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Laurent Chevillard

Publications and source records attributed to Laurent Chevillard.

At least 19 recordsLinked to original sources

The spatio-temporal statistical structure of the turbulent dissipation field and its stochastic representation as a Gaussian Multiplicative Chaos

The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and probability theory, known as the Gaussian Multiplicative Chaos (GMC), that takes its roots in the phenomenology of fluid turbulence. Firstly introduced by Mandelbrot, shortly after Yaglom's discrete multiplicative cascade models, and rigorously studied by Kahane, the GMC appears as an appropriate statistically homogeneous model of the turbulent dissipation field. In this article, we will be recalling several ingredients of the associated turbulent phenomenology and its stochastic representation as a GMC, and propose a generalization to a spatio-temporal framework. All along the presentation of known properties in space, and in order to support new propositions concerning the temporal evolution, we will be calling for a comparison against Direct Numerical Simulations of the Navier-Stokes equations extracted from a publicly accessible database.

physics.flu-dyn

A spatio-temporal random synthetic turbulent velocity field: The underlying Gaussian structure

We develop, simulate and extend an initial proposition by Chaves et al. concerning a random incompressible vector field able to reproduce key ingredients of three-dimensional turbulence in both space and time. In this article, we focus on the important underlying Gaussian framework. Presently, the statistical spatial structure of this velocity field is consistent with a divergence-free fractional Gaussian vector field that encodes all known properties of homogeneous and isotropic fluid turbulence at a given finite Reynolds number, up to second-order statistics. The temporal structure of the velocity field is introduced through a stochastic evolution of the respective Fourier modes. In the simplest picture, Fourier modes evolve according to an Ornstein-Uhlenbeck process, where the characteristic time scale depends on the wave-vector amplitude. For consistency with direct numerical simulations (DNSs) of the Navier-Stokes equations, this time scale is inversely proportional to the wave vector amplitude. As a consequence, the characteristic velocity that governs the eddies is independent of their size and is related to the velocity standard deviation, which is consistent with some features of the so-called sweeping effect. To ensure differentiability in time while respecting the Markovian nature of the evolution, we use the methodology developed by Viggiano et al. to propose a fully consistent stochastic picture. We finally derive analytically all statistical quantities in a continuous setup and develop precise and efficient numerical schemes of the corresponding periodic framework. Both exact predictions and numerical estimations of the model are compared to DNSs provided by the Johns Hopkins database.

physics.flu-dyn

Numerical simulations of a stochastic dynamics leading to cascades and loss of regularity: applications to fluid turbulence and generation of fractional Gaussian fields

Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients from a smooth-in-space forcing term. It is based on a linear Partial Differential Equation (PDE) stirred by an additive random forcing term which is delta-correlated in time. The underlying proposed deterministic mechanism corresponds to a transport in Fourier space which aims at transferring energy injected at large scales towards small scales. The key role of the random forcing is to realize these transfers in a statistically homogeneous way. Whereas at finite times and positive viscosity the solutions are smooth, a loss of regularity is observed for the statistically stationary state in the inviscid limit. We here present novel simulations, based on finite volume methods in the Fourier domain and a splitting method in time, which are more accurate than the pseudo-spectral simulations. We show that the novel algorithm is able to reproduce accurately the expected local and statistical structure of the predicted solutions. We conduct numerical simulations in one, two and three spatial dimensions, and we display the solutions both in physical and Fourier spaces. We additionally display key statistical quantities such as second-order structure functions and power spectral densities at various viscosities.

physics.flu-dyn

A Linear Stochastic Model of Turbulent Cascades and Fractional Fields

Turbulent cascades characterize the transfer of energy injected by a random force at large scales towards the small scales. In hydrodynamic turbulence, when the Reynolds number is large, the velocity field of the fluid becomes irregular and the rate of energy dissipation remains bounded from below even if the fluid viscosity tends to zero. A mathematical description of the turbulent cascade is a very active research topic since the pioneering work of Kolmogorov in hydrodynamic turbulence and that of Zakharov in wave turbulence. In both cases, these turbulent cascade mechanisms imply power-law behaviors of several statistical quantities such as power spectral densities. For a long time, these cascades were believed to be associated with nonlinear interactions, but recent works have shown that they can also take place in a dynamics governed by a linear equation with a differential operator of degree 0. In this spirit, we construct a linear equation that mimics the phenomenology of energy cascades when the external force is a statistically homogeneous and stationary stochastic process. In the Fourier variable, this equation can be seen as a linear transport equation, which corresponds to an operator of degree 0 in physical space. Our results give a complete characterization of the solution: it is smooth at any finite time, and, up to smaller order corrections, it converges to a fractional Gaussian field at infinite time.

