Concept

Spectrum — where it appears

The distribution of a fluctuating quantity's energy across scales, which is the cosine transform of its two-point correlation. The two therefore carry identical information, and neither records the phase relations that make a cascade a cascade.

Named by 28 essays across 5 fields — each of them below, with the objects they name alongside it.

The inertial range, and the slope read back off it. The model energy spectrum at Re = 1e+6, with production rolling off below the integral scale and dissipation cutting it off above the Kolmogorov scale. The straight middle is the inertial range, and the number printed beside it is the slope least-squares fitted to the drawn points over the middle of that range — not the −5/3 that went in.

Where the energy goes

Energy enters a turbulent flow at the largest scale and leaves it at the smallest, and in between there is nothing for it to depend on but the rate at which it is passing through. Two quantities and one dimensional argument fix the shape of the spectrum, and the exponent is −5/3.

turbulence · Cascade
One spectrum, two fields. Two one-dimensional fields built from the same amplitudes and different phases. Their energy spectra are identical to the last bit, their two-point correlations agree to 2e-15, their second-order structure functions are the same function — and no measurement of either kind can tell them apart. Everything that distinguishes them is in the phases, which is where the cascade lives.

The moment a spectrum cannot hold

A spectrum and a two-point correlation are the same object, transformed, so everything one of them records the other records too. Give a field the exact Kolmogorov amplitudes and independent phases and every second-order measurement comes out right — while the cascade, which lives in the phases, is not there at all.

turbulence · Spectrum
The one exact law, and where viscosity takes it back. The two terms of the Kármán–Howarth relation against separation, measured in Kolmogorov lengths. The four-fifths term rises linearly with r and is the whole of the law at large separation; the viscous term, 6ν dS₂/dr, falls as r^(−1/3) and takes over below 5.64η. Nothing in the calculation was told what η is: the crossing is at the same multiple of it at every viscosity tried, which is what makes the dissipation scale the lower end of the inertial range rather than a separate assumption.

The one exact result

Almost nothing in turbulence follows from the equations without a model in it. One thing does — Kolmogorov's four-fifths law, which fixes the third moment of the velocity differences at −(4/5)εr with no adjustable constant anywhere in it. The companion two-thirds law is not exact, and the 4.02 everybody quotes in it turns out to be a gamma function.

turbulence · Structure function
What the phase reaches, and what it does not. The difference between the two records, as a fraction, for five quantities. The variance and the autocorrelation are the same to machine precision because they are the spectrum. A narrow-band linear oscillator answers its own frequency and almost nothing else, so it is nearly phase-blind too. Everything extremal — the crest, the peak drag load, the range of the running integral — is not.

The same statistics, and a different load

A wind or wave specification is written as a spectrum, and a spectrum discards the phases. Two records built from one spectrum agree in variance to thirteen figures and in peak drag load by twenty per cent — and with the phases lined up, the same spectrum is a single impulse thirty-one times worse.

misconceptions · Randomness
Two decay laws from two invariants, and nothing in the equations to choose. The energy of a decaying turbulence against time, integrated from dK/dt = −A K^(3/2)/l with the large scales conserving u² l³ in one case and u² l⁵ in the other. The exponents come out at 1.1997 and 1.4282 against the closed forms 6/5 and 10/7. Which invariant holds is decided by the shape of the spectrum at the very largest scales, at the moment the stirring stops.

What decay never forgets

Stir a box of fluid and stop. The turbulence decays, at a rate with no viscosity in it — so the rate cannot come from the fluid. It comes from an invariant of the very largest scales, fixed at the moment the stirring stops, and never revisited.

turbulence · Decay
Model spectra at four Reynolds numbers, compensated. The spectrum multiplied by k^(5/3) and divided by eps^(2/3), so that a true inertial range is a horizontal line at the Kolmogorov constant. What a finite Reynolds number has instead is a single maximum: it reaches 1.4996 at the highest and 1.49 at the lowest, and the band over which it is flat to one per cent goes from a third of a decade to two.

