Concept

Probability distribution — where it appears

The full statistical description of a fluctuating quantity, of which the mean and the variance are two numbers. In turbulence and in chaotic stretching the distribution is broad enough that its moments are dominated by rare events, so an average is a measurement of a tail rather than of a typical case.

Named by 9 essays across 4 fields — each of them below, with the objects they name alongside it.

One rate per moment, and none of them the same. lambda_p = ln<l^p>/(p t) against p. As p goes to zero it is the Lyapunov exponent, the rate of the typical element; at p = 1 it is the rate of the average length, which is nearly twice as large. If ln l were exactly Gaussian this would be a straight line with the Lyapunov exponent as its intercept, and the departure from that line is the same multifractality the velocity increments have.

The stretching rate that is not one number

A material line in a flow gets longer, and there is a theorem saying its length grows at a definite exponential rate. There is also a rate at which the average length grows, and it is nearly twice as large — and a different rate for every moment of the distribution.

kinematics · Material lines
Four sets of scaling exponents, all of them exact at the third moment. zeta_p against p for K41, the beta-model, the log-normal model and She–Leveque. Every one of them passes through zeta_3 = 1 exactly, because the four-fifths law is a consequence of the equations and a model that missed it would be wrong about the one thing that is known. What they disagree about is every other moment.

The exponents that stop being thirds

Kolmogorov's 1941 theory says every moment of the velocity difference scales with the same exponent, p over three, so the distribution keeps its shape at every scale. It does not. The exponents fall below the line, by more the higher the moment, and what the departure measures is a dimension.

turbulence · Intermittency
Two different moments of one distribution. The permeability and the specific surface of a log-normal bundle, against the width of its pore-size distribution at a fixed median. The permeability rises by five orders because it is a fourth moment and the widest tubes dominate it; the surface falls because it is a first moment and the narrowest tubes dominate that.

A permeability that is only the geometry

Kozeny–Carman says that a porous medium's permeability follows from its porosity and its specific surface. Both are real, both are exactly measurable, and they do not determine the answer: forty-nine tube bundles built with identical values of each span a factor of eighty-two in permeability.

applied · Porous
Three pairs released at different distances end on one line. The mean square separation of two parcels against time, both in Kolmogorov units, for pairs released one, thirty and a thousand Kolmogorov lengths apart in turbulence whose integral scale is a million of them. Each starts flat — the pair has not yet moved — and each joins the same line, g ε t³ with g = 0.5, after which nothing about where it started survives. Beyond the integral scale all three become ordinary diffusion, growing as t.

The further apart, the faster they part

Release two specks of smoke close together in turbulence and the distance between them does not diffuse the way a single speck wanders. It grows faster the larger it already is, because larger separations are pulled apart by larger eddies — as the cube of the time, forgetting where it started. The law is ninety years old, its constant is still argued about, and it needs a very large flow to be seen at all.

turbulence · Mixing
A record's length is counted in integral scales. The scatter of a record's mean, in units of the signal's own standard deviation, and the relative scatter of its variance, against the record's length in integral time scales: four hundred records at each of seven lengths, against the exact results. Both fall as the square root of the number of integral scales, √(2Tᵢ/T). A mean known to one per cent of σ needs twenty thousand integral scales. The exact variance curve is for the variance about the true mean; a short record can only measure it about its own mean, which is why the shortest records scatter less than the curve says.

A record is as long as its integral scales

A turbulence measurement of a million samples can hold less information than one of a thousand. What sets a record's worth is not how many numbers it contains but how many integral time scales it spans, and the integral scale — the unit every other error is counted in — is itself the hardest thing in the record to measure.

turbulence · Spectrum
On a smooth signal, sampling faster makes the lag-one scale longer. The average estimate of the integral scale from records three hundred scales long of the smooth process, against the number of samples per integral scale. The first zero and the exponential fit do not care how fast the record was sampled. The lag-one estimate grows in proportion to the sampling rate, because it is reading the curvature of the correlation at zero lag — the microscale — and dividing by the sample spacing.

The best estimate of a scale assumes its shape

There are four common ways to read an integral time scale off a turbulence record, and on the right signal the best of them is four times more precise than the usual one. On a signal whose correlation has a different shape it is off by a factor that no length of record reveals — and one of them turns out to be measuring the sampling rate rather than the flow.

turbulence · Spectrum
Bursts in the velocity put the tails back. The kurtosis of the pairs' separation against how long each pair remembers its velocity's direction, β, in turnover times. The lowest curve is a Gaussian velocity, as in the earlier calculation. The others give the velocity a flatness of 4, as measured in the inertial range, with its amplitude remembered for α turnover times. At the memory real pairs are estimated to have, β = 0.7, the Gaussian cloud's kurtosis is 1.89; with bursts remembered for three turnover times it is 3.41, and with the amplitude frozen 4.4 — either side of Richardson's 3.76, dashed.

Bursts and memory pull a cloud both ways

A pair of fluid particles that remembers its relative velocity spreads into a cloud with shorter tails than Richardson's, and the earlier calculation proposed reading the memory off the cloud's shape. Real relative velocities come in bursts, their amplitude set by a local dissipation that varies, and a burst that lasts pushes the tails back out — hard, because separation grows as the cube of diffusivity. At the memory real pairs are estimated to have, the two effects nearly cancel, and a cloud can have Richardson's exact shape for entirely the wrong reason.

turbulence · Mixing
A cloud's shape falls as it grows into calmer eddies. The kurtosis of a cloud of pairs released at a ten-thousandth of the integral scale, against its rms size, when the velocity's flatness follows the 1962 law, and for clouds whose velocity has one flatness, 3, 4 or 5, at every separation. The fixed-flatness clouds settle at a shape and keep it. The growing cloud rises to a kurtosis of 6.85 at 0.0022 L and then falls without settling, to 2.9 by 0.57 L, crossing all three.

A cloud grows out of its bursts and keeps their shape

Measured velocity differences are burstiest across the smallest separations and nearly Gaussian across the largest, so a cloud of particle pairs released close together starts in the fiercest intermittency and grows out of it. Its shape follows, but late: the kurtosis falls steadily as the cloud grows, always above what its present statistics would give, and the cube law's constant falls with it, so the growth exponent climbs towards three and never arrives.

turbulence · Mixing
A spread of sizes smears the stop band and pushes the fast band up. The phase speed of sound against frequency in water carrying air bubbles at a void fraction of 10⁻³: all of one millimetre radius, and spread from 10 µm to 1 mm as n ∝ R^(−q) with q = 0, 3/2 and 10/3. Every cloud starts at Wood's speed, 312 m/s, because at low frequency every bubble is driven below its resonance. The single size jumps through its stop band near 3 to 13 kHz into a fast band. The distributions climb through a band as wide as their resonances, 3.2 kHz for the largest to 301 kHz for the smallest, and the more small bubbles they carry the later they emerge faster than water.

The more small bubbles a cloud holds, the later it turns fast

Bubbles of one size give water three sound speeds: slow below their resonance, nothing in a stop band, faster than water above it. A cloud of many sizes has every resonance at once, so at any frequency its small bubbles soften it and its large ones stiffen it. The stop band becomes a wide band of attenuation, the fast band survives above it, and where the fast band starts is set by how much of the gas is in the smallest bubbles.

compressible · Speed of sound

Named alongside it

The objects these essays reach for when they reach for this one.

Model limitAveragingCorrelationInertial rangeIntegral scaleMeasurementMomentsStatisticsConvergenceIntermittencyKurtosisLagrangian

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