We propose an exact analytical formula for the anomalous scaling exponents of inertial range structure functions in incompressible fluid turbulence. The formula is a gravitational Knizhnik-Polyakov-Zamolodchikov (KPZ)-type relation, and is valid in any number of space dimensions. It incorporates intermittency by gravitationally dressing the Kolmogorov linear scaling via a coupling to a random geometry. The formula has one real parameter $γ$ that depends on the number of space dimensions. The scaling exponents satisfy the convexity inequality, and the supersonic bound constraint. They agree with the experimental and numerical data in two and three space dimensions, and with numerical data in four space dimensions. Intermittency increases with $γ$, and in the infinite $γ$ limit the scaling exponents approach the value one, as in Burgers turbulence. At large $n$ the $n$th order exponent scales as $\sqrt{n}$. We discuss the relation between fluid flows and black hole geometry that inspired our proposal.
We show that multiscaling properties of developed turbulence in shell models, which lead to anomalous scaling exponents in the inertial range, are determined exclusively by instanton dynamics. Instantons represent correlated extreme events localized in space-time, whose structure is described by self-similar statistics with a single universal scaling exponent. We show that anomalous scaling exponents appear due to the process of instanton creation. A simplified model of instanton creation is suggested, which adequately describes this anomaly.
We analyze multi-point correlation functions of a tracer in an incompressible flow at scales far exceeding the scale $L$ at which fluctuations are generated (quasi-equilibrium domain) and compare them with the correlation functions at scales smaller than $L$ (turbulence domain). We demonstrate that the scale invariance can be broken in the equilibrium domain and trace this breakdown to the statistical integrals of motion (zero modes) as has been done before for turbulence. Employing Kraichnan model of short-correlated velocity we identify the new type of zero modes, which break scale invarianc…
We propose a new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence. We achieve this by constructing, for any given nonlinear model, a linear model of passive advection of an auxiliary field whose anomalous scaling exponents are the same as the scaling exponents of the nonlinear problem. The statistics of the auxiliary linear model are dominated by `Statistically Preserved Structures' which are associated with exact conservation laws. The latter can be used for example to determine the value of the anomalous scaling exponent of the se…
We discuss on an example a general mechanism of apparition of anomalous scaling in scale invariant systems via zero modes of a scale invariant operator. We discuss the relevance of such mechanism in turbulence, and point out a peculiarity of turbulent flows, due to the existence of both forcing and dissipation. Following these considerations, we show that if this mechanism of anomalous scaling is operating in turbulence, the structure functions can be constructed by simple symmetry considerations. We find that the generical scale behavior of structure functions in the inertial range is not sel…
The connection between anomalous scaling of structure functions (intermittency) and numerical methods for turbulence simulations is discussed. It is argued that the computational work for direct numerical simulations (DNS) of fully developed turbulence increases as $Re^{4}$, and not as $Re^{3}$ expected from Kolmogorov's theory, where $Re$ is a large-scale Reynolds number. Various relations for the moments of acceleration and velocity derivatives are derived. An infinite set of exact constraints on dynamically consistent subgrid models for Large Eddy Simulations (LES) is derived from the Navie…
We show that the Sabra shell model of turbulence, which was introduced recently, displays a Hamiltonian structure for given values of the parameters. As a consequence we compute exactly a one-parameter family of anomalous scaling exponents associated with 4th order correlation functions.
The major difficulty in developing theories for anomalous scaling in hydrodynamic turbulence is the lack of a small parameter. In this Letter we introduce a shell model of turbulence that exhibits anomalous scaling with a tunable small parameter. The small parameter $ε$ represents the ratio between deterministic and random components in the coupling between $N$ identical copies of the turbulent field. We show that in the limit $N\to \infty$ anomalous scaling sets in proportional to $ε^4$. Moreover we give strong evidences that the birth of anomalous scaling appears at a finite critical $ε$, be…
The anomalous scaling phenomena of three-dimensional passive scalar turbulence are studied using high resolution direct numerical simulation. The inertial range scaling exponents of the passive scalar increment and the scalar dissipation are obtained. The connection between the intermittency structure and the scaling exponent is examined and the structure instability of the high amplitude scalar dissipation is used to clarify previous experimental results for the scaling exponents.
