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  • quantum mechanical analogy  (1)
  • shear layers  (1)
  • successive random addition  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of statistical physics 81 (1995), S. 717-736 
    ISSN: 1572-9613
    Keywords: Fractal random fields ; Monte Carlo methods ; successive random addition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Two hierarchical Monte Carlo methods for the generation of self-similar fractal random fields are compared and contrasted. The first technique, successive random addition (SRA), is currently popular in the physics community. Despite the intuitive appeal of SRA, rigorous mathematical reasoning reveals that SRA cannot be consistent with any stationary power-law Gaussian random field for any Hurst exponent; furthermore, there is an inherent ratio of largest to smallest putative scaling constant necessarily exceeding a factor of 2 for a wide range of Hurst exponentsH, with 0.30〈H〈0.85. Thus, SRA is inconsistent with a stationary power-law fractal random field and would not be useful for problems that do not utilize additional spatial averaging of the velocity field. The second hierarchical method for fractal random fields has recently been introduced by two of the authors and relies on a suitable explicit multiwavelet expansion (MWE) with high-moment cancellation. This method is described briefly, including a demonstration that, unlike SRA, MWE is consistent with a stationary power-law random field over many decades of scaling and has low variance.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of statistical physics 75 (1994), S. 1153-1165 
    ISSN: 1572-9613
    Keywords: Turbulent diffusion ; shear layers ; long-range correlations ; renormalization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Recently, a rigorous renormalization theory for various scalar statistics has been developed for special modes of random advection diffusion involving random shear layer velocity fields with long-range spatiotemporal correlations. New random shearing direction models for isotropic turbulent diffusion are introduced here. In these models the velocity field has the spatial second-order statistics of an arbitrary prescribed stationary incompressible isotropic random field including long-range spatial correlations with infrared divergence, but the temporal correlations have finite range. The explicit theory of renormalization for the mean and second-order statistics is developed here. With ε the spectral parameter, for −∞〈ε〈4 and measuring the strength of the infrared divergence of the spatial spectrum, the scalar mean statistics rigorously exhibit a phase transition from mean-field behavior for ε〈2 to anomalous behavior for ε with 2〈ε〈4 as conjectured earlier by Avellaneda and the author. The universal inertial range renormalization for the second-order scalar statistics exhibits a phase transition from a covariance with a Gaussian functional form for ε with ε〈2 to an explicit family with a non-Gaussian covariance for ε with 2〈ε〈4. These non-Gaussian distributions have tails that are broader than Gaussian as ε varies with 2〈ε〈4 and behave for large values like exp(−C c |x|4−ε), withC c an explicit constant. Also, here the attractive general principle is formulated and proved that every steady, stationary, zero-mean, isotropic, incompressible Gaussian random velocity field is well approximated by a suitable superposition of random shear layers.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of statistical physics 73 (1993), S. 515-542 
    ISSN: 1572-9613
    Keywords: Turbulent diffusion ; inertial range renormalization ; long-range correlations ; quantum mechanical analogy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract The inertial range for a statistical turbulent velocity field consists of those scales that are larger than the dissipation scale but smaller than the integral scale. Here the complete scale-invariant explicit inertial range renormalization theory for all the higher-order statistics of a diffusing passive scalar is developed in a model which, despite its simplicity, involves turbulent diffusion by statistical velocity fields with arbitrarily many scales, infrared divergence, long-range spatial correlations, and rapid fluctuations in time-such velocity fields retain several characteristic features of those in fully developed turbulence. The main tool in the development of this explicit renormalization theory for the model is an exact quantum mechanical analogy which relates higher-order statistics of the diffusing scalar to the properties of solutions of a family ofN- body parabolic quantum problems. The canonical inertial range renormalized statistical fixed point is developed explicitly here as a function of the velocity spectral parameterɛ, which measures the strength of the infrared divergence: forɛ〈2, mean-field behavior in the inertial range occurs with Gaussian statistical behavior for the scalar and standard diffusive scaling laws; forɛ〉2 a phase transition occurs to a fixed point with anomalous inertial range scaling laws and a non-Gaussian renormalized statistical fixed point. Several explicit connections between the renormalization theory in the model and intermediate asymptotics are developed explicitly as well as links between anomalous turbulent decay and explicit spectral properties of Schrödinger operators. The differences between this inertial range renormalization theory and the earlier theories for large-scale eddy diffusivity developed by Avellaneda and the author in such models are also discussed here.
    Type of Medium: Electronic Resource
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