An Essay on A Statistical Theory of Turbulence

Σχετικά έγγραφα
L p approach to free boundary problems of the Navier-Stokes equation

Global nonlinear stability of steady solutions of the 3-D incompressible Euler equations with helical symmetry and with no swirl

D Alembert s Solution to the Wave Equation

Example Sheet 3 Solutions

J. of Math. (PRC) 6 n (nt ) + n V = 0, (1.1) n t + div. div(n T ) = n τ (T L(x) T ), (1.2) n)xx (nt ) x + nv x = J 0, (1.4) n. 6 n

Space-Time Symmetries

Appendix to On the stability of a compressible axisymmetric rotating flow in a pipe. By Z. Rusak & J. H. Lee

ES440/ES911: CFD. Chapter 5. Solution of Linear Equation Systems

Phys460.nb Solution for the t-dependent Schrodinger s equation How did we find the solution? (not required)

Fourier Series. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics

1. 3. ([12], Matsumura[13], Kikuchi[10] ) [12], [13], [10] ( [12], [13], [10]

J. of Math. (PRC) Banach, , X = N(T ) R(T + ), Y = R(T ) N(T + ). Vol. 37 ( 2017 ) No. 5

The Probabilistic Method - Probabilistic Techniques. Lecture 7: The Janson Inequality

ST5224: Advanced Statistical Theory II

The kinetic and potential energies as T = 1 2. (m i η2 i k(η i+1 η i ) 2 ). (3) The Hooke s law F = Y ξ, (6) with a discrete analog

Chapter 6: Systems of Linear Differential. be continuous functions on the interval

Weak solution to compressible hydrodynamic flow of liquid crystals in 1-D

ECE Spring Prof. David R. Jackson ECE Dept. Notes 2

Aquinas College. Edexcel Mathematical formulae and statistics tables DO NOT WRITE ON THIS BOOKLET

Homework 8 Model Solution Section

b. Use the parametrization from (a) to compute the area of S a as S a ds. Be sure to substitute for ds!

Other Test Constructions: Likelihood Ratio & Bayes Tests

Ordinal Arithmetic: Addition, Multiplication, Exponentiation and Limit

Congruence Classes of Invertible Matrices of Order 3 over F 2

SCITECH Volume 13, Issue 2 RESEARCH ORGANISATION Published online: March 29, 2018

Section 8.3 Trigonometric Equations

High order interpolation function for surface contact problem

Homework 3 Solutions

Parametrized Surfaces

Areas and Lengths in Polar Coordinates

( y) Partial Differential Equations

Spherical Coordinates

Higher spin gauge theories and their CFT duals

Matrices and Determinants

Areas and Lengths in Polar Coordinates

2 Composition. Invertible Mappings

SCHOOL OF MATHEMATICAL SCIENCES G11LMA Linear Mathematics Examination Solutions

Απόκριση σε Μοναδιαία Ωστική Δύναμη (Unit Impulse) Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο. Απόστολος Σ.

EE512: Error Control Coding

Finite Field Problems: Solutions

Part III - Pricing A Down-And-Out Call Option

상대론적고에너지중이온충돌에서 제트입자와관련된제동복사 박가영 인하대학교 윤진희교수님, 권민정교수님

X g 1990 g PSRB

u = g(u) in R N, u > 0 in R N, u H 1 (R N ).. (1), u 2 dx G(u) dx : H 1 (R N ) R

Homomorphism in Intuitionistic Fuzzy Automata

Lecture 21: Scattering and FGR

Approximation of distance between locations on earth given by latitude and longitude

Econ 2110: Fall 2008 Suggested Solutions to Problem Set 8 questions or comments to Dan Fetter 1

Chapter 6: Systems of Linear Differential. be continuous functions on the interval

ANSWERSHEET (TOPIC = DIFFERENTIAL CALCULUS) COLLECTION #2. h 0 h h 0 h h 0 ( ) g k = g 0 + g 1 + g g 2009 =?