We show that the Kolmogorov-1941 picture of fully developed hydrodynamic turbulence (with the scaling of the structure functions $S_n(R) \propto R^{n/3}$) necessarily leads to an anomalous scaling for correlation functions which include the rate of energy dissipation $\varepsilon (t,{\bf r})$, these correlation functions being described by an independent index. The mechanism for anomalous scaling, suggested on the basis of the Navier-Stokes equation, is the multi-step interaction of eddies from the inertial interval with eddies at the viscous scale via a set of eddies of intermediate scales.
On the basis of the Navier-Stokes equations we develop the statistical theory of many space-time correlation functions of velocity differences. Their time dependence is {\em not} scale invariant: $n$-order correlations functions exhibit $n-1$ distinct decorrelation times that are characterized by $n-1$ anomalous dynamical scaling exponents. We derive exact scaling relations that bridge all these dynamical exponents to the static anomalous exponents $ζ_n$ of the standard structure functions.
Bacterial swarms display intriguing dynamical states like active turbulence. Using a hydrodynamic model we now show that such dense active suspensions manifest super-diffusion, via Lévy walks, which masquerades as a crossover from ballistic to diffusive scaling in measurements of mean-squared-displacements, and is tied to the emergence of hitherto undetected oscillatory streaks in the flow. Thus, while laying the theoretical framework of an emergent advantageous strategy in the collective behaviour of microorganisms, our study underlines the essential differences between active and inertial tu…
We present a numerical study of anisotropic statistical fluctuations in homogeneous turbulent flows. We give an argument to predict the dimensional scaling exponents, (p+j)/3, for the projections of p-th order structure function in the j-th sector of the rotational group. We show that measured exponents are anomalous, showing a clear deviation from the dimensional prediction. Dimensional scaling is subleading and it is recovered only after a random reshuffling of all velocity phases, in the stationary ensemble. This supports the idea that anomalous scaling is the result of a genuine inertial e…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian fluctuations and multifractal scalings consistent with experimental data.
In paper I of this series on fluid turbulence we showed that exact resummations of the perturbative theory of the structure functions of velocity differences result in a finite (order by order) theory. These findings exclude any known perturbative mechanism for anomalous scaling of the velocity structure functions. In this paper we continue to build the theory of turbulence and commence the analysis of nonperturbative effects that form the analytic basis of anomalous scaling. Starting from the Navier-Stokes equations (at high Reynolds number Re) we discuss the simplest examples of the appearan…
Diverse processes rely on the viscous flow of polymer solutions through porous media. In many cases, the macroscopic flow resistance abruptly increases above a threshold flow rate in a porous medium---but not in bulk solution. The reason why has been a puzzle for over half a century. Here, by directly visualizing the flow in a transparent 3D porous medium, we demonstrate that this anomalous increase is due to the onset of an elastic instability. We establish that the energy dissipated by the unstable flow fluctuations, which vary across pores, generates the anomalous increase in flow resistanc…
It is shown that the description of anomalous scaling in turbulent systems requires the simultaneous use of two normalization scales. This phenomenon stems from the existence of two independent (infinite) sets of anomalous scaling exponents that appear in leading order, one set due to infrared anomalies, and the other due to ultraviolet anomalies. To expose this clearly we introduce here a set of local fields whose correlation functions depend simultaneously on the the two sets of exponents. Thus the Kolmogorov picture of "inertial range" scaling is shown to fail because of anomalies that are …
The problem of anomalous scaling in magnetohydrodynamics turbulence is considered within the framework of the kinematic approximation, in the presence of a large-scale background magnetic field. The velocity field is Gaussian, $δ$-correlated in time, and scales with a positive exponent $ξ$. Explicit inertial-range expressions for the magnetic correlation functions are obtained; they are represented by superpositions of power laws with non-universal amplitudes and universal (independent of the anisotropy and forcing) anomalous exponents. The complete set of anomalous exponents for the pair corr…
