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# Statistical Fluid Mechanics, Volume II: Mechanics of Turbulence

Di A. S. Monin e A. M. Yaglom

## Descrizione

*,*it is this book." —

*Science*

Written by two of Russia's most eminent and productive scientists in turbulence, oceanography, and atmospheric physics, this two-volume survey is renowned for its clarity as well as its comprehensive treatment. The first volume begins with an outline of laminar and turbulent flow. The remainder of the book treats a variety of aspects of turbulence: its statistical and Lagrangian descriptions, shear flows near surfaces and free turbulence, the behavior of thermally stratified media, and diffusion.

Volume Two continues and concludes the presentation. Topics include spectral functions, homogeneous fields, isotropic random fields, isotropic turbulence, self-preservation hypotheses, spectral energy transfer, the Millionshchikov hypothesis, acceleration fields, equations for higher moments and the closure problem, and turbulence in a compressible fluid. Additional subjects include general concepts of the local structure of turbulence at high Reynolds numbers, the theory of fully developed turbulence, the propagation of electromagnetic and acoustic waves through a turbulent medium, and the twinkling of stars. The book closes with a discussion of the functional formulation of the problem of turbulence, presenting the equations for the characteristic functional and methods for their solution.

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### Statistical Fluid Mechanics, Volume II - A. S. Monin

**STATISTICAL FLUID **

**MECHANICS: **

**Mechanics of Turbulence **

**Volume II **

**A. S. MONIN and A. M. YAGLOM **

*English edition updated*, *augmented and revised by the authors *

**Edited by John L. Lumley **

**DOVER PUBLICATIONS, INC. **

**Mineola, New York **

*Copyright *

English translation copyright © 1975 by The Massachusetts Institute of Technology.

All rights reserved.

*Bibliographical Note *

This Dover edition, first published in 2007, is an unabridged republication of the work published in 1975 by The MIT Press, Cambridge, Massachusetts. That work was originally published in 1965 by Nauka Press, Moscow, under the title *Statisicheskaya gridomekhanika-Mekhanika Turbulenosti, *by Andrey S. Monin and Akiva M. Yaglom. Translated from the Russian by Scripta Graphica, Inc. This Dover edition is published by special arrangement with The MIT Press, 55 Hayward Street, Cambridge, MA 02142.

*Library of Congress Cataloging-in-Publication Data *

Monin, A. S.

Statistical fluid mechanics : mechanics of turbulence / A.S. Monin an A.M. Yaglom ; edited by John Lumley.

p. cm.

Originally published: Cambridge, Mass. : MIT Press, c 1971–1975.

Includes bibliographical references and index.

ISBN 0-486-45891-1 (pbk.)

1. Hydrodynamics. 2. Fluid mechanics. 3. Turbulence. I. Title.

QA911 .M6313 2007

532'.0527—dc22

2006053473

Manufactured in the United States by Courier Corporation

45891102

**www.doverpublications.com **

### AUTHORS’ PREFACE

### TO THE ENGLISH EDITION

We are very happy that this book, the preparation of which has taken so many years of our lives, is now available to English readers in its entirety. We have been very encouraged by the warm reception accorded to Volume 1 (judging from the reviews that we have seen), although it is not easy for readers to form an opinion on the basis of the first half, when the two volumes were prepared for use as a whole. As in Volume 1, we have done our best to make the book up-to-date by adding new material and figures (particularly in Chapter 8) amounting to nearly ten percent of the total, and more than 250 references to works which appeared after the publication of the Russian edition. We have also added supplementary remarks and errata to Volume 1. We understand that the incorporation of the additions in the main body of the book has made the work of our friendly editor, J. L. Lumley, much more difficult, and we are grateful to him for his attempts to make the book better.

**A. S. Monin **

**A. M. Yaglom **

### EDITOR’S PREFACE

### TO THE ENGLISH EDITION

As with Volume 1, the translated manuscript was sent to A. M. Yaglom, who revised both content and style extensively. The manuscript was then returned to me for editing. Afterthoughts, however, continued to arrive as postscripts to letters until at last one manuscript page had nearly doubled in length by five successive accretions. A halt was finally declared at the end of May, 1973. I have found the seven years’ interaction necessary to prepare these volumes for publication in English a thoroughly enjoyable and rewarding experience.

**J. L. Lumley **

### CONTENTS

**Authors’ Preface to the English Edition **

**Editor’s Preface to the English Edition **

**Chapter 6 Mathematical Description of Turbulence. Spectral Functions **

**11. Spectral Representations of Stationary Processes and Homogeneous Fields **

**11.1 Spectral Representation of Stationary Processes **

**11.2 Spectral Representation of Homogeneous Fields **

**11.3 Partial Derivatives of Homogeneous Fields. Divergence and Curl of a Vector Field **

**12. Isotropic Random Fields **

**12.1 Correlation Functions and Spectra of Scalar Isotropic Fields **

**12.2 Correlation Functions and Spectra of Isotropic Fields **

**12.3 Solenoidal and Potential Isotropic Vector Fields **

**12.4 One-Point and Two-Point Higher-Order Moments of Isotropic Fields **

**12.5 Three-Point Moments of Isotropic Fields **

**13. Locally Homogeneous and Locally Isotropic Random Fields **

**13.1 Processes with Stationary Increments **

**13.2 Locally Homogeneous Fields **

**13.3 Locally Isotropic Fields **

**Chapter 7 Isotropic Turbulence **

**14. Equations for the Correlation and Spectral Functions of Isotropic Turbulence **

**14.1 Definition of Isotropic Turbulence and the Possibilities of its Experimental Realization **

**14.2 Equations for the Velocity Correlations **

**14.3 Equations for the Velocity Spectra **

**14.4 Correlations and Spectra Containing Pressure **

**14.5 Correlations and Spectra Containing the Temperature **

**15. The Simplest Consequences of the Correlation and Spectral Equations **

**15.1 Balance Equations for Energy, Vorticity, and Temperature-Fluctuation Intensity **

**15.2 The Loitsyanskii and Corrsin Integrals **

**15.3 Final Period of Decay of Isotropic Turbulence **

**15.4 Experimental Data on the Final Period of Decay. The Decay of Homogeneous Turbulence **

**15.5 Asymptotic Behavior of the Correlations and Spectra of Homogeneous Turbulence in the Range of Large Length Scales (or Small Wave Numbers) **

**15.6 The Influence of the Spectrum Singularity on the Final Period Decay **

**16. Self-Preservation Hypotheses **

**16.1 The von Kármán Hypothesis on the Self-Preservation of the Velocity Correlation Functions **

**16.2 Less Stringent Forms of the von Kármán Hypothesis **

**16.3 Spectral Formulation of the Self-Preservation Hypotheses **

**16.4 Experimental Verification of the Self-Preservation Hypotheses **

**16.5 The Kolmogorov Hypotheses on Small-Scale Self-Preservation at High Enough Reynolds Numbers **

**16.6 Conditions for the Existence of Kolmogorov Self-Preservation in Grid Turbulence **

**16.7 The Meso-Scale Quasi-Equilibrium Hypothesis. Self-Preservation of Temperature Fluctuations **

**17. Spectral Energy-Transfer Hypotheses **

**17.1 Approximate Formulas for the Spectral Energy Transfer **

**17.2 Application of the Energy Transfer Hypotheses to the Study of the Shape of the Spectrum in the Quasi-Equilibrium Range **

