писаренко // Правове життя сучасної України : матеріали Міжнар. наук. конф. проф.-викл. та аспірант. складу (м. Одеса, 16-17 травня 2013 р.) / відп. за вип. В. М. Дрьомін ; НУ "ОЮА". Півд. регіон. центр НАПрН України. - Одеса : Фенікс, 2013. - Т. 1. - С. 707-708

Dynamical Organization around Turbulent Bursts

The detailed dynamics around intermittency bursts is investigated in turbulent shell models. We observe that the amplitude of the high wave number velocity modes vanishes before each burst, meaning that the fixed point in zero and not the Kolmogorov fixed point determines the intermittency. The phases of the field organize during the burst, and after a burst the field oscillates back to the laminar level. We explain this behavior from the variations in the values of the dissipation and the advection around the zero fixed point.Comment: 4 pages, REVTex, 3 figures in one ps-fil

Time-reversible Dynamical Systems for Turbulence

Dynamical Ensemble Equivalence between hydrodynamic dissipative equations and suitable time-reversible dynamical systems has been investigated in a class of dynamical systems for turbulence. The reversible dynamics is obtained from the original dissipative equations by imposing a global constraint. We find that, by increasing the input energy, the system changes from an equilibrium state to a non-equilibrium stationary state in which an energy cascade, with the same statistical properties of the original system, is clearly detected.Comment: 16 pages Latex, 4 PS figures, on press on J. Phy

Anomalous scaling in random shell models for passive scalars

A shell-model version of Kraichnan's (1994 {\it Phys. Rev. Lett. \bf 72}, 1016) passive scalar problem is introduced which is inspired from the model of Jensen, Paladin and Vulpiani (1992 {\it Phys. Rev. A\bf 45}, 7214). As in the original problem, the prescribed random velocity field is Gaussian, delta-correlated in time and has a power-law spectrum $\propto k_m^{-\xi}$, where $k_m$ is the wavenumber. Deterministic differential equations for second and fourth-order moments are obtained and then solved numerically. The second-order structure function of the passive scalar has normal scaling, while the fourth-order structure function has anomalous scaling. For $\xi = 2/3$ the anomalous scaling exponents $\zeta_p$ are determined for structure functions up to $p=16$ by Monte Carlo simulations of the random shell model, using a stochastic differential equation scheme, validated by comparison with the results obtained for the second and fourth-order structure functions.Comment: Plain LaTex, 15 pages, 4 figure available upon request to [email protected]

Universal statistics of non-linear energy transfer in turbulent models

A class of shell models for turbulent energy transfer at varying the inter-shell separation, $\lambda$, is investigated. Intermittent corrections in the continuous limit of infinitely close shells ($\lambda \rightarrow 1$) have been measured. Although the model becomes, in this limit, non-intermittent, we found universal aspects of the velocity statistics which can be interpreted in the framework of log-poisson distributions, as proposed by She and Waymire (1995, Phys. Rev. Lett. 74, 262). We suggest that non-universal aspects of intermittency can be adsorbed in the parameters describing statistics and properties of the most singular structure. On the other hand, universal aspects can be found by looking at corrections to the monofractal scaling of the most singular structure. Connections with similar results reported in other shell models investigations and in real turbulent flows are discussed.Comment: 4 pages, 2 figures available upon request to [email protected]

Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Scholes (BS) expression with volatility in the form of a volatility smile. We show that this approach based on a volatility smile leads to relative minima for the distribution function ("bad" probabilities) never observed in real data and, in the worst cases, negative probabilities. We show that these undesirable effects can be eliminated by requiring "adiabatic" conditions on the volatility smile

Chaotic Cascades with Kolmogorov 1941 Scaling

We define a (chaotic) deterministic variant of random multiplicative cascade models of turbulence. It preserves the hierarchical tree structure, thanks to the addition of infinitesimal noise. The zero-noise limit can be handled by Perron-Frobenius theory, just as the zero-diffusivity limit for the fast dynamo problem. Random multiplicative models do not possess Kolmogorov 1941 (K41) scaling because of a large-deviations effect. Our numerical studies indicate that deterministic multiplicative models can be chaotic and still have exact K41 scaling. A mechanism is suggested for avoiding large deviations, which is present in maps with a neutrally unstable fixed point.Comment: 14 pages, plain LaTex, 6 figures available upon request as hard copy (no local report #

Inertial- and Dissipation-Range Asymptotics in Fluid Turbulence

We propose and verify a wave-vector-space version of generalized extended self similarity and broaden its applicability to uncover intriguing, universal scaling in the far dissipation range by computing high-order (\leq 20\/) structure functions numerically for: (1) the three-dimensional, incompressible Navier Stokes equation (with and without hyperviscosity); and (2) the GOY shell model for turbulence. Also, in case (2), with Taylor-microscale Reynolds numbers 4 \times 10^{4} \leq Re_{\lambda} \leq 3 \times 10^{6}\/, we find that the inertial-range exponents (\zeta_{p}\/) of the order - p\/ structure functions do not approach their Kolmogorov value p/3\/ as Re_{\lambda}\/ increases.Comment: RevTeX file, with six postscript figures. epsf.tex macro is used for figure insertion. Packaged using the 'uufiles' utilit