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We present an analysis of the Navier-Stokes equations based on a spatial filtering technique to elucidate the multi-scale nature of fully developed turbulence. In particular, the advection of a band-pass-filtered small-scale contribution by larger scales is considered, and rigorous upper bounds are established for the various dynamically active scales. The analytical predictions are confirmed with direct numerical simulation data. The results are discussed with respect to the establishment of effective large-scale equations valid for turbulent flows., 14 pages, 6 figures

We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the sharpness of those results. Our proof makes use of a probabilistic interpretation of the dissipation of solutions to the advection diffusion equation., Comment: 17 pages, 3 figures

We consider a class of ordinary differential equations in $d$-dimensions featuring a non-Lipschitz singularity at the origin. Solutions of such systems exist globally and are unique up until the first time they hit the origin, $t = t_b$, which we term `blowup'. However, infinitely many solutions may exist for longer times. To study continuation past blowup, we introduce physically motivated regularizations: they consist of smoothing the vector field in a $\nu$--ball around the origin and then removing the regularization in the limit $\nu\to 0$. We show that this limit can be understood using a certain autonomous dynamical system obtained by a solution-dependent renormalization procedure. This procedure maps the pre-blowup dynamics, $t < t_b$, to the solution ending at infinitely large renormalized time. In particular, the asymptotic behavior as $t \nearrow t_b$ is described by an attractor. The post-blowup dynamics, $t > t_b$, is mapped to a different renormalized solution starting infinitely far in the past. Consequently, it is associated with another attractor. The $\nu$-regularization establishes a relation between these two different "lives" of the renormalized system. We prove that, in some generic situations, this procedure selects a unique global solution (or a family of solutions), which does not depend on the details of the regularization. We provide concrete examples and argue that these situations are qualitatively similar to post-blowup scenarios observed in infinite-dimensional models of turbulence., Comment: 27 pages, 8 figures

We formulate a class of stochastic partial differential equations based on Kelvin’s circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own average over realizations of this noise. We call these systems the Lagrangian averaged stochastic advection by Lie transport (LA SALT) equations. These equations are nonlinear and non-local, in both physical and probability space. Before taking this average, the equations recover the Stochastic Advection by Lie Transport (SALT) fluid equations introduced by Holm (Proc R Soc A 471(2176):20140963, 2015). Remarkably, the introduction of the non-locality in probability space in the form of momentum transported by its own mean velocity gives rise to a closed equation for the expectation field which comprises Navier–Stokes equations with Lie–Laplacian ‘dissipation’. As such, this form of non-locality provides a regularization mechanism. The formalism we develop is closely connected to the stochastic Weber velocity framework of Constantin and Iyer (Commun Pure Appl Math 61(3):330–345, 2008) in the case when the noise correlates are taken to be the constant basis vectors in $$\mathbb {R}^3$$ R 3 and, thus, the Lie–Laplacian reduces to the usual Laplacian. We extend this class of equations to allow for advected quantities to be present and affect the flow through exchange of kinetic and potential energies. The statistics of the solutions for the LA SALT fluid equations are found to be changing dynamically due to an array of intricate correlations among the physical variables. The statistical properties of the LA SALT physical variables propagate as local evolutionary equations which when spatially integrated become dynamical equations for the variances of the fluctuations. Essentially, the LA SALT theory is a non-equilibrium stochastic linear response theory for fluctuations in SALT fluids with advected quantities.

Smooth solutions of the incompressible Euler equations are characterized by the property that circulation around material loops is conserved. This is the Kelvin theorem. Likewise, smooth solutions of Navier-Stokes are characterized by a generalized Kelvin's theorem, introduced by Constantin-Iyer (2008). In this note, we introduce a class of stochastic fluid equations, whose smooth solutions are characterized by natural extensions of the Kelvin theorems of their deterministic counterparts, which hold along certain noisy flows. These equations are called the stochastic Euler-Poincar\'{e} and stochastic Navier-Stokes-Poincar\'{e} equations respectively. The stochastic Euler-Poincar\'{e} equations were previously derived from a stochastic variational principle by Holm (2015), which we briefly review. Solutions of these equations do not obey pathwise energy conservation/dissipation in general. In contrast, we also discuss a class of stochastic fluid models, solutions of which possess energy theorems but do not, in general, preserve circulation theorems., Comment: 26 pages