**17.3 Application of the Energy-Transfer Hypotheses to Decaying Turbulence behind a Grid **

**17.4 Self-Preserving Solutions of the Approximate Equations for the Energy Spectrum **

**18. The Millionsfychikov Zero-Fourth-Cumulant Hypothesis and its Application to the Investigation of Pressure and Acceleration Fluctuations **

**18.1 The Zero-Fourth-Cumulant Hypothesis and the Data on Velocity Probability Distributions **

**18.2 Calculation of the Pressure Correlation and Spectra **

**18.3 Estimation of the Turbulent Acceleration Fluctuations **

**19. Dynamic Equations for the Higher-Order Moments and the Closure Problem **

**19.1 Equations for the Third-Order Moments of Flow Variables **

**19.2 Closure of the Moment Equations by the Moment Discard Assumption **

**19.3 Closure of the Second- and Third-Order Moment Equations Using the Millionshchikov Zero-Fourth-Cumulant Hypothesis **

**19.4 Zero-Fourth-Cumulant Approximation for Temperature Fluctuations in Isotropic Turbulence **

**19.5 Space-Time Correlation Functions. The Case of Stationary Isotropic Turbulence **

**19.6 Application of Perturbation Theory and the Diagram Technique **

**19.7 Equations for the Finite-Dimensional Probability Distributions of Velocities **

**20. Turbulence in Compressible Fluids **

**20.1 Invariants of Isotropic Compressible Turbulence **

**20.2 Linear Theory; Final Period of Decay of Compressible Turbulence **

**20.3 Quadratic Effects; Generation of Sound by Turbulence **

**Chapter 8 Locally Isotropic Turbulence **

**21. General Description of the Small-Scale Structure of Turbulence at Large Reynolds Numbers **

**21.1 A Qualitative Scheme for Developed Turbulence **

**21.2 Definition of Locally Isotropic Turbulence **

**21.3 The Kolmogorov Similarity Hypotheses **

**21.4 Local Structure of the Velocity Fluctuations **

**21.5 Statistical Characteristics of Accele ration, Vorticity, and Pressure Fields **

**21.6 Local Structure of the Temperature Field for High Reynolds and Peclet Numbers **

**21.7 Local Characteristics of Turbulence in the Presence of Buoyancy Forces and Chemical Reactions. Effect of Thermal Stratification **

**22. Dynamic Theory of the Local Structure of Developed Turbulence **

**22.1 Equations for the Structure and Spectral Functions of Velocity and Temperature **

**22.2 Closure of the Dynamic Equations **

**22.3 Behavior of the Turbulent Energy Spectrum in the Far Dissipation Range **

**22.4 Behavior of the Temperature Spectrum at Very Large Wave Numbers **

**23. Experimental Data on the Fine Scale Structure of Developed Turbulence **

**23.1 Methods of Measurement; Application of Taylor’s Frozen-Turbulence Hypothesis **

**23.2 Verification of the Local Isotropy Assumption **

**23.3 Verification of the Second Kolmogorov Similarity Hypothesis for the Velocity Fluctuations **

**23.4 Verification of the First Kolmogorov Similarity Hypothesis for the Velocity Field **

**23.5 Data on the Local Structure of the Temperature and other Scalar Fields Mixed by Turbulence **

**23.6 Data on Turbulence Spectra in the Atmosphere beyond the Low-Frequency Limit of the Inertial Subrange **

**24. Diffusion in an Isotropic Turbulence **

**24.1 Diffusion in an Isotropic Turbulence. Statistical Characteristics of the Motion of a Fluid Particle **

**24.2 Statistical Characteristics of the Motion of a Pair of Fluid Particles **

**24.3 Relative Diffusion and Richardson’s Four-Thirds Law **

**24.4 Hypotheses on the Probability Distributions of Local Diffusion Characteristics **

**24.5 Material Line and Surface Stretching in Turbulent Flows **

**25. Refined Treatment of the Local Structure of Turbulence, Taking into Account Fluctuations in Dissipation Rate **

**25.1 General Considerations and Model Examples **

**25.2 Refined Similarity Hypothesis **

**25.3 Statistical Characteristics of the Dissipation **

**25.4 Refined Expressions for the Statistical Characteristics of Small-Scale Turbulence **

**25.5 More General Form of the Refined Similarity Hypothesis **

**Chapter 9 Wave Propagation Through Turbulence **

**26. Propagation of Electromagnetic and Sound Waves in a Turbulent Medium **

**26.1 Foundations of the Theory of Electromagnetic Wave Propagation in a Turbulent Medium **

**26.2 Sound Propagation in a Turbulent Atmosphere **

**26.3 Turbulent Scattering of Electromagnetic and Sound Waves **

**26.4 Fluctuations in the Amplitude and Phase of Electromagnetic and Sound Waves in a Turbulent Atmosphere **

**26.5 Strong Fluctuations of Wave Amplitude **

**27. Stellar Scintillation **

**27.1 Fluctuations in the Amplitude and Phase of Star Light Observed on the Earth’s Surface **

**27.2 The Effect of Telescope Averaging and Scintillation of Stellar and Planetary Images **

**27.3 Time Spectra of Fluctuations in the Intensity of Stellar Images in Telescopes **

**27.4 Chromatic Stellar Scintillation **

**Chapter 10 Functional Formulation of the Turbulence Problem **

**28. Equations for the Characteristic Functional **

**28.1 Equations for the Spatial Characteristic Functional of the Velocity Field **

**28.2 Spectral Form of the Equations for the Spatial Characteristic Functional **

**28.3 Equations for the Space-Time Characteristic Functional **

**28.4 Equations for the Characteristic Functional in the Presence of External Forces **

**29. Methods of Solving the Equations for the Characteristic Functional **

**29.1 Use of a Functional Power Series **

**29.2 Zero-Order Approximation in the Reynolds Number **

**29.3 Expansion in Powers of the Reynolds Number **

**29.4 Other Expansion Schemes **

**29.5 Use of Functional Integrals **

**Bibliography **

**Supplementary Remarks to Volume 1 **

**References **

**Errata to Volume 1 **

**Author Index **

**Subject Index **

*6 *MATHEMATICAL DESCRIPTION OF TURBULENCE. SPECTRAL FUNCTIONS

**11. SPECTRAL REPRESENTATIONS OF STATIONARY PROCESSES AND HOMOGENEOUS FIELDS **

**11.1 Spectral Representation of Stationary Processes **

The general concept of the random field was discussed in Chapt. 2 (see Vol. 1) where the main statistical characteristics of such fields, i.e., the mean values and the correlation functions of various orders, were introduced. This was sufficient for discussion of the simplest properties of turbulent flows in Chapts. 3–5. However, when we consider the finer properties of turbulence, we find that this requires a number of new mathematical ideas, and these will in fact be developed in the present chapter.

