Kraichnan flow in a square: An example of integrable chaos

DOI10.1007/S10955-006-9225-5MaRDI QIDQ885049zbMATH OpenOpenAlexFDO

Authors R. Chetrite, Jean-Yves Delannoy, Krzysztof Gawȩdzki

Publication date 7 June 2007

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0606015

zbMATH Keywords

Lyapunov exponentsmultiplicative ergodic theoremmultiplicative stochastic equations

Mathematics Subject Classification ID

Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Dynamical systems approach to turbulence (76F20) Statistical turbulence modeling (76F55)

Abstract: The Kraichnan flow provides an example of a random dynamical system accessible to an exact analysis. We study the evolution of the infinitesimal separation between two Lagrangian trajectories of the flow. Its long-time asymptotics is reflected in the multiplicative large deviation regime of the statistics of stretching exponents. In the flow in a two-dimensional periodic square where the anisotropy persists at small scales, the calculation of the large deviation rate function of the stretching exponents reduces to the study of the ground state energy of an integrable periodic Schroedinger operator of the Lame type. The underlying integrability permits to explicitly exhibit the non-Gaussianity of the multiplicative large deviations, to analyze the time-scales at which the large deviation regime sets in and to identify the general scenario for the appearance of multiplicative large deviations and the restrictions on its applicability.

Review text

The Kraichnan random ensemble of velocities has been extensively used to model the turbulent transport. As a random dynamical system, under suitable simplifications (here, the flow in a periodic square) the Kraichnan flow is amenable to an exact analysis. Specifically, the evolution of infinitesimal separation between two Lagrangian trajectiories of the flow, in the long-time asymptotics is reflected in the large deviation regime of the statistics of stretching exponents. The core of the paper is devoted to properties of Kraichnan flow in a periodic square: the persistence of anisotropy at small distances, the calculation of Lyapunov exponents, the large deviations analysis for stretching exponents, their relation to Lamé equations (that is the hidden integrable structure existing within the model), their non-Gaussianity and discontinuity in anisotropy parameters. Hints are given towards the existence of a general scenario for the occurence of multiplicative large deviations when all Lyapunov exponents are different, and for the mechanism of its failure when some of Lyapunov exponents get close.

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Cited in

(9)

• Test of the fluctuation relation in Lagrangian turbulence on a free surface
• Fluctuation relations for diffusion processes
• Clustering and coalescence from multiplicative noise: the Kraichnan ensemble
• Quartic polynomial approximation for fluctuations of separation of trajectories in chaos and correlation dimension
• Blow-up for a stochastic model of chemotaxis driven by conservative noise on \(\mathbb{R}^2\)
• Dynamical large deviations for an inhomogeneous wave kinetic theory: linear wave scattering by a random medium
• Stabilization by transport noise and enhanced dissipation in the Kraichnan model
• The continuum limit of some products of random matrices associated with renewing flows
• Dispersion and collapse in stochastic velocity fields on a cylinder

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