We present an open-source package that helps the user to perform a basic statistical analysis of a given turbulence dataset. We believe that this package is useful to the entire turbulence community. It can be used to estimate statistical quantities of turbulence such as the spectral density, turbulence intensity, integral length scale, Taylor microscale, Kolmogorov scale, and dissipation rate as well as velocity increments, structure functions, and their scaling exponents. Different well-known methods available in the literature were selected so that they can be compared. This package also performs an advanced analysis that includes the scale-dependent statistical description of turbulent cascade using the Fokker–Planck equation, consequently leading to the assessment of integral fluctuation theorems. As a precondition for the stochastic process approach, Markovian properties of the turbulent cascade in scale are tested. This is utilized to estimate the drift and diffusion coefficients of the Fokker–Planck equation. The total entropy production for each independent cascade trajectory can be determined using a Fokker–Planck equation. Estimating total entropy production admits a rigorous law of non-equilibrium stochastic thermodynamics, namely, the integral fluctuation theorem, which must be valid if Markov properties hold and the Fokker–Planck equation is correct. This approach to the turbulent cascade process has the potential for a new way to link the statistical description of turbulence, non-equilibrium stochastic thermodynamics, and local turbulent flow structures. Finally, we emphasize that the presented package can be used for the analysis of other data with turbulent-like complexity as well.
Processes leading to anomalous fluctuations in turbulent flows, referred to as intermittency, are still challenging. We consider cascade trajectories through scales as realizations of a stochastic Langevin process for which multiplicative noise is an intrinsic feature of the turbulent state. The trajectories are conditioned on their entropy exchange. Such selected trajectories concentrate around an optimal path, called instanton, which is the minimum of an effective action. The action is derived from the Langevin equation, estimated from measured data. In particular instantons with negative entropy pinpoint the trajectories responsible for the emergence of non-Gaussian statistics at small scales.
We present experimental evidence that, together with the integral fluctuation theorem, which is fulfilled with high accuracy, a detailed-like fluctuation theorem holds for large entropy values in cascade processes in turbulent flows. Based on experimental data, we estimate the stochastic equations describing the scale-dependent cascade process in a turbulent flow by means of Fokker-Planck equations, and from the corresponding individual cascade trajectories an entropy term can be determined. Since the statistical fluctuation theorems set the occurrence of positive and negative entropy events in strict relation, we are able to verify how cascade trajectories, defined by entropy consumption or entropy production, are linked to turbulent structures: Trajectories with entropy production start from large velocity increments at large scale and converge to zero velocity increments at small scales; trajectories with entropy consumption end at small scale velocity increments with finite size and show a lower bound for small scale increments. A linear increase with the magnitude of the negative entropy value is found. This indicates a tendency to local discontinuities in the velocity field. Our findings show no lower bound of negative entropy values and thus for the corresponding piling up velocity differences of the small scale structures.
Based on direct numerical simulations with point-like inertial particles, with Stokes numbers St = 0, 0.5, 3, and 6, transported by homogeneous and isotropic turbulent flows, we present in this letter for the first time evidence for the existence of Markov property in Lagrangian turbulence. We show that the Markov property is valid for a finite step size larger than a Stokes-number-dependent Einstein-Markov coherence time scale. This enables the description of multi-scale statistics of Lagrangian particles by Fokker-Planck equations, which can be embedded in an interdisciplinary approach linking the statistical description of turbulence with fluctuation theorems of non-equilibrium stochastic thermodynamics and local flow structures. The formalism allows estimation of the stochastic thermodynamics entropy exchange associated with the particles Lagrangian trajectories. Entropy-consuming trajectories of the particles are related to specific evolution of velocity increments through scales and may be seen as intermittent structures. Statistical features of Lagrangian paths and entropy values are thus fixed by the fluctuation theorems.
Fractal grids generate turbulence by exciting many length scales of different sizes simultaneously rather than using the nonlinear cascade mechanism to obtain multi-scale structures, as it is the case for regular grids. The interest in these grids has been further building up since the surprising findings stemming from the experimental and computational studies conducted on these grids. This work presents experimental wind tunnel and computational fluid dynamics (CFD) studies of the turbulent flow generated by a space-filling fractal square grid. The experimental work includes Particle Image Velocimetry (PIV) and hot-wire measurements. In addition, Delayed Detached Eddy Simulations (DDES) with a Spalart-Allmaras background turbulence model are conducted using the open-source package OpenFOAM. This is the first time DDES simulations are used to simulate and characterize the turbulent flow generated by a fractal grid. Finally, this article reports on the extensive statistical study and the direct comparison between the experimentally and numerically acquired time series to investigate and compare one-point- and two-point statistics. Our goal is to validate our computational results and provide enhanced insight into the complexity of the multi-scale generation of turbulence using a fractal grid with a low number of fractal iterations. In particular, we investigate the different turbulent structures and their complex interaction in the near-grid region or the production regime of the fractal grid flow.