Mathematical Theory of Turbulence, The - Stanisic, M. M

niversitex
M. M. Stanisic
The Mathematical
Theory of
Turbulence
Springer-Verlag
New York Berlin Heidelberg Tokyo
1 • •>
v"
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"Go On, and Faith Will Come to You"
D'Alembert
M.M. Stanisic
The Mathematical Theory

of Turbulence
With 71 Illustrations
Springer-Verlag
New York Berlin Heidelberg Tokyo
M.M. Stanisic
School of Aeronautics and Astronautics
Grissom Hall
Purdue University
West Lafayette, IN 47907
U.S.A.
AMS Classification: 76Fxx, 76D05, 76E25, 60Gxx, 82A50
Library of Congress Cataloging in Publication Data

StaniSic, M.M.
The mathematical theory of turbulence.
(Universitext)
Bibliography: p.
Includes indexes.
1. Turbulence. I. Title.
QA913.S74 1984 532'.0527'0151 84-14135
© 1985 by Springer-Verlag New York Inc.

All rights reserved. No part of this book may be translated or reproduced in any form
without written permission from Springer-Verlag, 175 Fifth Avenue, New York, New
York 10010, U.S.A.
Printed and bound by R.R. Donnelley & Sons, Harrisonburg, Virginia.

Printed in the United States of America.
987654321
ISBN 0-387-96107-0 Springer-Verlag New York Berlin Heidelberg Tokyo

ISBN 3-540-96107-0 Springer-Verlag Berlin Heidelberg New York Tokyo
To my patent*, HOiko and Ana.
V
PREFACE
"I do not think at all that I am able to
;present here any procedure of investiga¬
tion that was not perceived long ago by

all men of talent; and I do not promise
at all that you can find here anything
quite new of this kind. But I shall
take pains to state in clear words the
rules and ways of investigation which
are followed by able men, who in most

cases are not even conscious of follow¬
ing them. Although I am free from
illusion that I shall fully succeed even

in doing this, I still hope that the
little that is present here may please
some people and have some application
afterwards."
Bernard Bolzano (Wissenschaftslehre, 1929)
The following book results from a series of lectures on the mathematical

theory of turbulence delivered by the author at the Purdue University
School of Aeronautics and Astronautics during the past several years, and
represents, in fact, a comprehensive account of the author's work with
his graduate students in this field.
It was my aim in writing this book to give engineers and scientists

a mathematical feeling for a subject, which because of its nonlinear
character has resisted mathematical analysis for many years. On account
Vll 1
of its refractory nature this subject was categorized as one of seven

"elementary catastrophes".
The material presented here is designed for a first graduate course

in turbulence. The complete course has been taught in one semester.
Students taking this course must have had an introductory course in
fluid mechanics and classical thermodynamics. In addition, they should
possess some basic knowledge of the theory of stationary random functions,
of partial differential equations, and of integral equations.
Whether a person is an experimentalist or a theoretician, he must have

a perspective on the entire field. I hope that this book will provide
that perspective. The reader will find that besides a systematic exhibi¬
tion of traditional knowledge of turbulence, I have enlightened the extant
literature with several unorthodox touches: Kraichnan's theory has been
illuminated through its application to Burgers' equation; Hopf's <j> equa¬
tions in "ordinary" turbulence have been derived and their solutions
extended to two orders of approximations; magnetohydrodynamic turbulence
has been exactly formulated and the physics of "transfer" of kinetic and
magnetic energy explained. Furthermore, Heisenberg's theory is extended
to magnetohydrodynamic turbulence. Finally, some thoughts on temperature
dispersion in magnetohydrodynamic turbulence have been advanced.
Throughout, emphasis is placed on the nonlinear stochastic phenomena

that illustrate, in particular, the development of magnetohydrodynamic
turbulence, by means of Hopf's joint characteristic functional formulation.
This mathematically elegant formulation, which is probably the only exact
formulation of the entire problem of turbulence, has been overlooked in
most of the available texts. Hopf's approach should be brought to the
attention of students of turbulence early in their careers. In light of
increasing computer capabilities, it is reasonable to expect considerable
progress in the numerical solution of Hopf's functional equation in the
near future. It is of course impossible in this two-part book, and
during only one semester to exhaust the whole range of questions
connected with turbulence. Therefore, I have selected material in such
a way as to better assist the student in understanding the fundamentals
of the physical and mathematical descriptions of turbulence.
I have purposely omitted many excellent experimental works such as

those done by L.S.G. Kovasznay, S. Corrsin, H. Liepmann, R. Betchov, A.M.
Obukhoff, and others, in order to limit the size and the cost of this
publication. I urge the reader to familiarize himself with these
IX
important studies which complement the more theoretical subject matter of

this book.
The book is divided into parts, chapters, sections, and subsections.

The numbering of the parts, chapters, and sections is consecutive, while
the subsections are numbered consecutively within each section. The
number of the section and subsection is indicated together in the sub¬
section number (e.g. the second subsection of the third section is
indicated as 3.2). The equations are numbered in a similar manner, e.g.
(4.21) is the twenty-first equation in the fourth section. Hence,
equations run consecutively through each section.
Part One, which contains Chapter I, deals with the classical approach
to turbulence in conjunction with the semi-empirical methods of Prandtl,
G.I. Taylor, and von Karman. A generalized law concerning eddy viscosity
is developed in detail, the equations of the turbulent boundary layer
are discussed, and a new approach to their solution is indicated. Both
the "law of the wall" in turbulent channel flows and velocity distri¬
butions in the transient region of the turbulent boundary layer are
discussed in depth.
Part Two, which contains the second, third, and fourth chapters, deals
with statistical theories of turbulence.
In the second chapter an introductory theory of random variables and

stochastic processes is included for the reader’s benefit. This chapter
elaborates on the fundamental stochastic formulations of the phenomena
of turbulence, as developed by von Karman, Howarth, and G.I. Taylor.
In the third chapter Kolmogoroff's, Heisenberg's, Kraichnan's, and

Hopf's theories of turbulence are introduced, each of them in several
steps. In particular, Kraichnan's theory has been applied to the simpler
Burgers' model equation in order to acquaint the reader with the general
features of the Direct Interaction Approximation by means of an averaged
Green's function in the full treatment of the Navier-Stokes equations.
Particular emphasis has been placed on the treatment of "ordinary"
turbulence by means of characteristic functionals as developed by Hopf.
The theory is elegant and compact, leading to the well known Hopf's
.(.-equation. However, Hopf does not give a direct derivation of the
.(.-equation, but instead relies on the mathematical analogy resulting
from functional differentiation. In this chapter Hopf's theory has been
extended in order to include a full derivation of the ((.-equation and two
orders of approximation to this equation.
X
In the fourth chapter, particular emphasis has been placed on the

treatment of magnetohydrodynamic turbulence by means of joint character¬
istic functionals and temperature dispersion in a weakly conducting
turbulent fluid.
My own interest in magnetohydrodynamic turbulence began in the late