This chapter will be mainly concerned with the application of *harmonic analysis *to random functions of one or more variables, i.e., random processes and random fields. Harmonic analysis, i.e., the representation of functions by Fourier series or integrals, is very widely used in mathematical physics. It must be remembered, however, that representation by Fourier series is possible only for periodic functions, while representation by Fourier integrals is possible only for functions which vanish sufficiently rapidly at infinity. In applications, however, we frequently encounter nonperiodic functions which do not vanish at infinity and which, strictly speaking, cannot be represented by Fourier series or integrals. From this point of view, random functions turn out to have certain advantages as compared with ordinary, i.e., nonrandom, functions. The point is that a Fourier expansion (or, in other words, *spectral representation) *of a special form, and with a clear physical interpretation, is possible for any *stationary *random process and *homogeneous *random fields which, by definition, do not vanish at infinity.**¹ **

Let us begin with a consideration of the case of a stationary process *u*(*t*). We shall suppose that *u*(*t*) = 0 [since, otherwise, we need only consider the process *u*′(*t*) = *u*(*t*) — *u*(*t*)) instead of *u*(*t*)]. The idea of a spectral expansion of the process *u*(*t*) is most readily understood by considering the following example. Let *u*(*t*) be a random function (in general complex)**² of the form **

where ω1, . . ., ω*n *are given numbers and *Z*1 . . ., *Zn *are complex random variables with the following properties:

(here and henceforth an asterisk will denote the complex conjugate). The correlation function of a complex process *u*(*t*) is conveniently defined by

(for real processes, this definition is of course the same as that given in Chapt. 2). From (**11.1) and (11.2) we then have **

We see that the correlation function depends only on *t*2 — *t*1, as should be the case for a stationary random process. Under certain additional conditions imposed on the variables *Zk *(which are automatically fulfilled when the multidimensional probability distributions for the variables Re *Zk *and Im *Zk *are Gaussian), all the higher-order moments and finite-dimensional probability distributions of the values of *u*(*t*) will also depend only on the time differences, i.e., the process *u*(*t*) will be stationary. Equation (**11.1) will, in this case, define the spectral representation of this stationary process.³ **

The process defined by Eq. (**11.1) will be real if, and only if, the number n = 2m is even, and when the 2m terms on the right-hand side of Eq. (11.1) split into m When this condition is satisfied, Eq. (11.1) may be rewritten in the form **

where

and consequently

Hence it is clear that a real process of the form Eq. (**11.1) is a superposition of uncorrelated harmonic oscillations with random amplitudes and phases. The correlation function for the process Eq. (11.5) is given by **

It depends on the mean squares of the amplitudes *Wk*, but is independent of the statistical characteristics of the phases φ*k*.

It can be shown that an arbitrary stationary random process *u*(*t*) has a spectral representation which is a direct generalization of Eq. (**11.1) . However, in general, we must take the limiting form of Eq. (11.1) as n → ∞ by assuming that the frequencies ω1, . . ., ωn can approach each other without limit, and their number in a given interval along the ω axis can be infinite (although the sum of the complex amplitudes Zk is finite). Let the sum of the amplitudes Zk corresponding to frequencies ωk < ω be denoted by Z (ω). The function Z (ω) will be a random complex function such that Z (ω) ≡ 0 if u (t) = 0, and **

[because of the properties of the amplitudes *Zk *defined by Eq. (**11.2)]. Equation (11.8) can also be formally written down in the more convenient differential form **

The fact that the process *u*(*t*) is obtained from Eq. (**11.1) as n Zk → Z(ω) means that **

where — Ω = ω0 < ω1 < . . . < ω*n *However, the right-hand side of Eq. (**11.9) is equal to the improper Stieltjes integral (evaluated between — ∞ and ∞), so that we can write Eq. (11.9) in the symbolic form **

This is, in fact, the general spectral representation of a stationary process *u*(*t*) first derived by Kolmogorov (1940a) and Cramer (1942) [see also Doob (1953), Yaglom (1962), and Rozanov (1967)]. In view of Eq. (**11.9), the significance of this expansion lies in the possibility that any stationary random process u(t) can be replaced, to any required approximation, by the sum of uncorrelated harmonic oscillations with random amplitudes and phases.⁴ **

From Eq. (**11.10) we can obtain the following inversion formula which enables us to express Z (ω)in terms of u(t): **

so that

It is clear from Eq. (**11.11) that in the case of a Gaussian process u(t), the probability distributions of the values of Z (ω) will also be Gaussian. If the process u(t) is real (henceforth we shall consider only real processes), then it is clear that Z (— ω1)—Z(—ω2) = Z* (ω2)—Z* (ω1) for any ω2 > ω1 ≥ 0, i.e., dZ (— ω) = dZ* (ω). The spectral representation (11.10) can then be rewritten in a real form similar to Eq. (11.5). **

The real physical significance of the spectral representation Eq. (**11.10) can be seen from the fact that the spectral components of the process, corresponding in this representation to different parts of the frequency spectrum, can be isolated experimentally by means of suitably chosen filters. Filters are devices which transmit harmonic oscillations in a given frequency range, but reject oscillations corresponding to other frequencies. When a real stationary process described by Eq. (11.10) is acted upon by a filter with a bandwidth Δω = [ω1, ω2], the signal at the output of the filter is given by **

where Re denotes the real part. This expression gives the *spectral component of the process u*(*t*) *corresponding to the frequency interval *Δω. The condition given by Eq. (**11.8) [or Eq. (11.8′)] shows that spectral components corresponding to nonoverlapping frequency intervals are uncorrelated with each other. It is readily shown that, for a sufficiently narrow frequency range Δω, and a moderate time interval, the spectral component u(Δω, t) can be replaced with a high degree of accuracy by the harmonic oscillation 2ReZ (Δω) eiωt, although in the general case of a continuous spectrum, i.e., a process which cannot be represented by a finite or infinite sum of the form (11.1), the components u(Δω, t) will not be strictly periodic for any Δω. **

The fact that the spectral components *u *(Δω, *t*) can be isolated experimentally gives a real significance to the *frequency distribution of the (mean) energy of the process u*(*t*). In physical applications, the energy of a process *u*(*t*) is usually proportional to [*u *(*t*)]² (for example, if *u*(*t*) is the velocity, then [*u *(*t*)]² is proportional to the kinetic energy). It follows that, for stationary random functions *u*(*t*), the quantity [*u *(*t*)]² = *B *(0) plays the role of the mean energy. Using **Eqs. (11.12) and (11.8) we can readily show that the mean energy of a spectral component u (Δω, t) i.e., the mean energy corresponding to the harmonic oscillations with frequencies in the range Δω = [ω1, ω2] ), is given by **

where

describes the distribution of the energy of the process *u*(*t*ω < ∞.

The energy distribution over the spectrum for a turbulent flow is always continuous.**is therefore represented by the integral of the spectral density function (or the spectrum) F (ω) of the process u(t): **

Instead of the spectrum *F *(ω) defined for — ∞ < ω < ∞ (and even with respect to ω), it is frequently more convenient to consider the spectrum *E *(ω) = 2*F *ω < ∞. According to Eq. (**11.14) we have **

In view of **Eqs. (11.15) and (11.8′), the evaluation of the mean values of double integrals with respect to Z*(ω) and Z(ω1) yields the correct result if we use the symbolic equation **

where δ (ω) is the improper Dirac *δ*-function. This symbolic equation is equivalent to the rigorous relationship *dZ**(*ω*)*dZ*(*ω*1) = χ(*ω *– *ω*1 )*F*(*ω*)*dω*, where χ(*x*) = 1 when *x *= 0, and χ(*x*) = 0 when *x *≠ 0.

