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References 1. Perrin, J.B. (1908). Comptes Rendus, Paris, 146, 967. 2. Chandrasekhar, S. (1943). Reviews of Modern Physics, 15, 1. 3. Bouchaud, G.P. and Gorges, A. (1990). Physics Reports, 195, 132–292. 4. Haus, J.W. and Kehr, K.W. (1987). Physics Reports, 150, 263. 5. Gardiner, C.W. (1985). Handbook of Stochastic Methods. Springer-Verlag, Berlin. 6. Montroll, E.W. and Shlesinger, M.F. (1984). On the wonderful world of random walks, in Studies in Statistical Mechanics 11, 1. Elsevier Science, Amsterdam. 7. Montroll, E.W. and West, B.J. (1979). On an enriched collection of stochastic processes, in Fluctuation Phenomena. Elsevier, Amsterdam. 8. Mazo, R.M. (2002). Brownian Motion, Fluctuations, Dynamics and Applicatins. Clarendon Press, Oxford. 9. Berg, H.C. (1969). Random Walks in Biology. Princeton University Press, Princeton, NJ. 10. Weiss, G.H. (1994). Aspects and Applications of the Random Walk. Elsevier, Amsterdam. 11. Zeldovich, Ya. B., Ruzmaikin, A.A., and Sokoloff, D.D. (1990). The Almighty Chance. World Scientific, Singapore. 12. Moffatt, H.K. (1981). Journal of Fluid Mechanics, 106, 27. 13. Moffatt, H.K. (1983). Reports on Progress in Physics, 621, 3. 14. Sornette, D. (2006). Critical Phenomena in Natural Sciences. Springer-Verlag, Berlin. 15. Horton W. and Ichikawa, Y.-H. (1994). Chaos and Structures in Nonlinear Plasmas. World Scientific, Singapore. 16. Ben-Avraham, D. and Havlin, S. (1996). Diffusion and Reactions in Fractalsand Disordered Systems. Cambridge University Press, Cambridge, U.K. 17. Krommes, J.A. (2002). Physics Reports, 360, 1–352. 18. Crisanti, A., Falcioni, M., and Vulpiani, A. (1991). Revista Del Nuovo Cimento, 14, 1–80. 19. Childress, S. and Gilbert, A.D. (1995). Stretch, Twist, Fold: The Fast Dynamo. Springer- Verlag, Berlin. 20. Bakunin, O.G. (2004). Report on Progress in Physics, 67, 965. 21. Csanady, G.T. (1972). Turbulent Diffusion in the Environment. D. Reidel, Dordrecht. 22. Cushman-Roisin, B. (1994). Introduction to Geophysical Fluid Dynamics. Prentice-Hall, Englewood Cliffs, NJ. 23. Frenkiel, N.F., ed. (1959). Atmospheric Diffusion and Air Pollution. Academic Press, New York. 24. Nieuwstadt, F.T.M. and Van Dop, H., eds. (1981). Atmospheric Turbulence and Air Pollution Modeling. D. Reidel, Dordrecht. 25. Panofsky, H.A. and Dutton, I.A. (1970). Atmospheric Turbulence, Models and Methods for Engineering Applications. Wiley Interscience, New York. 26. Pasquill, F. and Smith, F.B. (1983). Atmospheric Diffusion. Ellis Horwood Limited, Halsted Press, New York. 255
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Page 1: References - Springer978-3-540-68222-6/1.pdf · Reviews of Modern Physics, 15,1. 3. ... Studies in Statistical Mechanics 11, 1. ... Reichl, L.E. (1998). A Modern Course in Statistical

References

1. Perrin, J.B. (1908). Comptes Rendus, Paris, 146, 967.2. Chandrasekhar, S. (1943). Reviews of Modern Physics, 15, 1.3. Bouchaud, G.P. and Gorges, A. (1990). Physics Reports, 195, 132–292.4. Haus, J.W. and Kehr, K.W. (1987). Physics Reports, 150, 263.5. Gardiner, C.W. (1985). Handbook of Stochastic Methods. Springer-Verlag, Berlin.6. Montroll, E.W. and Shlesinger, M.F. (1984). On the wonderful world of random walks, in

Studies in Statistical Mechanics 11, 1. Elsevier Science, Amsterdam.7. Montroll, E.W. and West, B.J. (1979). On an enriched collection of stochastic processes, in

Fluctuation Phenomena. Elsevier, Amsterdam.8. Mazo, R.M. (2002). Brownian Motion, Fluctuations, Dynamics and Applicatins. Clarendon

Press, Oxford.9. Berg, H.C. (1969). Random Walks in Biology. Princeton University Press, Princeton, NJ.

