Transition and turbulence

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.

Worth reading first: The constant that travels · The one exact result.

The constant that travels ended on a proposal. The decay exponent of grid turbulence cannot separate the two closures for its dissipation, because the four answers they produce overlap. What separates them is the dissipation coefficient itself, Cε=εl/u3C_\varepsilon = \varepsilon l/u^3: held constant by one closure, falling as one over the Taylor-scale Reynolds number in the other, so that over a decay in which ReλRe_\lambda halves the two differ by a factor of two. And there is a way to measure ε\varepsilon that goes through no closure at all — the one exact result, DLLL=45εr-D_{LLL} = \tfrac45\varepsilon r, which turns a measured third moment of velocity differences into a dissipation rate with nothing fitted. The essay’s own last line named the catch: whether the exact law is usable at the Reynolds numbers a decaying grid flow reaches.

This essay settles that. The law is exact in a limit, and a decaying flow at a grid’s Reynolds number is not in it; the terms that the limit throws away are computable, and one of them is made by the decay itself. They bias the measurement heavily. They also bias it in a known direction and by a known amount, and the proposal survives, with a correction attached.

The law that is actually exact

The four-fifths law is not a free-standing result. It is what remains of the Kármán–Howarth equation — the exact evolution equation for the second-order velocity correlation in homogeneous isotropic turbulence — when two of its terms are dropped. Kept, the equation reads

DLLL(r)=45εr    6νDLLr  +  3r40rs4DLLtds.-D_{LLL}(r) = \tfrac45\,\varepsilon r \;-\; 6\nu\,\frac{\partial D_{LL}}{\partial r} \;+\; \frac{3}{r^4}\int_0^r s^4\,\frac{\partial D_{LL}}{\partial t}\,ds.

The second term is viscous. The one exact result computed it, and showed it takes the law back below a few Kolmogorov lengths. The third term is the decay term, and it is there because the flow is losing energy: the second-order structure function at every separation is falling in time, DLL/t<0\partial D_{LL}/\partial t < 0, so the term is negative and subtracts from the third moment. In stationary, forced turbulence something else stands in its place; in freely decaying turbulence it is exactly this.

The four-fifths law is the statement that at separations far above the viscous scale and far below the integral scale both terms are negligible. Whether such separations exist at a given Reynolds number is the question, and it is the question a real Reynolds number usually answers badly.

Computing both terms

The structure function needs a spectrum, and the spectrum here is the one a relation with no turbulence in it used: Pope’s model, with its two shape constants solved at each Reynolds number so that it carries exactly the energy and the dissipation it is given. DLL(r)D_{LL}(r) is then an integral over the spectrum with the isotropic kernel, and its derivative in rr is a difference.

Its derivative in time needs the decay. A power-law decay at fixed viscosity, KtnK \propto t^{-n}, fixes everything: over a short time dtdt the energy falls by εdt\varepsilon\,dt, the dissipation falls as tn1t^{-n-1}, and the Taylor-scale Reynolds number follows from the new velocity and dissipation. The spectrum is refitted at the later instant and the structure function differenced. The model spectrum is assumed to keep its shape as it decays, which is a statement about the model and not a solution of the dynamics — but it is the same assumption every scaling argument for decay makes, and it has two checks.

The first is energy. Far beyond the integral scale DLLD_{LL} tends to twice the variance of one component, so its time derivative must tend to 43ε-\tfrac43\varepsilon exactly, since the energy is lost at the rate ε\varepsilon. At thirty integral scales the computed derivative is 1.000001 times that. The second is the time step: the result does not move by more than five parts in ten thousand between steps of a three-hundredth and three ten-thousandths of the decay time.

What the decay term is, physically

It helps to see why a decaying flow has this term at all, because it is not a correction in the usual sense. It is where part of the energy goes.

The four-fifths law is a statement about a flux. In the inertial range the energy passing each scale on its way down to the viscous scales is ε\varepsilon, and the third moment measures that flux. In a stationary flow every scale holds its energy steady, so the flux through each is the same, and it is the dissipation. In a decaying flow every scale is losing energy of its own as well. The energy passing a separation rr on its way down is then the dissipation less the rate at which the scales smaller than rr are emptying — because those scales are supplying part of the dissipation below them out of their own store, and it does not have to arrive from above.

So the third moment at a separation measures a flux that is smaller than the dissipation by the rate of loss of everything below that separation, and the decay term is exactly that rate. The larger the separation, the more of the flow’s energy lies below it and the larger the term, until beyond the integral scale the whole store is below and nothing needs to pass at all. What decay never forgets followed the same energy at the other end of the spectrum, where the largest scales keep an invariant while the rest runs down; here it is the small and middle scales running down, and the cascade is carrying less than the dissipation because they are.

