THEORY OF RANDOM ADVECTION IN TWO DIMENSIONS

1996 ◽  
Vol 10 (18n19) ◽  
pp. 2273-2309 ◽  
Author(s):  
M. CHERTKOV ◽  
G. FALKOVICH ◽  
I. KOLOKOLOV ◽  
V. LEBEDEV

The steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described at scales less than the correlation length of the flow and larger than the diffusion scale. The probability distribution of the scalar is expressed via the probability distribution of the line stretching rate. The description of the line stretching can be reduced to the classical problem of studying the product of many matrices with a unit determinant. We found a change of variables which allows one to map the matrix problem into a scalar one and to prove thus a central limit theorem for the statistics of the stretching rate. The proof is valid for any finite correlation time of the velocity field. Whatever be the statistics of the velocity field, the statistics of the passive scalar in the inertial interval of scales is shown to approach Gaussianity as one increases the Peclet number Pe (the ratio of the pumping scale to the diffusion one). The first n < ln (Pe) simultaneous correlation functions are expressed via the flux of the squared scalar and only one unknown factor depending on the velocity field: the mean stretching rate. That factor can be calculated analytically for the limiting cases. The non-Gaussian tails of the probability distributions at finite Pe are found to be exponential.

1974 ◽  
Vol 64 (4) ◽  
pp. 737-762 ◽  
Author(s):  
Robert H. Kraichnan

The stretching of line elements, surface elements and wave vectors by a random, isotropic, solenoidal velocity field in D dimensions is studied. The rates of growth of line elements and (D – 1)-dimensional surface elements are found to be equal if the statistics are invariant to velocity reversal. The analysis is applied to convection of a sparse distribution of sheets of passive scalar in a random straining field whose correlation scale is large compared with the sheet size. This is Batchelor's (1959) κ−1 spectral regime. Some exact analytical solutions are found when the velocity field varies rapidly in time. These include the dissipation spectrum and a joint probability distribution that describes the simultaneous effect of Stretching and molecular diffusivity κ on the amplitude profile of a sheet. The latter leads to probability distributions of the scalar field and its space derivatives. For a growing κ−1 range at zero κ, these derivatives have essentially lognormal statistics. In the steady-state κ−1 regime at κ > 0, intermittencies measured by moment ratios are much smaller than for lognormal statistics, and they increase less rapidly with the order of the derivative than in the κ = 0 case. The κ > 0 distributions have singularities a t zero amplitude, due to a background of highly diffused sheets. The results do not depend strongly on D. But as D → ∞, temporal fluctuations in the stretching rates become negligible and Batchelor's (1959) constant-strain dissipation spectrum is recovered.


2003 ◽  
Vol 18 (33n35) ◽  
pp. 2439-2450
Author(s):  
S. G. Rajeev

It is common to model the random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an observable are distributed normally. We obtain the probability distribution this implies for the outcome of a measurement, exactly for the case of traceless 2 × 2 matrices and in the steepest descent approximation in general. Due to the phenomenon of 'level repulsion', the probability distributions obtained are quite different from the Gaussian.


1988 ◽  
Vol 15 (3) ◽  
pp. 430-436 ◽  
Author(s):  
L. Logan ◽  
V. Graham ◽  
T. E. Unny

Baseline information on water quality parameters is essential to the development of policies to manage and control con taminants in streams. Investigations on the probability behaviour of monthly statistical estimates reveal that the governing probability distributions are not fixed but change on a monthly basis; and they are non-Gaussian. Probability density functions are developed using a five-parameter polynomial density function, which allows successful preservation of the key moments of the baseline water quality sequence. Stochastic models for transformed series of concentration of total phosphorus and suspended solids are determined using the ARIMA process. Since the ARIMA family of processes requires that the underlying distributions for monthly events be Gaussian and time-invariant, appropriate transformations are made for mapping the monthly water quality data from its parent distribution to a N(0,1) distribution. The model constructed for the transformed monthly phosphorus variable is an ARIMA [1, 1, 0], while the transformed suspended solids series of monthly time step is adequately described using a white noise ARIMA model. The methodology developed provides a framework for modelling baseline water quality data at various tributaries. The transformations guarantee that the probability distribution of the observed series is incorporated into the model structure. Therefore, synthetic water quality series generated using these models reproduce the non-Gaussian time-varying probability distributions and maintain the serial relationship between consecutive monthly events. Key words: ARIMA process, non-Gaussian probability distribution, water quality time series, suspended solids data, phosphorus concentration series.