The range a real Reynolds number does not have

Kolmogorov's minus five thirds is a statement about a band of scales that has forgotten the forcing and does not feel the viscosity. Both conditions are about separation, and separation is exactly what a finite Reynolds number does not have much of.

turbulence · Spectrum
The scalar spectrum, with its two ranges. A model scalar spectrum at a Schmidt number of two thousand — dye in water. Below the Kolmogorov wavenumber it is Obukhov and Corrsin's five-thirds, inherited from the velocity; above it there is no turbulence left and the spectrum is Batchelor's minus one, which contains no velocity spectrum at all.

The scalar has its own cascade

Below the Kolmogorov scale there is no turbulence left, and a dye stirred into the flow goes on cascading anyway — on a spectrum whose exponent is minus one and whose amplitude contains no velocity spectrum at all. Resolving it costs the three-halves power of the Schmidt number, which for dye in water is a factor of ninety thousand.

turbulence · Mixing
How far apart two points can be and still be correlated. The correlation between the logarithm of the dissipation at two points, against how far apart they are in units of the smallest scale, over four decades. It falls as a ratio of logarithms — so it is still a quarter at a thousand smallest scales, and reaches a half only at a hundred.

A dissipation correlated across every scale

The dissipation is supposed to be the most local quantity in turbulence — a thing happening at the smallest eddies, everywhere and independently. A multiplicative cascade makes its logarithm correlated over a distance that is a ratio of logarithms, so two points a thousand smallest scales apart still agree a quarter of the time.

turbulence · Intermittency
Five spectra, five exponents, one linear equation. The energy of a decaying turbulence after the nonlinear term has stopped mattering, computed by integrating the exact modal solution E(k,0)exp(−2 nu k² t) at five different shapes of the spectrum at the origin. Each is a straight line on these axes and no two have the same slope: the exponent is (m+1)/2, where k^m is the spectrum's behaviour at wavenumbers smaller than any eddy. The 5/2 that is quoted as the final period's universal exponent is the m = 4 line and one of five.

Universal, and one of five

A turbulence that has run its Reynolds number down stops being turbulent, the equations go linear, and the decay picks up a new exponent. That exponent is quoted everywhere as 5/2 and as universal. It is neither: it is the same corner of the same spectrum deciding the answer a second time.

turbulence · Decay
A gust's lift keeps falling where a pitching wing's stops at a half. The magnitude of Sears' function, the lift a wing gets flying through a sinusoidal gust as a fraction of the quasi-steady value, against the reduced frequency on a logarithmic axis, beside Theodorsen's function for a wing that pitches or heaves. The two agree at low frequency. Above a reduced frequency of about a tenth they part: Theodorsen's levels off at one half, because a moving wing changes its whole boundary condition at once, while Sears' keeps falling as one over the square root of 2πk, because several wavelengths of gust lie along the chord and cancel.

The gusts that cancel along the chord

A wing that pitches keeps half its circulatory lift however fast it moves. A wing flying through a gust does not: once the gust is a few chords long, its ups and downs lie along the chord together and cancel, and the lift falls without limit. For an airliner that barely touches the root-mean-square gust load, and cuts the load spectrum at the wing's own torsion frequency to a quarter of the quasi-steady value.

regimes · Reduced frequency
What a downstream blade sees going past. The axial velocity a blade in the second row meets, over one revolution, as it passes through the wakes of thirty upstream blades. Each dip is one wake, and the blade meets all thirty of them every time it goes round.

A row that meets the row before it

A compressor blade is loaded and unloaded thirty times a revolution by geometry it does not have. The forcing sits at the blade count of the row in front of it and at multiples of that, and how far up the harmonics it reaches is decided by how far apart the two rows are.

circulation · Cascade
One curve from two to one, with four thirds somewhere in the middle. The ratio of the transverse second-order structure function to the longitudinal one, against separation, at three Reynolds numbers. Every value on every curve follows from the longitudinal function alone by a relation with no dynamics in it. It is exactly 2 where the field is smooth, exactly 1 beyond the correlation length, and it passes through four thirds on the way — but it passes through rather than resting there, and how nearly it rests is the whole of what a Reynolds number buys.