That is also why the decay law matters so little. The term depends on how the energy below a separation is distributed and how fast it is lost relative to the dissipation, and the distribution is set by the inertial-range spectrum, and every decay law shares that. Only the overall rate depends on the exponent.

Two terms and a summit

Viscosity takes the law back at small separations and decay takes it back at large. The Kármán–Howarth balance in decaying turbulence at a Taylor-scale Reynolds number of 200, each term divided by (4/5)εr, against separation in Kolmogorov lengths. The viscous term dominates below a few tens of η and the decay term above, and what is left for the third-order structure function, −Dₗₗₗ/((4/5)εr), never reaches one: it peaks at 0.747 at 32 Kolmogorov lengths and falls to nothing beyond the integral scale.
Fig. 1 The three terms of the Kármán–Howarth balance at a Taylor-scale Reynolds number of 200, each as a fraction of (4/5)εr, against separation in Kolmogorov lengths. The viscous term dominates below about twenty, the decay term above about two hundred, and the third moment that is left peaks at 0.747 at 32 Kolmogorov lengths.

At a Taylor-scale Reynolds number of 200, typical of a good grid experiment some way downstream, the two neglected terms do exactly what their forms say. The viscous term is almost the whole of the balance at one Kolmogorov length and falls as a power of the separation. The decay term is negligible there and grows with the separation, crossing the viscous term at about 27 Kolmogorov lengths and taking over the whole balance beyond the integral scale, where the third moment has to vanish.

What is left for DLLL-D_{LLL} is not a plateau at four-fifths. It is a summit, and a low one: the third moment peaks at 0.747 of 45εr\tfrac45\varepsilon r, at 32 Kolmogorov lengths, and nowhere comes closer. A measurement that finds the largest value of DLLL/r-D_{LLL}/r and calls it 45ε\tfrac45\varepsilon reads a dissipation 25 per cent too small.

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.
Fig. 2 DLLL/(45εr)-D_{LLL}/(\tfrac45\varepsilon r) against separation at Taylor-scale Reynolds numbers of 50, 100, 200, 500 and 1000. Each rises through the viscous range and turns over; the peaks are 0.49, 0.63, 0.75, 0.85 and 0.90.

The same picture at five Reynolds numbers is the one this essay is about. At 50 the peak is 0.49; at 100, 0.63; at 200, 0.75; at 500, 0.85; at 1000, 0.90. Every curve rises through its viscous range and turns over as the decay term takes hold, and none has a flat top. The separation of the peak moves out with the Reynolds number, from 17 Kolmogorov lengths at 50 to 69 at 1000, which is the viscous and energy-containing ranges drawing apart — but slowly.

Grid turbulence in a wind tunnel reaches Taylor-scale Reynolds numbers of a hundred or two, and active grids a few hundred. At every Reynolds number a decaying laboratory flow reaches, the third moment falls short of the four-fifths law by between a sixth and a half.

How slowly it closes

The shortfall closes only as the two-thirds power of the Reynolds number. One minus the peak of −Dₗₗₗ/((4/5)εr), against the Taylor-scale Reynolds number, on logarithmic axes, with a line of slope −2/3 for comparison. It is 0.51 at Reλ = 50, 0.25 at 200 and 0.022 at 10,000, and its local exponent steepens from -0.47 to -0.65: the viscous term falls as (r/η)^(−4/3) and the decay term grows as (r/L)^(2/3), and the peak between them closes as (η/L)^(4/9), which is Reλ^(−2/3).
Fig. 3 One minus the peak against the Taylor-scale Reynolds number on logarithmic axes, from 50 to 10,000, with a line of slope −2/3. The points steepen towards it: the local exponent is −0.47 between 50 and 100 and −0.646 between 3,000 and 10,000.

The shortfall does close as the Reynolds number rises, and its rate follows from the shapes of the two terms. In the inertial range the viscous term falls as (r/η)4/3(r/\eta)^{-4/3}, because DLLD_{LL} grows as r2/3r^{2/3}, and the decay term grows as (r/L)2/3(r/L)^{2/3}, because the time derivative of DLLD_{LL} is proportional to DLLD_{LL} and the integral carries four more powers of the separation. The peak sits where the two are balanced, and the shortfall there goes as (η/L)4/9(\eta/L)^{4/9}. Since L/ηL/\eta grows as Reλ3/2Re_\lambda^{3/2}, the shortfall closes as Reλ2/3Re_\lambda^{-2/3}.