math-ph

Lagrangian modeling of a non-homogeneous turbulent shear flow: Molding homogeneous and isotropic trajectories into a jet

Turbulence is prevalent in nature and industry, from large-scale wave dynamics to small-scale combustion nozzle sprays. In addition to the multi-scale nonlinear complexity and both randomness and coherent structures in its dynamics, practical turbulence is often non-homogeneous and anisotropic, leading to great modeling challenges. In this letter, an efficient model is proposed to predict turbulent jet statistics with high accuracy. The model leverages detailed knowledge of readily available velocity signals from idealized homogeneous turbulence and transforms them into Lagrangian trajectories of a turbulent jet. The resulting spatio-temporal statistics are compared against experimental jet data showing remarkable agreement at all scales. In particular the intermittency phenomenon is accurately mapped by the model to this inhomogeneous situation, as observed by higher-order moments and velocity increment probability density functions. Crucial to the advancement of turbulence modeling, the transformation is simple to implement, with possible extensions to other inhomogeneous flows such as wind turbine wakes and canopy flows, to name a few.

physics.flu-dyn

Space-time statistics of a linear dynamical energy cascade model

A linear dynamical model for the development of the turbulent energy cascade was introduced in Apolinário \emph{et al} (J. Stat. Phys. \textbf{186}, 15 (2022)). This partial differential equation, randomly stirred by a forcing term which is smooth in space and delta-correlated in time, was shown to converge at infinite time towards a state of finite variance, without the aid of viscosity. Furthermore, the spatial profile of its solution gets rough, with the same regularity as a fractional Gaussian field. We here focus on the temporal behavior and derive explicit asymptotic predictions for the correlation function in time of this solution and observe that their regularity is not influenced by the spatial regularity of the problem, only by the correlation in time of the stirring contribution. We also show that the correlation in time of the solution depends on the position, contrary to its correlation in space at fixed times. We then investigate the influence of a forcing which is correlated in time on the spatial and time statistics of this equation. In this situation, while for small correlation times the homogeneous spatial statistics of the white-in-time case are recovered, for large correlation times homogeneity is broken, and a concentration around the origin of the system is observed in the velocity profiles. In other words, this fractional velocity field is a representation in one-dimension, through a linear dynamical model, of the self-similar velocity fields proposed by Kolmogorov in 1941, but only at fixed times, for a delta-correlated forcing, in which case the spatial statistics is homogeneous and rough, as expected of a turbulent velocity field. The regularity in time of turbulence, however, is not captured by this model.

physics.flu-dyn

Dynamical Fractional and Multifractal Fields

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To reproduce the fractional, and more specifically multifractal, regularity nature of fully developed turbulence, these dynamical evolutions incorporate an homogenous pseudo-differential linear operator of degree 0 that takes care of transferring energy that is injected at large scales in the system, towards smaller scales according to a cascading mechanism. In the simplest situation which concerns the development of fractional regularity in a linear and Gaussian framework, we derive explicit predictions for the statistical behaviors of the solution at finite and infinite time. Doing so, we realize a cascading transfer of energy using linear, although non local, interactions. These evolutions can be seen as a stochastic version of recently proposed systems of forced waves intended to model the regime of weak wave turbulence in stratified and rotational flows. To include multifractal, i.e. intermittent, corrections to this picture, we get some inspiration from the Gaussian multiplicative chaos, which is known to be multifractal, to motivate the introduction of an additional quadratic interaction in these dynamical evolutions. Because the theoretical analysis of the obtained class of nonlinear SPDEs is much more demanding, we perform numerical simulations and observe the non-Gaussian and in particular skewed nature of their solution.