A relation with no turbulence in it

Isotropy and incompressibility alone fix the transverse structure function from the longitudinal one. Divide the relation through and it says the ratio of the two is one plus half the local slope — so the exponent everybody measures as 0.70 and the ratio everybody measures as 1.35 are one measurement, and a model spectrum with no intermittency in it produces both.

turbulence · Structure function
The plateau everybody looks for is a summit, and a low one. −Dₗₗₗ/((4/5)εr) against separation in decaying turbulence at five Taylor-scale Reynolds numbers. None has a plateau at one. Each rises through the viscous range and turns over, peaking at 0.49, 0.63, 0.75, 0.85, 0.90 for Reλ = 50, 100, 200, 500, 1000. A measurement of ε that takes the largest value of this curve as four-fifths reads each of those shortfalls as a smaller dissipation.

The decay inside the four-fifths law

The four-fifths law gives the dissipation of turbulence from one measured moment with no constant in it, which makes it the obvious way to measure how the dissipation coefficient travels during a decay. But the law is exact only in a limit, and a decaying flow is not in it. The decay itself takes a quarter off the moment at the Reynolds numbers grids reach — and the bias moves as the flow decays, by a sixth, in the direction opposite to the effect being looked for.

turbulence · Decay
A gust spectrum at a point, across a span, and as a load. The spectrum of vertical gust velocity at a single point — von Kármán's, falling as the minus five-thirds power — and the same gust averaged across a wing whose span is a tenth of the turbulence scale and across one as wide as the scale. Averaging removes the wavenumbers shorter than the span, one power steeper. Through Sears' filter for a chord of a five-hundredth of the scale, the tenth-span load falls as the minus eleven-thirds power, steep enough to converge.

The span takes away the infinity, not the gust

A two-dimensional wing in turbulence reverses its load infinitely often, because the gust spectrum never falls fast enough. A real wing averages the gust across its span, and the average keeps ninety-five per cent of the gust's strength and removes the infinity. The load's crossing rate settles at about two per turbulence scale flown and stops depending on where anyone cut the spectrum off.

circulation · Gust
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
Forced at the integral scale, the third moment nearly reaches four-fifths. The Kármán–Howarth balance at a Taylor-scale Reynolds number of 200, on the same model spectrum, for a flow forced in a band at the spectrum's peak and for one decaying. Each term is divided by (4/5)εr and plotted against separation in Kolmogorov lengths. The viscous term is the same for both. The forcing term is negligible until the separation approaches the integral scale, and −Dₗₗₗ/((4/5)εr) for the forced flow peaks at 0.965 at 90 Kolmogorov lengths, where the decaying flow's peaks at 0.747 at 32.

Forcing at the integral scale leaves the cascade alone

A decaying flow's third moment falls a quarter short of the four-fifths law at the Reynolds numbers a grid reaches. A flow forced at its largest scales, on the same spectrum at the same Reynolds number, falls short by three and a half per cent. The shortfall is not what a finite Reynolds number does to every flow; it is what the source does, and how fast it closes is set by how far the source reaches into the inertial range.

turbulence · Decay
A flow's window mean converges a power faster. The variance of the mean over an L × L window, as a fraction of the point variance, against the window's side in integral lengths, on logarithmic axes. The scalar field's falls as the inverse area. The plane cut through a three-dimensional flow falls the same way at half the level. The velocity of a two-dimensional incompressible flow falls as the inverse cube of the side, because its mean over any window is a streamfunction difference around the window's edge. Lines are closed forms; dots are Monte Carlo means over fifty generated fields.

A snapshot counts areas, and a flow counts its edge

A record at one point holds one independent value for every two integral scales it lasts. A snapshot of a field holds one for every integral area it covers, so at the same number of samples it holds far fewer, and sampling it more finely adds nothing. Except for a velocity in a two-dimensional incompressible flow, whose mean over a window is fixed by the window's edge alone: it converges a whole power faster than its area allows, and a large enough snapshot of it beats the record.

turbulence · Spectrum
Half the forced summit is gone in a fifth of an eddy time. The third moment of the velocity differences as a fraction of four-fifths εr, against separation in Kolmogorov lengths of the forced flow, at the instant the forcing is switched off and 0.1, 0.2, 0.5, 1 and 4 large-eddy times later. Forced, the curve peaks at 0.94 near 67 η. A tenth of an eddy time later the summit is 0.899, at a fifth 0.838, at a half 0.759, and after that it hardly moves: 0.742 at one and 0.72 at four, where the flow is simply decaying. The large separations fall first and farthest.