10. Weiss, G.H. (1994). Aspects and Applications of the Random Walk. Elsevier, Amsterdam.11. Zeldovich, Ya. B., Ruzmaikin, A.A., and Sokoloff, D.D. (1990). The Almighty Chance. World

Scientific, Singapore.12. Moffatt, H.K. (1981). Journal of Fluid Mechanics, 106, 27.13. Moffatt, H.K. (1983). Reports on Progress in Physics, 621, 3.14. Sornette, D. (2006). Critical Phenomena in Natural Sciences. Springer-Verlag, Berlin.15. Horton W. and Ichikawa, Y.-H. (1994). Chaos and Structures in Nonlinear Plasmas. World

Scientific, Singapore.16. Ben-Avraham, D. and Havlin, S. (1996). Diffusion and Reactions in Fractalsand Disordered

Systems. Cambridge University Press, Cambridge, U.K.17. Krommes, J.A. (2002). Physics Reports, 360, 1–352.18. Crisanti, A., Falcioni, M., and Vulpiani, A. (1991). Revista Del Nuovo Cimento, 14, 1–80.19. Childress, S. and Gilbert, A.D. (1995). Stretch, Twist, Fold: The Fast Dynamo. Springer-

Verlag, Berlin.20. Bakunin, O.G. (2004). Report on Progress in Physics, 67, 965.21. Csanady, G.T. (1972). Turbulent Diffusion in the Environment. D. Reidel, Dordrecht.22. Cushman-Roisin, B. (1994). Introduction to Geophysical Fluid Dynamics. Prentice-Hall,

Englewood Cliffs, NJ.23. Frenkiel, N.F., ed. (1959). Atmospheric Diffusion and Air Pollution. Academic Press,

New York.24. Nieuwstadt, F.T.M. and Van Dop, H., eds. (1981). Atmospheric Turbulence and Air Pollution

Modeling. D. Reidel, Dordrecht.25. Panofsky, H.A. and Dutton, I.A. (1970). Atmospheric Turbulence, Models and Methods for

Engineering Applications. Wiley Interscience, New York.26. Pasquill, F. and Smith, F.B. (1983). Atmospheric Diffusion. Ellis Horwood Limited, Halsted

Press, New York.

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289. Bakunin, O.G. (2005). Physica A, 346, 284.290. Bakunin, O.G. (2004). Physics Letters A, 330, 23.291. Vlad, M., Spineanu, F., Misguich, J.H., and Balescu, R. (1998). Physics Reviews E, 58, 7359.292. Vlad, M., Spineanu, F., Misguich, J.H., and Balescu, R. (2002). Physics Reviews E, 66

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Index

Advection, 27, 34–36, 75–77Advection-diffusion equation, 34–36Advection subrange, 35Alfven, 205–208Alfven’s turbulence, 207–208Anisotropy, 7, 92, 200, 220, 234, 237Anomalous diffusion, 7, 47–51, 53, 60–62, 92,

98, 110–111, 147, 151, 214, 221–222,223, 238, 247–249

Atmosphere, 22, 24, 75

Batchelor, 32, 33, 34, 38, 51, 52Blasius, 27Bohm, 139, 141, 217Bohm scaling, 138–141, 217Boltzmann, 3Boundary-layer theory, 27Braded magnetic fields, 10Broadbent, 157Brown, 3, 197Brownian landscape, 196–199Brownian motion, 3–7, 47, 93, 197, 229

Cantordust, 147, 148set, 147, 149–150

Cascade phenomenology, 34–38Chapman, 43, 225, 226Continuous time random walk, 223–241comb structures, 218–220Complex structures, 10, 77, 135–136, 140Complex systems, 87, 118, 131, 221, 230, 246Convective cells, 10, 66, 115, 131–143, 170,

172, 190Correlation length, 6, 13, 18, 77, 92, 108–109,

111–114, 120, 122, 124, 126, 127, 140,

151, 157–158, 162, 163–164, 172, 174,179, 190, 207, 217, 218, 221

Correlation mechanisms, 10, 108, 117,118, 190

Correlation scale, 3–18, 62, 63, 65, 69, 77,108, 109, 122, 126, 127, 139–140, 165,169, 171–173, 175, 177, 180–181, 183,185, 188, 191, 193, 206–208, 215–216,220–221