The computed shortfall approaches that exponent from below: 0.47-0.47 between 50 and 100, 0.55-0.55 between 100 and 200, 0.62-0.62 between 500 and 1,000, 0.646-0.646 between 3,000 and 10,000. At a Taylor-scale Reynolds number of 10,000 — the atmosphere, not a wind tunnel — the peak is 0.978. Two-thirds is a slow power. Halving the shortfall from its value at 200 needs a Reynolds number near 600; getting it under five per cent needs about 3,000.

This is the same shape of result as the limit that is not the value: a law exact at infinite Reynolds number, approached so slowly that every finite measurement is a measurement of the approach.

The decay law hardly matters

The decay law barely moves the shortfall. The peak of −Dₗₗₗ/((4/5)εr) at a Taylor-scale Reynolds number of 200 for the four decay exponents the closures produce: 6/5, 10/7, 3/2 and 5/2. It moves from 0.747 to 0.785. A faster decay loses its dissipation more slowly relative to its energy, so its structure function changes less per unit of dissipation — but the effect is a few points against a shortfall of twenty-five.
Fig. 4 The peak of DLLL/(45εr)-D_{LLL}/(\tfrac45\varepsilon r) at a Taylor-scale Reynolds number of 200 for the four decay exponents the closures produce: 0.747 at 6/5, 0.758 at 10/7, 0.761 at 3/2 and 0.785 at 5/2.

The decay term depends on how fast the structure function falls, which depends on the decay law, and the decay law is the very thing in dispute. That would make the correction circular if it mattered much. It does not. Across the four exponents the two invariants and two closures produce, from 6/5 to 5/2, the peak at Reλ=200Re_\lambda = 200 moves from 0.747 to 0.785 — four points against a shortfall of twenty-five. A faster decay, with a larger exponent, has less dissipation relative to its energy, so its structure function falls less for each unit of dissipation and the decay term is a little smaller.

So the correction can be computed from the measured Reynolds number alone, with the decay exponent entering as a detail. That is what makes the next step possible.

The bias moves, and which way

The bias drifts too, the other way, and by a sixth. Cε along a decay from Reλ = 200 to 100, relative to its value at the start, as it is (grey) and as a four-fifths-law measurement of ε would report it, for the two closures. Held constant, it would appear to fall to 0.84. Falling as one over Reλ, it doubles, and would appear to rise to 1.69. The bias is a sixth and the difference between the closures is a factor of two: the third moment can decide between them, with the decay term accounted for.
Fig. 5 The dissipation coefficient along a decay from Reλ=200Re_\lambda = 200 to 100, relative to its value at the start, as it is (grey) and as a four-fifths-law measurement of ε would report it, for a coefficient held constant and one falling as one over ReλRe_\lambda. The constant would appear to fall to 0.84; the falling coefficient, which doubles, would appear to rise to 1.69.

The use the constant that travels proposed for the law is not to measure ε\varepsilon once, but to follow CεC_\varepsilon along a decay and see whether it moves. The bias matters to that only in so far as it changes along the decay — and it does, because the Reynolds number falls as the flow decays and the shortfall grows as it falls.

Over a stretch of decay in which ReλRe_\lambda falls from 200 to 100, the peak falls from 0.747 to 0.630. A dissipation coefficient that is truly constant would therefore appear to fall by 16 per cent, to 0.84 of its starting value. A coefficient falling as one over ReλRe_\lambda truly doubles, and would appear to rise to 1.69.

Both halves of that matter. The bias is in the opposite direction to the non-equilibrium signal, so an uncorrected measurement would understate the drift the non-equilibrium closure predicts, and would make an equilibrium decay look slightly non-equilibrium the other way — a falling coefficient, which neither closure predicts at all. And the bias is a sixth against a factor of two: even uncorrected, the two closures remain distinguishable on this stretch of decay, 0.84 against 1.69. Corrected by the peak computed at each station’s measured Reynolds number, they are 1 against 2.

That answers the question the proposal was left with. The third-moment route to CεC_\varepsilon works at grid Reynolds numbers, provided the decay term is accounted for, and it discriminates between the closures by a factor where the decay exponent discriminates by five per cent.

The checks

The decaying balance's numbers, and the checks under them. The energy the decay loses far from the integral scale against the dissipation; the peak's dependence on the time step; the peak and the local exponent of its shortfall at seven Reynolds numbers.
Fig. 6 The time derivative of the structure function far beyond the integral scale against −(4/3)ε; the spread of the peak over three time steps; and the peak, its separation and the local exponent of its shortfall at seven Reynolds numbers from 50 to 10,000.