The summit forgets the forcing before the dissipation does

A flow forced at its largest scales carries the four-fifths law closer to exact than a decaying one. Switch the forcing off and the third moment has to pass from one value to the other. It does not wait for the cascade to drain: half the forced summit is gone in a fifth of an eddy turnover, while the dissipation has hardly moved, and the largest separations overshoot the decaying value before they settle on it.

turbulence · Decay
An elliptic wing filters the gust like a round aperture. How much of a gust component with spanwise wavenumber k₂ survives the span average, against κ = k₂b/2, for three weights. A uniform strip is a slit and its filter is sinc², falling as κ⁻² between its zeros. An elliptic loading is a circular aperture and its filter is the Airy pattern (2J₁(κ)/κ)², whose first zero is at 3.83 and whose envelope falls as κ⁻³, but which stays near one to larger κ: the ellipse's weight is narrower, so its filter is wider. A rectangular wing of aspect ratio nine weights the span by its own loading and lies between, with the ellipse's κ⁻³ fall because its loading too goes to zero at the tips as a square root.

A wing averages a gust through its own loading

A finite span averages a turbulent gust and so tames the load it causes, but it does not average uniformly. The reverse-flow theorem says exactly how it weights the span: by the loading the wing makes at a uniform incidence. An elliptic wing therefore filters the gust the way a round aperture diffracts light, passes eight per cent more of its short scales than a uniform strip, and crosses its mean load up to four per cent more often.

circulation · Gust
Heading into the sea, follow the long waves and fly level through the short. The dinghy's mean drag against the crossover encounter frequency below which it follows the surface, in units of the sea's peak frequency, heading into seas of significant height 0.2, 0.4 and 0.6 m. Following everything — the right-hand end — costs the heave's lift, and flying level through everything — the left — costs the foil's swinging depth and, in the roughest sea, breaches. Between them each sea has a best crossover: for 0.4 m at 2.92 times the peak frequency, 67.6 N against 67.9 flying level and 199 following.

A foil in a random sea follows it up to its peak

In a regular wave a foiling boat chooses between holding its height and following the surface. A real sea is a spectrum, and a wand that filters its signal can do both at once: follow the long waves and fly level through the short. The best place to divide them is close to the frequency of the sea's own peak, the divided control beats either pure strategy, and in a rough sea it is the only one of the three that keeps the foil a safe distance under the surface and the drag near its calm-water value.

applied · Sailing
At fourth order a local slope reports less than a quarter of the anomaly. The anomaly each instrument reports at Reλ = 200 — Kolmogorov's n/3 less what it reads — against the order, for the log-normal field with μ = 0.25, with the departure its distribution carries. The local slope reports 0.026 of a true 0.111 at fourth order and 0.205 of 0.333 at sixth; extended self-similarity 0.245 of its own 0.261; the normalised moment reports the truth at every order.

At higher orders the bottleneck hides intermittency

At second order the spectral bottleneck makes a field with no intermittency look intermittent. At higher orders it does the opposite. Every moment's local slope is steepened by the same finite-Reynolds-number excess, multiplied by half the order, while the intermittency correction pulls the other way. At a laboratory Reynolds number a fitted sixth-order exponent therefore shows less than two-thirds of the anomaly the field carries, and a fourth-order one less than a quarter.

turbulence · Structure function
However long its forcing remembers, a stationary flow's averaged four-fifths summit stays at 0.94. The summit of −Dₗₗₗ/((4/5)εr) computed from the time-averaged spectrum and source — the third moment averaged, then divided by the averaged dissipation — against the forcing's correlation time in large-eddy times, for a forcing amplitude whose logarithm wanders with standard deviation 0.5 and 1, over runs of 200 to 400 eddy times. The steady forcing's summit is 0.94; across correlation times from 0.03 to 10 eddy times and both spreads the averaged summit lies between 0.9371 and 0.9438, within its batch errors of the steady value.