1950s after the appearance of Hopf's theory in "ordinary" turbulence.
I have, together with my former graduate student Dr. J. H. Thomas,
focussed attention on the treatment of magnetohydrodynamic turbulence
from the viewpoint of joint characteristic functionals.
In its simplicity, this part of the book has never before appeared in
the literature and it provides depth, unity, and the framework for the
transfer of the physics of turbulence to mathematical analysis. It has
been one of the great incentives for the generalization of all previously
given theories of turbulence. Even when classical theories have been
extended and generalized, functional analysis offers proofs that are
simple and elegant. For this reason, several Appendices are included
for any needed explanations. In the section dealing with temperature
dispersion of a weakly conducting turbulent fluid, the Kolmogoroff
Universal Equilibrium Theory is applied to the turbulent velocity and
magnetic and temperature distributions, assuming high Reynolds', magnetic
Reynolds', and Peclet numbers. The study of turbulence as a phenomenon
is not a well-established branch of mathematical physics and only a few
original contributions to the field exist. It is the author's hope that
the contribution of this book will be of lasting value not only to the
teacher and student, but also to the researcher in the field of fluid
mechanics and in related fields such as chemistry, chemical engineering,
other engineering sciences, and oceanography.
I wish to thank my students, especially Dr. John H. Thomas and Dr.

Brent Eugene Coy, whose interest in the course provided the justification
for this effort. Dr. Michael Weinstein and my graduate student, Ijaz
Parpia were helpful in preparing the manuscript for publication.
The author wishes to give his respects to the late Professor L.S.G.
Kovasznay of Johns Hopkins University for encouraging him to undertake
this work. The author is grateful to the Head of the School of
Aeronautics and Astronautics, Professor Henry Yang, who was generous
with his encouragement, advice, and help for a successful completion of
the effort that is represented by this book. The author especially
thanks his secretaries: Mrs. Phyllis Graves for her careful and
XI
efficient typing, and Miss Nancy Stivers for her technical work and many
helpful comments and suggestions. A book of this length could not have
been written without the understanding and encouragement of my brother
Branislav and my children Lauren, Ana, Susan, Tamara, and Michael,
graduate students at the University of Chicago and Purdue University.
V "*
West Lafayette, Indiana M. M. Stanisic
August 1984
CONTENTS
Preface . vii
Introduction . 1
Onset of Turbulence . 3
Part One — Classical Turbulence. 10
Chapter I. Turbulent Flow. 10

1. Equations of Fluid Dynamics and Their Consequences. 10
1.1 Reynolds' Averaging Technique . 10
1.2 Equations of Fluid Dynamics . 12
1.3 Equation of Kinetic Energy . 15
1.4 Equation of Heat Conduction . 18
2. Reynolds’ Stresses . 21
2.1 Physical and Geometrical Interpretation
of Reynolds' Stresses . 21
2.2 Eddies and Eddy Viscosity. 23
2.3 Poiseuille and Couette Flow. 28
3. Length Theory . 40
3.1 Prandtl's Mixing Length Theory . 40
3.2 Mixing Length in Taylor's Sense .^. 45
3.3 Betz's Interpretation of von Karman's
Similarity Hypothesis . 48
4. Universal Velocity Distribution Law . 51
4.1 Prandtl ' sx Approach. 51
4.2 von Karman's Approach. 53
4.3 Turbulent Pipe Flow with Porous Wall . 53
5. The Turbulent Boundary Layer . 59
5.1 Turbulent Flow Over a Solid Surface. 59
5.2 Law of the Wall in Turbulent Channel Flow. 63
5.3 Velocity Distribution in Transient Region
of a Moving Viscous Turbulent Flow. 71
5.4 A New Approach to the Turbulent Boundary Layer
Theory Using Lumley's Extremum Principle . 80
XIV
Part Two — Statistical Theories in Turbulence. 92
Chapter II. Fundamental Concepts . 92

6. Stochastic Processes . 92
6.1 General Remarks. 92
6.2 Fundamental Concepts in Probability . 93
6.3 Random Variables and Stochastic Processes . 95
6.4 Weakly Stationary Processes . 112
6.5 A Simple Formulation of the Covariance and
Variance for Incompressible Flow . 124
6.6 The Correlation and Spectral Tensors in
Turbulence . 128
6.7 Theory of Invariants. 138
6.8 The Correlation of Derivatives of the
Velocity Components . 141
7. Propagation of Correlations in Isotropic Incompressible

Turbulent Flow . 145
7.1 Equations of Motion. 145
7.2 Vorticity Correlation and Vorticity Spectrum .... 148
7.3 Energy Spectrum Function . 151
7.4 Three-Dimensional Spectrum Function . 157
Chapter III. Basic Theories . 161

8. Kolmogoroff's Theories of Locally
Isotropic Turbulence . 161
8.1 Local Homogeneity and Local Isotropy . 161
8.2 The First and the Second Moments of
Quantities w-j(x-j). 164
8.3 Hypotheses of Similarity. 169
8.4 Propagation of Correlations in
Locally Isotropic Flow . 173
8.5 Remarks Concerning Kolmogoroff's Theory . 176
9. Heisenberg’s Theory of Turbulence . 178
9.1 The Dynamical Equation for the Energy Spectrum . . . 178
9.2 Heisenberg's Mechanism of Energy Transfer . 181
9.3 von Weiszacker's Form of the Spectrum. 192
9.4 Objections to Heisenberg's Theory . 193
10. Kraichnan's Theory of Turbulence . 196
10.1 Burgers' Equation in Frequency Space . 197
10.2 The Impulse Response Function . 206
10.3 The Direct Interaction Approximation . 209
10.4 Third Order Moments . 213
10.5 Determination of Green's Function . 217
10.6 Summary of Results of Burgers' Equation
in Kraichnan's Sense . 220
11. Application of Kraichnan's Method
to Turbulent Flow. 221
11.1 Derivation of Navier-Stokes Equation
in Fourier Space . 221
11.2 Impulse Response Function for Full
Turbulent Representation . 225
11.3 Formal Statement by Direct-Interaction Procedure . . 227
11.4 Application of the Direct-Interaction Approximation. 228
11.5 Averaged Green's Function for the
Navier-Stokes Equations . 230
XV
12. Hopf's Theory of Turbulence . 232

12.1 Formulation of the Problem in Phase Space
and the Characteristic Functional . 232
12.2 The Functional Differential Equation
for Phase Motion . 238
12.3 Derivation of the <£-Equation. 243
12.4 Elimination of Pressure Functional it
from the 4>-Equation. 245
12.5 Forms of the Correlation for n=l and n=2. 246
Chapter IV. Magnetohydrodynamic Turbulence . 251
13. Magnetohydrodynamic Turbulence by Means of

a Characteristic Functional . 251
13.1 Formulation of the Problem in Phase Space 253
13.2 O-Equations in Magnetohydrodynamic Turbulence 259
13.3 Correlation Equations . 263
14. Wave-Number Space . 269

14.1 Transformation to Wave-number Space .... 269
14.2 The Spectrum Equations and Additional
Conservation Laws . 279
14.3 Special Case of Isotropic
Magnetohydrodynamic Turbulence . 286
15. Stationary Solution for O-Equations . 291