math.PR

Multifractal Fractional Ornstein-Uhlenbeck Processes

The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local regularity as the one of the Brownian motion. A natural generalization of this process able to reproduce the local regularity of a fractional Brownian motion of parameter H is provided by the fractional Ornstein-Uhlenbeck process. Based on previous works, we propose to include some Multifractal corrections to this picture using a Gaussian Multiplicative Chaos. The aforementioned process, called a Multifractal fractional Ornstein-Uhlenbeck process, is a statistically stationary finite-variance process. Its underlying dynamics is non-Markovian, although non-anticipating and causal. The numerical scheme and theoretical approach are based on a regularization procedure, that gives a meaning to this dynamical evolution, which unique solution converges towards a well-behaved stochastic process.

math.PR

Lagrangian diffusion properties of a free shear turbulent jet

A Lagrangian experimental study of an axisymmetric turbulent water jet is performed to investigate the highly anisotropic and inhomogeneous flow field. The measurements were conducted within a Lagrangian exploration module, an icosahedron apparatus, to facilitate optical access of three cameras. The stereoscopic particle tracking velocimetry results in three component tracks of position, velocity and acceleration of the tracer particles within the vertically-oriented jet with a Taylor-based Reynolds number $\mathcal R_λ\simeq 230$. Analysis is performed at seven locations from 15 diameters up to 45 diameters downstream. Eulerian analysis is first carried out to obtain critical parameters of the jet and relevant scales, namely the Kolmogorov and large turnover (integral) scales as well as the energy dissipation rate. Lagrangian statistical analysis is then performed on velocity components stationarised following methods inspired by Batchelor (\textit{J. Fluid Mech.}, vol. 3, 1957, pp. 67-80) which aim to extend stationary Lagrangian theory of turbulent diffusion by Taylor to the case of self-similar flows. The evolution of typical Lagrangian scaling parameters as a function of the developing jet is explored and results show validation of the proposed stationarisation. The universal scaling constant $C_0$ (for the Lagrangian second-order structure function), as well as Eulerian and Lagrangian integral time scales are discussed in this context. $C_0$ is found to converge to a constant value (of the order of $C_0 = 3$) within 30 diameters downstream of the nozzle. Finally, the existence of finite particle size effects are investigated through consideration of acceleration dependent quantities.

physics.flu-dyn

Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic differential equation. In comparison to previously proposed stochastic models, the obtained process is infinitely differentiable at a given finite Reynolds number, and its second-order statistical properties converge to those of an Ornstein-Uhlenbeck process in the infinite Reynolds number limit. In this limit, it exhibits furthermore intermittent scaling properties, as they can be quantified using higher-order statistics. To achieve this, we begin with generalizing the two-layered embedded stochastic process of Sawford (1991) by considering an infinite number of layers. We then study, both theoretically and numerically, the convergence towards a smooth (i.e. infinitely differentiable) Gaussian process. To include intermittent corrections, we follow similar considerations as for the multifractal random walk of Bacry et al. (2001). We derive in an exact manner the statistical properties of this process, and compare them to those estimated from Lagrangian trajectories extracted from numerically simulated turbulent flows. Key predictions of the multifractal formalism regarding acceleration correlation function and high-order structure functions are also derived. Through these predictions, we understand phenomenologically peculiar behaviours of the fluctuations in the dissipative range, that are not reproduced by our stochastic process. The proposed theoretical method regarding the modelling of infinitely differentiability opens the route to the full stochastic modelling of velocity, including the peculiar action of viscosity on the very fine scales.

physics.flu-dyn

Flow of Spatiotemporal Turbulentlike Random Fields

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and multifractal, both in space and time, as it is demanded by the phenomenology of turbulence at infinite Reynolds numbers. We then solve numerically the flow equations for a differentiable version of this field. We observe that trajectories get also rough, characterized by nearly the same Hurst exponent as the one of our prescribed advecting field. Moreover, even when considering the simplest situation of the advection by a fractional Gaussian field, we evidence in the Lagrangian framework additional intermittent corrections. The present approach involves properly defined random fields, and asks for a rigorous treatment that would explain our numerical findings and deepen our understanding of this long lasting problem.

physics.flu-dyn

Structure, dynamics and reconnection of vortices in a nonlocal model of superfluids

