Turbulence Prof. E.G.

Tulapurkara
Chapter-1

Chapter 1

Lecture 6

Introduction - 6
Topics

1.3.1 Statistical features

(IV) Joint probability
(V) Correlations
(VI) Spectrum
Homogeneity
Isotropy
Characterization of anisotropy

(IV) Joint probability :

When two variables say U & V, are studied simultaneously, the joint probability density
is B(U,V). It is defined as the fraction of time when U is between U and
(U + ΔU ) and V is between V and (V + ΔV ),divided by the total time.
B(U,V) U V = T / T (1.33)

Then,   B U,V  dUdV  1

(1.34)

For further details see Ref.1.9, chapter 6.

(V) Correlations
To know whether two quantities influence each other, the time average of the product of
the two quantities is taken. Such an average is called a correlation. The basis for this
procedure is that (a) the product of two positive or two negative numbers, is positive i.e.
(+) x (+) = (+) and (-) x (-) = + and (b) the product of two numbers, one of which is
positive and other negative, is negative i.e. (+) x (-) = (-) or (-) x (+) = (-). Thus, if both
the quantities have the same sign at a given instant of time, then their contribution to the
correlation is positive. If the signs are opposite then the contribution to the correlation is
negative. Correlations are frequently used in practical applications e.g. students who
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Turbulence Prof. E.G. Tulapurkara
Chapter-1

are above average in physics would generally be above average in mathematics. Thus,
the correlation of marks in mathematics and physics, with respect to class averages in
these subjects, would be positive. On the other hand, their performance in literary
subjects may not be correlated with that in science subjects and the correlation may be
a small value.
As mentioned in section 1.2.4 the turbulent flows can be considered as consisting of
eddies of different kinds, sizes and orientation. Direct numerical simulation of turbulence
also confirms this kind of picture. References 1.40, chapters 5 & 6 give elaborate
description on this topic. An idea of the size of the eddy can be obtained by studying
correlations between fluctuating quantities (velocity components, pressure, temperature
etc.) at different places and at different instants of time.

The general definition of correlation is :

t0 +T
1
sisj  x,r,   = si  x,t  sj  x +r,t +   =  si  x,t  sj  x +r,t +   dt (1.35)
T t0

where, si and sj are two fluctuating signals. The signal si is measured at point x and

signal sj is measured at point (x+r) at time (t+  ). As mentioned earlier, the fluctuating

signal may be velocity component, pressure, temperature etc.

Correlation coefficient
It is defined as :

 s   s 
'

R 
α,β 
 β

 s2   s2 
; no summation on greek indices. (1.36)


α  β 
 

Note :
(1) In Eq.(1.36) and in subsequent equations when Greek indices are used, the
summation convention is not applicable.
(2) Correlation coefficient indicates interdependence of two fluctuations.
Example 1.3

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Consider the case, when si = u,sj = v , r = 0 ,  = 0 i.e. the two quantities ( sj

and sj ) are measured at the same point and at the same time. Let, for every value of

u’, the value of v be a multiple of u’ i.e. v’ = cu’ ; where, c is a constant. Figures 1.15a
and b show two cases when c is positive and negative respectively. In these cases it is
seen that

u ×cu
Rαβ = = 1 when, c > 0.
u2 cu2
= -1 when, c < 0.
These two cases are representative of perfect correlation with R = 1 or -1. (Fig.1.15a &
b).

In the case shown in Fig.1.15c, u’ and v’ are not perfectly correlated but for many
realizations when u’ is positive v’ is also positive or when u’ is negative v’ is also

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

negative. In this case, R αβ lies between 0 & 1. If the values of u’ & v’ are uncorrelated

(Fig.1.15d) then, R = 0.

Example 1.4
u v
From the data of example 1.2, obtain
U2
Solution :
From the last column of Table E2.2 :
Σuv  = 0.4528 or uv = 0.04528

u'v' 0.04528
Hence, 2
= = 1.063×10-4
U 20.642

Special cases
(i) Point correlation : This correlation is between any two signals measured
simultaneously at the same point P i.e. r = 0,  = 0 . Examples of such correlations are:

(a) Correlations among velocity components i.e. u2 , v2 ,w2 ,u'v' , v'w' and wu' . When
tensor notation is used these correlations are written as :

u12 , u22 , u32 , u1 u2 ,u2 u3 and u3 u1 .