The main difficulty of statistical theories of fluid turbulence is the lack of an obvious small parameter. In this paper we show that the formerly established fusion rules can be employed to develop a theory in which Kolmogorov's statistics of 1941 acts as the zero order, or background statistics, and the anomalous corrections to the K41 scaling exponents $ζ_n$ of the $n$th order structure functions can be computed analytically. The crux of the method consists of renormalizing a 4-point interaction amplitude on the basis of the fusion rules. The novelty is that this amplitude includes a small …
Anomalous scaling problem in the stochastic Navier-Stokes equation is treated in the framework of the field theoretical approach, successfully applied earlier to the Kraichnan rapid advection model. Two cases of the space dimensions d=2 and d->infinity, which allow essential simplification of the calculations, are analysed. The presence of infinite set of the Galilean invariant composite operators with negative critical dimensions in the model discussed has been proved. It allows, as well as for the Kraichnan model, to justify the anomalous scaling of the structure functions. The explicit expr…
We show that Lagrangian measurements in active turbulence bear imprints of turbulent and anomalous streaky hydrodynamics leading to a self-selection of persistent trajectories - Levy walks - over diffusive ones. This emergent dynamical heterogeneity results in a super-diffusive first passage distribution which could lead to biologically advantageous motility. We then go beyond single-particle statistics to show that for the pair-dispersion problem as well, active flows are at odds with inertial turbulence. Our study, we believe, will readily inform experiments in establishing the extent of uni…
In a helical flow there is a subrange of the inertial range in which there is a cascade of both energy and helicity. In this range the scaling exponents associated with the cascade of helicity can be defined. These scaling exponents are calculated from a simulation of the GOY shell model. The scaling exponents for even moments are associated with the scaling of the symmetric part of the probability density functions while the odd moments are associated with the anti-symmetric part of the probability density functions.
In the inertial range of fully developed turbulence, we model the vertex network dynamics by an iterated unimodular map having the universal behavior. Inertial range anomalous scaling for the pair correlation functions of the velocity and the local energy dissipation is established as a consequence of the chaotic behavior of the unimodular map when the Feigenbaum attractor looses stability. The anomalous exponents determined by the Feigenbaum constant $η$ to the Kolmogorov's spectra are larger than those observed in experiments.
In this paper, the approach for investigation of asymptotic ($Re\to \infty$) scaling exponents of Eulerian structure functions (J. Schumacher et al, New. J. of Physics {\bf 9}, 89 (2007)) is generalized to studies of Lagrangian structure functions in turbulence. The novel "bridging relation" based on the derived expression for the fluctuating, moment-order - dependent dissipation time $τ_{η,n}$ enabled us to calculate scaling exponents ($κ_{n}$) of the moments of Lagrangian velocity differences $S_{n,L}(τ)=\bar{(u(t+τ)-u(t))^{n}}\propto τ^{κ_{n}}$ in a good agreement with experimental and nume…
The problem of the interplay between normal and anomalous scaling in turbulent systems stirred by a random forcing with a power law spectrum is addressed. We consider both linear and nonlinear systems. As for the linear case, we study passive scalars advected by a 2d velocity field in the inverse cascade regime. For the nonlinear case, we review a recent investigation of 3d Navier-Stokes turbulence, and we present new quantitative results for shell models of turbulence. We show that to get firm statements is necessary to reach considerably high resolutions due to the presence of unavoidable su…
The field-theoretic renormalization group (RG) and the operator product expansion are applied to the model of a divergence-free vector quantity, passively advected by the ``synthetic'' turbulent flow with a finite correlation time. The vector field is described by the stochastic advection-diffusion equation with the most general form of the inertial nonlinearity. The statistics of the advecting velocity field is Gaussian with powerlike energy spectrum and dispersion law. The inertial-range behavior of the model is described by seven regimes that correspond to nontrivial fixed points of the RG …
In previous papers I have argued that the \emph{fusion rules hypothesis}, which was originally introduced by L'vov and Procaccia in the context of the problem of three-dimensional turbulence, can be used to gain a deeper insight in understanding the enstrophy cascade and inverse energy cascade of two-dimensional turbulence. In the present paper we show that the fusion rules hypothesis, combined with \emph{non-perturbative locality}, itself a consequence of the fusion rules hypothesis, dictates the location of the boundary separating the inertial range from the dissipation range. In so doing, t…
Disentangling intermittent flow structure contributions to anomalous scaling and multifractality in turbulence
