Workshop on Turbulence

Roddam Narasimha

January 25, 2008

 January 25, 2008

Turbulence: Correlations and Spectra

1. A typical turbulence signal, e.g. the trace u(t) of the fluctuating

velocity component u (< u >= 0), measured as a function of time at
a given point, is shown in Figure 1. Such a signal cannot be analyzed
as a Fourier series because it is not periodic,or as a Fourier transform
because (|u(t)|)is not integrable; in fact.

Figure 1: Typical turbulence fluctuations

Z
|u(t)| dt as T .
0

2. Key concept with such stochastic signals is the auto-correlation

< u(t) u(t+ ) >. If u(t) is stationary (i.e. its statistics are indepen-
dent of time), the auto correlation depends only on (often called

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the lag):

< u(t)u(t + ) > = < u(t )u(t) >,

1 T
Z
= lim u(t)u(t + ) dt.
T T 0

and can be evaluated as a time average. We define the auto-correlation

function as
< u(t)u(t + ) >
R( ) = ;
< u2 (t) >
clearly R(0) = 1.

In general R 0 as , because velocities separated by large

intervals of time are uncorrelated in turbulent flow. The maximum
value of |R( )| is 1, but R( ) need not necessarily be positive for all
. If Z T
|R( )| d
0
is less than some finite number for any T , it can be shown that the
ensemble average <> can be replaced by a time average. This is
generally true for turbulent flows. If a process is Gaussian its statis-
tics are determined entirely by R( ); unfortunately turbulence is not
Gaussian.
If R( ) 0 sufficiently rapidly as so that
Z
|R( )| d <

we can define its Fourier transform

Z
1
() = R( )ei d
2
where is the circular frequency (rad/s). The inverse transform is
Z
R( ) = ()ei d.

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 R
So R(0) < u2 >= () d.
Thus () is the contribution per unit frequency interval at to
(twice) the disturbance kinetic energy. () is called the power
spectral density or just the power spectrum. (Different notations and
normalizations are however in use.)
As we have seen, u(t) does not possess a classical Fourier series
or transform representation. It can however be written
Z
u(t) = eit dZ(),

a Lebesgue integral over a measure given by dZ() in frequency

space. Then
Z Z 0 0
i i (t+ )
R( ), e dZ ()e dZ( ),
0
Z
ei () d
0 0
if < dZ() dZ ( ) > = ( )() d; that is, if dZ()
0 0
and dZ( ) are uncorrelated except at = , and their average
product is proportional to () d. (It is as if each dZ was like
(d)1/2 .)
All time-domain relations above have spatial analogues. So we
can also write Z
< u > = ei.x () d,
2

where is the vector wave number. Correspondingly we can also

have spatial correlations

Rij (r) =< ui (x)uj (x + r) >

if flow is spatially homogeneous. Finally we can define space-time

correlations
Z
Rij (r, ) = ui (x, t)uj (x + r, t + ) dx dt

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 Figure 2:

Information about such correlations can tell us how turbulence prop-

agates (see Figure 2): the join of the maxima of R(r, ) in r at dif-
ferent values of (or in at different values of r) represents the
trajectory of the position of greatest correlation of u at any r with
u at the fixed point r = 0 loosely speaking, it tells how eddies
are propagating. If the maximum correlation at separation r occurs
at delay m , the derivative dr/dm gives the clarity.

Spectra of derivatives

Using the spectral representation

Z
u(t) = eit dZ()

we see Z
u
= ieit dZ(),
t
5
and
 2 Z Z
u it
 0 0
i t 0

= ie dZ() i e dZ( )
t
Z
= 2 eit () d.

So, putting t = 0, the spectrum of the squared derivative is the (neg-

ative) second moment of the velocity spectrum.
Similarly in space:
 2 Z
u1
|x1 =0 = 21 (1 ) d1 .
x1
With the 3D velocity vector u, we have
Z
< u2 > < ui ui > = ()ei.x d

Now let us look at the derivatives of the correlation functions. It is

easily seen from the definition that
2 R11
Z
00
R11 2 = 21 ei1 r1 (1 )d1 ,
r1
so
Z
00
R11 (0) = 21 (1 ) d1
< u21 >

21
introducing the microscale 1 .
The squared derivatives thus scale with the r.m.s. velocity fluctu-
ation and the microscale.
This has two immediate implications.