The checks are three, and each could have failed. The decay loses exactly the dissipation it was given, to a part in a million, measured where the structure function is simply twice the variance. The peak is converged in the time step to five parts in ten thousand. And the shortfall’s local exponent steepens monotonically towards the 2/3-2/3 that the separation of the two terms predicts, reaching 0.646-0.646; it would not if the spectrum’s viscous or energy-containing ranges were being fitted wrongly as the Reynolds number changed. The spectrum’s own fit — energy and dissipation carried to the value given — is inherited from the model’s constructor and checked there. A scalar carried by the same flow has its own exact law with four-thirds in place of four-fifths, and a decaying scalar would have a decay term of exactly the same form; the correction computed here would carry over to it with the scalar spectrum in place of the velocity’s.

What a measurement would have to do

The practical procedure the calculation implies has three steps, and none of them is exotic.

Measure DLLLD_{LLL} and DLLD_{LL} at each station of the decay over a range of separations, which a single hot wire and Taylor’s hypothesis already give. Take the peak of DLLL/r-D_{LLL}/r and the Reynolds number at that station. Divide the peak by the computed fraction at that Reynolds number — 0.63 at 100, 0.75 at 200 — to get 45ε\tfrac45\varepsilon. Better still, since DLLD_{LL} has been measured at two stations, compute the decay term directly from the measured time derivative, via Taylor’s hypothesis turning a downstream difference into a time difference, and add it back. That version does not need the model spectrum at all: it is the Kármán–Howarth equation applied to data.

Two things limit it. The dissipation that comes out is only as good as the time derivative, which is a difference of two measured structure functions and is noisy at small separations. And the dissipation lags the production in a flow that is not in equilibrium, which is the situation near a grid where the non-equilibrium closure applies; a spectrum whose shape is changing is exactly what this model assumes is not happening.

What the model assumes

The spectrum keeps its shape. Pope’s model spectrum is fitted afresh at each instant, so the calculation assumes the decaying spectrum passes through the same family of shapes. A real decay starting from a grid does not start in that family, and in its early stages the difference is the point of the non-equilibrium argument.

Isotropy and homogeneity. Grid turbulence is close to both far enough downstream, and the Kármán–Howarth equation needs both. Near the grid neither holds.

A power-law decay. The time derivative is taken from KtnK \propto t^{-n}. The result depends on nn only weakly, which is why that assumption is cheap — fortunately, since even the exponent of the final period, once the Reynolds number has run down, is not the universal number it is quoted as.

Nothing about intermittency. The third moment and the energy balance are fixed by the equation, and intermittency does not enter the four-fifths law or its corrections. It would enter a measurement’s noise.

Who worked it out

Kármán and Howarth derived their equation in 1938 and Kolmogorov the four-fifths law from it in 1941. That the decay term biases the law in freely decaying turbulence was pointed out repeatedly from the 1990s, and Antonia and Burattini in 2006, and Danaila and colleagues before them, estimated it from measured and modelled spectra and found shortfalls of the size computed here, closing slowly with the Reynolds number. The non-equilibrium dissipation argument this essay tests the measurement for is the work of Vassilicos and colleagues from 2011 onwards. What is added here is the use of the correction for the specific measurement proposed — the drift of CεC_\varepsilon along a decay — with the bias’s own drift computed against the signal it has to reveal.

Still open: the forced flow’s version

A decaying flow has a decay term. A stationary forced flow — a jet’s far field, a turbulent boundary layer’s log region, a periodic box with forcing — has, in the same place in the equation, a forcing term or a production term, and its shape is different: forcing concentrated at large scales leaves the inertial range untouched far more completely than a decay does, and production in a shear flow brings anisotropy with it.

The next calculation puts a forcing spectrum into the same balance — a forcing band at the integral scale, with its width a parameter — and asks how much closer the third moment comes to four-fifths at the same Taylor-scale Reynolds number. If a forced flow at 200 reaches 0.9 where a decaying one reaches 0.75, the shortfall in a decaying experiment is not a Reynolds-number effect alone but a decay effect, and the Reynolds number at which a decaying flow “has an inertial range” is higher than the one at which a forced flow does. Whether it is is a matter of computing it.

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ClosureDecayDissipationFour-fifths lawInertial rangeMeasurementModel limitReynolds numberSpectrumStructure function