International Centre for Theoretical Sciences, Tata Institute of Fundamental Research（塔塔基础研究所国际理论科学中心）；Department of Mechanical Engineering, Indian Institute of Technology, Kanpur（坎普尔印度理工学院机械工程系）
We present a model of hydrodynamic turbulence for which the program of computing the scaling exponents from first principles can be developed in a controlled fashion. The model consists of $N$ suitably coupled copies of the "Sabra" shell model of turbulence. The couplings are chosen to include two components: random and deterministic, with a relative importance that is characterized by a parameter called $ε$. It is demonstrated, using numerical simulations of up to 25 copies and 28 shells that in the $N\to \infty$ limit but for $0<ε\le 1$ this model exhibits correlation functions whose scaling…
It is shown that statistical properties of developed hydrodynamic turbulence are characterized by an infinite set of independent anomalous exponents which describes the scaling behavior of hydrodynamic fields constructed from the second and larger powers of the velocity derivatives. A physical mechanism responsible for anomalous scaling, ``telescopic multi-step eddy interaction", is discovered and investigated. The essence of this mechanism is the existence of a very large number $(R/η)^{Δ_j}\gg 1$ of channels of interaction of large eddies of scale $R$ in the inertial interval with eddies of …
The scale dependent intermittency exponents in developed hydrodynamic turbulence are calculated assuming a natural hierarchy of correlations in the turbulence. The major correlations are taken into account explicitly, while the remaining small correlations are considered as perturbations. The results agree very well with the currently available experimental data.
One-dimensional particle chains are fundamental models to explain anomalous thermal conduction in low-dimensional solids like nanotubes and nanowires. In these systems the thermal energy is carried by phonons, i.e. propagating lattice oscillations that interact via nonlinear resonance. The average energy transfer between the phonons is described by the wave kinetic equation (WKE), derived directly from the microscopic dynamics. Here, we use the spatially nonhomogeneous WKE of the prototypical $β-$ Fermi-Pasta-Ulam-Tsingou (FPUT) model, equipped with thermostats able to set different temperatur…
We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that Monte Carlo simulations allow us to determine the anomalous scaling of high-order moments of velocity differences. Given the general applicability of Monte Carlo methods, this opens up the possibility to address also other systems relevant to turbulence within this framework.
It is shown that the idea that scaling behavior in turbulence is limited by one outer length $L$ and one inner length $η$ is untenable. Every n'th order correlation function of velocity differences $\bbox{\cal F}_n(\B.R_1,\B.R_2,\dots)$ exhibits its own cross-over length $η_{n}$ to dissipative behavior as a function of, say, $R_1$. This length depends on $n$ {and on the remaining separations} $R_2,R_3,\dots$. One result of this Letter is that when all these separations are of the same order $R$ this length scales like $η_n(R)\sim η(R/L)^{x_n}$ with $x_n=(ζ_n-ζ_{n+1}+ζ_3-ζ_2)/(2-ζ_2)$, with $ζ_…
We study the chaoticity and the predictability of a turbulent flow on the basis of high-resolution direct numerical simulations at different Reynolds numbers. We find that the Lyapunov exponent of turbulence, which measures the exponential separation of two initially close solution of the Navier-Stokes equations, grows with the Reynolds number of the flow, with an anomalous scaling exponent, larger than the one obtained on dimensional grounds. For large perturbations, the error is transferred to larger, slower scales where it grows algebraically generating an "inverse cascade" of perturbations…
The understanding of fluid turbulence has considerably progressed in recent years. The application of the methods of statistical mechanics to the description of the motion of fluid particles, i.e. to the Lagrangian dynamics, has led to a new quantitative theory of intermittency in turbulent transport. The first analytical description of anomalous scaling laws in turbulence has been obtained. The underlying physical mechanism reveals the role of statistical integrals of motion in non-equilibrium systems. For turbulent transport, the statistical conservation laws are hidden in the evolution of g…
We derive for the Navier-Stokes equation an exact equation satisfied by the dissipation rate correlation function. In the equal time limit, in the inertial range, for the homogeneous, isotropic state of fully-developed turbulence, we show that the correlation is characterized by two exponents, one of which depends on the sixth-order static structure function exponent and the other involves the behavior of the fourth-order dynamical structure function. This provides a direct derivation of the intermittency exponent of the dissipation-rate correlation.