2017 ◽  
Vol 3 (3) ◽  
Author(s):  
Antonio Piscitelli ◽  
Massimo Pica Ciamarra

We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il’in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient and the asymptotic dynamics in all damping regimes, which are difficult to investigate in the usual Brownian model. We show that the crossover from the overdamped to the underdamped regime is associated with the loss of a typical time scale and of a typical length scale, as signaled by the divergence of the probability distribution of a certain dynamical event. In the underdamped regime, normal diffusion coexists with a non-Gaussian displacement probability distribution for a long transient, as recently observed in a variety of different systems. We rationalize the microscopic physical processes leading to the non-Gaussian behavior, as well as the timescale to recover the Gaussian statistics. The theoretical results are supported by numerical calculations, and are compared to those obtained for the Brownian model.


2008 ◽  
Vol 603 ◽  
pp. 63-100 ◽  
Author(s):  
G. SUBRAMANIAN ◽  
DONALD L. KOCH

A theoretical framework is developed to describe, in the limit of small but finite Re, the evolution of dilute clusters of sedimenting particles. Here, Re =aU/ν is the particle Reynolds number, where a is the radius of the spherical particle, U its settling velocity, and ν the kinematic viscosity of the suspending fluid. The theory assumes the disturbance velocity field at sufficiently large distances from a sedimenting particle, even at small Re, to possess the familiar source--sink character; that is, the momentum defect brought in via a narrow wake behind the particle is convected radially outwards in the remaining directions. It is then argued that for spherical clusters with sufficiently many particles, specifically with N much greater than O(R0U/ν), the initial evolution is strongly influenced by wake-mediated interactions; here, N is the total number of particles, and R0 is the initial cluster radius. As a result, the cluster first evolves into a nearly planar configuration with an asymptotically small aspect ratio of O(R0U/N ν), the plane of the cluster being perpendicular to the direction of gravity; subsequent expansion occurs with an unchanged aspect ratio. For relatively sparse clusters with N smaller than O(R0U/ν), the probability of wake interactions remains negligible, and the cluster expands while retaining its spherical shape. The long-time expansion in the former case, and that for all times in the latter case, is driven by disturbance velocity fields produced by the particles outside their wakes. The resulting interactions between particles are therefore mutually repulsive with forces that obey an inverse-square law. The analysis presented describes cluster evolution in this regime. A continuum representation is adopted with the clusters being characterized by a number density field (n(r, t)), and a corresponding induced velocity field (u (r, t)) arising on account of interactions. For both planar axisymmetric clusters and spherical clusters with radial symmetry, the evolution equation admits a similarity solution; either cluster expands self-similarly for long times. The number density profiles at different times are functions of a similarity variable η = (r/t1/3), r being the radial distance away from the cluster centre, and t the time. The radius of the expanding cluster is found to be of the form Rcl (t) = A (ν a)1/3N1/3t1/3, where the constant of proportionality, A, is determined from an analytical solution of the evolution equation; one finds A = 1.743 and 1.651 for planar and spherical clusters, respectively. The number density profile in a planar axisymmetric cluster is also obtained numerically as a solution of the initial value problem for a canonical (Gaussian) initial condition. The numerical results compare well with theoretical predictions, and demonstrate the asymptotic stability of the similarity solution in two dimensions for long times, at least for axisymmetric initial conditions.


1991 ◽  
Vol 63 (1-2) ◽  
pp. 305-313 ◽  
Author(s):  
T. C. Lipscombe ◽  
A. L. Frenkel ◽  
D. ter Haar

2011 ◽  
Vol 09 (supp01) ◽  
pp. 39-47
Author(s):  
ALESSIA ALLEVI ◽  
MARIA BONDANI ◽  
ALESSANDRA ANDREONI

We present the experimental reconstruction of the Wigner function of some optical states. The method is based on direct intensity measurements by non-ideal photodetectors operated in the linear regime. The signal state is mixed at a beam-splitter with a set of coherent probes of known complex amplitudes and the probability distribution of the detected photons is measured. The Wigner function is given by a suitable sum of these probability distributions measured for different values of the probe. For comparison, the same data are analyzed to obtain the number distributions and the Wigner functions for photons.


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