We can readily show from **is the Fourier transform of the corresponding spectral density: **

so that

The special case of Eq. (**11.17) corresponding to τ = 0, i.e., **

has a particularly simple physical interpretation. It shows that the total energy of the process *u*(*t*) is the sum of the energies of the individual spectral components.

It is clear from **Eqs. (11.14) and (11.18) that the Fourier transform of the correlation function of a stationary process should be a nonnegative function. This constitutes Khinchin’s theorem on the Fourier expansion of correlation functions [Khinchin (1934)]. Khinchin also showed that each function which has a nonnegative Fourier transform is the correlation function of some stationary random process. Therefore, to verify whether a given function is the correlation function of a stationary random process, we must find its Fourier transform and establish whether or not it is always nonnegative. For example, it follows that the functions **

which correspond to the Fourier transforms

can all be correlation functions. In Eq. (**11.20IV) Kv is the so-called Basset’s (or Macdonald’s) function (modified Bessel function of the third kind), and Γ is the Γ-function. At the same time the function equal to C (1 — α²τ²) for | τ 1/α and 0 for| τ | > 1/α cannot be a correlation function for any stationary random process, since it can be readily verified that its Fourier transform is not nonnegative for all ω. **

The equations (**11.17) and (11.18) can be verified directly by experiment, since the function B (τ) can usually be determined from a single measured realization of the process by means of time averaging (see Vol. 1, Sect. 4.7), and the function E (ω) can be measured independently with the aid of a set of narrow-band filters with different bandwidths [using Eqs. (11.13) and (11.15)]. Sup-pose, for example, that the process u(t) is realized in the form of a fluctuating voltage [if u(t) is a velocity or temperature fluctuation at a point in a turbulent flow, their transformation into voltage fluctuations is usually achieved automatically by the measuring instruments; see Vol. 1, Sect. 8.3]. Let us apply the signal u(tE (ω) dω (the time averaging in the formulas given by Eqs. (11.13)–(11.15) is, as a rule, performed directly by the watt meter which has a certain inertia). By varying the value of ω0 and differentiating the resulting empirical curve, we can find the function E (ω) which is necessary for the verification of the formulas given by Eqs. (11.17) and (11.18). **

This type of verification of **Eqs. (11.17) and (11.18) was first carried out by Taylor (1938b).⁶ For the function u(t), Taylor used the longitudinal velocity fluctuations at a fixed point in grid-generated turbulence in a wind tunnel. The corresponding spectral density E (ω) was measured by Simmons and Salter (1938) with the aid of a special set of electric filters (Fig. 1). Since no direct data were available at the time on the function B (τ), Taylor used measurements of the space correlation function B (x), i.e., the mean product of the simultaneous values of the longitudinal velocity components at two points separated by a distance x (in the direction of the wind-tunnel axis). Since the mean velocity u = U in the wind-tunnel was much greater than the fluctuating velocity u′ = u — U, Taylor assumed that the disturbances (eddies) were transported with the mean velocity without appreciable distortion. Hence, it follows that that **

**FIG. 1 **Spectral density of the longitudinal velocity component behind a grid in a wind tunnel.

The assumption that this equation is valid has since been known as the *Taylor hypothesis*. In **Fig. 2, which is taken from Taylor’s paper (1938b), the full points represent direct measurements of the function B (x), while crosses show the values of this function calculated from Eqs. (11.17) and (11.22) using the data of Fig. 1. As can be seen, the agreement is completely satisfactory. **

Similar results have been frequently reported by many subsequent workers. Recent developments in electronics have permitted the direct determination of the time correlation functions *B *(*τ*)**⁷ without the use of Taylor’s hypothesis. Such measurements can, of course, be used to verify directly the Taylor hypothesis [see, for example Favre et al. (1962), Frenkiel and Klebanoff (1966) or Comte-Bellot and Corrsin (1971)]. As an example, Fig. 3, which is taken from the paper by Favre et al. (1954) shows the results of filter measurements of the spectral density E (ω) of longitudinal velocity fluctuations in a wind tunnel, and also the values of E (ω) calculated from Eq. (11.18) using experimental data on the function B (τ). Here again the agreement is completely satisfactory. **

**FIG. 2 **Comparison of measured values of the velocity correlation function (solid points) with calculations based on **Eqs. (11.17) and (11.22) (circles with crosses). **

**FIG. 3 **Comparison of the measured time velocity spectrum (solid points) with values calculated from Eq. (**11.18) (open circles). **

Let us now briefly consider the spectral representation of the derivatives of a stationary process *u*(*t*). If we define the derivative of *u*′(*t*) of a random function as the mean square limit of the corresponding finite differences, i.e.,

then from the spectral representation (**11.10) we can readily show that **

We note, however, that since the left-hand side of Eq. (**11.23) contains the statistical mean, the derivative given by Eq. (11.24) characterizes the entire statistical ensemble of the realizations of the process u(t), and not each realization individually. It follows that, even if all the individual realizations of our process were smooth differentiable functions, but the statistical variance of the realization derivative at the point t were infinite, the derivative defined by Eq. (11.23) would not exist. On the other hand, if only the **

mean square derivative(11.24) of the stationary process u(t) is finite, it can be shown that this implies that all the realizations of this process will be differentiable, and the derivative of the realization can then be regarded as coinciding with the realization of the random process (11.24) [see, for example, Doob (1953), Chapt. 11, Sect. 9, where a more rigorous formulation of this statement can be found]. Hence, processes for which the derivative (11.24) is finite can be referred to as differentiable processes.

Equation (**11.24) defines the spectral representation of the derivative u′(t). It shows that the spectrum of the derivative is equal to ω²E (ω) [see Eq. (11.16)]. Of course, this spectrum is possible only if the function E (ω) vanishes at infinity sufficiently rapidly to ensure that **

If this is not so, the process *u*(*t*) will not be differentiable in the above sense. In view of Eq. (**11.17), the left-hand side of Eq. (11.25) is equal to B″ (0), and the condition (11.25) itself is equivalent to the condition for the existence of a finite second derivative of the function B (τ). The correlation function for the process (11.24) is given by **

Similarly, for the *n*th derivative, we have

and

These equations are meaningful provided

or provided the function ** B (τ) **is 2

*n*-fold differentiable at the point

*τ*= 0. In particular, the process

*u*(

*t*) will have derivatives of all orders if the integral in Eq. (

**11.29) converges for any**

*n*, i.e., the spectral density should fall to zero more rapidly than any finite negative power of | ω | as | ω | → ∞ (and the function**should have derivatives of all orders at the point***B*(*τ*)*τ*= 0).Since the correlation function and the spectrum are mutual Fourier transforms, all the formal relationships between these two functions can be inverted. In particular, the second equation in Eq. (**11.28) corresponds to **

which shows that the function ** E (ω**) will have at least 2

*n*derivatives if the correlation function

**decreases at infinity more rapidly than |**

*B*(*τ*)*τ*|–2

*n*–1, so that

Hence, it is clear that the spectrum *E *(ω) will be infinitely differentiable provided only the correlation function ** B (τ) **decreases at infinity more rapidly than any negative power of |

