We analyze the phenomenon of spontaneous stochasticity in fluid dynamics formulated as the nonuniqueness of solutions resulting from viscosity at infinitesimal scales acting through intermediate on large scales of the flow. We study the finite-time onset of spontaneous stochasticity in a real version of the GOY shell model of turbulence. This model allows high-accuracy numerical simulations for a wide range of scales (up to ten orders of magnitude) and demonstrates non-chaotic dynamics, but leads to an infinite number of solutions in the vanishing viscosity limit after the blowup time. Thus, the spontaneous stochasticity phenomenon is clearly distinguished from the chaotic behavior in turbulent flows. We provide the numerical and theoretical description of the system dynamics at all stages. This includes the asymptotic analysis before and after the blowup leading to universal (periodic and quasi-periodic) renormalized solutions, followed by nonunique stationary states at large times.
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers possess Markov stochastic processes of (generalized) Lagrangian trajectories backward in time for which the Burgers velocity is a backward martingale. This property is shown to guarantee dissipativity of conservation-law anomalies for general convex functions of the velocity. The backward stochastic Burgers flows with these properties are not unique, however. …
We develop a theoretical approach to ``spontaneous stochasticity'' in classical dynamical systems that are nearly singular and weakly perturbed by noise. This phenomenon is associated to a breakdown in uniqueness of solutions for fixed initial data and underlies many fundamental effects of turbulence (unpredictability, anomalous dissipation, enhanced mixing). Based upon analogy with statistical-mechanical critical points at zero temperature, we elaborate a renormalization group (RG) theory that determines the universal statistics obtained for sufficiently long times after the precise initial d…
On the importance of stochasticity in closures of turbulence
University of Rome “Tor Vergata”, Italy（罗马托尔维加塔大学）；LTCI, Télécom Paris, IP Paris, France（巴黎理工学院电信学院）；Inria and École Polytechnique, IP Paris, France（法国国家信息与自动化研究所与巴黎综合理工学院）；Dept. of Applied Mathematics & Statistics, The Johns Hopkins University, Baltimore, MD, USA（约翰斯·霍普金斯大学）；Instituto de Matemática Pura e Aplicada – IMPA, Rio de Janeiro, Brazil（巴西纯粹与应用数学研究所）
We develop a quantitative relationship between magnetic diffusion and the level of randomness, or stochasticity, of the diffusing magnetic field in a magnetized medium. A general mathematical formulation of magnetic stochasticity in turbulence has been developed in previous work in terms of the ${\cal L}_p$-norm $S_p(t)={1\over 2}|| 1-\hat{\bf B}_l.\hat{\bf B}_L||_p$, $p$th order magnetic stochasticity of the stochastic field ${\bf B}({\bf x}, t)$, based on the coarse-grained fields, ${\bf B}_l$ and ${\bf B}_L$, at different scales, $l\neq L$. For laminar flows, stochasticity level becomes the…
Surface quasi geostrophy (SQG) describes the two-dimensional active transport of a temperature field in a strongly stratified and rotating environment. Besides its relevance to geophysics, SQG bears formal resemblance with various flows of interest for turbulence studies, from passive scalar and Burgers to incompressible fluids in two and three dimensions. This analogy is here substantiated by considering the turbulent SQG regime emerging from deterministic and smooth initial data prescribed by the superposition of a few Fourier modes. While still unsettled in the inviscid case, the initial va…
An exact relation is derived between scalar dissipation due to molecular diffusivity and the randomness of stochastic Lagrangian trajectories for flows without bounding walls. This "Lagrangian fluctuation-dissipation relation" equates the scalar dissipation for either passive or active scalars to the variance of scalar inputs associated to initial scalar values and internal scalar sources, as those are sampled backward in time by the stochastic Lagrangian trajectories. As an important application, we reconsider the phenomenon of "Lagrangian spontaneous stochasticity" or persistent non-determin…