Flexibility and rigidity properties of steady (time-independent) solutions of the Euler, Boussinesq and Magnetohydrostatic equations are investigated. Specifically, certain Liouville-type theorems are established which show that suitable steady solutions with no stagnation points occupying a two-dimensional periodic channel, or axisymmetric solutions in (hollowed out) cylinder, must have certain structural symmetries. It is additionally shown that such solutions can be deformed to occupy domains which are themselves small perturbations of the base domain. As application of the general scheme, Arnol'd stable solutions are shown to be structurally stable., 35 pages, 3 figures

We give a localized regularity condition for energy conservation of weak solutions of the Euler equations on a domain $\Omega\subset \mathbb{R}^d$, $d\ge 2$, with boundary. In the bulk of fluid, we assume Besov regularity of the velocity $u\in L^3(0,T;B_{3}^{1/3, c_0})$. On an arbitrary thin neighborhood of the boundary, we assume boundedness of velocity and pressure and, at the boundary, we assume continuity of wall-normal velocity. We also prove two theorems which establish that the global viscous dissipation vanishes in the inviscid limit for Leray--Hopf solutions $u^\nu$ of the Navier-Stokes equations under the similar assumptions, but holding uniformly in a thin boundary layer of width $O(\nu^{\min\{1,\frac{1}{2(1-\sigma)}\}})$ when $u\in L^3(0, T; B_3^{\sigma, c_0})$ in the interior for any $\sigma\in [1/3,1]$. The first theorem assumes continuity of the velocity in the boundary layer whereas the second assumes a condition on the vanishing of energy dissipation within the layer. In both cases, strong $L^3_tL^3_{x,loc}$ convergence holds to a weak solution of the Euler equations. Finally, if a strong Euler solution exists in the background, we show that equicontinuity at the boundary within a $O(\nu)$ strip alone suffices to conclude the absence of anomalous dissipation., Comment: 23 pages, 1 figure. Theorem 3 added in version 2. Sharpened the interior regularity assumption on the velocity in Theorems 1,2 and 3 in version 3

An exact relation is derived between scalar dissipation due to molecular diffusivity and the randomness of stochastic Lagrangian trajectories for flows without bounding walls. This ‘Lagrangian fluctuation–dissipation relation’ equates the scalar dissipation for either passive or active scalars to the variance of scalar inputs associated with initial scalar values and internal scalar sources, as these are sampled backward in time by the stochastic Lagrangian trajectories. As an important application, we reconsider the phenomenon of ‘Lagrangian spontaneous stochasticity’ or persistent non-determinism of Lagrangian particle trajectories in the limit of vanishing viscosity and diffusivity. Previous work on the Kraichnan (Phys. Fluids, 1968, vol. 11, pp. 945–953) model of turbulent scalar advection has shown that anomalous scalar dissipation is associated in that model with Lagrangian spontaneous stochasticity. There has been controversy, however, regarding the validity of this mechanism for scalars advected by an actual turbulent flow. We here completely resolve this controversy by exploiting the fluctuation–dissipation relation. For either a passive or an active scalar advected by any divergence-free velocity field, including solutions of the incompressible Navier–Stokes equation, and away from walls, we prove that anomalous scalar dissipation requires Lagrangian spontaneous stochasticity. For passive scalars, we prove furthermore that spontaneous stochasticity yields anomalous dissipation for suitable initial scalar fields, so that the two phenomena are there completely equivalent. These points are illustrated by numerical results from a database of homogeneous isotropic turbulence, which provide both additional support to the results and physical insight into the representation of diffusive effects by stochastic Lagrangian particle trajectories.

