The production of uncertainty in three-dimensional Navier-Stokes turbulence
Jin Ge, Joran Rolland, John-Christos Vassilicos

TL;DR
This paper derives an evolution equation for uncertainty energy in 3D Navier-Stokes turbulence, revealing how strain rate dynamics influence uncertainty growth, with DNS simulations showing self-similar spectra and intermittent extreme events.
Contribution
It introduces a new evolution equation for uncertainty energy in turbulence and demonstrates its behavior through DNS, highlighting the role of strain rates and intermittency in uncertainty growth.
Findings
Uncertainty energy grows exponentially in a similarity regime.
Uncertainty production is highly intermittent and skewed towards extreme compression.
Self-similar evolution of the uncertainty spectrum is observed when normalized.
Abstract
We derive the evolution equation of the average uncertainty energy for periodic/homogeneous incompressible Navier-Stokes turbulence and show that uncertainty is increased by strain rate compression and decreased by strain rate stretching. We use three different direct numerical simulations (DNS) of non-decaying periodic turbulence and identify a similarity regime where (a) the production and dissipation rates of uncertainty grow together in time, (b) the parts of the uncertainty production rate accountable to average strain rate properties on the one hand and fluctuating strain rate properties on the other also grow together in time, (c) the average uncertainty energies along the three different strain rate principal axes remain constant as a ratio of the total average uncertainty energy, (d) the uncertainty energy spectrum's evolution is self-similar if normalised by the uncertainty's…
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Taxonomy
TopicsMarket Dynamics and Volatility
