Introduction to turbulence/Statistical analysis

From CFD-Wiki

Much of the study of turbulence requires statistics and stochastic processes, simply because the instanteous motions are too complicated to understand. This should not be taken to mean that the govering equations (usually the Navier-Stokes equations) are stochastic. Even simple non-linear equations can have deterministic solutions that look random. In other words, even though the solutions for a given set of initial and boundary conditions can be perfectly repeatable and predictable at a given time and point in space, it may be impossible to guess from the information at one point or time how it will behave at another (at least without solving the equations). Moreover, a slight change in the intial or boundary conditions may cause large changes in the solution at a given time and location; in particular, changes that we could not have anticipated.

Most of the statistical analyses of turbulent flows are based on the idea of an ensemble average in one form or another. In some ways this is rather inconvenient, since it will be obvious from the definitions that it is impossible to ever really measure such a quantity. Therefore we will spendlast part of this chapter talking about how the kind of averages we can compute from data correspond to the hypotetical ensemble average we wish we could have measured. In later chapters we shall introduce more statistical concepts as we require them. But the concepts of this chapter will be all we need to begin a discussion of the averaged equations of motion in page ???

Further details about statistical analysis in turbulence can be found in:

• The ensemble and ensemble averages
  • The mean or ensemble average
  • Fluctuations about the mean
  • Higher moments
• Probability
  • The histogram and probability density function
  • The probability distribution
  • Gaussian (or normal) distributions
  • Skewness and kurtosis
• Multivariate random vaiables
  • Joint pdfs and joint moments
  • The bi-variate normal (or Gaussian) distribution
  • Statistical independence and lack of correlation
• Estimation from a finite number of realizations
  • Estimators for averaged quantities
  • Bias and convergence of estimators
• Generalization to the estimator of any quantity

Credits

This text was based on "Lectures in Turbulence for the 21st Century" by Professor William K. George, Professor of Turbulence, Chalmers University of Technology, Gothenburg, Sweden.