We construct smooth, non-symmetric plasma equilibria which possess closed, nested flux surfaces and solve the magnetohydrostatic (steady three-dimensional incompressible Euler) equations with a small force. The solutions are also `nearly' quasisymmetric. The primary idea is, given a desired quasisymmetry direction $\xi$, to change the smooth structure on space so that the vector field $\xi$ is Killing for the new metric and construct $\xi$--symmetric solutions of the magnetohydrostatic equations on that background by solving a generalized Grad-Shafranov equation. If $\xi$ is close to a symmetry of Euclidean space, then these are solutions on flat space up to a small forcing., Comment: 24 pages, 2 figures, accepted version

Weakly nonlinear theory is used to explore the effect of vertical shear on surface gravity waves in three dimensions. An idealized piecewise-linear shear profile motivated by wind-driven profiles and ambient currents in the ocean is used. It is shown that shear may mediate weakly nonlinear resonant triad interactions between gravity and vorticity waves. The triad results in energy exchange between gravity waves of comparable wavelengths propagating in different directions. For realistic ocean shears, shear-mediated energy exchange may occur on timescales of minutes for shorter wavelengths, but slows as the wavelength increases. Hence this triad mechanism may contribute to the larger angular spreading (relative to wind direction) for shorter wind-waves observed in the oceans.

We develop a method of obtaining a hierarchy of new higher-order entropies in the context of compressible models with local and non-local diffusion and isentropic pressure. The local viscosity is allowed to degenerate as the density approaches vacuum. The method provides a tool to propagate initial regularity of classical solutions provided no vacuum has formed and serves as an alternative to the classical energy method. We obtain a series of global well-posedness results for state laws in previously uncovered cases including $p(\rho) = c_p \rho$. As an application we prove global well-posedness of collective behavior models with pressure arising from agent-based Cucker-Smale system., Comment: 16 pages

We consider a class of one dimensional compressible systems with degenerate diffusion coefficients. We establish the fact that the solutions remain smooth as long as the diffusion coefficients do not vanish, and give local and global existence results. The models include the barotropic compressible Navier-Stokes equations, shallow water systems and the lubrication approximation of slender jets. In all these models the momentum equation is forced by the gradient of a solution-dependent potential: the active potential. The method of proof uses the Bresch-Desjardins entropy and the analysis of the evolution of the active potential., The classes of constitutive laws for the pressure and the viscosity have been extended; typos fixed

We investigate dissipative anomalies in a turbulent fluid governed by the compressible Navier-Stokes equation. We follow an exact approach pioneered by Onsager, which we explain as a non-perturbative application of the principle of renormalization-group invariance. In the limit of high Reynolds and P\'eclet numbers, the flow realizations are found to be described as distributional or "coarse-grained" solutions of the compressible Euler equations, with standard conservation laws broken by turbulent anomalies. The anomalous dissipation of kinetic energy is shown to be due not only to local cascade, but also to a distinct mechanism called pressure-work defect. Irreversible heating in stationary, planar shocks with an ideal-gas equation of state exemplifies the second mechanism. Entropy conservation anomalies are also found to occur by two mechanisms: an anomalous input of negative entropy (negentropy) by pressure-work and a cascade of negentropy to small scales. We derive "4/5th-law"-type expressions for the anomalies, which allow us to characterize the singularities (structure-function scaling exponents) required to sustain the cascades. We compare our approach with alternative theories and empirical evidence. It is argued that the "Big Power-Law in the Sky" observed in electron density scintillations in the interstellar medium is a manifestation of a forward negentropy cascade, or an inverse cascade of usual thermodynamic entropy.

We prove that if the local second-order structure function exponents in the inertial range remain positive uniformly in viscosity, then any spacetime $L^2$ weak limit of Leray--Hopf weak solutions of the Navier-Stokes equations on any bounded domain $\Omega\subset \mathbb{R}^d$, $d= 2,3$ is a weak solution of the Euler equations. This holds for both no-slip and Navier-friction conditions with viscosity-dependent slip length. The result allows for the emergence of non-unique, possibly dissipative, limiting weak solutions of the Euler equations., Comment: Remark 3 added and minor changes incorporated after revision. Accepted to J. Nonlinear Science

