Concept

Statistics — where it appears

The description of a flow by averages, variances and correlations rather than instant by instant. It is used because nobody can write down the initial data, not because anything about the fluid is random, and the equations constrain what the statistics may be.

Named by 13 essays across 4 fields — each of them below, with the objects they name alongside it.

A steady pressure field, from a flow with no steady part. The time-averaged pressure round a cylinder in a stream that oscillates as U₀cos ωt. The mean velocity is exactly zero at every point — the flow spends as long going one way as the other — and the mean pressure is not, because pressure depends on the square of the speed and a square has no sign. The mean coefficient reaches -2.00 at the shoulders and averages -1.00 over the surface, and its resultant is 6.6e-16: a real field with no force in it. The pale lines are the instantaneous streamlines, which reverse every half cycle.

The mean is not the flow

Average an unsteady flow and the result is a new object with its own properties, and it is not a solution of anything. An inviscid stream oscillating about zero has a mean velocity of exactly nothing everywhere, a mean pressure that reaches minus two dynamic pressures at the shoulders, and a missing term in its own momentum equation that can be written down in closed form.

kinematics · Averaging
A millionth, doubling every three-quarters of a second. The separation of two trajectories started a millionth apart, on log axes against time. It grows as a straight line until it saturates at the size of the attractor, and the slope of that line is the largest Lyapunov exponent — measured here on the system by renormalising a nearby pair, not quoted. Sensitive dependence is what the straightness of the line means.

The randomness that is not in the equations

Turbulence is described in the language of statistics — means, variances, spectra, probability distributions — and none of that language appears in the equations it is a description of. The Navier–Stokes equations have no random term anywhere in them. What is random is the observer's ignorance of the initial data, and the flow's habit of amplifying it.

misconceptions · Randomness
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
Ballistic first, diffusive later. The mean square displacement of a parcel carried by a fluctuating velocity, from Taylor's 1921 integral with an exponential correlation of time scale 1. Below the correlation time it follows the straight-line law u²t² exactly — the parcel has not yet changed its mind — and above it the curve joins the diffusion law 2u²T·t, offset by the head start the ballistic phase gave it. The eddy diffusivity is u²T = 1.000, and it is a property of the correlation rather than of any equation of motion.

How far a parcel gets

Turbulent transport is one integral. A parcel carried by a fluctuating velocity goes in a straight line while it still remembers its own motion and performs a random walk once it has forgotten, and the crossover is the correlation time — so an eddy diffusivity is not a property a flow has, it is the limit of a measurement that has run for long enough.

turbulence · Mixing
Most of the fluctuation is the switching. What a hot wire at the edge of a shear layer records, taken apart. The conditional intensity — the fluctuation inside the turbulent fluid — is flat at 0.16 by construction. The measured intensity peaks 20 per cent above it, and the excess is the third curve: the variance of a signal that keeps switching between two mean velocities, which peaks where the switching is most even and is not turbulence at all. A model calibrated against the measured curve is being fitted to an artefact of averaging.

Turbulent some of the time

At the edge of a jet or a wake a probe is inside turbulent fluid for part of the time and in perfectly smooth flow for the rest, and an ordinary time average mixes the two. Most of the fluctuation it records there is not turbulence at all — it is the switching between two states, and it peaks where the switching is most even rather than where the turbulence is strongest.

turbulence · Intermittency
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
The mean lift is not the lift at the mean angle. A finite wing's lift curve, with a gust distribution of standard deviation 3° about a mean angle of 10° drawn along the foot. The wing spends its time spread across that distribution, so what it averages is the average of the curve: 0.7951 against the 0.8368 the mean angle promises, a deficit of 5.0 per cent. Nothing has stalled, and no gust has taken the wing past the stall angle: the deficit comes entirely from the curve bending over, and it is there at every angle where the curve is not straight.

The lift at the mean angle

A wing in rough air flies at every angle in turn, so what it averages is the average of its lift curve rather than the lift at its average angle. Where the curve bends over near the stall the two differ by five per cent at three degrees of gust and by fourteen at five, and the drag goes the other way.

circulation · Gust
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
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 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
A frozen run counts the area it sweeps. Independent values in a run of frames while a frozen pattern is swept 100 integral lengths past a window 12.8 integral lengths square, against the distance the pattern moves between frames. For a scalar the run holds 353 values with a frame every half integral length, 362 with one every four and 388 with one every window width: the swept area in integral areas, whatever the frame rate. Only past a window width, when gaps open between frames, does the count fall. Treating frames an integral scale or two apart as independent, as a record would allow, counts 2075 at two integral lengths — 5.8 times too many.

Frames that share their eddies count as one

A particle-image run is a sequence of snapshots, and snapshots closer together than an integral time photograph the same eddies. When a mean flow carries a frozen pattern past the window, a run holds exactly the area it sweeps, counted in integral areas, and a faster camera adds nothing until frames stop overlapping — a threshold set by the window, not by the turbulence. In a flat flow one component escapes the rule: its run mean is fixed by the pattern at the two ends.

turbulence · Spectrum

Named alongside it

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

MeasurementAveragingCorrelationIntegral scaleSpectrumConvergenceClosureModel validitySamplingTurbulenceMixingNonlinearity

All concepts