15.1 Stationary Solution for the Case X=v=0 . . 291
15.2 Solution to the O-Equations for
Final Stages of Decay . 296
16. Energy Spectrum . 301

16.1 Energy Spectrum in the Equilibrium Range . . 301
16.2 Extension of Heisenberg's Theory in
Magnetohydrodynamic Turbulence . 303
17. Temperature Dispersion in Magnetohydrodynamic

Turbulence . 309
17.1 Turbulent Dispersion . 309
17.2 Formulation of the Problem . 312
17.3 Universal Equilibrium . 316
18. Temperature Spectrum for Small and

Large Joule Heat Eddies . 322
18.1 Small Joule Heat Eddies . 322
18.2 Large Joule Heat Eddies . 353
19. The Temperature Spectrum for the Joule

Heat Eddies of Various Sizes . 354
19.1 The Viscous Dissipation Process . 354
19.2 The Joule Heat Model . 356
19.3 The Calculation of the Temperature Spectrum 360
19.4 Effect of Viscous Dissipation on
the Temperature Distribution . 369
20. Thomas' Numerical Experiments . 372

20.1 Turbulent Dynamo Competing Processes . . . 372
20.2 Nondissipative Model System X=v=0 . 374
20.3 Numerical Experiments . 376
383
Appendices .
Appendix A -- Derivation of Correlation Equations
(13.51-13.62) . 383
X V1
Appendix B -- Derivation of Spectrum Equations

(14.45-14.46) 392
Appendix C — Fourier Transforms (18.10) . 403
Appendix D -- The Time Variation of Eq. (18.3). 407
Appendix E -- The Time Variation of Eq. (18.19) 410
Bibliography . 414
Author Index . 420
Subject Index . 423

INTRODUCTION
The main objectives of this book will be i) to investigate the physical

structure of turbulence and ii) to determine analytically certain
statistical entities used to describe the properties of a turbulent
fl ow.
The theory of turbulent motion has received considerable attention in

recent developments of high-speed jet aircraft, plasma physics and
chemical engineering. The formation of a turbulent boundary layer is one
of the most frequently encountered phenomena in high-speed aerodynamics.
Smoke columns and rough seas are some of the examples which vividly
illustrate turbulence.
The chaotic nature of turbulent motion could lead one to consider it

as the counterpart of laminar motion. Due to its ubiquity turbulent
motion is found more frequently than laminar motion, though in the
literature the latter is referred to as ordinary and the former is
relatively neglected.
A turbulent flow field is characterized by rapid fluctuations, a fact

which probably led Boussinesq to reject deterministic models for the
phenomenon. He claimed that such a field is far too complicated to be
known in complete detail. This fact has been recognized by all the
inquirers in the field and as a result all the theories extant today
start with a stochastic formulation of the phenomenon.
Turbulence sets in for various reasons. A sudden change in one of

the parameters of a flow field, e.q., kinematic viscosity, could easily
cause instability. Viscosity, for example, is responsible for conversion
of kinetic energy into heat, thus causing turbulence to arise. Such
phenomena are almost surely found in shearing flows with high Reynolds'
numbers.
2
As is the case for nonlinear stochastic phenomena, the problem of

turbulence is still far from being solved. The present day literature
mostly restricts itself to the study of homogeneous, isotropic turbulence
as an incompressible flow. Very little has been done on the phenomenolo¬
gical structure of compressible turbulent flows.
The first era in the study of turbulence begins with the work of
Boussinesq (1877) and Reynolds (1893), and ends at the beginning of World
War II. Boussinesq cast much light on the physics of turbulence. He
pointed out that turbulent motion is chaotic in nature and cannot be
treated by deterministic laws, hence indicating the use of the theory of
probability. Reynolds averaged the Navier-Stokes equations for an
incompressible fluid, thus establishing the so-called Reynolds equations
for the mean values. His technique followed closely that used by Maxwell
in 1850 when Maxwell deduced the Navier-Stokes equations from the kinetic
theory of gases. Therefore, the theory of turbulence in this era was
based on analogies with the discontinuous collisions between the discrete
entities studied in kinetic gas theory.
In the period of the first era following World War I, attention was
directed to problems of practical importance such as pipe flows and flows
over boundaries of specific shapes. For such purposes, L. Prandtl
developed his "mixing length" theory which was refined, a few years later,
by G. Taylor and T. von Karman.
During the fourth decade of this century, in 1935, G. Taylor and T.

von Karman broke away from the concepts which described turbulence in
terms of collisions between discrete entities and instead introduced the
concept of velocity correlation at two or more points, as one of the
parameters involved in describing turbulent motion. G. Taylor introduced
the so-called "energy spectrum" method to describe the probability
density function for energy in the turbulent flow field. T. von Karman
proved that the correlation of velocities at two points is of a tensorial
character, and introduced the "correlation tensor" method. Statistical
tools were thus introduced for study of turbulence.
The second era of turbulence starts with A.N. Kolmogoroff1s work at

the beginning of World War II and ends in the late 1950's and early
19601s. The work of this period contributed significantly to understand¬
ing the physics of turbulence. Kolmogoroff's outstanding works in the

theory of local homogeneous and local isotropic turbulent flow resulted
in the "2/3 Kolmogoroff-Obukoff law", the analog of which in the
3
lanquage of spectra is the 5/3 law. Similar results were obtained by W.

Heisenberg and G.F. von Weizs'acker in Germany and L. Onsager in the
United States.
Another significant contribution in the second era came from E. Hopf,

who applied the theory of the characteristic functional to turbulence,
and J. Kampe de Feriet, who used the theory of group transformation in
order to illustrate mathematically certain characteristics of turbulent
motion. J. Kampe de Feriet and G.K. Batchelor introduced the three-
dimensional spectrum function and, by means of Fourier transforms,
investigated many of its properties in connection with the energy spectrum.
Other significant contributors to the theory of turbulence during this

period were S. Chandrasekhar, L.S.G. Kovasznay, R. Betchov, P.S. Klebanoff,
J. Laufer, A.A. Townsend, J.O. Hinze, S. Corrsin, 0. Phillips, A.S. Monin,
A.S. Obukhov, Ye. A. Novikov, A.M. Yaglom, and G. Yamamoto. J.E. Moyal
and S. Chandrasekhar modified the theory of incompressible turbulence to
accommodate compressible turbulence, but without significant success.
The third era of the study of turbulence covers the most recent two
decades and continues through today. Modern theories in turbulence are
still statistical in nature, but are phenomenologically different from
previous efforts. Among the most important recent developments is R.H.
Kraichnan's theory of direct interaction approximation. In fact
Kraichnan's theory represents an effort to determine an average Green's
function of a nonlinear stochastic field. Also, in this period the
intermittent theory has been developed by L.S.G. Kovasznay.
Hydromagnetic turbulence as a special case of turbulent motion has

been treated quite extensively by G.K. Batchelor, S. Chandrasekhar and
J.H. Thomas. Finally, progress in diffusion theory has been clearly
illustrated by E.B. Coy.
ONSET OF TURBULENCE
First of all, we have to accept that turbulence, however confused, must
be governed by the laws of mechanics. It should be possible to write
down equations that describe conservation of mass, momentum and energy
for a fluid continuum.
Thus we begin with the non-linear Navier-Stokes equations for
incompressible flow
du • 8u •
(1)
(2)
where u. is the •£t*1 component of the velocity field, p is the density, y