Correlation time, 6, 11, 16–18, 23, 64–65, 77,88, 96, 109, 112, 122, 124–126, 131,133–134, 139–142, 151, 162, 169, 173,174, 178, 182, 184–185, 190, 202, 214,216–217

Corrsinconjecture, 58–59, 60–62, 66, 218, 222,

252–254independence hypothesis, 57–69

Critical exponent, 157, 158, 165

Davydov, 11Diffusion

coefficient, 5–8, 13, 16–18, 21, 24, 31–33,42, 44, 57–58, 63–67, 71, 74, 76–77, 79,81, 83, 87, 90–91, 105, 107–109, 111,114–115, 121–122, 124–127, 132, 133,135, 139–140, 142, 151, 162, 164–165,169, 174–175, 178–182, 183, 184–186,189–191, 201–202, 207, 213–214,217–219, 221, 229, 233, 235, 237, 245,247, 253–254

equation, 8–13, 18, 26, 33–35, 38, 41–53,58, 71–86, 104, 201, 235, 243–245

Diffusive motion, 3, 117, 213Dissipation range, 29Dissipation rate, 27–28, 34–35, 38, 51, 154,

156, 205–206

263

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264 Index

Double diffusion, 112, 117, 124–125, 200,214–215, 220–222, 233–234, 235

Einstein, 14, 41, 43, 44, 51, 223, 226–227Energy-containing scales, 28Energy spectrum, 30–31, 36–37, 58, 64,

155–156, 204, 232Ensemble, 63, 81, 94, 98, 106, 218, 252Escape probability, 213–222, 239, 246, 248Euclidean dimension, 148Eulerian correlation, 59, 60–61, 237

Fick law, 8Field-line random walk, 107Fluctuation-dissipative relation, 136–138Fluctuations, 10, 13, 15, 34, 82, 90–91,

101–102, 106, 108–109, 136, 138–142,185–186

Fluid turbulence, 104, 129Flux-gradient relation, 11Fractal, 34, 47, 48, 50, 99, 136, 147–166,

171–172, 182–183, 190, 196–198,214–216, 232, 251

Fractal dimension, 147–151, 152, 153–154,156, 158–159, 166, 197–198, 232

Fractional derivatives, 13, 47–51, 52Fractional differential equation, 220, 226–228,

230–231, 234–236Fully developed turbulence, 38

Gaussian distribution, 9, 45, 52–53, 58, 62, 220Graded percolation, 165–166, 194, 198, 199

Hamiltonian function, 161, 246, 253Hammersley, 157Hausdorff dimension, 148Hierarchy of scales, 33, 128, 172–173,

178–181, 183–184, 193–195,203–204, 207

Howells, 64–65, 66–68, 79, 115, 237Hurst exponent, 7, 22–23, 46, 61–62, 89–91,

96–98, 112, 152, 196–197, 200,202–203, 216, 230, 233–234, 238, 239,247, 248

Inertial range, 28, 30, 36, 38, 47Ingenhousz, 3Intermittency, 34, 154, 232Internal-convective subrange, 35Isotropic turbulence, 22, 31, 51, 54, 153–154,

194, 204

Kinetic equation, 13, 243–244, 246Kohlrausch, 214, 224, 248–249

Kohlrausch relaxation function, 224Kolmogorov, 204–205, 225–226, 232Kolmogorov microscale, 36Kolmogorov phenomenology, 137, 204–205Kolmogorov spectrum, 38Kraichnan, 58, 205Kramers, 243–244Kubo number, 77–80, 110, 119, 121–122,

125, 139, 141, 175, 177, 188–189, 203,217–218, 253–254

Lagrangian correlation, 15–18, 21, 23, 57–59,61, 64, 68, 229–230, 247–248

Lagrangian correlation functions, 21, 58, 68Lagrangian description, 13–18Lagrangian particle, 13–15, 17–18Lagrangian statistics, 33Lagrangian velocity, 14, 22, 59Langevin, 14, 21, 229Levy, 34, 41, 45, 50, 53, 248, 249Levy flight, 46, 53, 221Levy-Khintchine distribution, 41Levy-stable distribution, 44–46Levy walk, 34, 231Liouville derivatives, 48Longitudinal correlations, 235–238Long-range correlations, 48, 62, 83–84, 110,

157, 169, 189Long tails, 63Lyapunov’s exponent, 118

Magnetic diffusion coefficient, 105, 107–108,111, 114–115, 122, 221

Magnetohydrodynamics, 106, 129, 204–208Magnetohydrodynamic turbulence, 129,

204–208Mandelbrot, 147, 150, 155, 202Markovian processes, 227Mean displacement, 4, 94, 247Memory effects, 12–13, 38, 44, 48, 75, 223,