We propose a simple model for the phenomenon of Eulerian spontaneous stochasticity in turbulence. This model is solved rigorously, proving that infinitesimal small-scale noise in otherwise a deterministic multi-scale system yields a large-scale stochastic process with Markovian properties. Our model shares intriguing properties with open problems of modern mathematical theory of turbulence, like non-uniqueness of the inviscid limit, existence of wild weak solutions and explosive effect of random perturbations. Thereby, it proposes rigorous, often counterintuitive answers to these questions. Be…
A Measure-Theoretic Approach to Spontaneous Stochasticity
LPENSL, ENS de Lyon, CNRS（巴黎高等师范学院物理实验室，法国国家科学研究中心）；Institut de Physique de Nice, Université Côte d’Azur et CNRS（尼斯物理研究所，蔚蓝海岸大学及法国国家科学研究中心）；DAMTP, Centre for Mathematical Sciences, University of Cambridge（剑桥大学数学科学中心应用数学与理论物理系）；Inria, Centre at Université Côte d’Azur Team Calisto（法国国家信息与自动化研究所，蔚蓝海岸大学卡尔斯托团队中心）
The quantum wave-function of a massive particle with small initial uncertainties (consistent with the uncertainty relation) is believed to spread very slowly, so that the dynamics is deterministic. This assumes that the classical motions for given initial data are unique. In fluid turbulence non-uniqueness due to "roughness" of the advecting velocity field is known to lead to stochastic motion of classical particles. Vanishingly small random perturbations are magnified by Richardson diffusion in a "nearly rough" velocity field so that motion remains stochastic as the noise disappears, or class…
We derive here Lagrangian fluctuation-dissipation relations for advected scalars in wall-bounded flows. The relations equate the dissipation rate for either passive or active scalars to the variance of scalar inputs from the initial values, boundary values, and internal sources, as those are sampled backward in time by stochastic Lagrangian trajectories. New probabilistic concepts are required to represent scalar boundary conditions at the walls: the boundary local-time density at points on the wall where scalar fluxes are imposed and the boundary first hitting-time at points where scalar valu…
There exist inherent mechanisms of spontaneous breaking of local mirror symmetry (parity) in fluid turbulence. A good example is Kerr's mechanism based on the inviscid vortex interactions. Such interactions can result in the appearance of the local adjacent regions with strong oppositely signed helicity, while the global (net) helicity still remains zero due to the global mirror symmetry. It is shown, using results of direct numerical simulations and laboratory measurements, that the spontaneous breaking of local mirror symmetry can dominate turbulent dynamics in the superfluid helium II and i…
In this work, we report the excitation of inertial waves in a librating sphere even for libration frequencies where these waves are not directly forced. This spontaneous generation comes from the localized turbulence induced by the centrifugal instabilities in the Ekman boundary layer near the equator and does not depend on the libration frequency. We characterize the key features of these inertial waves in analogy with previous studies of the generation of internal waves in stratified flows from localized turbulent patterns. In particular, the temporal spectrum exhibits preferred values of ex…
In a viscoelastic flow over a microfluidic canopy of polymeric pillars, we report the spontaneous emergence of waves in the form of propagating regions of low flow velocity compared to the surrounding flow. The occurrence of the wave is chaotic and shows characteristics of elastic turbulence. We systematically study the coupling between the low velocity wave and the microfluidic canopy by combining flow velocimetry experiments and high speed tracking of the pillars. The waves form an angle $β$ with the primary flow direction that depends on the geometry of the pillar array. If the canopy is co…
It is shown that in turbulent flows the distributed chaos with spontaneously broken translational space symmetry (homogeneity) has a stretched exponential spectrum $\exp-(k/k_β)^{β}$ with $β=1/2$. Good agreement has been established between the theory and the data of direct numerical simulations of isotropic homogeneous turbulence (energy dissipation rate field), of a channel flow (velocity field), of a fully developed boundary layer flow (velocity field), and the experimental data at the plasma edges of different fusion devices (stellarators and tokamaks). An astrophysical application to the …