th
is the dynamic viscosity, f. is the i component of the body forces and
p is the pressure field.
Certain difficulties with the aforementioned system of equations are:

a) Nonlinearity;
b) Coupling;
c) The fact that these cannot be placed into groups of equations
classified as hyperbolic, parabolic, and elliptic equations;
d) The geometric and dynamic boundary conditions to which the
system may be subject.
An exact solution is usually difficult to obtain; the alternative methods
are:
a) Boundary layer theory (approximation);
b) Slowly varying flow approximation;
c) Stability i) Energy methods
ii) Small perturbations;
d) Existence Theory i) Time independent field
ii) Time dependent field.
Although these equations can be linearized and solved for readily

close to thermodynamic equilibrium, the solutions far from equilibrium
are not unique. Further, a turbulent flow does not follow a strict
deterministic law. It is modeled as a non-linear stochastic phenomenon,
and, as a result, for such problems determination of a Green's function,
necessary for solutions, is usually quite difficult. Besides, to prove
uniqueness in such cases poses a not-so-very-trivial problem.
The non-linearity is a direct consequence of the dynamical principle,

whereas randomness arises due to various reasons. A random function
acting on the field is a possible cause. A typical example is that of
oceanic turbulence created by surface winds. Random initial conditions,
randomness in the parameters that govern the structure of the flow, etc.
are other possible sources.
However, random functions are not bad functions; they can be contin¬
uous, differentiable and amenable to Fourier techniques. It is non-
linearity that is the root of all difficulties. It is well known that a
non-linear phenomenon can, in time, grow to give a completely distinctive
physical response at its end. Such "wild" changes are caused by the
coupling of amplitude and frequency of modes.
We can draw parallels between non-linear mechanics and turbulence.

It is generally known that the method of asymptotic approximation is the
most powerful method used in non-linear mechanics.
For instance, for a Mathieu's equation
u + rto2 + z COSt) u = 0 (3)
where e is a small quantity, the solution u(t) can be written as
u(t) = A(t,z) cos [wt - eftêj] + EUi(t) + z2u2(t)
+ ... enu (t)

n
(4)
Here A(t,z) cos [wt - Q(t,z)~\ is a variational part which corresponds to

the mean solution and zui(t) + z2u2(t) + ... + znun(t) represents the
perturbation part.
Note that (4) DOES NOT represent the superposition of the mean solution
and a perturbation. A(t,z) and Q(t,z) depend on 'n'.
In a somewhat analogous manner we consider the solution of a flow

field as consisting of a steady solution and a perturbation part, i.e.,
u = u (x ■) + u ' (x
~o j J., t)
(3 = 2, 2, 3). (5)
p = p (x.) + p'(x.,t)
^ r0 3 r 3
Evidently, the equations of motion for the mean flow are given by
2
(u ■ N)u = - — V p + W2U
~o ~o P o ~o
(6)
V • u = 0
~o
However, if flow is perturbed, then we have
' i 9
+ (u • V)u' + (u' ■ N)u = - - V p’ + \>N2u'
U ~ ~ ~ (7)
V • u' = 0 •
Here v is kinematic viscosity.

The mean steady solution is stable. However, we are interested in the
stability of
o
Evidently, (7) describes the behavior of the small perturbation for

a relatively short time. It should be noted that «' vanishes on a solid
surface; furthermore, the coefficients in (7) are functions of the space
coordinates only.
It is well known that partial differential equations of the same type
as (7) have solutions of the form, LANDAU and LIFSHITZ [1],
u’(x.,t) = CT (x.)e~llJ}t (8)

3 3
where ¥ is a complex function, o> is the complex frequency of the distur¬

bance, and C is a constant.
The complex frequency can be written in the form
(jj = ui + i6i (9)
where is the real part, and Si the imaginary part of the frequency.
Equations (8) and (9) lead to
u'(x.jt) = Aft) Tfe.J (10)

3 3
where the complex coefficient Aft) given by
& it -i w11
Aft) = Ce e (11)
represents the amplitude of the fluctuating velocity.
Mote that by making (7) dimensionless, it appears in the case of

incompressible flow that the only quantity describing the nature of the
flow is the Reynolds number. However, in the case of compressible flow,
(7) will have additional terms, and in addition, the energy equation
must be considered. In this case parameters such as Mach and Prandtl
numbers must be taken into account in the study of the stability of the
flow.
It should be pointed out that Aft) in (11) is valid only for a short
interval of time after the flow has been disturbed. In other words,
Aft) must be such as to hold \u'(x.,t)\ small in order that the solution
method given by (10) be valid.
Evidently if 6i >_ V, then u'(x.,t) increases with time, and the

flow becomes unstable. If <sx = o, then the flow is neither stable nor
unstable. We call this case marginal or neutral stability. The corre¬
sponding Reynolds number for = 0 is called the critical Reynolds
7
number, Rq. Hence, for neutral stability, w = Wl, and we have

- i u) 1 t
u'(x.,t) = CV(x.)e . (12)
3 3
6\t
Now, consider a very small 6j >_ 0, i.e., R = 7? . Then e = 1 for a short
time t. In the vicinity of the critical Reynolds number, for which
81 >_ 0, we can assume that, for a short time, the flow performs oscil¬
latory motions with finite amplitude. However, when the Reynolds number
increases to a value greater than some critical value 7? , the solution
becomes unstable.
These considerations lead us to the idea that the Reynolds number

R = ^-£can be used as a measure of stability. Note that the character¬
istic length a is invariant for a given geometry of the flow field.
Kinematic viscosity v depends on the nature of the fluid and usually
varies with temperature. However, let us assume for simplicity that
it is an invariant for a given fluid. Therefore, the only variable in
the Reynolds number is the velocity u', which according to (10) increases
if the amplitude increases. Thus flows with a small Reynolds number
would probably be stable while a large Reynolds number might predict
instability. Consider that |R - R \ in a small neighborhood close to
zero would imply that A(t) is finite. We are interested in the rate of
change of this amplitude for R in this neighborhood around 7?e, especially
in its average value over a time t, where t is large as compared with
Stt/w-l .
d 2 \ 2.
Indeed, it is best to consider ^ since is real.
Evidently, from (11) it follows that
\A(t)\2 = C2e25lt . (13)
Hence,
4r \A(t)|2 = 2&1A(t)A*(t) (14)

at 1 1 i
where A (t) is a conjugate complex quantity of A(t).
Then
2&2 |A(t) (15)
However, (15) represents the first term in a series expansion of the

amplitude of velocity in powers of A and A*. For larger periods of time,
we need to consider subsequent terms in such an expansion. To elucidate
8
the point, we write (10) in a general form.
u’(x.,t) J l B (A iHxJ (16)

3 ( n n J 3
where B (t) = f(A,A J

n
(17)
= k=0
j c„,kA"'k (A,,k
Takinq n = 1
B1 ~ Cl,0 A + Cl,l A
X A * *
B1 = C1,0 A + °1,1 A
B1B1 (ci,o Cl,0 + ci,i ci3i) A A
(18)
+ Cl,0 Cl,l A A + Cl,l ci,o A A
On averaging (18) the last two terms vanish and we obtain
\B2\2 = d2 Ml2 . (19)
Consider now terms up to n = 2.