We study the spatial power spectra of Nikolaevskii turbulence in one-dimensional space. First, we show that the energy distribution in wavenumber space is extensive in nature. Then, we demonstrate that, when varying a particular parameter, the spectrum becomes qualitatively indistinguishable from that of Kuramoto-Sivashinsky turbulence. Next, we derive the critical exponents of turbulent fluctuations. Finally, we argue that in some previous studies, parameter values for which this type of turbulence does not appear were mistakenly considered, and we resolve inconsistencies obtained in previous…
The scaling properties of correlation functions of non-scalar fields (constructed from velocity derivatives) in isotropic hydrodynamic turbulence are characterized by a set of universal exponents. It is explained that these exponents also characterize the rate of decay of the effects of anisotropic forcing in developed turbulence. This set has never been measured in either numerical or laboratory experiments. These exponents are important for the general theory of turbulence, but also for modeling anisotropic flows. We propose in this letter how to measure these exponents using existing data b…
The field theoretic renormalization group and the operator product expansion are applied to the model of passive vector (magnetic) field advected by a random turbulent velocity field. The latter is governed by the Navier--Stokes equation for compressible fluid, subject to external random force with the covariance $\propto δ(t-t') k^{4-d-y}$, where $d$ is the dimension of space and $y$ is an arbitrary exponent. From physics viewpoints, the model describes magnetohydrodynamic turbulence in the so-called kinematic approximation, where the effects of the magnetic field on the dynamics of the fluid…
The weak version of universality in turbulence refers to the independence of the scaling exponents of the $n$th order strcuture functions from the statistics of the forcing. The strong version includes universality of the coefficients of the structure functions in the isotropic sector, once normalized by the mean energy flux. We demonstrate that shell models of turbulence exhibit strong universality for both forced and decaying turbulence. The exponents {\em and} the normalized coefficients are time independent in decaying turbulence, forcing independent in forced turbulence, and equal for dec…
A dynamic equation for velocity structure functions $S_{n}(r) = <(u(x)-u(x'))^{n}>$ in strong turbulence is derived in the one-loop (eddy viscosity) approximation. This homogemeous differential equation yields scaling exponents $ξ_{n}$ in the relations $S_{n}(r)\propto r^{ξ_{n}}$ which are in a very good agreement with experimental data.
In this paper we study the link between `turbulence strength' in a flow and the leading Lyaponuv exponent that characterize it. To this end we use two approaches. The first, analytical, considers the truncated convection equations in 2-dimensions with three (Lorenz model) and six components and study their leading Lyaponuv exponent as a function of the Rayleigh number. For the second approach we analyze fifteen time series of measurements taken by a plane flying at constant height in the upper troposphere. For each of these time series we estimate the leading Lyaponuv exponent which we then co…
Elements of the analytic structure of anomalous scaling and intermittency in fully developed hydrodynamic turbulence are described. We focus here on the structure functions of velocity differences that satisfy inertial range scaling laws $S_n(R)\sim R^{ζ_n}$, and the correlation of energy dissipation $K_{εε}(R) \sim R^{-μ}$. The goal is to understand the exponents $ζ_n$ and $μ$ from first principles. In paper II of this series it was shown that the existence of an ultraviolet scale (the dissipation scale $η$) is associated with a spectrum of anomalous exponents that characterize the ultraviole…
The Navier-Stokes equations generate an infinite set of generalized Lyapunov exponents defined by different ways of measuring the distance between exponentially diverging perturbed and unperturbed solutions. This set is demonstrated to be similar, yet different, from the generalized Lyapunov exponent that provides moments of distance between two fluid particles below the Kolmogorov scale. We derive rigorous upper bounds on dimensionless Lyapunov exponent of the fluid particles that demonstrate the exponent's decay with Reynolds number $Re$ in accord with previous studies. In contrast, terms of…
In a series of recent works it was proposed that shell models of turbulence exhibit inertial range scaling exponents that depend on the nature of the dissipative mechanism. If true, and if one could imply a similar phenomenon to Navier-Stokes turbulence, this finding would cast strong doubts on the universality of scaling in turbulence. In this Letter we propose that these ``nonuniversalities'' are just corrections to scaling that disappear when the Reynolds number goes to infinity.
