Linear Stochastic Models of Nonlinear Dynamical Systems

We investigate in this work the validity of linear stochastic models for nonlinear dynamical systems. We exploit as our basic tool a previously proposed Rayleigh-Ritz approximation for the effective action of nonlinear dynamical systems started from random initial conditions. The present paper discusses only the case where the PDF-Ansatz employed in the variational calculation is ``Markovian'', i.e. is determined completely by the present values of the moment-averages. In this case we show that the Rayleigh-Ritz effective action of the complete set of moment-functions that are employed in the closure has a quadratic part which is always formally an Onsager-Machlup action. Thus, subject to satisfaction of the requisite realizability conditions on the noise covariance, a linear Langevin model will exist which reproduces exactly the joint 2-time correlations of the moment-functions. We compare our method with the closely related formalism of principal oscillation patterns (POP), which, in the approach of C. Penland, is a method to derive such a linear Langevin model empirically from time-series data for the moment-functions. The predictive capability of the POP analysis, compared with the Rayleigh-Ritz result, is limited to the regime of small fluctuations around the most probable future pattern. Finally, we shall discuss a thermodynamics of statistical moments which should hold for all dynamical systems with stable invariant probability measures and which follows within the Rayleigh-Ritz formalism.Comment: 36 pages, 5 figures, seceq.sty for sequential numbering of equations by sectio

Gibbsian Hypothesis in Turbulence

We show that Kolmogorov multipliers in turbulence cannot be statistically independent of others at adjacent scales (or even a finite range apart) by numerical simulation of a shell model and by theory. As the simplest generalization of independent distributions, we suppose that the steady-state statistics of multipliers in the shell model are given by a translation-invariant Gibbs measure with a short-range potential, when expressed in terms of suitable ``spin'' variables: real-valued spins that are logarithms of multipliers and XY-spins defined by local dynamical phases. Numerical evidence is presented in favor of the hypothesis for the shell model, in particular novel scaling laws and derivative relations predicted by the existence of a thermodynamic limit. The Gibbs measure appears to be in a high-temperature, unique-phase regime with ``paramagnetic'' spin order.Comment: 19 pages, 9 figures, greatly expanded content, accepted to appear in J. Stat. Phy

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

Onsager reciprocity relations without microscopic reversibility

In this paper we show that Onsager--Machlup time reversal properties of thermodynamic fluctuations and Onsager reciprocity relations for transport coefficients can hold also if the microscopic dynamics is not reversible. This result is based on the explicit construction of a class of conservative models which can be analysed rigorously.Comment: revtex, no figure

Fluctuation-Response Relations for Multi-Time Correlations

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control term'' added as a modification to the master equation for statistical distributions. The proof of the relations is based upon a variational characterization of the generating functional of the time-correlations. The same fluctuation-response relations are preserved within moment-closures for the statistical dynamical system, when these are constructed via the variational Rayleigh-Ritz procedure. For the 2-time correlations of the moment-variables themselves, the fluctuation-response relation is equivalent to an ``Onsager regression hypothesis'' for the small fluctuations. For correlations of higher-order, there is a new effect in addition to such linear propagation of fluctuations present instantaneously: the dynamical generation of correlations by nonlinear interaction of fluctuations. In general, we discuss some physical and mathematical aspects of the {\it Ans\"{a}tze} required for an accurate calculation of the time correlations. We also comment briefly upon the computational use of these relations, which is well-suited for automatic differentiation tools. An example will be given of a simple closure for turbulent energy decay, which illustrates the numerical application of the relations.Comment: 28 pages, 1 figure, submitted to Phys. Rev.

Turbulent Cascade of Circulations

The circulation around any closed loop is a Lagrangian invariant for classical, smooth solutions of the incompressible Euler equations in any number of space dimensions. However, singular solutions relevant to turbulent flows need not preserve the classical integrals of motion. Here we generalize the Kelvin theorem on conservation of circulations to distributional solutions of Euler and give necessary conditions for the anomalous dissipation of circulations. We discuss the important role of Kelvin's theorem in turbulent vortex-stretching dynamics and conjecture a version of the theorem which may apply to suitable singular solutions