Solution Series 9. i=1 x i and i=1 x i.

HIV HIV HIV HIV AIDS 3 :.1 /-,**1 +332

Pg The perimeter is P = 3x The area of a triangle is. where b is the base, h is the height. In our case b = x, then the area is

Local Approximation with Kernels

Lecture 26: Circular domains

Higher Derivative Gravity Theories

Partial Differential Equations in Biology The boundary element method. March 26, 2013

Tridiagonal matrices. Gérard MEURANT. October, 2008

Uniform Convergence of Fourier Series Michael Taylor

6.1. Dirac Equation. Hamiltonian. Dirac Eq.

The Pohozaev identity for the fractional Laplacian

3.4 SUM AND DIFFERENCE FORMULAS. NOTE: cos(α+β) cos α + cos β cos(α-β) cos α -cos β

Appendix A. Curvilinear coordinates. A.1 Lamé coefficients. Consider set of equations. ξ i = ξ i (x 1,x 2,x 3 ), i = 1,2,3

2.1

Resurvey of Possible Seismic Fissures in the Old-Edo River in Tokyo

Statistical Inference I Locally most powerful tests

Second Order Partial Differential Equations

Math221: HW# 1 solutions

CE 530 Molecular Simulation

Numerical Analysis FMN011

DiracDelta. Notations. Primary definition. Specific values. General characteristics. Traditional name. Traditional notation

Mock Exam 7. 1 Hong Kong Educational Publishing Company. Section A 1. Reference: HKDSE Math M Q2 (a) (1 + kx) n 1M + 1A = (1) =

wave energy Superposition of linear plane progressive waves Marine Hydrodynamics Lecture Oblique Plane Waves:

Phase-Field Force Convergence

Exercises 10. Find a fundamental matrix of the given system of equations. Also find the fundamental matrix Φ(t) satisfying Φ(0) = I. 1.

ΠΑΝΔΠΗΣΖΜΗΟ ΠΑΣΡΩΝ ΣΜΖΜΑ ΖΛΔΚΣΡΟΛΟΓΩΝ ΜΖΥΑΝΗΚΩΝ ΚΑΗ ΣΔΥΝΟΛΟΓΗΑ ΤΠΟΛΟΓΗΣΩΝ ΣΟΜΔΑ ΤΣΖΜΑΣΩΝ ΖΛΔΚΣΡΗΚΖ ΔΝΔΡΓΔΗΑ

1. (a) (5 points) Find the unit tangent and unit normal vectors T and N to the curve. r(t) = 3cost, 4t, 3sint

A Bonus-Malus System as a Markov Set-Chain. Małgorzata Niemiec Warsaw School of Economics Institute of Econometrics

CHAPTER 25 SOLVING EQUATIONS BY ITERATIVE METHODS

C.S. 430 Assignment 6, Sample Solutions

The Spiral of Theodorus, Numerical Analysis, and Special Functions

From the finite to the transfinite: Λµ-terms and streams

ADVANCED STRUCTURAL MECHANICS

On the Galois Group of Linear Difference-Differential Equations

Discontinuous Hermite Collocation and Diagonally Implicit RK3 for a Brain Tumour Invasion Model

Bundle Adjustment for 3-D Reconstruction: Implementation and Evaluation

derivation of the Laplacian from rectangular to spherical coordinates

Probability and Random Processes (Part II)

A Note on Intuitionistic Fuzzy. Equivalence Relation

SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM

Solvability of Brinkman-Forchheimer equations of flow in double-diffusive convection

Η συμβολή του Δ. Κάππου στην Kβαντική Πιθανότητα

1 String with massive end-points

P AND P. P : actual probability. P : risk neutral probability. Realtionship: mutual absolute continuity P P. For example:

Vol. 31,No JOURNAL OF CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY Feb

([28] Bao-Feng Feng (UTP-TX), ( ), [20], [16], [24]. 1 ([3], [17]) p t = 1 2 κ2 T + κ s N -259-

