Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes
Bianca Viggiano, Jan Friedrich, Romain Volk, Mickael Bourgoin, Raul, Bayoan Cal, Laurent Chevillard

TL;DR
This paper introduces a novel stochastic model for Lagrangian velocity in turbulent flows, featuring infinite differentiability and convergence to known processes, with implications for understanding intermittency and viscous effects at small scales.
Contribution
It presents a new infinitely differentiable stochastic process model for turbulent velocity, extending previous models and incorporating intermittency effects with theoretical and numerical validation.
Findings
Model exhibits infinite differentiability at finite Reynolds numbers.
Process converges to an Ornstein-Uhlenbeck process as Reynolds number increases.
Captures intermittent scaling properties and high-order statistics.
Abstract
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic differential equation. In comparison to previously proposed stochastic models, the obtained process is infinitely differentiable at a given finite Reynolds number, and its second-order statistical properties converge to those of an Ornstein-Uhlenbeck process in the infinite Reynolds number limit. In this limit, it exhibits furthermore intermittent scaling properties, as they can be quantified using higher-order statistics. To achieve this, we begin with generalizing the two-layered embedded stochastic process of Sawford (1991) by considering an infinite number of layers. We then study, both theoretically and numerically, the convergence towards a…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