A wandering forcing leaves the averaged four-fifths law alone

A forced flow's third moment loses half its excess within a fifth of an eddy time of the forcing stopping, so a forcing that wanders ought to drag a simulation's four-fifths ratio about with it. Instantaneously it does: the summit swings from 0.8 to 1.4. Averaged it does not — the third moment averaged and then divided stays at the steady forcing's 0.94 for every correlation time from a thirtieth of an eddy time to ten. The reason is that the balance is linear and stationarity fixes its source; what the forcing's memory changes is only the answer to a different question, the average of a ratio.

turbulence · Decay
Small scales forget fast and large ones slowly, and the window only sees the large. Each scale's memory over a single probe's integral time against wavenumber in inverse samples, for one memory at every scale and for memories falling as the wavenumber to the minus two-thirds and minus one above the field's own wavenumber, 1/λ, and held there below it. All three give the same probe integral time; the window of 64 samples passes wavenumbers below about 2π/64 = 0.098, where the sweeping law's memory is 1.26 probe times and the single law's 1.

The camera needs the window's memory, not the probe's

A run of particle-image frames stops gaining independent values for its mean once frames are closer than the flow's memory — but the memory that counts is the window mean's, and when large eddies live longer than small ones it is longer than the integral time a single probe measures. Give each scale its own memory and the frame rate that stops buying moves by up to a quarter where the flow forgets before it is swept, by nothing where the sweep sets it, and by however much longer the largest eddies live. Fed the window's own memory, the single-memory rule gives it back to two per cent.

turbulence · Spectrum

One wing root feels the rolling gust its lift cannot

The reverse-flow theorem says the gust weight of any load is the loading the wing would carry at an incidence shaped like that load's arm. For the lift that is the familiar uniform-incidence loading. For the bending moment at one root it is the loading of a wing washed in towards one tip only — a weight that is not symmetric, and so passes the rolling half of a gust that the lift and the two roots together cancel. That half is a sliver of the variance and adds up to a fifth to how often the root's moment crosses its mean.

circulation · Gust

A wand that lags its sea makes flying level the better bet

A foiling dinghy whose height control divides the sea sharply follows the long waves, flies level through the short and beats both pure strategies. Give the division the lag a real wand or filter has and the gain disappears in a moderate sea; in a rough one no crossover both keeps the foil under and spares it from pulling down. A second-order filter, which cuts more sharply, does worse rather than better, because it flies through more of the sea near its crossover than the sea contains.

applied · Sailing

Sweep slows a wing root's gust cycles and leaves their excess over the lift

On a straight wing every station meets a gust at the same instant, and one wing root's bending moment crosses its mean nearly a fifth more often than the lift, because it reads the rolling half of the gust. Sweep the wing back and the outer stations meet the gust later, by their distance aft. That delay averages the gust along the flight path as a second, softer chord would: at 35° every load crosses its mean about a tenth less often, the root slightly more than the lift since its weight sits further out, and the variance hardly changes at all. The rolling excess survives almost whole.

circulation · Gust

A camera zoomed into the cascade needs frames faster than its window remembers

A wide camera window averages away the small eddies, so its mean remembers what the large eddies remember, and a run of frames is worth as many independent values as that memory allows. Zoom the window into the inertial range and the opposite is not what happens. A small window keeps nearly all the variance and almost exactly a single probe's memory — every eddy larger than itself still fills it — but much of what it keeps is the cascade's eddies, which forget far faster than the largest ones. Its frames then stop buying at an interval a third shorter than its own memory says, and a velocity gradient in the same window needs frames thirty times faster.

turbulence · Spectrum

Named alongside it

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

MeasurementModel limitDissipationInertial rangeStructure functionAveragingIntegral scaleCascadeReynolds numberTurbulenceCorrelationFrequency response

All concepts