We discuss a stochastic closure for the equation of motion satisfied by multi-scale correlation functions in the framework of shell models of turbulence. We give a systematic procedure to calculate the anomalous scaling exponents of structure functions by using the exact constraints imposed by the equation of motion. We present an explicit calculation for fifth order scaling exponent at varying the free parameter entering in the non-linear term of the model. The same method applied to the case of shell models for Kraichnan passive scalar provides a connection between the concept of zero-modes …
Lyapunov exponents of heavy particles and tracers advected by homogeneous and isotropic turbulent flows are investigated by means of direct numerical simulations. For large values of the Stokes number, the main effect of inertia is to reduce the chaoticity with respect to fluid tracers. Conversely, for small inertia, a counter-intuitive increase of the first Lyapunov exponent is observed. The flow intermittency is found to induce a Reynolds number dependency for the statistics of the finite time Lyapunov exponents of tracers. Such intermittency effects are found to persist at increasing inerti…
We show that different ways of extracting time scales from time-dependent velocity structure functions lead to different dynamic-multiscaling exponents in fluid turbulence. These exponents are related to equal-time multiscaling exponents by different classes of bridge relations which we derive. We check this explicitly by detailed numerical simulations of the GOY shell model for fluid turbulence. Our results can be generalized to any system in which both equal-time and time-dependent structure functions show multiscaling.
In anisotropic turbulence the correlation functions are decomposed in the irreducible representations of the SO(3) symmetry group (with different "angular momenta" $\ell$). For different values of $\ell$ the second order correlation function is characterized by different scaling exponents $ζ_2(\ell)$. In this paper we compute these scaling exponents in a Direct Interaction Approximation (DIA). By linearizing the DIA equations in small anisotropy we set up a linear operator and find its zero-modes in the inertial interval of scales. Thus the scaling exponents in each $\ell$-sector follow from s…
A phenomenological model for the inertial range scaling of passive-scalar turbulence is developed based on a bivariate log-Poisson model. An analytical formula of the scaling exponent for three-dimensional passive-scalar turbulence is deduced. The predicted scaling exponents are compared with experimental measurements, showing good agreement.
A major challenge in turbulence research is to understand from first principles the origin of anomalous scaling of the velocity fluctuations in high-Reynolds-number turbulent flows. One important idea was proposed by Kolmogorov [J. Fluid Mech. {\bf 13}, 82 (1962)], which attributes the anomaly to the variations of the locally averaged energy dissipation rate. Kraichnan later pointed out [J. Fluid Mech. {\bf 62}, 305 (1973)] that the locally averaged energy dissipation rate is not an inertial-range quantity and a proper inertial-range quantity would be the local energy transfer rate. As a resul…
We study the statistics of single particle Lagrangian velocity in a shell model of turbulence. We show that the small scale velocity fluctuations are intermittent, with scaling exponents connected to the Eulerian structure function scaling exponents. The observed reduced scaling range is interpreted as a manifestation of the intermediate dissipative range, as it disappears in a Gaussian model of turbulence.
We present the first measurements of anisotropic statistical fluctuations in perfectly homogeneous turbulent flows. We address both problems of intermittency in anisotropic sectors and hierarchical ordering of anisotropies on a direct numerical simulation of a three dimensional random Kolmogorov flow. We achieved an homogeneous and anisotropic statistical ensemble by randomly shifting the forcing phases. We observe high intermittency as a function of the order of the velocity correlation within each fixed anisotropic sector and a hierarchical organization of scaling exponents at fixed order of…