We study the reconnection of vortices in a quantum fluid with a roton minimum, by numerically solving the Gross-Pitaevskii (GP) equations. A non-local interaction potential is introduced to mimic the experimental dispersion relation of superfluid $^4\mathrm{He}$. We begin by choosing a functional shape of the interaction potential that allows to reproduce in an approximative way the so-called roton minimum observed in experiments, without leading to spurious local crystallization events. We then follow and track the phenomenon of reconnection starting from a set of two perpendicular vortices. A precise and quantitative study of various quantities characterizing the evolution of this phenomenon is proposed: this includes the evolution of statistics of several hydrodynamical quantities of interest, and the geometrical description of a observed helical wave packet that propagates along the vortex cores. Those geometrical properties are systematically compared to the predictions of the Local Induction Approximation (LIA), showing similarities and differences. The introduction of the roton minimum in the model does not change the macroscopic properties of the reconnection event but the microscopic structure of the vortices differs. Structures are generated at the roton scale and helical waves are evidenced along the vortices. However, contrary to what is expected in classical viscous or inviscid incompressible flows, the numerical simulations do not evidence the generation of structures at smaller or larger scales than the typical atomic size.

physics.flu-dyn

A multifractal model for the velocity gradients dynamics in turbulent flows

We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in turbulence phenomenology as the intermittency coefficient, gives a realistic picture of velocity gradient statistics at any Reynolds number. To achieve this level of accuracy, we use as a first modelling step a regularized self-stretching term in the framework of the Recent Fluid Deformation (RFD) approximation that was shown to give a realistic picture of small scales statistics of turbulence only up to moderate Reynolds numbers. As a second step, we constrain the dynamics, in the spirit of Girimaji & Pope (1990), in order to impose a peculiar statistical structure to the dissipation seen by the Lagrangian particle. This probabilistic closure uses as a building block a random field that fulfils the statistical description of the intermittency, i.e. multifractal, phenomenon. To do so, we define and generalize to a statistically stationary framework a proposition made by Schmitt (2003). These considerations lead us to propose a non-linear and non-Markovian closed dynamics for the elements of the velocity gradient tensor. We numerically integrate this dynamics and observe that a stationary regime is indeed reached, in which (i) the gradients variance is proportional to the Reynolds number, (ii) gradients are typically correlated over the (small) Kolmogorov time scale and gradients norms over the (large) integral time scale (iii) the joint probability distribution function of the two non vanishing invariants $Q$ and $R$ reproduces the characteristic teardrop shape, (iv) vorticity gets preferentially aligned with the intermediate eigendirection of the deformation tensor and (v) gradients are strongly non-Gaussian and intermittent.

physics.flu-dyn

On a skewed and multifractal uni-dimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence

We construct, for the first time to our knowledge, a one-dimensional stochastic field $\{u(x)\}_{x\in \mathbb{R}}$ which satisfies the following axioms which are at the core of the phenomenology of turbulence mainly due to Kolmogorov: (i) Homogeneity and isotropy: $u(x) \overset{\mathrm{law}}= -u(x) \overset{\mathrm{law}}=u(0)$ (ii) Negative skewness (i.e. the $4/5^{\mbox{\tiny th}}$-law): \\ $\mathbb{E}{(u(x+\ell)-u(x))^3} \sim_{\ell \to 0+} - C \, \ell\,,$ \, for some constant $C>0$ (iii) Intermittency: $\mathbb{E}{|u(x+\ell)-u(x) |^q} \asymp_{\ell \to 0} |\ell|^{ξ_q}\,,$ for some non-linear spectrum $q\mapsto ξ_q$ Since then, it has been a challenging problem to combine axiom (ii) with axiom (iii) (especially for Hurst indexes of interest in turbulence, namely $H<1/2$). In order to achieve simultaneously both axioms, we disturb with two ingredients a underlying fractional Gaussian field of parameter $H\approx \frac 1 3 $. The first ingredient is an independent Gaussian multiplicative chaos (GMC) of parameter $γ$ that mimics the intermittent, i.e. multifractal, nature of the fluctuations. The second one is a field that correlates in an intricate way the fractional component and the GMC without additional parameters, a necessary inter-dependence in order to reproduce the asymmetrical, i.e. skewed, nature of the probability laws at small scales.