Instabilities of fluid flows often generate turbulence. Using extensive direct numerical simulations, we study two-dimensional turbulence driven by a wavenumber-localised instability superposed on stochastic forcing, in contrast to previous studies of state-independent forcing. As the contribution of the instability forcing, measured by a parameter $γ$, increases, the system undergoes two transitions. For $γ$ below a first threshold, a regular large-scale vortex condensate forms. Above this threshold, shielded vortices (SVs) emerge within the condensate. At a second, larger value of $γ$, the c…
In a two-dimensional (2D) turbulent fluid containing point-like vortices, Lars Onsager predicted that adding energy to the fluid can lead to the formation of persistent clusters of like-signed vortices, i.e., Onsager vortex (OV) clusters. In the evolution of 2D superfluid turbulence in a uniform disk-shaped Bose-Einstein condensate (BEC), it was discovered that a pair of OV clusters with opposite signs can form without any energy input. This striking spontaneous order was explained as due to a vortex evaporative-heating mechanism, i.e., annihilations of vortex-antivortex pairs which remove the…
The real butterfly effect: from the pop culture to mathematics and physics
University of Rome “Tor Vergata”（罗马托维加塔大学）；Università degli Studi di Torino（复杂系统研究所，国家研究委员会）；INFN Sezione Roma “Tor Vergata”（罗马托维加塔大学INFN分部）；Università di Roma “La Sapienza”（罗马第一大学）
We perform direct numerical simulations of three dimensional Rayleigh-Taylor turbulence with a nonuniform singular initial temperature background. In such conditions, the mixing layer evolves under the driving of a varying effective Atwood number; the long-time growth is still self-similar, but not anymore proportional to $t^2$ and depends on the singularity exponent $c$ of the initial profile $ΔT \propto z^c$. We show that the universality is recovered when looking at the efficiency, defined as the ratio of the variation rates of the kinetic energy over the heat flux. A closure model is propo…
The butterfly effect is today commonly identified with the sensitive dependence of deterministic chaotic systems upon initial conditions. However, this is only one facet of the notion of unpredictability pioneered by Lorenz, who actually predicted that multiscale fluid flows could spontaneously lose their deterministic nature and become intrinsically random. This effect, which is radically different from chaos, have remained out of reach for detailed physical observations. Here, we substantiate this scenario by showing that it is inherent to the elementary Kelvin--Helmholtz hydrodynamical inst…
We report numerical results for the hydrodynamics of inhomogeneous lyotropic and extensile active nematic gels. By simulating the coupled Cahn-Hilliard, Navier-Stokes, and Beris-Edwards equation for the evolution of the composition, flow and orientational order of an active nematic, we ask whether composition variations are important to determine its emergent physics. As in active gels of uniform composition, we find that increasing either activity or nematic tendency (e.g., overall active matter concentration) triggers a transition between an isotropic passive phase and an active nematic one.…
It is shown, using results of recent direct numerical simulations, that spectral properties of distributed chaos in MHD turbulence with zero mean magnetic field are similar to those of hydrodynamic turbulence. An exception is MHD spontaneous breaking of space translational symmetry, when the stretched exponential spectrum $\exp(-k/k_β)^β$ has $β=4/7$.
The multiplicity of routes from deterministic chaos to turbulence caused by the spontaneous breaking of the local reflectional symmetry in the flows induced by Rayleigh-Taylor instability has been studied using the notion of distributed chaos. Results of numerical simulations, and laboratory and oceanic measurements have been used for this purpose. Small-scale chaotic MHD dynamo and chaotic Richtmyer-Meshkov mixing layer have been briefly discussed in this context.