(b) Pressure-velocity correlations i.e. p'u', p'v',and p'w' .

(c) Velocity-temperature correlations i.e. uθ,ν θ,w θ . Note: θ is temperature

fluctuation.

(ii)Autocorrelation coefficient : In this case   , r=0, i=j,   0 i.e., a correlation

between signal and its value at times separated by a constant time interval. This
correlation is denoted by R() i.e.

s'α  X,t  sα  X,t +  

R   = , no summation on  .
sα2 (1.36a)

Remark :
(a) Measurement of R (  )

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

The older technique to measure time correlation was to use a correlator along with a
time delay limit (Fig.1.16). The correlator is an electronic device which takes time
average after multiplying two signals. The signal from Hot-wire anemometer (HWA) is
split into two. One of them is connected directly to the correlator and the other signal
passes through a time delay unit which can be set for desired time delay. Current
practice is to process the signal using softwares like MATLAB.

(b) Typical autocorrelation curve is shown in Fig.1.17. Following aspects are noted.
(i) At  = 0, from Eq.(1.36a), R(  ) = 1.
(ii) As  increases the correlation decreases and goes to zero for some value of  .
Subsequently, R(  ) may oscillate around zero (Fig.1.17a).
(iii) For a stationary random quantity, by its definition, R(  ) = R (-  ) or R(  ) is
symmetric about  =0.

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Time correlation : It is a generalization of autocorrelation which includes two distinct

signals emanating from the same point but at times separated by  , i.e.
t0 +T
1
s1  t  s2  t+  =  s1  x,t  s2  x,t +   dt (1.37)
T t0

(iii) Spatial correlation: In this case,  = 0 but r  0. It is a correlation between two

signals generated simultaneously a two points P1 and P2 with spatial separation r i.e.
t0 +T
1
s1  X  s2  X  r  =  s1  x,t  s2  x +r , t  dt (1.38)
T t0

When the two points P1 and P2 lie on the x1 axis the special case is denoted by R11 and
given by :
(1.39)
u1  x, t  u1  x  x1 , t 
R11 =
u12  x 

Space correlation coefficient is defined as :

sα  x, t  sβ  x +r , t 
R αβ  r  = ; no summation on α and β . (1.40)
sα2 sβ2

A plot of R11 is given in Fig. 1.18.

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Remarks:
(i) As x1  0, R11(x1)  1. However, R11(x1) will in general be not symmetric about x1
= 0 as the features of turbulence vary from point to point.
(ii) Two probes are needed to measure spatial correlation. The determination of
correlation coefficient between the two signals can be done by a correlator or using
software. Typical variation of R11(x1), obtained when the second probe is moved in the
x1 direction is shown in Fig.1.18.
(iii) Beyond a certain value of x1, say x1L , in Fig.1.18, the correlation is zero or
negligible. This implies that the events at x1 = 0 and at x1 = x1L are not correlated. This
provides an idea about the size of the larger eddies. Further, this fact of R(x 1)
approaching zero, distinguishes turbulent flow from laminar flow. In a subsonic laminar
flow the correlation coefficient between any two points in the flow domain is either +1 or
-1, whereas in a turbulent flow it (correlation) goes to zero after a certain distance.

Direct spatial correlation :

It refers to correlation between same quantity at two different points.

uα  x,t  uα  x +r,t 

R r  = (1.41)
uα2
Space time correlation : It is the general case defined by Eq.(1.35).

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Remarks :
In this subsection correlations between two signals, have been discussed. These are
second order correlations. The averages like ui uj uk and ui uj uk ul are the third and

fourth order correlations.