Then
u'(x.,t) = (B~ + B0) ty(x.) (20)

3 7 2 j
where
(21)
B2 = C2j0 42 + C2,7 A A* + C2S2 A*
Then
I Bj + B212 = (B1 + Bs) (B2 + B*2)
- B1B1 + B2B2 + B2B1 + B2B2 (22)
* *
Now the term (BjB2 + contains cosine terms which, on averaging,
vanish. Here the period over which we average is greater than and
less than 7/6 . 1
9
Hence
IB2 + B2\2 = \B2\2 + IB21 2 . (23)
It follows [1] that
% \B2 + B2I2 = 2S1\A(t)\1 - a\A(t)\k (24)
where the time average symbol on the right side has been omitted as
before, and a is a known coefficient. For a small period of disturbance
and for a small $2 > 0, from (24) it follows that |^rt;|2 asymptotically
tends to a finite limit, i.e.
2
Ait) (25)
max
Note that (25) results from (24) by equating it to zero. However, at

R = R we have
a
6 '(R)
62(R) = &2(Rq) + -y, - - - (R - Rq) + ... . (26)
But S^(R
la ) = 0 and hence neglectingj higher
-j
order terms
S'JRJ
S2(R) = if— (R - Ra) ■ (27)
Therefore
\A(t)I
max
,2sa3A
a /
1/2 „. „ p/2
a
(28)
Thus for R > R but for small R - R , the finite amplitude of the
a o
velocity u'(x.,t) is proportional to the square root of R - R .
3 a
Consider now R » R , i.e., the Reynolds number is large. In this
c
case u’(x.,t) is not finite. Flows in which the Reynolds number is
3
increased beyond R exhibit a sequence of distinct flows with increasing
degrees of freedom. Each of these flows is marked by new degrees of

freedom which are determined by its initial phase. This sequential
specification would describe the mathematical and physical nature of
such an unstable flow. However, with increasing degrees of freedom it
becomes very difficult to describe the flow in deterministic terms. It
is then that the flow is pronounced to have become turbulent.
PART ONE. Classical Turbulence
CHAPTER I. Turbulent Flow
1. EQUATIONS OF FLUID DYNAMICS AND THEIR

CONSEQUENCES
1.1 Reynolds’ Averaging Technique

The Reynolds averaging technique consists of the following steps.
a) The quantities, appearing in the complete Navier-Stokes Equation

are broken up into mean and fluctuating parts as in (1.1)
b) The dynamical equations are then averaged over a finite interval
of time.
Thus, the physical quantities characterizing the flow field are

written as
p = p + p' (1*1)
p = P + p '
T = T + T'
Here the quantities with bar denote the mean values and those with primes
are fluctuations. Furthermore,
ul = P' ~ P' = T' = 0 .
In order to develop the technique of averaging, consider three arbi¬

trary statistically dependent physical quantities, A, B, and C, each
11
consisting of a mean and a fluctuating part, i.e.,
A - A + A’
B = B + B' (1.2)
C = C + C'
A=A+A'=A+A'=A. (1.3)
In the above relations we used the properties that the average of the
sum is equal to the sum of the averages, and the average of a constant
times B is equal to the constant times the average of B.
Next,
IS = (A + A') (B + B')
= AB + AB' + BA' + A'B'
__ _ _ _ 0.4)
= AB + AB' + BA' + A'B'
= AB + A'B'
consequently
AB = A B = A B (1.5)
Note that the average of a product is not equal to the product of the
averages. Terms such as A 'B' are called "correlations".
For the product of three quantities, we have
ABC = (A + A') (B + B')(C + C)
= ABC + AB'C' + B A’C + (1-6)
C A'B' + A'B'C'
Also, it can be shown that

12
M= 3 0.7)
3s 3s
and
(1.8)
1.2 Equations of Fluid Dynamics

a) Continuity Equation
The continuity equation for compressible flow is given by
(pu.) = 0 . (1-9)
3t 3a;. J
0
If expressions for p and u. are substituted from (1.1) into (1.9),

J
then upon averaging we obtain:
It + 3^7 (pu3} = n + 3^7 (puj}

t) 0
_ 3 - 9 - (1.10)
3t P 3a;. pUj
l)
= —r P + -- [pU ■ + p U . ]
3t dx. J 3
3
Thus, the continuity equation for turbulent flow reads
3-3
3t p 3x .
[pu . + p 'u'.] = 0 (1.11)
3 3
3
b) Navier-Stokes Equation
The Navier-Stokes equation,or the equation of linear momentum
conservation, for compressible flow, is given by
•
3u . 3 u. 3 u. du.
- r,-F ^p 3 + —3-
p 3a:. dX •
3~r + uj 3a:. Pî 3a:. p 3x.
3_ ^ 3 L 3
(1.12)
where f. is the component of body force in i-direction, and 0 = d.. =

^ JJ
3u •
0 . 0 consists of a mean and a fluctuating part, i.e..
dX .
0 = 0 + 0' (1.13)
13
Averaging (1.12), using (1.9) and (1.13), gives:
’3m . 3m.1 rsM. 3m .i

_ r. 0p 3 2_ 39
p -± + __2.
3^ + Mj 3a;. P-^ 3a;. y 3^7 3a;. 3a;. 3 v 3 a:.
JJ ■z- J L J
or
3u ■ 3u . 3u • 3m .1
3 30
P ri— + p u . ——— = p f. - —— + 3 2 / -j -i . \
3t J 3x. 3a;. P dX . 3ar. + dx.\ 3y 3^7 • n-14)
3 i 3 1 3 ^J
Averaging (1.14) term by term we obtain
= - ^ - 9 3m !
p 3t p 3t p at P dtUi+ p 3t (1.15)
3m . 3u !
t - - 3 - - _t
PM,- = P w„. ^r- m. + P u'. ~ + u. p '
J 3a;. 3 i H j 3a;. ' j 3a;.
J
3m • _ 3m !
+ t:- p 'u + p'm —— (1.16)
dx . j j dx.
3 3
pfi = p?i (1.17)
3^_
3x. 3a;. (1.18)
i
rdu. 3m .1 rdu. 3m j
3 z- , 3
+ J
dX . dx . 3a;. y 3a; . 3a;. 3a;.
3 L 3 3 L. J
3 - 3 -
= y dX ■ -- M . + -- M . (1.19)
3a;. ^ 3a;. j
3 L J' -z- .
2 30_ = 2 3
(1.20)
3 y 3a;. 3 3a;.
t. ^
Substituting (1.15) to (1.20) back into (1.14) and rearranging terms

gives:
- 3 - - 3 - 3 - , 3 3 -3-1
M^ + M.
p P^?: 3a;. P y 3a;. 3a;. “■£ + dx . uj\
L 'J J L j t j
1 r 7
3m 1 3m!
2_ d - ~ r -Z- , , ^
3 y 3a;. 0 p Mj 3x. P dt
i 3
14
du • 3w.f
+ P'U}^+U3P'
du '•
. t l (1.21)
+ PUJ^
J
For incompressible flow, we have, from the continuity equation.
3w ■
—3- =0 = 0- p = p and p ' = 0 (1.22)
3x.
3
For such a flow, (1.21) becomes:

9 3m'
“i + uj 3x^. wiJ
p \hh + ^ alr5t( =pft-^+v^JUi~pu3'*?j
3x.
J
’ (1,23)
Comparing (1.21) with the ordinary Navier-Stokes equation, we see

that several additional terms appear. These terms can be grouped in the
form of a stress gradient, i.e..
du: du'. du'.