225–227, 230–231, 233, 243, 251Moffat, 64, 68Molecular diffusivity, 18, 34Monin, 51–53, 231

Navier-Stokes, 26–27, 38Nested hierarchy, 193–195Newtonian fluid, 26–27Nondiffusive kinetic effects, 246Nonlocal effects, 41–53

Obukhov, 26, 30, 31, 33, 35–36, 156One-flight model, 247–249Organized structures, 129

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Index 265

Passive scalar transport, 10, 109, 113Peclet number, 64–66, 73, 74, 76, 132–143,

136–138, 170–172, 175Percolation regime, 124, 172, 175, 178, 215Percolation threshold, 158, 160–163, 165Percolation transition, 157–160Percolation transport, 95, 180, 184, 186,

200, 204Perrin, 3Phase space, 81, 214, 218, 222, 243–254Phase transition, 157, 172, 247Plasma, 81, 101–108, 111, 117, 119, 123, 127,

129, 131, 138–141, 143, 204, 205, 208,221, 246, 249

Plasma turbulence, 104, 106, 139, 246Poiseuille flow, 71Poisson distribution, 213, 223, 226–227Prandtl number, 36

Random walks, 3–18, 24, 87–89, 99, 107,108, 111–112, 120, 122, 151–152, 156,196–197, 215, 223–241

Rayleigh-Benard convective rolls, 134Reconnection of streamlines, 7Relative diffusion, 23, 31–33, 41, 52, 231, 245Renormalization, 57–69, 74–76, 90, 92,

112–115, 141–143, 162–165, 169–172,175–177, 179, 182–185, 187–189,190–191, 194, 206, 214, 219, 226, 233,235–236

Return effects, 87–99Reynolds number, 27, 28, 30, 33, 36, 65,

104–106, 137Richardson, 23–26, 31–34, 51–52, 156,

231–232, 245Root-mean-square displacement, 3, 5, 6, 88

Scalar spectrum, 34–38Seed diffusion, 7, 57, 68, 75, 81, 90, 122, 132,

178, 213, 235Self-avoiding random walks, 89, 152, 156, 197Self-similar, 52–53, 147–151, 158, 196Shear flow, 37, 62, 71, 75, 87–98, 125, 165,

200–201, 235, 237–238Sierpinski carpet, 158, 159Smoluchowski, 43, 51, 223, 225–226Sticky island, 246

Sticky island boundary, 246Stochastic instability, 7, 112, 117–129, 178,

187–189, 203–204Stochastic instability increment, 119–122,

187–189, 203Stochastic magnetic field, 68, 101, 104,

106–112, 117, 119, 122, 124, 127–128,189–191, 206–208, 220–221, 233–235

Strong turbulence, 18, 137–138, 215, 217–218Subdiffusion, 161, 213–222Superdiffusion, 7, 90–92, 96–97, 202Suprathermal particles, 246System of zonal flows, 10

Taylor, 14–16, 21–22, 26, 57, 66, 68, 71–77,81, 83–84, 92, 109, 142, 229, 237, 247

Taylor dispersion, 71–75, 237Telegraph equation, 11–13, 42, 44, 52, 84–86,

226, 245Temperature spectrum, 36Transport models, 7, 180, 218–220Transverse correlations, 112, 115Trapping, 213–222, 223, 238–239, 246,

249–250, 252–253Turbulent diffusion, 6–7, 11–13, 15–18, 21–38,

44, 51, 53, 57, 64–65, 77, 92, 101, 107,109, 114, 117, 122, 131–135, 138, 142,160, 164, 166, 169, 175–176, 180–181,203, 216, 229, 233, 247, 253

Turbulent mixing, 11, 24, 136–137, 140, 208Turbulent transport, 7, 13, 16, 18, 21, 23, 32,

38, 51, 58, 62, 64, 66, 68, 74, 77, 80, 81,84, 95–98, 101, 104, 106, 107, 115, 122,138, 151, 153, 169–191, 196, 205, 208,228, 239, 245, 255

Velocity distribution, 93, 98, 245, 249–252Velocity fluctuations, 11, 13, 15, 136Velocity spectrum, 37Viscous-convective subrange, 37–38Vlasov equation, 102–103Vortex structures, 213, 238–240, 254

Waiting time distribution, 228–230, 238Well-developed turbulence, 26Wiener process, 47

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