*τ*|.Suppose now that *u*(*t*) = {*u*1 (*t*), . . ., *un *(*t*)} is a multidimensional (vector) real random stationary process such that *uk *(*t*) = 0, *k *= 1, . . ., *n*. We shall assume that the correlation functions *Bkl *(*τ*) = *uk *(*t*) *ul *(*t *+ *τ*) fall to zero at infinity sufficiently rapidly, so that they can be represented by the Fourier integrals

where

It is clear that the functions ** Fkk (ω**),

**1, . . .,**

*k*=**the ordinary nonnegative and even (with respect to ω) spectra of the onedimensional processes**

*n*are**1, . . .,**

*uk*(*t*),*k*=**As regards the functions**

*n*.*Fkl*(ω) with

*k*≠*l*, i.e., the

*cross-spectral densities*(or simply cross-spectra) of the processes

*uk*(

*t*) and

*ul*(

*t*), these functions can in general be complex.

**⁸ However, since the functions**

*Bkl*(*τ*) are real, we always haveNext, the obvious relationship

shows that

so that the matrix || *Fkl *(ω) || is Hermitian for all ω. Moreover, for any complex *c*1, . . ., *cn *and any ω we have

so that the matrix || *Fkl *(ω) || is nonnegative-definite for any ω.**⁹ Cramer (1940) and Kolmogorov (1941e) have also shown that any matrix || Fkl (ω) || which satisfies the above conditions will be the spectral matrix, i.e., the matrix of the cross spectra, of a multidimensional stationary process. **

The spectral representation of a multidimensional stationary process *u *(*t*) is of the form

where ** Z (ω)= **{

*Z*1 (ω), . . .,

*Zn*(ω)} and the functions

*Z*1 (ω), . . .,

*Zn*(ω) are such that

[when *k *= *l*, Eq. (**11.39) is obviously identical with Eq. (11.16)]. It is is clear that Eq. (11.39) leads directly to Eqs. (11.36) and (11.37). **

**11.2 Spectral Representation of Homogeneous Fields **

The above discussion of the spectral representation of stationary random processes *u *(*t*) can be extended to homogeneous random fields *u *(*x*) (except for the experimental verification with the aid of filters). In this case, the harmonic oscillations *ei*ω*t *are replaced by the plane waves *eikx*, and the random function *Z *(Δω) = *Z *([ω1, ω2]) = *Z *(ω2) — *Z *(ω1) of the frequency interval Δω is replaced by the random function *Z *(Δ** k) **of the multidimensional interval Δ

**[**

*k*=**in the space of the wave-number vectors**

*k*′,*k*″]**Let**

*k*.*Z*(

*d*=

**k**)*Z*([

*k*,*k*+*d*=

**k**])*dZ*(

**then we can write down the spectral representation of a homogeneous random field**

*k*);*u*(

**in the form**

*x*)where the integral is evaluated over the entire wave-number vector space and has the same meaning as the integral in Eq. (**11.10). We shall suppose that the field u (x) is real, has a zero mean, and is such that **

where *B *(** r) **=

*u*(

*x*)*u*(

*x*+

**(the last condition ensures the continuity of the energy distribution of the field**

*r*)*u*(

**in the wave-number vector space). The random amplitudes**

*x*)*dZ*(

**of the representation (**

*k*)**11.40) will then have the following properties:**

where δ(** k) **is the multidimensional δ-function. When

**, the equation given by Eq. (**

*k*=*k*1**and hence it is clear that**

*F*(—**=***k*)*F*(**The function***k*).*F*(**will be called the***k*)*three-dimensional spectral density*(or simply the*three-dimensional spectrum*¹⁰) of the field*u*(**¹¹ The formulas given by Eqs. (11.40) and (11.44) show that each homogeneous field can be approximated as closely as desired [in the sense explained in the discussion following Eq. (11.10)] by a finite sum of uncorrelated plane waves with different wavelengths and orientations and random amplitudes and phases. The complex amplitudes***x*).*dZ*(**of these plane waves can be found from the field***k*)*u*(**with the aid of the***x*)inversion formulas

where the integrals between infinite limits are to be understood as the limits (mean square limits, in fact) of the integrals between — *A *and + *A *as *A *→ ∞ [see **Eq. (11.11′)]. **

It follows from **Eqs. (11.40) and (11.44) that **

We note that the possibility of representation of the function *B *(** r) **by a Fourier integral of the form (

**must be nonnegative. The converse of this is also true: Any function**

*B*(**which has a nonnegative Fourier transform, is the correlation function of some homogeneous random field [see, for example, Kampé de Fériet (1953) or Yaglom (1957, 1962)].***r*)It follows from Eq. (**11.46) that **

Hence, by specifying the three-dimensional spectrum *F *(** k) **we simultaneously specify the correlation function

*B*(

**Nevertheless, some workers use, instead of**

*r*).*F*(

**the less complete statistical characteristic**

*k*),where *dS *(** k) **is an area element on the sphere |

**This function depends on the single argument**

*k*|=*k*.*k*(instead of the three arguments

*k*1,

*k*2,

*k*3). The function

*E*(

*k*) will be referred to simply as the

*spectrum*(without the adjective three-dimensional) of the field

*u*(

**The spectrum**

*x*).*E*(

**does not uniquely define the function**

*k*)*B*(

**since the energy**

*r*)*E*(

*k*)

*d*plane waves with wave-number vectors in the range (

**k**of*k*,

*k*+

*dk*is simply expressed in terms of

*E*(*k*):For any fixed value *k *= *k*0 we can split *B *(0) into two parts, namely,

This corresponds to the division of the field ** u (x) **into two uncorrelated parts, namely, the

*macrocomponent*,

**u**(**k**0**(set of disturbances with wavelengths greater than 2**

*x*)*π*/

*k*0), and the

*microcomponent u*(

*k*0,

**(set of disturbances with wavelengths smaller than 2**

*x*)*π*/

*k*0):

This is the analog of the usual division of an arbitrary homogeneous field into the mean value ** u (x) **and a fluctuation

**. The latter division can be regarded as a special case of the general relation (**

*u*(*x*) —*u*(*x*) =*u*′ (*x*)**11.51) corresponding to**

*k*0 = 0.In the case of a multidimensional (vector) homogeneous random field ** u (x) **= {

*u*1 (

**. . .,**

*x*),*un*(

**with**

*x*)}*uj*(

**=0,**

*x*)*j*= 1, . . .,

*n*, the formula (

**11.40) will be valid for each component**

**so that***uj*(*x*),The quantities *dZj *(*k*), *j *= 1, . . ., will then satisfy **Eqs. (11.42) and (11.43), and the condition (11.44) in the case of a field with sufficiently rapidly decreasing correlation functions Bjl (r) = uj (x) ul (x + r) is replaced by the following more general condition: **