math.PR

Regularized fractional Ornstein-Uhlenbeck processes, and their relevance to the modeling of fluid turbulence

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented by a fractional Gaussian noise, of parameter $H$, regularized over a (small) time scale $ε>0$. A peculiar correlation between these two plays a key role in the establishment of the statistical properties of its solution. We show that this solution reaches a stationary regime, which marginals, including variance and increment variance, remain bounded when $ε\to 0$. In particular, in this limit, for any $H\in ]0,1[$, we show that the increment variance behaves at small scales as the one of a fractional Brownian motion of same parameter $H$. From the theoretical side, this approach appears especially well suited to deal with the (very) rough case $H<1/2$, including the boundary value $H=0$, and to design simple and efficient numerical simulations.

physics.flu-dyn

Instantons in a Lagrangian model of turbulence

The role of instantons is investigated in the Lagrangian model for the velocity gradient evolution known as the Recent Fluid Deformation approximation. After recasting the model into the path-integral formalism, the probability distribution function is computed along with the most probable path in the weak noise limit through the saddle-point approximation. Evaluation of the instanton solution is implemented numerically by means of the iteratively Chernykh-Stepanov method. In the case of the longitudinal velocity gradient statistics, due to symmetry reasons, the number of degrees of freedom can be reduced to one, allowing the pdf to be evaluated analytically as well, thereby enabling a prediction of the scaling of the moments as a function of Reynolds number. It is also shown that the instanton solution lies on the Vieillefosse line concerning the RQ-plane. We illustrate how instantons can be unveiled in the stochastic dynamics performing a conditional statistics.

physics.flu-dyn

A dissipative random velocity field for fully developed fluid turbulence

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent flow. A key step in the construction of this model is the introduction of some aspects of the vorticity stretching mechanism that governs the dynamics of fluid particles along their trajectory. An additional further phenomenological step aimed at including the long range correlated nature of turbulence makes this model depending on a single free parameter $γ$ that can be estimated from experimental measurements. We confirm the realism of the model regarding the geometry of the velocity gradient tensor, the power-law behaviour of the moments of velocity increments (i.e. the structure functions), including the intermittent corrections, and the existence of energy transfers across scales. We quantify the dependence of these basic properties of turbulent flows on the free parameter $γ$ and derive analytically the spectrum of exponents of the structure functions in a simplified non dissipative case. A perturbative expansion in power of $γ$ shows that energy transfers, at leading order, indeed take place, justifying the dissipative nature of this random field.

physics.flu-dyn

Orientation dynamics of small, triaxial-ellipsoidal particles in isotropic turbulence

The orientation dynamics of small anisotropic tracer particles in turbulent flows is studied using direct numerical simulation (DNS) and results are compared with Lagrangian stochastic models. Generalizing earlier analysis for axisymmetric ellipsoidal particles (Parsa et al. 2012), we measure the orientation statistics and rotation rates of general, triaxial ellipsoidal tracer particles using Lagrangian tracking in DNS of isotropic turbulence. Triaxial ellipsoids that are very long in one direction, very thin in another, and of intermediate size in the third direction exhibit reduced rotation rates that are similar to those of rods in the ellipsoid's longest direction, while exhibiting increased rotation rates that are similar to those of axisymmetric discs in the thinnest direction. DNS results differ significantly from the case when the particle orientations are assumed to be statistically independent from the velocity gradient tensor. They are also different from predictions of a Gaussian process for the velocity gradient tensor, which does not provide realistic preferred vorticity-strain-rate tensor alignments. DNS results are also compared with a stochastic model for the velocity gradient tensor based on the recent fluid deformation approximation (RFDA). Unlike the Gaussian model, the stochastic model accurately predicts the reduction in rotation rate in the longest direction of triaxial ellipsoids since this direction aligns with the flow's vorticity, with its rotation perpendicular to the vorticity being reduced. For disc-like particles, or in directions perpendicular to the longest direction in triaxial particles, the model predicts {noticeably} smaller rotation rates than those observed in DNS, a behavior that can be understood based on the probability of vorticity orientation with the most contracting strain-rate eigen-direction in the model.

physics.flu-dyn