We establish Lagrangian formulae for energy conservation anomalies involving the discrepancy between short-time two-particle dispersion forward and backward in time. These results are facilitated by a rigorous version of the Ott-Mann-Gaw��dzki relation, sometimes described as a "Lagrangian analogue of the 4/5ths law". In particular, we prove that for any space-time $L^3$ weak solution of the Euler equations, the Lagrangian forward/backward dispersion measure matches on to the energy defect in the sense of distributions. For strong limits of $d\geq3$ dimensional Navier-Stokes solutions the defect distribution coincides with the viscous dissipation anomaly. The Lagrangian formula shows that particles released into a $3d$ turbulent flow will initially disperse faster backward-in-time than forward, in agreement with recent theoretical predictions of Jucha et. al (2014). In two dimensions, we consider strong limits of solutions of the forced Euler equations with increasingly high-wavenumber forcing as a model of an ideal inverse cascade regime. We show that the same Lagrangian dispersion measure matches onto the anomalous input from the infinite-frequency force. As forcing typically acts as an energy source, this leads to the prediction that particles in $2d$ typically disperse faster forward in time than backward, which is opposite to what occurs in $3d$. Time-asymmetry of the Lagrangian dispersion is thereby closely tied to the direction of the turbulent cascade, downscale in $d\geq 3$ and upscale in $d=2$. These conclusions lend support to the conjecture of Eyink & Drivas (2015) that a similar connection holds for time-asymmetry of Richardson two-particle dispersion and cascade direction, albeit at longer times., 16 pages. Some claims in the proof of Theorem 1 are rigorously justified. Accepted to J. Nonlinear Science

We develop a first-principles theory of relativistic fluid turbulence at high Reynolds and Péclet numbers. We follow an exact approach pioneered by Onsager, which we explain as a nonperturbative application of the principle of renormalization-group invariance. We obtain results very similar to those for nonrelativistic turbulence, with hydrodynamic fields in the inertial range described as distributional or “coarse-grained” solutions of the relativistic Euler equations. These solutions do not, however, satisfy the naive conservation laws of smooth Euler solutions but are afflicted with dissipative anomalies in the balance equations of internal energy and entropy. The anomalies are shown to be possible by exactly two mechanisms, local cascade and pressure-work defect. We derive “4/5th-law” type expressions for the anomalies, which allow us to characterize the singularities (structure-function scaling exponents) required for their not vanishing. We also investigate the Lorentz covariance of the inertial-range fluxes, which we find to be broken by our coarse-graining regularization but which is restored in the limit where the regularization is removed, similar to relativistic lattice quantum field theory. In the formal limit as speed of light goes to infinity, we recover the results of previous nonrelativistic theory. In particular, anomalous heat input to relativistic internal energy coincides in that limit with anomalous dissipation of nonrelativistic kinetic energy.

A Lagrangian fluctuation–dissipation relation has been derived in a previous work to describe the dissipation rate of advected scalars, both passive and active, in wall-bounded flows. We apply this relation here to develop a Lagrangian description of thermal dissipation in turbulent Rayleigh–Bénard convection in a right-cylindrical cell of arbitrary cross-section, with either imposed temperature difference or imposed heat flux at the top and bottom walls. We obtain an exact relation between the steady-state thermal dissipation rate and the time $\unicode[STIX]{x1D70F}_{mix}$ for passive tracer particles released at the top or bottom wall to mix to their final uniform value near those walls. We show that an ‘ultimate regime’ with the Nusselt number scaling predicted by Spiegel (Annu. Rev. Astron., vol. 9, 1971, p. 323) or, with a log correction, by Kraichnan (Phys. Fluids, vol. 5 (11), 1962, pp. 1374–1389) will occur at high Rayleigh numbers, unless this near-wall mixing time is asymptotically much longer than the free-fall time $\unicode[STIX]{x1D70F}_{free}$. Precisely, we show that $\unicode[STIX]{x1D70F}_{mix}/\unicode[STIX]{x1D70F}_{free}=(RaPr)^{1/2}/Nu,$ with $Ra$ the Rayleigh number, $Pr$ the Prandtl number, and $Nu$ the Nusselt number. We suggest a new criterion for an ultimate regime in terms of transition to turbulence of a thermal ‘mixing zone’, which is much wider than the standard thermal boundary layer. Kraichnan–Spiegel scaling may, however, not hold if the intensity and volume of thermal plumes decrease sufficiently rapidly with increasing Rayleigh number. To help resolve this issue, we suggest a program to measure the near-wall mixing time $\unicode[STIX]{x1D70F}_{mix}$, which is precisely defined in the paper and which we argue is accessible both by laboratory experiment and by numerical simulation.

