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Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata, Rome. biferale @roma2. infn .it ICTR Collaboration
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Page 1: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Multifractals. Eulerian and Lagrangian StatisticsVienna 2008

Luca BiferaleDept. of Physics and INFN, University of Tor Vergata, Rome.

[email protected]

ICTR Collaboration

Page 2: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Eulerian Turbulence

Inertial range

Energy flux

Page 3: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

INTERMITTENCY[ DNS Reλ = 6002048^3 Benzi et al 2007,PRL, submitted]

INTERMITTENCY

Page 4: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

The “Standard Model”

Parisi-Frisch 1983Benzi, Paladin, Parisi & Vulpiani1984

Page 5: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

CONNECTION CUMULANTS -- STRUCTURE FUNCTIONS

CUMULANTS -SF

peak

tail

[Delour Muzy ArneodoEPJB 2001]

from Mordant et al NJP 04

Page 6: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

GOTOH

very short scalingrange

Page 7: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

REMOVING FOCUS ON PURE POWER LAW:

TYPICALLY NEVER OBSERVED IN DNS OR CONTROLLEDLABORATORY EXPERIMENTS (MODERATE

REYNOLDS NUMBERS)

AT HIGH REYNOLDS NUMBERS (ABL, SOLAR WIND ETC..)CONTAMINATION FROM ANOSOTROPIES OR/AND NON-

HOMOGENEITIES (DIFFICULT TO CONTROL)

IN PRESENCE OF FINITE INERTIAL RANGE EXTENSION:WHAT TO CONTROL? HOW TO TEST QUANTITATIVELY INFLUENCE/IMPORTANCE OF VISCOUS AND INTEGRAL

SCALES?

NO POWER LAW

Page 8: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

HOW TO CHECK D(h) QUANTITATIVELY CONSIDERINGTHE NATURAL LIMITATIONS IN THE INERTIAL RANGEEXTENSIONS?

LOOK FOR THE EFFECTS OF VISCOUS SCALES.THE SO-CALLED: INTERMEDIATE DISSIPATIVE RANGE

AND TRY TO TEST MULTIFRACTAL PREDICTION ALSOON THIS EXTENDED RANGE OF SCALES

Page 9: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

PALADIN VULPIANI

Page 10: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Frisch Vergassola

Page 11: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

[Biferale PoFsubmitted]

JOERG

MF prediction

Page 12: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

BATCHELOR + MF PARAMETRISATION

Free parameter See also Chevillard et al Physica D2006

meneveau

Page 13: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

GOING LAGRANGIAN…..

WHY?Frisch & Vergassola EPL 1991

Chevillard et al Physica D 2006

Page 14: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Lagrangian turbulence?Is the multifractal formalism able to describe also the phenomenology of

Lagrangian turbulence ?“….Unfortunately, there are no significant lagrangian measurements of velocity,

acceleration, etc., to test the multifractal predictions. …”

M.S. Borgas, “The Multifractal Lagrangian Nature of Turbulence”, Phyl. Trans:Phys. Sciences and Eng. Vol. 342 (1993) 379.

Recently things are changingRecently things are changing ! !Eulerian MF Lagrangian MF

With some surprise…

Page 15: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Experimental Lagrangian measurements are intrinsically difficult: one has to follow (many) Lagrangiantrajectories for long time at high Reynolds (i.e. high sampling frequency)

Ott and Mannexperiment at Risøconventional 3D PTV -Reλ=100-300

Bodenschatz et al atCornell-MPIsilicon strip detectors(now also CCD) Reλ ≈ 1000-1500

Pinton et al ENSLAcoustic/LaserDoppler tracking - Reλ ~800 (singleparticle tracking)

Experiments

Warhaft et alexperiment atCornellFast moving cameraReλ ≈ 300

Luthi, Tsinober et al3D PTV and 3D scanning PTV forvelocity gradients

non intrusive tracking down to

Page 16: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

- low to moderate Reynolds numbers, Re- computationally expensive (Cpu time ∝ Reλ6)- memory demanding (ram ∝ Reλ

9/2)

+ high time resolution and long tracking+ large Lagrangian statistics+ multiparticle tracking+ simultaneous Eulerian-Lagrangian statistics

DNS

+s and -s

Page 17: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

k-5/3Spectral flux

Energy spectrum

CINECA keyproject 10243

DNS+tracers

Pseudo spectral code - dealiased 2/3 rule - normal viscosity -

2 millions of passive tracers- code fully parallelized with

MPI+FFTW - Platform IBM SP4 (sust. Performance

150Mflops/proc) - 50000 cpu hours -

duration of the run: 40 days

2 1090.0035.90.021.83.140.00254002048

NpδxTτηTLLηReλN1.92 1060.0064.40.0331.83.140.0052841024

0.96 1060.01250.0482.13.140.01183512

NpδxTτηTLLηReλN

[L.B. G. Boffetta, A. Celani, B. Devenish, A.S. Lanotte, F. Toschi]

Page 18: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Lagrangian velocity statistics

Does it exist and how to estimate ?In Eulerian turbulence we have

Let’s try to make a predictions

Page 19: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Bridge between Eulerian and Lagrangian description:

Lagrangian velocity statistics(2)

We assume that and are linked by the typicaleddy turn over time at the given spatial scale

[Borgas (1993); Boffetta et al (2002)]

Page 20: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Lagrangian structure functions

Multifractal prediction for the Lagrangian structure functions

whereSame D(h) ofthe Eulerian field !!