From equations (**11.52) and (11.53) it follows that **

and consequently

Since *Bjl*(** r) **are real functions, and

*Bjl*(

**=**

*r*)*Blj*(–

**the**

*r*),*three-dimensional cross spectra Fjl*(

**of the fields**

*k*)*uj*(

**and**

*x*)*ul*(

**satisfy the conditions**

*x*)Hence it follows that the spectral matrix

is Hermitian for any ** k. **Moreover, it follows from equation (

**11.53) that the matrix (11.57) is nonnegative-definite for any**

**i.e., it is such that***k*,for any *c*1, . . ., *cn*. The converse statement is also true: Each matrix || *Fjl *(** k) **|| which satisfies Eq. (

**11.56) and is nonnegative-definite for all**

**is the spectral matrix of a multidimensional homogeneous random field [see, for example, Kampé de Fériet (1953) or Yaglom (1957, 1962)].***k*,In the important special case when ** u (x) **is the velocity field of a fluid flow, the quantity

is the mean kinetic energy per unit mass of the fluid. Therefore, in addition to the spectral densities *Fjl *(** k), **it is convenient to introduce the scalar spectral densities

which are such that

If we represent each component of the vector ** u (x) **in the form of the sum (

**11.51), the vector field**

**will be divided into a macrocomponent***u*(*x*)*u*(*k*0,**with energy equal to***x*),and a microcomponent *u *(*k*0, ** x), **with energy equal to

which will be useful in our subsequent discussion:

differ from the corresponding fourth-order cumulants by terms which also tend to zero when | ** r | **→ ∞ or |

**etc., on the right-hand sides of**

*r*′**Eqs. (11.60)–(11.60VI) uniquely determine the corresponding moments (or combinations of moments) of which they are the Fourier transforms. We shall refer to them as the higher-order spectra (or spectral tensors) of the homogeneous fields**

**the first four higher-order spectra satisfy the following relations:***u*(*x*)Moreover, it is clear that the tensors *Fij*, *Fij,l,m*are symmetric in subscripts *i*, *j*, and that all the higher-order spectra transform to the complex-conjugate quantities when the signs of their arguments are reversed (the moments are real). They also satisfy the following simple relationships:

since

**11.3 Partial Derivatives of Homogeneous Fields. Divergence and Curl of A Vector Field **

As in the case of stationary random processes, the number of times one can differentiate the spectral density of a homogeneous random field *F *(** k), **increases with the rate at which the correlation function

*B*(

**of this field falls to zero at infinity. Conversely, the rate at which the spectrum**

*r*)*F*(

**decreases to zero at infinity governs the smoothness of the correlation function**

*k*)*B*(

**Both these statements are simple consequences of the fact that the functions**

*r*).*B*(

**and**

*r*)*F*(

**are mutual Fourier transforms, so that**

*k*)and

It follows from the last formula that if for | ** r | **→ ∞ the function

*B*(

**falls to zero as**

*r*)*r*–

*N*where

*N*is an integer [or, in other words, if

*B*(

**=**

*r*)*O*(

*r*–*N*)], then the spectrum

*F*(

**will be (**

*k*)*N*– 4)-fold differentiable with respect to its arguments for all values of

**but its partial derivatives of order**

*k*,*N*– 3 will exist only for

**0 but not at**

*k*≠**0 [the function**

*k*=*B*(

**behaves in an analogous fashion if**

*r*)*F*(

**=**

*k*)*O*(

*k*–

*N*) as |

**=**

*k*|*k*→ ∞)]. Since the integral on the right-hand side of Eq. (

**11.63) diverges logarithmically when**

*B*(**=***r*)*O*(*r*–*N*),*m*1 +*m*2 +*m*3 =*N*– 3 and**0, and the function***k*=*e*–*ikr*(where*C*is a small constant), it is clear that, if*B*(**=***r*)*O*(*r*–*N*), the partial derivates of order*N*– 3 of the function*F*(**(which are continuous functions of***k*)**0) will in general increase logarithmically as***k*for*k*≠**0. The situation is precisely the same for the more general functions***k*→*Bjl*(**and***r*)*Fjl*(**which correspond to the multidimensional homogeneous field***k*),**= {***u*(*x*)*u*1 (**. . .,***x*),*un*(**Therefore, for example, the general Taylor expansion of the function***x*)}.*Fjl*(**in the neighborhood of***k*)**0, which is of the form***k*=will for *B *(** r) **=

*O*(

*r*–*N*) contain only terms up to order

*N*– 4 inclusive, and these will be followed by a residual term of the order of

*kN*–4 ln

*k*(when

*j*=

*l*, all the odd terms in Eq. (

**11.64) will, of course, be equal to zero). On the other hand, to insure that the spectrum**

*Fjl*(**will be infinitely differentiable, the correlation function***k*)*Bjl*(**should decrease to zero at infinity more rapidly than any finite negative power of |***k*)**Similarly, to ensure infinite differentiability of the function***r*|.*Bjl*(**we must have the appropriate rate of decrease to zero at infinity for the spectrum***r*),*Fjl*(*k*).Let us suppose that

When this is so, the partial derivative

will exist in the sense analogous to Eq. (**11.23), and so will all the lower-order partial derivatives. Moreover, in view of Eq. (11.66), **

Similarly, if

(no summation over *j *and *l*), the derivatives

will exist, and

Of all the multidimensional random fields, the most important case for the theory of turbulence is the three-dimensional velocity field ** u (x) **= {

*u*1 (

*x*),*u*2 (

*x*),*u*3 (

**. In view of**

*x*)}**Eq. (11.66),**

and, hence,

and ε*jlm *is a unit tensor of rank 3 which is antisymmetric in all its indices. Consequently,

It follows that the correlation function of the divergence of the field ** u (x) **Similarly, the correlation tensor of the vorticity of the field

**The formulas for the correlation and spectral tensors of the vorticity field**

*u*(*x*)**ω**(

**= curl**

*x*)**can be transformed with the aid of the following identity**

*u*(*x*)which is readily verified. Moreover, it follows from **Eq. (11.69) that **

(no summation over *j*), and

We shall now restrict our attention to the case where the vector field ** u (x) **is

*solenoidal*, i.e.,

*duj*(

*x*)/*∂xj*= 0. We then have

In view of **Eq. (11.70) this means that **

The four relationships in **Eqs. (11.79) and (11.80) are not, of course, independent: From any one of them the other three follow automatically. Instead of Eqs. (11.79) and (11.80) we can also use the equivalent relationship kj dZj (k) = 0. **

Substituting the identity given by **Eq. (11.75) into Eq. (11.74), and using Eqs. (11.80) and (11.79), we can verify that for a solenoidal field u (x) the correlation and spectral tensors of the vorticity field are given by **

and

The relationships given by **Eq. (11.79) enable us to determine the general form of the tensor Fjl (k) [see Kampé de Fériet (1948)]. In view of Eq. (11.79), the vector k is the eigenvector of the Hermitian matrix || Fjl (k) || corresponding to its zero eigenvalue. Moreover, this matrix should have two further (in general, complex) eigenvectors, a(1) and b(1), which are orthogonal to each other and to the vector k and correspond to nonnegative eigenvalues λ1 (k) and λ2 (k). Let us normalize the vectors a(1) and b(1) and expand dZ (k) in terms of the vectors a(1), b(1), and k. Since k dZ (k) = 0, we have **

where

and hence

by definition of ** a(1) **and

**we have from**

*b*(1)**Eqs. (11.84) and (11.85)**

This is, in fact, the general form of the tensor ** Fjl (k) **[since the tensor (