First, the viscous dissipation is made up of squares of velocity

6
derivatives, and in homogeneous isotropic turbulence each is pro-
portional to (u1 /x1 )2 .
Secondly the mean square vorticity is also a sum of spatial (cross)
derivatives of the velocity. We can therefore say
< u2 >
a1 2
< 2 >,

2 < u2 >
< > a2 .
2
In homogeneous isotropic turbulence a1 = , a2 = .
So, the Taylor microscale provides the length scale that, with the
rms fluctuation, gives us the velocity derivatives in turbulent flow.

The Cascade Process

If we make a small velocity or vorticity perturbation in a box of lin-
ear dimension L, filled with viscous liquid, how long does it take for
a significant effect to be felt across the box?
Answer: L2 /.
If L = 10 cm and = 106 m2 /s (water), the time is 104 s, i.e.
several hours. If on the other hand we stir the fluid a bit and cre-
ate turbulence, we know that the time required for good mixing is
O(101 s). This is the super-diffusion we saw in Monins diagram
and Richardsons L4/3 law.
How does this super-diffusion occur? Through the stretching,
straining, squashing and rolling of fluid layers, filaments, spirals
etc. that is caused by turbulent motion, which thereby creates vastly
more opportunities for molecular interaction created by highly con-
voluted (indeed fractal) surfaces. We can call this process stirring
or mingling.
Now if we stir up or shake the fluid in the box at a velocity scale
of L, and if the Reynolds number UL/ is large (U being a char-
actristic velocity at large or energy-containing scales), the high Re-

7
principle says that the large eddy motion will be asymptotically in-
dependent of . On the other hand, some viscous dissipation is
inevitable. The stirring process must therefore balance the energy
input which must be of order U 3 /L with the viscous dissipa-
1/2
tion, of order U 2 /2 . It follows that LRe1/2 , Re = ReL .
Recalling the scaling of the Blasius boundary layer thickness,
therefore is a scale determined by a (laminar) boundary layer type
process. So  L, and the two scales we introduced in the auto-
correlation curve are widely separated at high ReL . That is, R( )
falls through a narrow and sharp parabola from its value of unity at
= 0, to a slow decline to zero in the tail.
But this is not enough. The super-mixing of turbulence demands
that it be broken down (crushed into dust like a lump of coal, said
Kolmogorov) into scales at which viscosity is dominant, i.e. local
Re is O(1). Kolmogorov argued that such fine scales must be deter-
mined entirely by and , with no separate memory of U and L or
except through . Loss of memory of large-scale initial conditions
also implies isotropy in the Kolmogorov scales. By dimensional
analysis these scales are found to be
u = ()1/4 ,
l = 3/4 1/4 ,
so u l / is indeed 1. We note that
l 3/4 3/2
ReL Re .
l
Motion at Kolmogorov scales is a kind of random laminar flow- the
former because of the large scale shaking, the latter because of the
dominant influence of visocity.
Important! The Kolmogorov vorticity is of the same order as the
Taylor vorticity:
 3 1/2
u 1 U U
= 1/2 1/2 1/2 .
l L

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That is, there is no order-of-magnitude change in vorticity as we go
from the microscale to the K-scale. This suggests that the process
involved is akin to plane extensional strain of a vortex sheet (accom-
panied of course by normal squashing, to preserve continuity) a
process similar to what happens in relaminarization of a boundary
or shear layer under large favourable pressure gradients.
This phenomenon we have just described is called the cascade
process the process by which energy cascades down from the
large scales U , L to the K scales u , l .

THE KOLMOGOROV SPECTRUM

In the high wave number limit the spectrum must take the form
u2 l g (l )
 
5/4 1/4 3/4 1/4
 g  ,
where g(x) is some function which rapidly goes to zero as x .
At the low wave-number end the spectrum would be of the form
= U 2 Lf (L)
Now Kolmogorov postulated that the two forms of the spectrum,
respectively viscous and outer, must have an overlap, i.e. match each
other over some intermediate wave-number range. This requires that
u2 l g (l 0) U Lf (L ) .
If LHS has to be independent of , like the RHS, we must have
g (l ) (l )5/3 as l 0.
This gives the famous 5/3 law, well confirmed by experiments.