■h 3 — . —
T .. .
3^,3 p ' W + P Mj 3^7 + p 'uj 3F7 ui + u3 p ' 3^7
J J t/
3m !
, f"Z- (1.24)
+ P MJ 3* •
V
This stress t'.. is the result of interactions among the fluctuations in

3-z-
the flow field. It was first introduced by Reynolds and is known as the
Reynolds stress tensor.
Equations (1.11) and (1.24) lead to
t '.. . = - < t-t— p 'u ’■ + -- Ip U’.U'. + p 'U '■ U. + p 'u '. U.

3^,3 dt v % 3a:. I i J 3 ^ ^ 3
+ P 'w ’.u ’. 1 (1.25)

WJ
Evidently, the effect of turbulence is determined by the three

correlations,
u’.u’. , p 'u '■ , p 'u !m '.

13 ^ t J
In the incompressible case, the last term on the right hand side of
(1.23) can be considered as a stress gradient, i.e..
15
3 u!
x '.. . = —p u ■ —— (1.26)
j 3a;.
c
Note the following:
_ 3m.' 3u
3
u'.u'. = u'. ~M ! 7—
3a:. 3 ^ 3 dx . t 3x.
e7 3 3
But,
3m . 3m . 3m '.
Mi 3a;. Ui dx . + Ui dx .
3 3 3
where the term on the left and the first term on the right are zero
according to the continuity equation for an incompressible flow. Hence
3 u’.
m.' ~~ = 0. Therefore, we can write
^ 3a;.
3
(1.27)
3i,3 3a^. i o
and, since p = constant, t !. = -p u'.u’. or, in Cartesian form

*3 i 3
w 'u'
[x .] = p u'v' v' W 'V 1 (1.28)

13
u 'w' v'w’ w'
where m', v’ and w' are corresponding fluctuations in x, y and z

directions respectively.
1.3 Equation of Kinetic Energy

Multiplying (1.12) by and averaging in Reynolds' sense we have
(u . + u '.) (p + p ’)
it (ui + ui> * Cuj + ui‘ srd Cui + ui>
3 (p + p') (u. + u '.)
= (u. + M ) dX .
+ y 2 i %
dx
(1.29)
3 y 3a; ^
—(u .
3
+ u'.)
3 J
The left hand side becomes:
16
L.H.S. = p fj | U-] + P ' f* | [«^ ' + P “j iST I [“i]

CJ
*» “j sir I [“i] ’ + uj p ’ mT 2 [l4] ’

(1.30)
+ p 'Mj sf:
j
I_ [V
C»|] + p 3^ f CuJ] '
+ p Mj 3x7 2 LM;
^
<■
Multiply (1.19) by [—J—] and average,i.e.,
(1.31)
J
or
^'ao- [l4] 3 — Li4J,^V’ „

2 dt + 2 dt 2 dx. p j + 2 dx.
CJ t)
Evidently
[«,] - \u 1
•£J 3p , — , 3p_' . L3
CJ
+ u. u'. r—— fp u! + U ■ p ') = 0 (1.32)

i i dx. w c O
CJ
Adding (1.32) to (1.30) and grouping terms we obtain
l.h.s. fj r| [U|]; + |j r«£ P'»y + F f| «,• C#

CJ
[<]
+ ^[ui~p ui MiJ + 3iT 2 p'M'j
j j
,'17 ', -3 17-

+ -— [u . u. p 'u!] + p 'u'. r— u. u'. (1.33)
3a:. t K j 3a;. t i
J J J
Now averaging the right hand side of equation (1.29), we have
3 2u. 2„ r
3zu
R.H.S. = - u. r—1— - w ! + y (w • -=- + u .' -—)
t 3S. I 3X. ^„2 1. 2
t t. 3x. 3x .
2 - 32rw7-; 32u
+ u' (1.34)
3 p ûi 3a:. dx. V dx . 3x .
i 3 T' 3
17
Call
9 2u. 92u! 92u. 9 2m'.
l- . V 2 ,7 _J_ ■J] .
)> = u [u. + u (1.35)
o ^ 2 ui „ . 2 " 3 (ui 3x. 9x . i 9x. 9x.
doc 9x . J J
Then the equation for average kinetic energy for a compressible flow
becomes
—
91 12 Wl-V +' 3a . '2 U.rf-
“j ‘■“iJ/ ^ u w]v +
“iZ. |3t
I3
.[»
(P'ul} + sTT ^ P
J L J
, f J -- r_
+ P Mj 9x 9x ^
(p 6 . . + p u
^ ^3
u '■) + 4 p ’u
2MJ 1 [“Pj
9u •
_t_
[p 6.. - p u I u I - u. p 'u- p 'u ’■ «!]
to . ^ J J -z-
p 'ui It “i+ +0 (1.36)
The physical interpretations of the terms in (1.36) are as follows:

The terms
It '! ^ + sir3 'I

represent the rate of change of kinetic energy and the terms
_ _ 9u
h [3T (p'uV + 9T7
J
p 'ul} + p 'Mi 9TT]
0
represent the convection of energy by density fluctuations.
On the right hand side the first term, namely
3x. ~ui (P 6ij + p ui uj} + \ p 'uj [z4]

3
accounts for the diffusion of the turbulent energy by the mean flow. The
terms
9u • 3u ■
1
- P u. p u■ - P u ■] -
9x7 ^ ■z-3 3 % p'ul n
3
represent the rate of increase of kinetic energy due to the expansion of
mean flow in the presence of a pressure gradient, and fluctuation of
density and velocity components.
18
Lastly,4> given by (1.35) represents the decrease of kinetic energy

in the flow by viscous dissipation and spatial transfer. Spatial
transfer occurs as a result of the presence of eddies of various sizes.
It is evident that the Reynolds stresses p~ um'. appear in two places

on the right hand side of (1.36). They are to be found both in the terms
that represent diffusion and those that represent an increase in kinetic
energy due to the expansion of the mean flow. These stresses are non-
dissipative because they do not appear in terms that represent dissipation.
1.4 Equation of Heat Conduction

In this case we have
r5 + p’j [fjw<cp& + T’V

0
- [!i+ rS-+ U3J ^:]