Mean bond enthalpy Standard enthalpy of formation Bond N H N N N N H O O O

Introduction to Theory of. Elasticity. Kengo Nakajima Summer

Jesse Maassen and Mark Lundstrom Purdue University November 25, 2013

HOMEWORK 4 = G. In order to plot the stress versus the stretch we define a normalized stretch:

Transcript:

53 特集 注目研究 in 年会 04 ɹ Պڀݚ Ӄཧ ژ দɹຊ ਓ Պ ཧ ɹ ɹ ɹ ɹوɹ೭ ɹ ࡔ Պڀݚ Ӄཧ ژ Kolmogorov Onsager Kármán-Howarth- Monin Euler An Essay on A Statistical Theory of Turbulence Takeshi MATSUMOTO, Faculty of Science, Kyoto University Hayato NAWA, Dept. of Math. School of Science and Technology, Meiji University Takashi SAKAJO, Faculty of Science, Kyoto University (Received DD Month, 04) Revisiting Kolmogorov s statistical laws (appearing in so-called Kolmogorov s Theory of 94) and Onsager s conjecture (949), we make an assessment of their mathematical relevance from the view point of stochastic processes. Then we need to examine the exact meaning of Kolmogorov s fundamental hypothesis, so that we introduce a new energy dissipation rate, which is inspired by the Kármán-Howarth-Monin relation. Our mathematical strategy viewing turbulence may not be a conventional one: we don t assume any fluid equations describing the turbulence at first, but we regard turbulence as an infinite dimensional probability measure on an ensemble of appropriate time-dependent vector fields on the flat torus T 3, which describes (a part of) Kolmogorov s statistical laws. We then consider necessary properties of the ensemble in which the desired probability should be constructed. Now we have a speculation that a family of incompressible Euler flows could be our candidate, according to a number of mathematical results on the Euler flows, e.g., Constantin-E-Titi (994), Duchon-Robert (000), Eyink (003), De Lellis-Székelyhidi (0), Isett (0), Buckmaster- De Lelis-Székelyhidi (04). This speculation could lead us to a (pseudo) Gibbs measure on the ensemble. (KEY WORDS): Turbulence, fluid mechanics, Kolmogorov, Onsager, Euler flow, Gibbs measure 606-850 E-mail: takeshi@kyoryu.scphys.kyoto-u.ac.jp 4-857 -- E-mail: nawa@meiji.ac.jp 606-850 E-mail: sakajo@math.kyoto-u.ac.jp 04 日本流体力学会 A reprint from symposium proceedings, not an original paper

54 T 3 Ω := C(T 3 0, T ]; ), B: Ω Borel P : B (Ω, B, P ) P Ω B P V x,t : Ω T x T 3 = E P f Ef(V x,t )] Ef(V x,t )] := f(v x,t (u))p (Du) Ω = f(v)p Vx,t (dv) 3 P Ω P Vx,t V x,t 4 f(u(x, t)) := Ef(V x,t )]. Kolmogorov Onsager Kolmogorov Onsager Kolmogorov ϵ := lim inf ν 0 ν u > 0 () u u(x, t) =: V x,t (u); (evaluation map) (projection) (x, t) V x,t x, y T 3 EV x,t ] = EV y,t ]. f C L ( ) F (0) = 0 F C(0, )) Ef(V x,t, V y,t )] = F ( x y ). h > 0 EV x,t ] = EV x,t+h ]. 5 Kolmogorov p S p ( p N ) ( ] p ) h S p u] : = E (V x+h,t (u) V x,t (u)) h ] p h = (u(x + h, t) u(x, t)). h K4 3 5) h p N 3 P Vx,t Lebesgue L 3 P V x,t (dv) L 3 (dv) () = p(v; x, t) p(v; x, t) v (x, t) f(v)p Vx,t (dv) = f(v)p(v; x, t)l 3 (dv) P Lebesgue dx 4 5 ν > 0 t T > 0 ν u = ν T 3 i,j 3 ( ) ui dx x j