Now the K time scale is

l 3/4 1/4  1/2 L 1
,
u ()1/4  U Re1/2
L

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putting  U 3 /L. As ReL , we therefore have

l L
 .
u U

This suggests that there are large, rapid fluctuations in dissipation,

leading to high wave-number intermittency. Kolmogorov modified
his arguments to account for this intermittency, but we cannot go
into it here.

CHANNEL FLOW

Matched Asymptotic Expansions

Assume fully developed flow,

10

(velocities, stresses) = 0,
x
p
= const in x.
x
The momentum equation along x is
p 2u
(M o)x : + 2 + = 0,
x
| {z } y y
2
|{z}
U U2
h h

where U is the mean velocity in x, and is the Reynolds shear stress.

For the order of magnitude estimates, note that by the momentum
integral

p
h = w , U2
x
p U2
so .
x h

Outer Solution

Uh
As Rh = :

2u U U2 U
2 2 =
y h h hU2
U2 U 2
=
h U h U
U2 1
=
h c f Rh

Our limit process is: cf UU 0,
Uh
.
In laminar flow: cf Rh = constant,
but in turbulent flow: cf Rh .

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So the outer equation is
p
+ = 0,
x y
U2  y
= 1 ,
h h
to satisfy the boundary condition (y = h) = 0.
2
Inner limit of as y 0, = Uh , =
and does not satisfy boundary conditions at y = 0 that = 0, so
different inner limit is required.

Inner Solution

p 2 u
(M ox ) : + 2 + = 0.
x y y
Let inner scales be v , l  h.
Orders of magnitude:
U2 v
+ 2 + U2 l 0.
h l |{z}
pressure gradient term
|{z}
U2 /l

Balance between viscous and Reynolds stresses gives

v
= U2 .
l
U2 y
Boundary condition at wall: u = w y = .
This suggests vx = U , l = U .

Introduce inner variables

u yU
u+ = , y+ = .
U
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 Inner Expansion

u+ = f (y+ ) + h.o.t
or: u = U f (y+ ) + o (U /U ) ,
= U2 g (y+ ) + o (U /U )2

Outer Expansion
Outer boundary condition on u is

u (y = h) = Uc , centre-line velocity.

As u does not appear explicitly in lowest order outer equation, we

must have

u = Uc + h.o.t,
= Uc + (Re) U1 , say
| {z }
gauge function
Now Millikan and Kolmogorov say inner and outer solutions must
match.
Let outer co-ordinate variable be
y
Y .
h
Then
Uc + U1 (Y ) U f (y+ )
| {z } | {z }
as Y 0 as y+
Divide through by Uc :
U 0 U1 0
put = U , = U1 , drop prime.
Uc Uc
Matching condition gives

1 + U1 (Y 0) U f (y+ ) ,

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As U 0 as Re ,
f (y+ ) as y+ ,
to produce product of O(1).

As y+ = Y h+ , we have:
1 + U1 (Y 0) U f (Y h+ ) ,
U 1
U1 (Y 0) f (Y h+ ) .

Let
U1 (Y 0) = G(Y ),
f (Y h+ ) = F (Y h+ ),

where U1 (Y 0) is universal, i.e. independent of Reynolds number

or U , F and G are functional forms in the asymptotic expansion as
arguments 0 or respectively.
Now the matching condition is
U 1
G (Y ) = F (Y h+ ) .

Notice that this is a functional equation with (two) unknowns F, G.
Three parameters (U , , h+ ) on RHS, none on LHS!
Differentiate in Y :

0 U 0 1
G (Y ) = F (Y h+ ) h+ , getting rid of constant, .

0 U
= F (Y ) , say, = h+ , = .

To solve this equation, differentiate in :
0 00
0 = F (Y ) + F (Y ) Y
0 00
F (z) + zF (z) = 0, z = Y .

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Solution:

00
F 0
0 = z 1 , ln F (z) = - ln z + const,
F
0 1
F (z) = + const, kis constant (independent of Re)
kz
1
F (z) = ln z + const.
k
1
= ln(y+ ) + const.
k
Everything else now follows as usual, including defect law and skin
friction law.

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