Geophysical turbulence is observed to self-organize into large-scale flows such as zonal jets and coherent vortices. Previous studies on barotropic beta-plane turbulence have shown that coherent flows emerge out of a background of homogeneous turbulence as a bifurcation when the turbulence intensity increases and the emergence of large scale flows has been attributed to a new type of collective, symmetry breaking instability of the statistical state dynamics of the turbulent flow. In this work we extend the analysis to stratified flows and investigate turbulent self-organization in a two-layer…
We demonstrate that turbulent zonal jets, analogous to Jovian ones, which are quasi-stationary, are actually metastable. After extremely long times, they randomly switch to new configurations with a different number of jets. The genericity of this phenomenon suggests that most quasi-stationary turbulent planetary atmospheres might have many climates and attractors for fixed values of the external forcing parameters. A key message is that this situation will usually not be detected by simply running the numerical models, because of the extremely long mean transition time to change from one clim…
Meso-scale turbulence is an innate phenomenon, distinct from inertial turbulence, that spontaneously occurs at zero-Reynolds number in fluidized biological systems. This spatio-temporal disordered flow radically changes nutrient and molecular transport in living fluids and can strongly affect the collective behaviour in prominent biological processes, including biofilm formation, morphogenesis and cancer invasion. Despite its crucial role in such physiological processes, understanding meso-scale turbulence and any relation to classical inertial turbulence remains obscure. Here, we show how the…
We suggest that the dynamical spontaneous symmetry breaking reported in a turbulent swirling flow at $Re=40~000$ by Cortet et al., Phys. Rev. Lett., 105, 214501 (2010) can be described through a continuous one parameter family transformation (amounting to a phase shift) of steady states and could be the analogue of the Goldstone mode of the vertical translational symmetry in an ideal system. We investigate a possible mechanism of emergence of such spontaneous symmetry breaking in a toy model of our out-equilibrium system, derived from its equilibrium counterpart. We show that the stationary st…
Active fluids exhibit spontaneous flows with complex spatiotemporal structure, which have been observed in bacterial suspensions, sperm cells, cytoskeletal suspensions, self-propelled colloids, and cell tissues. Despite occurring in the absence of inertia, chaotic active flows are reminiscent of inertial turbulence, and hence they are known as active turbulence. Here, we survey the field, providing a unified perspective over different classes of active turbulence. To this end, we divide our review in sections for systems with either polar or nematic order, and with or without momentum conserva…
In our recent works we proposed a theory of turbulence in inertial gas flow via the mean field effect of an intermolecular potential. We found that, in inertial flow, turbulence indeed spontaneously develops from a laminar initial condition, just as observed in nature and experiments. However, we also found that density and temperature in our inertial flow model behave unrealistically. The goal of the current work is to demonstrate technical possibility of modeling compressible, turbulent flow at low Mach number where both density and temperature behave in a more realistic fashion. Here we foc…
Turbulence in fluids is an ubiquitous phenomenon, characterized by spontaneous transition of a smooth, laminar flow to rapidly changing, chaotic dynamics. In 1883, Reynolds experimentally demonstrated that, in an initially laminar flow of water, turbulent motions emerge without any measurable external disturbance. To this day, turbulence remains a major unresolved phenomenon in fluid mechanics; in particular, there is a lack of a mathematical model where turbulent dynamics emerge naturally from a laminar flow. Recently, we proposed a new theory of turbulence in gases, according to which turbul…
In linearly stable shear flows turbulence spontaneously decays with a characteristic lifetime that varies with Reynolds number. The lifetime sharply increases with Reynolds number so that a possible divergence marking the transition to sustained turbulence at a critical point has been discussed. We present a mechanism by which the lifetimes increase: in the system's state space, turbulent motion is supported by a chaotic saddle. Inside this saddle a locally attracting periodic orbit is created and undergoes a traditional bifurcation sequence generating chaos. The formed new 'turbulent bubble' …
We perform numerical simulations of decaying rotating stratified turbulence and show, in the Boussinesq framework, that helicity (velocity-vorticity correlation), as observed in super-cell storms and hurricanes, is spontaneously created due to an interplay between buoyancy and rotation common to large-scale atmospheric and oceanic flows. Helicity emerges from the joint action of eddies and of inertia-gravity waves (with inertia and gravity with respective associated frequencies $f$ and $N$), and it occurs when the waves are sufficiently strong. For $N/f < 3$ the amount of helicity produced is …