55 C p h (x, t) T 3 0, T ] S p u] = C p ( ϵ h ) p/3. (3) 6 Kolmogorov Onsager Hölder Hölder /3 (u(x + h, t) u(x, t)) h h h α, 0 < α /3. (4) (u(x + h, t) u(x, t)) h h h α, α>/3. (5) L u(x, t) dx = u(x, 0) dx. (6) T 3 T 3 Onsager Euler Besov 3, 4) Hölder Onsager Hölder /3,, 5, 0) Kolmogorov E V x,t V y,t ] Modulus Onsager 7) u u(x, t) u(y, t) Kolmogorov Onsager ˆω 7 ) Kolmogorov - Čentsov Modulus Hölder {X x,t ˆω,s } s 0,] p > Kolmogorov Hölder /3 Onsager (4) 0 < α < /3 Kolmogorov - Čentsov Kolmogorov Navier- Stokes Onsager Euler T 3 Ω P ν > 0 () Ω 3 Navier-Stokes Monin Kármán-Howarth-Monin 9) η η < ξ δ ξ u := u(x + ξ, t) u(x, t) ϵ = 4 div ξ δξ u δ ξ u. (9) X x,t ˆω,s (u) := V x+sˆω,t(u) ˆω = u(x + sˆω, t) ˆω, s > 0 t x s 0, ] (Ω, B, P ) {X x,t ˆω,s } s 0,] (3) p X x,t E p ] r p/3 (8) ˆω,s+r Xx,t ˆω,s (7) ν ξ = 0 Ω ϵu](x, t) := 4 div ξ = 4 div ξ ( ) δ ξ u δ ξ u ξ=0 ( ξ V x,t u] ξ V x,t u]) ξ=0 (0) 7 Kolmogorov - Čentsov 6 p = 3 C 3 = 4 Kolmogorov 4/5-5 (8) implicit constant (3)

56 4 Euler 8 ξ V x,t u] := V x+ξ,t u] V x,t u] = u(x + ξ, t) u(x, t) = δ ξ u Onsager Hölder /3 (0) C 0 φ ε (ε > 0) T 3 φ ε δ 0 (ε 0) ϵu](x, t) := 4 lim δ ξ u δ ξ u φ ε (ξ) dξ () ε 0 ϵu](x, t) := 4 lim r 0 L 3 δ ξ u δ ξ u (B(0; r)) ξ =r ξ ξ H (dξ) = 3 4 lim δ rˆω u δ rˆω u ˆω H (dˆω). r 0 4πr ˆω = 9 () 0 4 lim δ ξ u δ ξ u φ ε (ξ) dξ ε 0 = 3 4 lim δ rˆω u δ rˆω u ˆω H (dˆω). r 0 4πr ˆω = (3) 6) 8 ϵ ](x, t) Ω 9 H Hausdorff u B(0;r) ( div ξ δξ u δ ξ u ) dξ = δ ξ u ξ δ ξ u ξ =r ξ H (dξ). Duchon-Robert 6) u L 3 (T 3 (0, T )) Euler (3) D (T 3 (0, T )) Du](x, t) := 4 lim δ ξ u δ ξ u φ ε (ξ) dξ (4) ε 0 Du] = ( ) ( ( )) u u div u t + p. (5) Du] () ϵu] (5) Du] 0 (3) (3) 4 Du] = lim δ rˆω u δ rˆω u ˆω H (dˆω). 3 r 0 4πr ˆω = (6) Duchon-Robert 6) (6) Kármán- Howarth-Monin 4/3-4 3 ϵ ξ = δ ξ u δ ξ u ξ, η < ξ, ξ Eyink 7) Duchon-Robert 6) 4 lim δ ξ u δ ξ u φ ε (ξ) dξ ε 0 = 5 4 lim δ r ˆω u ˆω] 3 H (dˆω); r 0 4πr ˆω = (7) (4) Du] 4 Du] = lim 5 r 0 4πr δ rˆω u ˆω] 3 H (dˆω) (8) ˆω = Eyink 7) Duchon-Robert 6) (3) p = 3 Kolmogorov 4/5-4 5 ϵ ξ = δ ξ u ] 3 ξ, η < ξ, ξ Eyink-Sreenivasan 8) Onsager 0 Ω () () (4) - (5) Onsager