We derive here Lagrangian fluctuation–dissipation relations for advected scalars in wall-bounded flows. The relations equate the dissipation rate for either passive or active scalars to the variance of scalar inputs from the initial values, boundary values and internal sources, as those are sampled backward in time by stochastic Lagrangian trajectories. New probabilistic concepts are required to represent scalar boundary conditions at the walls: the boundary local-time density at points on the wall where scalar fluxes are imposed and the boundary first hitting time at points where scalar values are imposed. These concepts are illustrated both by analytical results for the problem of pure heat conduction and by numerical results from a database of channel-flow turbulence, which also demonstrate the scalar mixing properties of near-wall turbulence. As an application of the fluctuation–dissipation relation, we examine for wall-bounded flows the relation between anomalous scalar dissipation and Lagrangian spontaneous stochasticity, i.e. the persistent non-determinism of Lagrangian particle trajectories in the limit of vanishing viscosity and diffusivity. In Part I of this series, we showed that spontaneous stochasticity is the only possible mechanism for anomalous dissipation of passive or active scalars, away from walls. Here it is shown that this remains true when there are no scalar fluxes through walls. Simple examples show, on the other hand, that a distinct mechanism of non-vanishing scalar dissipation can be thin scalar boundary layers near the walls. Nevertheless, we prove for general wall-bounded flows that spontaneous stochasticity is another possible mechanism of anomalous scalar dissipation.

We study in the inviscid limit the global energy dissipation of Leray solutions of incompressible Navier-Stokes on the torus ${\mathbb T}^d$, assuming that the solutions have norms for Besov space $B^{\sigma,\infty}_3({\mathbb T}^d),$ $\sigma\in (0,1],$ that are bounded in the $L^3$-sense in time, uniformly in viscosity. We establish an upper bound on energy dissipation of the form $O(\nu^{(3\sigma-1)/(\sigma+1)}),$ vanishing as $\nu\to0$ if $\sigma>1/3.$ A consequence is that Onsager-type "quasi-singularities" are required in the Leray solutions, even if the total energy dissipation vanishes in the limit $\nu\to 0$, as long as it does so sufficiently slowly. We also give two sufficient conditions which guarantee the existence of limiting weak Euler solutions $u$ which satisfy a local energy balance with possible anomalous dissipation due to inertial-range energy cascade in the Leray solutions. For $\sigma\in (1/3,1)$ the anomalous dissipation vanishes and the weak Euler solutions may be spatially "rough" but conserve energy., Comment: 14 pgs; v2: reorganized main results and added additional technical details to proofs, v3 accepted in Nonlinearity

We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for short times and arrive at approximate expressions for the mean-squared dispersion which involve second order structure functions of the velocity and acceleration fields. For the stochastic trajectories, we analytically compute an exact $t^3$ contribution to the squared separation of stochastic paths. We argue that this contribution appears also for deterministic paths at long times and present direct numerical simulation results for incompressible Navier-Stokes flows to support this claim. We also numerically compute the probability distribution of particle separations for the deterministic paths and the stochastic paths and show their strong self-similar nature., Comment: 5 pages, 4 figures

We investigate the effects of light cone caustics on the propagation of linear scalar fields in generic four-dimensional spacetimes. In particular, we analyze the singular structure of relevant Green functions. As expected from general theorems, Green functions associated with wave equations are globally singular along a large class of null geodesics. Despite this, the "nature" of the singularity on a given geodesic does not necessarily remain fixed. It can change character on encountering caustics of the light cone. These changes are studied by first deriving global Green functions for scalar fields propagating on smooth plane wave spacetimes. We then use Penrose limits to argue that there is a sense in which the "leading order singular behavior" of a (typically unknown) Green function associated with a generic spacetime can always be understood using a (known) Green function associated with an appropriate plane wave spacetime. This correspondence is used to derive a simple rule describing how Green functions change their singular structure near some reference null geodesic. Such changes depend only on the multiplicities of the conjugate points encountered along the reference geodesic. Using sigma(p,p') to denote a suitable generalization of Synge's world function, conjugate points with multiplicity 1 convert Green function singularities involving delta(sigma) into singularities involving 1/pi sigma (and vice-versa). Conjugate points with multiplicity 2 may be viewed as having the effect of two successive passes through conjugate points with multiplicity 1., Comment: 34 pages, 7 figures, fixed typos