WARNING: NO EXACT RESULTS SUPPORTING THEEXISTENCE OF SCALING LAWS IN LAGRANGIANFRAMEWORK

EULERIAN

Page 21: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

but: dissipative time fluctuates (as the dissipative scale)

Batcherlo-meneveau lagrangian

Start from Eulerian

free parameter

BATCHELOR-MENEVEAU -> LAGRANGIAN[CHEVILLARD ET AL PRL 2003]

Page 22: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Pdf lagrangian

Page 23: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

SF lagrangian

GLOBAL FIT? -> POWER LAW?

Page 24: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

The local exponents ζp(τ) act as magnifying glass, probing locally the value of the scaling exponents.

-) Power law scaling -> plateaux for local scaling exponents

-) Comparing results from different components: estimate of anisotropy

Magnifying glass

Page 25: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Biferale, Bodenschatz, Cencini

et al, PoF 2007 submitted

Chevillard et al PRL 2003

Xu et al PRL 2006

Biferale et al prl 2004

Page 26: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Shaded yellow area:Theoretical Uncertainty:variation in the MF atchanging Reynolds and/or D(h) [She-Leveque PRL 1994; Dubrulle PRL 1994]

K41

WE LEARN ABOUT:(i) INTERMITTENCY; (ii) UNIVERSALITY; (iii) ANISOTROPY

Page 27: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

MultiFractal WITH DISSIPATIVE FLUCTUATING

MultiFractal WITHOUT DISSIPATIVE FLUCTUATING

Page 28: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

WHAT HAPPENS AROUND DISSIPATIVE TIME?

Page 29: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

TRAPPING INTO VORTEX FILAMENTS

[see also La Porta et al Nature 2001)]

velocity acceleration

bimodal statistics?background+structures?

Page 30: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

St=0.6

Light γ=3

Heavy γ=0

plot from E. Calzavarini

tracers

WHERE ARE THESE ANIMALS?

CAN WEPREDICT IT USINGA SUITABLE MF?

Not so simple, whereis preferential concentration?

Page 31: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Acceleration statistics

At increasing St: strong depletion of bothrms acc. and pdf tails.

Residual dependence on Re very similar tothat observed for tracers. [Sawford et al (2003); Borgas(1993)]

[Bec et al JFM 2006]

EXP: [Gylfason et al, PRL 2006]

CAN WEPREDICT USINGA SUITABLE MF?

Page 32: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

OPEN PROBLEMS

HOW TO EXTEND THE MF PREDICTION TO INCLUDE PREFERENTIAL CONCENTRANTION.

PROBE EULERIAN <-> LAGRANGIAN MF CONNECTION TO HIGHER ORDER STATISTICS. ISLAGRANGIAN REALLY FULLY INCLUDED IN EULERIAN? (AND VICEVERSA)

OBSERVED MISMATCH BETWEEN LONGITUDINAL-TRANSVERSE SCALING IN EULERIAN SF, ANDBETWEEN ENSTROPHY AND ENERGY DISSIPATION. FINITE REYNOLDS EFFECT?

PROBE REFINED KOLMOGOROV HYPOTHESIS IN LAGRANGIAN DOMAIN -> IMPORTANT FORMODELISATION [preliminary results -> OK]

PROBE MULTISCALE-MULTITIME CORRELATION FUNCTIONS

INCLUDE IN MF DESCRIPTION KNOWN EXACT RESULTS (KARMAN-HOWART EQ)

ANISOTROPIC FLUCTUATIONS: IS THERE A CASCADE, IS THERE INTERMITTENCY? IS IT UNIVERSAL?

BUILD UP SEQUENTIAL MF SURROGATES TO FEED STOCHASTIC MODELS FOR PARTICLE ADVECTION IN TURBULENCE.

Page 33: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Multiscale velocity correlations in turbulenceR. Benzi and L. Biferale and F. Toschi Physical Review Letters 1998

Multiscale Model of Gradient Evolution in Turbulent FlowsL. Biferale and L. Chevillard and C. Meneveau and F. Toschi Physical Review Letters 2007

Anisotropy in turbulent flows and in turbulent transportL. Biferale and I. Procaccia Phys. Rep. 2005

Fusion Rules in Turbulent Systems with Flux Equilibrium V. S. L'vov and I. Procaccia Phys. Rev. Lett 1996

Refined similarity hypothesis for transverse structure functions in fluid turbulence S. Chen and K. R. Sreenivasan and M. Nelkin and N. Z. Cao Phys. Rev. Lett. 1997

G. Stolovitzky and K. R. Sreenivasan Rev. Mod. Phys. 1994

Transition between viscous and inertial-range scaling of turbulence structure functions C. Meneveau Physical Review E 1996

Unified multifractal description of velocity increments statistics in turbulence: Intermittency and skewness L. Chevillard and B. Castaing and E. Leveque and A. Arneodo Physica D2006

Mimicking a turbulent signal: sequential multiaffine processesL. Biferale, G. Boffetta, A. Celani, A. Crisanti and A. VulpianiPhys. Rev. E 1998.

A conditionally cubic-Gaussian stochastic Lagrangian model for acceleration in isotropic turbulenceA.G. LAMORGESE and S. B. POPE and P. K. YEUNG and B. L. SAWFORD J. Fluid Mech. 2007

Page 34: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

Thanks to:

J. Bec, E. Bodenschatz, G. Boffetta, A. Celani, M. Cencini, A.S. Lanotte, F. Toschi, H. Xu.

and many others:

R. Benzi, E. Calzavarini, L. Chevillard, B. Devenish, R. Fisher, T. Gotoh, L. Kadanoff, D. Lamb, S. Musacchio, N. Ouellette.

THANKS

Page 35: Multifractals. Eulerian and Lagrangian Statistics · Multifractals. Eulerian and Lagrangian Statistics Vienna 2008 Luca Biferale Dept. of Physics and INFN, University of Tor Vergata,

http://http://cfdcfd..cinecacineca.it.it

Thank youThank you

iCFDdatabase


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