VI) Spectrum
As mentioned in section 1.2.6 a turbulent signal can be approximated as superposition
of waves of different frequencies and amplitudes. The distribution of the energy of the
signal at various frequencies constitutes the frequency spectrum of the signal. This can
be measured with the help of a spectrum analyzer. This instrument consists of a band
pass filter in which the frequency band and the frequency in the middle of the band can
be selected. The band pass filter allows only the part of signal which lies in the selected
frequency band. For example, if the middle frequency is chosen as 100 Hz and the
band is  10 Hz, then the instrument would allow only the part of the signal having
frequencies between 90 to 110 Hz. The spectrum analyzer processes the signal and

gives Δs2 which is the mean square of the signal in the chosen frequency band. It is

evident that when the band width ( Δn ) decreases, the quantity ( Δs2 / Δn ) reaches a
limit. This limit is called ‘spectral density’ and denoted by E11(n) i.e.

s2
E11  n  = Lt Δn  0 (1.42)
n

Hence, s2 =  E11  n  dn (1.43)
0

The normalized spectral density is defined as :

E11(n)
φ n = (1.44)
s2
Then,


 φ ndn = 1
0
(1.45)

A typical plot of spectral density function for the turbulent kinetic energy is shown in
Fig.1.19. The spectrum for u’ fluctuation is given in example 1.7.

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Remarks :
(i) Relation between autocorrelation and spectrum
The autocorrelation and spectrum are two different ways of characterizing a turbulent
flow. Starting with the assumption that the fluctuating velocity component u’ can be
expressed as :

u1  t  = 2   a  n  e-i2 π nt dn (1.46)


and noting that the definitions of R    and E11(n) (see Eqs.(1.36) and (1.42)), Hinze

(Ref.1.3, chapter 1) shows that R    and E11(n) are Fourier transforms of each other i.e.

1
R   =  E n  cos 2π nt dn
11 (1.47)
u12 0

and

E11  n  = 4u12  R    cos 2 πn  d . (1.48)
0

It may be added that there are some mathematical difficulties in representing u’ by

Eq.(1.46). Hence, (Re.1.3, chapter 1) points out the ways to overcome these difficulties
and that it is valid in practical cases. Further, using Eqs. (1.47) & (1.48) one can deduce

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

R    from E11(n) and vice-versa. However, with the availability of computers, both R   

and E11(n) can be deduced from the record of the fluctuating quantity (see example 1.7).

(ii) Wave number spectra

The wave number in one-dimensional case is defined as :
2πn
1 = (1.49)
U1
Note that 1 is reciprocal of wavelength and has dimension of m-1.

The spectrum function in terms of 1 is defined as :

U1
E11  1  = E11 n  (1.50)
2π
The one-dimensional wave number spectrum and the direct spatial correlation can be
shown to be related as:

R11  x1  =  E11  1  cos 1 x1 dx1 (1.51)
0

and

2 2
E11  1  = u  R11  x1  cos 1 x1 dx1 (1.52)
π 0

(iii) As noted earlier, turbulence is three-dimensional in nature. Hence, in theoretical

work, especially while analyzing homogeneous turbulence; it is convenient, to work in
terms of wave number vector.
 = 1 i + 2 j + 3 k (1.53)

Homogeneity
A turbulent flow is said to be homogeneous, if the statistics are independent of position.

In this case, the spatial correlation ui  x,t  uj  x +r,t  will not depend on x, but only, on

the relative position r.

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Turbulence Prof. E.G. Tulapurkara
Chapter-1

Isotropy
A turbulent flow is said to be isotropic, if its statistics are independent of the directions.

In this case, the correlation ui  x,t  uj  x +r,t  will depend on (a) x, (b) on the magnitude

 r  of r, (c) the direction of r and (d) the angle between i and j. But, will not depend on
choice of direction of ‘i’. If the turbulent field is both isotropic and homogeneous then, it

will not depend on x. In isotropic turbulence, u12 = u22 = u32 .

See Hinze (Ref.1.3, chapter 3) for relation between correlation tensor and three-
dimensional energy spectrum.

Characterization of anisotropy

The commonly encountered turbulent flows are anisotropic i.e. u12  u22  u32 . The

anisotropy is sometimes roughly characterized by the ratios u12 / u22 and u12 / u32 . In a

more precise manner, it is characterized by the anisotropy tensor defined as :

ui u j 1
bij = - δij . (1.53a)
2k 3

u12 +u22 +u32

k= is the turbulent kinetic energy and
2
δij is Kronecker δ i.e. δij = 1 if i = j and δij = 0 if i  j

u12 1 u2 1 u2 1

Note : 1) b11 = - ; b22 = 2 - ; b33 = 3 -
2k 3 2k 3 2k 3
2) In isotropic turbulence b11 = b22 = b33 = 0.

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