57 Duchon-Robert 6) Eyink 7) Euler Du] > 0 (6) (8) Du] > 0 ϵ ] Ω Duchon-Robert 6) Eyink 7) Ω P Euler 5 Euler Euler T 0 T 3 Du](x, t) dxdt > 0 (9) 3 Euler 8, 9) Onsager,, 5, 0) Hölder /3 ε ( ε > 0), ) Hölder /3 4 Hölder /3 Onsager (5) (6) 3 (4) Du] 4 L e = e(t) > 0 u(t) = e(t) Euler Euler Duchon-Robert 6) Eyink 7) T 3 0, T ] t x Hölder Hölder /3 (6) (8) Du] = 0 (5) (9) Euler P Kolmogorov (3) p = 3 6 Kato ) Navier-Stokes (ν 0 ) u L T 3 0, T ] 5 Ω () () () Duchon-Robert 6) (4) (9) ξ Euler t t, t + ] t Du] ϵ x,t u] := t t+ t/ t t/ ds Du](y, s) dy. x+ t t, t + ] t Minimal Flow Unit (MFU ) T 3 0, T ] N 6 5 6

58 (x + ) t t, t + t ] MFU (x, t) T 3 (0, T ) N (x, t) MFU 7 (x,t) MF U { (x + ) t t, t + t ]} (x, t) (y, s) { (x + ) t t { (y + ), t + t ]} s t, s + t = T 3 (0, T ), ]} =. MFU MFU 8 N MFU T 3 0, T ] A 9 N MFU T 3 0, T ] A N 0 0) Shannon- McMillan N 7 8 Shannon-McMillan A N Shannon-McMillan A N Shannon-McMillan Shannon-McMillan A MFU ϵ x,t, ϵ > 0 ϵ > 0 Ω Dv MFU Z x,t Ω β := β exp t t+ t/ t t/ ] ds Dv](y, s)dy Dv. x+ β (0) (β > 0 ) ϵ x,t v] Hölder /3 Hölder Ω (0) Ω Z x,t β MFU N MFU Ω 9 0 A N N MFU A Ω MFU Shannon-McMillan MFU

59 Shannon-McMillan β t+ t/ ] Theorem (Shannon - McMillan). exp ds Dv](y, s)dy t A = {a (x,t) MFU t t/ x+, a,..., a k } Ω = A N N X i = X i (ω) := ω i ( ω = (ω, ω,..., ω N ) Ω ) () (i =,,..., N) Nβ T ] = exp ds Dv](y, s)dy. () T 0, T ] 0 T A 3 = a a... a k p p p... p k β MFU N ϵ 3 N H H := k p j ln p j. j= JSPS (B) This work is partially supported by Grant-in-Aid for Scientific Research (B) # 3340030 of JSPS. Kolmogorov-Čentsov Theorem (Kolmogorov - Čentsov ). (Ω, B, P ) X = { X t 0 t T } α β C E X t X s α ] C t s +β, 0 s, t T, X Hölder (modification) X { } = Xt 0 t T Hölder γ γ (0, β/α) P ω Ω sup 0<t s<h(ω) s, t 0,T ] δ t s γ X t (ω) X s (ω) =. h(ω) δ > 0 (7) {X x,t ˆω,s } s 0,] p > Kolmogorov (8) α = p β = p 3 Hölder /3 Brown n α = n β = n Brown Hölder Hölder {X x,t ˆω,s } s 0,] Hölder 3 Onsager 3 α β N(α, β) N N(α, β) Ω Ω N Shannon-McMillan () P (Ω N ) > α, () ω Ω N e N(H+β) P ({ω}) e N(H β), (3) Ω N (events) #Ω N e N(H β) #Ω N e N(H+β). Ω N δ k ln p j β δ > 0 { Ω N := ω Ω Ni(ω) N pi j= } < δ, i k. N i(ω) ω A N a i P N () () (3) {A N } {B N } 3 A N B N def lim N ln A N ln B N = A a a... a k =. p p(a ) p(a )... p(a k ) 0 p(a i ) (i =,,..., k) k p(a i ) = i= Ω = A N P