0
(p+ p,)
= ♦+ db [*= db »*
3 3
(1.37)
T is the temperature and T = T + T’
where Cis the specific heat at constant pressure. represents the

rate at which energy is dissipated.
, „ 72 2 ,2
f = 2p a.. - y v a..
13 3 *03
where d.. is the rate of deformation tensor; <j> is thus a positive

definite guantity [8]. Hence, (1.37) becomes
It '5 % « + db CP ~T “d - tff+ 5f: p
+ 3t <CP’'T‘> + 1^ <Cp>'T' “j>
~ lC (p u'. T' + T u’. p ' + T'p’ u\)

V 3 3 3
3m . p'd u‘
3T
-) + (1.38)
- p' “j - k Sr3 - teT + 3X.
3 3 3
The energy per unit mass e is written as
1 2
e = C T + u.
p 2 v
19
and hence
e = C T + % [m2.] (1.39)
p 2 'i
Adding (1.36) and (1.38) we obtain
fp e; + 8^7 fp “j l) (p' ul} (“j

3 3
+ p' uj 8^]
j
- [!t+ dbj “j + It (cp p
+ 7T— (C p'T' U.) = [u. (p S . .) + u. p M_! mJ

8^. p y 3 dx . ^ i-J 1 i 3
3
^ _ 2 8u. _ _ _ _ _
+ IT p ' M '. [m . ] ] + 5— [p 6 . . - p m ! u'. - u . p ’u - p 'u u ’■ ]
2 3 L 3x. ^ J 3 T' 3 i
CJ
8m .
-p + - 8^7 rp MJ r'+ p'+ T'p 'MJ;
J
_ ~ 3u . 3u f.
(1.40)
- P'Mj -,:377]-^ + P'^ +
3 3 3
Define it = It+ *vdb •

CJ
Then (1.39) becomes
D
m rp i; + “i it rp' + h (cpp 'r'; - [H+ uj lb]
J
- - sb K =£ * p '"j *>c J«;r*c »»*j - * g-)

J W
3u . 8m .
p m! m! - P ' mJ (uyuA) - p rMj
i “j 3x. p ui 8a;. '“w" K "i U
CJ CJ
3u •
- G~e + C jr^T) • 0-41)
^ 3
On inspecting (1.41) we find that the rate of diffusion, the rate of

turbulent energy production, viscous dissipation, and mean energy
convection are responsible for changes in p e, p 'ul, Cp p'T’ and p. The
terms on the right hand side that represent these rates respectively are
20
i) -— [p
dx.
U • l
^ j'' V T'+ cv °'T' us -k id
J
3u Du ■
ii) p M ! M '. — 71 JTjT-
* v 3 dx ^ Dt
C
iii) 4 +
3u •
_3_
iv) fp e + p ' ;
■b % dX ■
3
In the case of incompressible flow
3u • 3 u\
_v_
= 0 .
p'-0' 857-°' dX .
Then (1.36) becomes
-— [m . (p <5 . . + p u '■ u'.) ]

ft'I = 3 x. i ^ ^ J
tJ 3
3m . _ *
t “ rp wl m'J -t 6 ( .42)
3i. 1 3 o
J
where
2,, r
3ZU
32m
-Z- . ,
= v [m t•- 3x.
‘7T" U •
t
T-O-
3x.2“
And (1.41) modifies to
rp - eft + St] = - sir [p “i wj+ p CP Mj T' - §r]

3 3 3
3m .
- p M ! M '. r—— + , (1.43)
^ J 3x . 0
J
21
2. REYNOLDS’STRESSES
2.1 Physical and Geometrical Interpretation of Reynolds’

Stresses
The complete stress tensor for the incompressible flow field can be
written as
T . . = - p S .. + 2]i d. . + t ! . (2.1)
t-J r 1*3 ^3
where x!. is the Reynolds stress tensor given by (1.28). The Reynolds
stresses result from the reaction of the flow to the mean rate of
transfer of momentum across fluid surfaces due to velocity fluctuations.
Note that the effect of the fluctuations on the viscous stresses was
lost in the averaging process and, hence, the Reynolds stresses are
non-dissipative in nature.
From the form of the Reynolds stress tensor, (1.28), we can see that
it has normal as well as tangential components. The normal components
are along the main diagonal, i.e.,for i = j, and all other components
are tangential (see Fig. 2.1).
The physical interpretation of the Reynolds stresses is relatively
Fig. 2.1. Geometry of Reynolds' stresses

22
simple. Consider a surface element ds perpendicular to the x axis of

the system oxyz, Fig. 2.2. Assume that this surface element moves with
the mean flow velocity. Then, for the element 2s, we have u = u'. For
the flow moving from left to right, u' > 0. Then pu'2 = (pu')u'
represents the average momentum transported across ds. According to
Newton's law, this momentum transport causes a reaction, and since u' is
positive x' = - pu'2 will be negative. Flence, the fluid element will
experience a compression.
Fig. 2.2. Geometrical interpretation of normal Reynolds' stress
Now, consider the tangential components, i.e. x.. for i ^ j. In this

case, we may consider a surface element perpendicular to the y-axis, as
shown in Fig. 2.3. The flow relative to the element has two fluctuating
components, i.e., u’ and v', which can be either positive or negative, or
a combination of the two. Assume u’ > 0 and v’ > 0. Then the average
momentum pu ’v ’ will be positive. Therefore, on the side AB a reaction
will be exerted in the negative x direction, i.e., from B to A. Hence,
on the side CD there will be a force in the opposite direction of the
force on AB, i.e., from C to D.
23
Fig. 2.3. Geometrical interpretation of shearing Reynolds stress
A similar situation exists if the fluctuating velocities on each side

have opposite signs. The stress field acting on a surface in the plane
xy is shown in Fig. 2.4.
In the case of a turbulent flow with steady mean values, i.e., u(x^),
the time average has only spatial dependence and the above physical
interpretation of the Reynolds stresses is clear. However, if we have
unsteady mean values, i.e., u(x.3t), the interpretation of pu'.u'. as a
local stress is not as direct, and expectations or statistical averages
must be introduced.
Note that if t ! . = - puF for i = j, and t ! . = 0 for i j, such a

flow is called an isotropic turbulent flow. However, if x!. £ 0 for
i / j then we have non-isotropic or shearing turbulence.
In addition, if the first stress invariant for non-isotropic flow is

equal to zero, then we have no turbulence at all. This fact is evident
since the first stress invariant is of a non-negative definite form.
2.2 Eddies and Eddy Viscosity

In the previous section we saw that for an incompressible turbulent
flow the Reynolds stress tensor is given by
24
P v
p V u y
2
P U
p U V
Fig. 2.4. The geometry of the general plane stress field in turbulent
fl ow.
(2.2)
Physically, turbulence is a manifestation of an interactive motion of

eddies of various sizes, where by an eddy we mean a lump of fluid over
which flow properties do not vary substantially. If x is the size of an
eddy and w. is velocity, then the corresponding Reynolds number is
A 11. A
defined as i? = Large Reynolds numbers, R , correspond to small
v's and large x's; hence large eddies in the limit obey Euler's equation
for an ideal fluid.
25
For a smaller x and a larger v we have a smaller R corresponding to