**This tensor depends on six complex functions of the argument**

**Since, moreover,***k*,*a/a*,*b/b*,*k/k*[where*a*= |*a*|,*b*= |**is an orthonormal triad of vectors, and consequently***b*|from **Eq. (11.86) and rewrite the expression for Fjl (k) in the form **

The functions *b*² (*k*), *a*² (*k*), *aj *(** k) **are here related by

Using the conditions given by **Eq. (11.79), we can establish another general representation of the tensor Fjl (k) which is occasionally quite convenient. Namely, let us consider the tensor **

This tensor is symmetric and orthogonal to the vector ** k, **i.e., it satisfies the condition

*kj*Δ

*jm*(

**= 0. Moreover, if**

*k*)**= 0 then, clearly, Δ**

*kmFm*(*k*)*jm*(

*k*)*Fm*(

**=**

*k*)*Fj*(

**Therefore, the transformation with the matrix || Δ**

*k*).*jm*(

**|| isolates the part of the vector**

*k*)**which is orthogonal to the vector**

*F*(*k*)**Therefore, for example, the tensor**

*k*.*Fjl*(

**which satisfies**

*k*)**Eq. (11.79) can be always written in the form**

where Φ*mn *(** k) **is a symmetric tensor. We can take the original tensor

*Fmn*(

**for Φ**

*k*)*mn*(

**It is possible, however, to choose Φ**

*k*).*mn*(

**to be an arbitrary Hermitian symmetric tensor with a nonnegative-definite matrix, in which case the tensor (**

*k*)**11.89) will still satisfy all the requirements imposed on the spectral tensor of a solenoidal vector field.**

If ** u (x) **(

**is a homogeneous scalar field which is homogeneously correlated with**

*x*)**then**

*u*(*x*),i.e.,

and

According to **is orthogonal to k, and consequently it can be represented in the form **

The higher-order spectral tensors (or vectors) of a solenoidal field, [for example, *Fij, l *(*k*), *Fijl *(** k, k′), **can be represented in a similar way. In fact, if

*∂uj/∂xj*= 0, then

so that

Consequently,

The above results lead us to certain conclusions with regard to the behavior of the spectra of the field ** u (x) **in the neighborhood of the origin of the wave vector space. Let us consider, for example, the tensor

*Fjl*(

**and suppose that it can be expanded in the Taylor series**

*k*)**Eq. (11.64) in the neighborhood of the point**

**0. In that case, the functions***k*=*aj*(**and***k*)*bj*(**in Eq. (11.86) can also be expanded in a Taylor series. Since, however, the vectors***k*)*a*(**and***k*)*b*(**should be orthogonal to all the vectors***k*)**for***k*/|*k*|**0 (i.e., they should be equal to zero), it is clear that the expansion of***k*=*Fjl*(**in a Taylor series should begin with second order terms:***k*)begins with first order terms:

If we pass from the spectra to the correlation matrices, we have from **Eq. (11.95), **

and from **Eq. (11.96) we have **

**12. ISOTROPIC RANDOM FIELDS **

**12.1 Correlation Functions and Spectra of Scalar Isotropic Fields **

The spectra of homogeneous random fields will, in general, depend on the three variables *k*1, *k*2, *k*3 (while the higher-order spectra will depend on a still greater number of variables). In the subsequent analysis we shall be particularly concerned with special *homogeneous and isotropic fields *for which the main statistical characteristics depend only on one variable. Such homogeneous and isotropic fields will be discussed in this section.

A scalar random field *u *(** x) **corresponding to it are unaffected by all possible rotations of the set of points

**,**

*x*1**, . . .,**

*x*2**axes passing through the origin, and by mirror reflections of this set of points in any plane passing through the origin. We shall confine our attention to fields which are both homogeneous and isotropic, and for the sake of brevity we shall refer to such fields simply as**

*xN*about*isotropic*. In other words, by isotropic fields we shall understand random fields

*u*(

*x*are unaffected by any translations (i.e., shifts), rotations, and mirror reflections (i.e., space symmetries) of the set of points

**,**

*x*1**, . . .,**

*x*2

*xN*.Since the field *u *(** x) **is homogeneous, its mean value

*u*(

**should be a constant. Without loss of generality we can assume that**

*x*)*u*(

**= 0, having replaced, if necessary, the original field**

*x*)*u*(

**by the field**

*x*)*u*′ (

**=**

*x*)*u*(

**–**

*x*)*u*(

**. We shall adopt this procedure henceforth. The correlation function**

*x*)*B*(

**=**

*x*,*x*′)*u*(

*x*)*u*(

**of an isotropic field**

*x*′)*u*(

**must, of course, assume equal values for any two pairs of points (**

*x*)**In other words, if the distance between the points**

*x*,*x*′)**is equal to the distance between**

*x*and*x*′**so that the function**

*x*1*B*(

**can depend only on the distance**

*x*,*x*′)*r*= |

**–**

*x*′**between the points**

*x*|**=**

*x*and*x*′

*x*+*r*:We thus see that in the case of an isotropic field *u *(** x), **the correlation function does, in fact, depend on the single variable

*r*.If we substitute **Eq. (12.1) into the general formula (11.47) which defines the three-dimensional spectrum F (k) of a homogeneous field in terms of B (r) and transform to spherical coordinates, we find that, in the isotropic case, the spectrum will depend only on k = | k |: **

Conversely, if

then the correlation function *B *(** r) **will depend only on

*r*= |

**and in view of**

*r*|,**Eq. (11.46) we have in this case**

The function *F *(*k*) in equations (**12.2) and (12.4) must be nonnegative. The set of correlation functions for all the possible isotropic random fields is therefore determined by the condition that the integral (12.2) should be nonnegative for all k ≥ 0. Hence, it follows that the functions **

are the correlation functions of isotropic fields. In fact, it is readily verified that the three-dimensional spectra which correspond to these functions are, respectively,

i.e., they are nonnegative.