530 () (3) P ({ω}) e NH #Ω N e NH (3) ln #Ω N lim N N = H. () P ({ω}) e N{D(p q)+h} q i = N i(ω) D(p q) N D(p q) := k j= p j ln p j q j. ) Buckmaster, T.: Onsager conjecture almost everywhere in time, arxiv:304.049v3 (03) ) Buckmaster, T., De Lellis, C. & Székelyhidi, L. Jr.: Dissipative Euler flows with Onsager-critical spatial regularity, arxiv:404.695v (04) 3) Cheskidov, A., Constantin, P., Friedlander, S. & Shvydkoy, R.: Energy conservation and Onsager s conjecture for the Euler equations, Nonlinearity vol (003) 33 5 4) Constantin, P., E,W., & Titi, E. S.: Onsager s conjecture on the energy conservstion for solutions of Euler s equation, Commun. Math. Phys. vol 65: (994) 07-09 5) De Lellis, C. & Székelyhidi, L. Jr.: Dissipative Euler flows and Onsager s conjecture, arxiv:0.75v (0) 6) Duchon, J. & Robert, R.: Inertial energy dissipation for weak solutions of incompressible Euler and Navier-Stokes equations, Nonlinearity vol 3 (000) 49-55 7) Eyink, G. L.: Local 4/5-law and energy dissipation anomaly in turbulence, Nonlinearity vol (003) 33 5 8) Eyink, G. L. & Sreenivasan, K. R.: Onsager and the theory of hydrodynamic turbulence, Rev. Mod. Phys. vol 78 (006) 87 35 9) Frisch, U.: Turbulence, Legacy of A. N. Kolmogorov, Cambridge University Press (996). 0) Isett, P.: Continuous Euler flows in three dimensions with compact support in time, arxiv:.4065v (0) ) Karatzas, I, & Shreve, S. E.: Brownian Motion and Stochastic Calculus, nd Edition, GTM, Springer, New York, (99). ) Kato, T.: Remarks on zero viscosity limit for nonstationary Navier-Stokes flows with boundary, Seminar on Nonlinear Differential Equations, Chern, S.S. (ed.), Springer-Verlag (984), 85-98 3) Kolmogorov, A. N.: The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers, Dkl. Akad. Nauk SSSR, vol 30 (94) 9-3 4) Kolmogorov, A. N.: On degeneration of isotropic turbulence in an incompressible viscous liquid, Dkl. Akad. Nauk SSSR, vol 3 (94) 538-540 5) Kolmogorov, A. N.: Dissipation of energy in locally isotropic turbulence, Dkl. Akad. Nauk SSSR, vol 3 (94) 6-8 6) Kolmogorov, A. N.: A refinement of previous hypothesis concerning the local structure of turbulence in a viscous incompressible fluid at high Reynords number, J. Fluid Mech., vol 3 (96) 8-85 7) Onsager, L.: Statistical hydrodynamics, Nuovo Cimento Suppl. vol 6 (949) 97 87. 8) Scheffer, V.: An inviscid flow with compact support in space-time, J. Geom. Anal. vol 3 (993) 343 40. 9) Schnirelman, A.: On the uniqueness of weak solution of the Euler equation, Comm. Pure Appl. math.. vol 50 (997) 6 86. 0) Shiryaev, A. N.: Probability, nd ed., Springer, New York, (995)