There is mounting evidence in solar wind observations and in numerical simulations that kinetic and magnetic energies are not in equipartition in magnetohydrodynamic turbulence. The origin of their mismatch, the residual energy E_r=E_v-E_b, is not well understood. In the present work this effect is studied analytically in the regime of weak magnetohydrodynamic turbulence. We find that residual energy is spontaneously generated by turbulent dynamics, and it has a negative sign, in good agreement with the observations. We obtain that the residual energy condenses around k_||=0 with its k_||-spec…
In linearly stable shear flows at moderate Re, turbulence spontaneously decays despite the existence of a codimension-one manifold, termed the edge of chaos, which separates decaying perturbations from those triggering turbulence. We statistically analyse the decay in plane Couette flow, quantify the breaking of self-sustaining feedback loops and demonstrate the existence of a whole continuum of possible decay paths. Drawing parallels with low-dimensional models and monitoring the location of the edge relative to decaying trajectories we provide evidence, that the edge of chaos separates state…
Turbulent fluid flows are ubiquitous in nature and technology, and are mathematically described by the incompressible Navier-Stokes equations (INSE). A hallmark of turbulence is spontaneous generation of intense whirls, resulting from amplification of the fluid rotation-rate (vorticity) by its deformation-rate (strain). This interaction, encoded in the non-linearity of INSE, is non-local, i.e., depends on the entire state of the flow, constituting a serious hindrance in turbulence theory and in establishing regularity of INSE. Here, we unveil a novel aspect of this interaction, by separating s…
In this work, model closures of the multiphase Reynolds-Average Navier-Stokes (RANS) equations are developed for homogeneous, fully-developed gas--particle flows. To date, the majority of RANS closures are based on extensions of single-phase turbulence models, which fail to capture complex two-phase flow dynamics across dilute and dense regimes, especially when two-way coupling between the phases is important. In the present study, particles settle under gravity in an unbounded viscous fluid. At sufficient mass loadings, interphase momentum exchange between the phases results in the spontaneou…
This paper discusses the generalised least-action principle introduced by Brenier (J. Am. Math. Soc, 1989), from the perspective of turbulence modelling. In essence, Brenier's least-action principle extends to a probabilistic setting Arnold's geometric interpretation of ideal fluid mechanics, whereby strong solutions to the Euler equations are deduced from minimising an action over Lagrangian maps. While Arnold's framework relies on the deterministic concept of Lagrangian flow, Brenier's least-action principle describes solutions to the Euler equations in terms of non-deterministic "generalise…
Classical turbulence theory assumes that energy transport in a 3D turbulent flow proceeds through a Richardson cascade whereby larger vortices successively decay into smaller ones. By contrast, an additional inverse cascade characterized by vortex growth exists in 2D fluids and gases, with profound implications for meteorological flows and fluid mixing. The possibility of a helicity-driven inverse cascade in 3D fluids had been rejected in the 1970s based on equilibrium-thermodynamic arguments. Recently, however, it was proposed that certain symmetry-breaking processes could potentially trigger…
The term "solid-state turbulence" may sound like an oxymoron, but in fact it is not. In this article we demonstrate that solid-state turbulence may emerge owing to a defining property of the solid state: the ability of a solid to retain its shape. We consider shear flow of layers of solids with different stiffness and show that the stiffer ones may spontaneously decompose into a set of blocks. This breakdown of isometry is a key to plasticity of solids and is fundamental for the occurrence of solid-state turbulence. To visualise the piecewise isometric transformations of the blocky structure i…
Synchronization of turbulence in channel flow is investigated using continuous data assimilation. The flow is unknown within a region of the channel. Beyond this region the velocity field is provided, and is directly prescribed in the simulation, while the pressure is unknown throughout the entire domain. Synchronization takes place when the simulation recovers the full true state of the flow, or in other words when the missing region is accurately re-established, spontaneously. Successful synchronization depends on the orientation, location and size of the missing layer. For friction Reynolds…
Simulations of strongly stratified turbulence often exhibit coherent large-scale structures called vertically sheared horizontal flows (VSHFs). VSHFs emerge in both two-dimensional (2D) and three-dimensional (3D) stratified turbulence with similar vertical structure. The mechanism responsible for VSHF formation is not fully understood. In this work, the formation and equilibration of VSHFs in a 2D Boussinesq model of stratified turbulence is studied using statistical state dynamics (SSD). In SSD, equations of motion are expressed directly in the statistical variables of the turbulent state. Re…