It is clear that, if we replace the variable *r *by | *τ *| in the functions (**12.5), (12.5′), and (12.5″), we obtain examples of correlation functions of stationary processes. This is explained by the fact that the values of an isotropic field u (x) at points on the straight line x2 = x3 = 0 form a homogeneous field on the straight line (i.e., a stationary process in the variable x1). The one-dimensional Fourier transform of the function B (r) which is defined for r < 0 with the aid of the condition B (– r) = B (r) must be nonnegative throughout: **

The function *F*1 (*k*1) defined by **Eq. (12.7) or, what amounts to the same thing, by the inverse formulas **

will be called the *one-dimensional spectral density *(or the *onedimensional spectrum*) of the field *u *(** x). **Comparison of

**Eq. (12.8) with the special case of Eq. (11.46) obtained for**

*r*2 =*r*3 = 0, will readily show thatHence it also follows that for *F *(*k*) ≥ 0, the function *F*1 (*k*1) will always be nonnegative. On the other hand, it is readily seen that, from the fact that the function *F*1 (*k*1) of **Eq. (12.9) is nonnegative, it does not immediately follow that the three-dimensional spectrum **

is nonnegative. In fact, if we substitute, for example, the function given by Eq. (**for 2 F1(k) (with the argument ω replaced by k), we obtain a function F (k) which will also assume negative values.¹² We thus conclude the functionsB (r) = C max {1 —αr, 0} B (r) = Ce–αr cos βrcan be the correlation functions of homogeneous fields on a straight line (stationary processes), but they cannot be correlation functions of isotropic fields in three-dimensional space. **

Instead of the three-dimensional spectrum *F *(*k*) we can also use the spectrum

Similarly, the function *F*1 (*k*1) can be replaced by *E*1 (*k*1) = 2*F*1(*k*1) which we shall again call the one-dimensional spectrum (or onedimensional spectral density). When applied to the functions *E *(*k*) and *E*1 (*k*1), the formulas given by **Eqs. (12.2), (12.4), (12.9), and (12.10) assume the form **

and

As already indicated, the rate at which the correlation function *B *(*r*) decreases to zero at infinity, determines the smoothness of the spectra *F *(*k*) and *E *(*k*), while the rate at which the spectrum *F *(*k*) or *E *(*k*) decreases, governs the degree of smoothness of the correlation function *B *(*r*). Moreover, the coefficients of the Taylor expansion for *F *(*k*) or *E *(*k*) (if the expansion is possible here) can be simply expressed in terms of the moments of the function *B *(*r*), while the Taylor expansion coefficients for *B *(*r*) can be expressed in terms of the moments of the function *F *(*k*) or *E *(*k*). In fact, by expanding, for example, the function sin *kr/kr *in **Eqs. (12.2) and (12.4) in a Taylor series, we can verify that the Taylor expansion for the functions F (k), E (k) = 4πk²F (k) and B (r) at the point k = 0, and hence r = 0, are of the form **

where

It is clear from **Eq. (12.17) that, in particular, the derivatives of B (r) of order 4n at the point r = 0 are nonnegative, while the derivatives of order 4n + 2 at this point are nonpositive. Next, if F (k) ~ k⁴, i.e., E ~ k⁶), as k → 0 then in view of Eqs. (12.14) and (12.16), we have **

We shall use this result below.

From the formulas given by **Eqs. (12.4) and (12.2) or (12.12) we also have **

Therefore,

where *L *is a characteristic length scale of the field *u *(** x), **which is called the

*integral length scale*and is of the order of the distance over which there is an appreciable correlation between the values of the field at two points. Another and usually much smaller characteristic length scale of the field

*u*(

**is the**

*x*)*differential length scale*which is given by the expression

This length scale is equal to the length of the segment cut on the horizontal axis by the parabola touching the graph of the correlation function *B *(*r*) at its apex (**Fig. 4). **

**FIG. 4 **Definition of the length scale λ.

**12.2 Correlation Functions and Spectra of Isotropic Vector Fields **

We shall now consider multidimensional isotropic random fields. At first sight it would appear natural to define the multidimensional field ** u (x) **= {

*u*1 (

**. . .,**

*x*),*un*(

**} as isotropic if all the probability densities for the values of any components of this field at a given set of points in space do not change under translations, rotations, and reflections of this set of points. We shall see later that another definition of the multidimensional isotropic field is more important for the theory of turbulence, but we shall begin our discussion with multidimensional fields which are isotropic in the sense indicated above. A multidimensional field of this kind is characterized by the correlation matrix**

*x*)in which all the elements depend only on *r *= | ** r |. **By analogy with the derivation of

**Eqs. (12.2) and (12.4), it can be shown that all the elements of this matrix can be written in the form**

where

are the corresponding cross spectra which, in this case, depend only on *k *= | ** k |. **Since by

**Eq. (12.24) the spectra**

*Fjl*(*k*) are real, they satisfy the conditionsfor any *k *and any real *c*1, . . ., *cn*. Conversely, any functions which can be written in the form (**12.24), where Fjl (k) satisfy the condition given by Eq. (12.25), are the elements of the spectral matrix of an isotropic random field. **

Examples of multidimensional random fields in the theory of turbulence are the velocity field ** u (x) **= {

*u*1 (

*x*),*u*2 (

*x*),*u*3(

**a combination of the velocity field and some scalar fields (for example, the five-dimensional field {**

*x*)},**(**

*u*(*x*),*p*(*x*),**} where**

*x*)**(**

*p*(*x*)**is the temperature) and, finally, a combination of scalar fields (for example, the two-dimensional field {**

*x*)**(**

*p*(*x*),**}). However, the above definition of isotropic multidimensional fields is completely satisfactory only for fields of the last type. The reason is that when the points**

*x*)**rotated, the components of the velocity vector**

*x*are**undergo a linear transformation (in accordance with the general transformation rule for the components of a vector). Hence, when applied to a vector field**

*u*(*x*)**= {**

*u*(*x*)*u*1 (

*x*),*u*2 (

*x*),*u*3 (

**}, the isotropy condition must be formulated as follows: A random vector field**

*x*)**is called**

*u*(*x*)*isotropic*if the probability densities for the values of its components at an arbitrary set of points

**,**

*x*1**, . . .,**

*x*2**unaffected by any translations, rotations and/or reflections accompanied by simultaneous rotation and/or reflection of the coordinate system with respect to which the components of the vector are determined. Thus, for example, the two-dimensional probability density for the values of**

*xN*are**(**

*u*1**) and**

*x*1**(**

*u*2**) (see**

*x*2**axis (i.e., the**

*i*relative to therotatedset of coordinates). For a field of the form {

**(***u*(*x*),*p*(*x*),**}, which in addition to the vector***x*)**contains some scalar components, the isotropy condition requires that the corresponding probability densities are unaffected by translations, rotations, and reflections, which are accompanied by a linear transformation of the components of the vector***u*(*x*)*u*(*x*).**FIG. 5 **Properties of the isotrophic vector field.

Let us suppose now that ** u (x) **is an isotropic random vector field. Since the field is homogeneous, its mean value

**=**

*u*(*x*)**a constant vector. However, since the vector is isotropic, it must be unaffected by rotations. Consequently, it must be a zero vector. It follows that the mean value of an isotropic random vector field is necessarily equal to zero.**

*U*isThe situation is much more complicated in the case of the correlation tensor of an isotropic vector field

**FIG. 6 **associated with the points *M *and *M*′.

, the first axis of which lies along the vector ** r, **are perpendicular to this vector as shown in

**Fig. 6. Let the values of the components of the tensor**

*Bjl*(**will, clearly, depend only on***r*)*r*= |**will rotate together with the points (***r*|,*M*,*M*axes, we must have, so that

[and, consequently, *Bjl *(** r) **, three components are zero and the two remaining components are equal. Therefore, there remain only two nonequal components which we shall denote as follows:

Here, and henceforth, *uL *and *uN *will denote the projections of the vector ** u on **to the direction of

**correspondingly, on to any perpendicular direction. The functions**

*r*and,*BLL*(

*r*) and

*BNN*(

*r*) are called the longitudinal and lateral correlation