A
smaller eddy size. Again in the limit these behave as a Stokes flow. In
this range of R , viscous dissipation plays a significant role.
The composite stress tensor for a viscous incompressible turbulent

flow can be written as:
t.. = — p 8 . . + 2\x d. ■ - p u'. u'. (2.3)
where p is the mean pressure, p is the density of the flow, y is the

is the mean deformation tensor defined as
r i'3
3u ■ 3u .
d. . = d.. = £ + —i (2.4)
1-3 2 3a:. 3x.
L j
u. u’.; u u\ represent the mean and the fluctuating components respec-

z- 'Z- 3 3 th th
tively of the velocity along i and j directions. If (2.3) were to
be written as:
T. . F2y + zm) (2.5)

•z-J
then
(2.6)
where e is the eddy viscosity, which can be a function of spatial

m
coordinates.
It is easily seen that for (2.6) to hold cannot be a tensor either

of the zeroth or first order. Hinze [3] considers to be a fourth
order tensor. This is because cannot be considered as a tensor of
lower order for reasons explained below.
Consider e to be a second-order tensor. (e ) . Its inner product

_ m kl
with d. ■ becomes:
(z ) ~d7~. = Rh . . (2.7)
m ^3 kc
j?, . is a second-order tensor, thus compatible with our assumption in

K. "7
(2.6). At this point it appears that representing zm as a second-order
tensor is sufficiently general to describe the Reynolds stresses.
However, in the general case of incompressible viscous turbulent flow

we have ten unknowns p, uand u’-u’., but only four equations, namely,
% Is J
the three Navier-Stokes equations and the continuity equation. He can as
26
a result consider four of the unknowns to be functions of the other six,

chosen arbitrarily. In what follows we will assume that the six Reynolds
stresses are linearly independent, thus determining mean velocities, mean
pressure, and d...
I'd
In addition to (2.6), zm must be consistent with certain properties of

the deformation rate tensor; i.e..
(2.8)
and
dkk ~ 0 5 (2'9)
since the flow is incompressible. From (2.7) then
R. . = - p u! u , (2.10)
V ^ 3
and further note that
R. . = (2.11)
1*3 CT'
-7
Denote the inverse of (z ) as fe J , which we assume must exist since
_ m m
R.. and d.. are physically well defined and meaningful functions. Then
I'd I'd
(z ) 1 (z ) = 5 (2.12)
m kl m lj fcj
But from (2.7)
(z__) d-,.. = R. , (2.13)

m' kj
ik
Multiplying (2.13) by (z ) \ and applying the results of (2.12), it

follows that:
d7 . = (z )~ R.. (2.14)
h m u
But from (2.9) and (2.14) we have
d-j-j = (e ) 1 R,i = 0 (2.15)

Li m , . ^Z•
7^
In (2.13) it is clear that only the symmetric part of contrib-

Ku
utes to the Reynolds stresses R... Therefore, we are concerned with a
I'd
symmetric eddy viscosity tensor. We assume that the deformation rate
tensor and the Reynolds stress tensor have the same principal axes.
27
Hence,
(z ) = (z ) (2.16)
m kl m Ik
At this point, we have six arbitrary coefficients of eddy viscosity

representing the six Reynolds stresses. From (2.15), it follows that:
(z ) 1 R + (z ) 1 R + (z f1 R + 2(z )~1 R19 + 2(e ) 1 „

m n 11 m 22 22 m 33 m J2 12 m ^ Ru
+ 2(e) R„ = 0 (2.17)
m 2S 23
Since the Reynolds stresses R.. are linearly independent, (2.7)

I'd
implies that the coefficients (e )~l must be identically zero.
m
Mathematically we have proven our assertion by contradiction since
for (z_ )~\
) identically zero,
mem, u.d i iv ier (e )
u, il cannot exist contrary to our hypothe-
m jj; J v m
sis. Altliough mis

aicnouqn this is suTTicienc
sufficientô that e
co prove mac cannot be a second-
order tensor, we make our case stronger by deducing the following result:
-1
£-7 • = (z ) R. . = 0 (2.18)
ic m
li
From the definition of d.. in (2.5) and (2.18), we see that the mean
'Z'J
velocity u^ must be constant spatially. We have assumed, however, that
77. is uniquely determined from the equations of motion after arbitrarily
choosing the Reynolds stresses. Restricting the mean velocity wT to be
spatially constant severely limits the generality of eddy viscosity
theory. Furthermore, we are restricting the choice of Reynolds' stresses
to those which through the equations of motion yield a constant mean
velocity, contrary to the hypothesis about their arbitrary nature.
Thus a second order tensorial nature of tm, though it transforms

properly, is not general enough either to assure the existence of six
linearly independent Reynolds' stresses or to impart a meaningful expres¬
sion to (2.7). Furthermore, it is not difficult to show that zm cannot
be an odd-order tensor [3]. Therefore, we consider zm to have the nature
of the next highest even-order tensor, i.e. a tensor of the fourth
order. By summing over two sets of indices, the tensor product with
d^ becomes:
(2.19)
dkl ‘ B«
This results in a second-order tensor compatiable with our initial
28
assumption. Symmetry reduces the number of coefficients to thirty-six.

A relation amongst the elements of similar to (2.15), reduces
this number by one, therefore allowing sufficient generality to describe
all of the six linearly independent Reynolds stresses. Hence, (2.4)
can be written as
= - P S . . + 2 d. . (2.20)
•z-3 •2-J T'O + ^mîjkl dkl
We therefore conclude that in the most general linear case, the eddy
viscosity tensor must be a tensor of the fourth order. This is not con¬
strued to be a judgment on the actual existence of a linear relation
between mean deformation rate and the Reynolds stress. It does appear,
however, to be an approximation consistent with the assumed linear
constitutive equations which lead to the Navier-Stokes equations STANISIC
and GROVES [4]. MEUZGLIADOVS'S [5] conclusion that Reynolds stress in
the anisotropic case must have nonlinear dependence on the mean deform¬
ation rate is somewhat inconclusive. One needs to study completely the
turbulent effects in a nonlinear Stokesian fluid, the constitutive
equations of which have the form
= - p 6 .. + 3-
1
d.. -h
52 dik dkj
(2.21)
where p is the unknown pressure and the e's are functions of the second
and third invariants of the deformation rate tensor d...
't'C
Thus the results of the foregoing analysis are clearly restricted to

the mathematically least general linear characterization of incompressible
turbulent flow.
2.3 Poiseuille and Couette Flow

In this section we exemplify the Reynolds technique by considering
Poiseuille and Couette flow [6,7]. For such flows we assume the
following to hold:
a) The flow is incompressible.
b) The mean value of the velocity is a function of spatial
coordinates only and hence the mean flow is plane and steady.
c) The Reynolds stress field is a function by y only.
Thus, we have
u(x, y, t) = u(x, y) + u'(y, t)
v(y, t) = v' (y, t) (2.22)

29
2 a
Fig. 2.5. Geometry of the flow
Then, (1.11) and (1.23) lead to
(2.23)
1 dp 32u , d —7—j (2.24)

P S3' 3y dy
- |2- + (v ')2 = 0 (2.25)

p %
Evidently, from (2.23) it follows that
u = u(y)
(2.26)
Hence, we have reduced the problem under consideration to (2.24) and

(2.25) with four unknowns, p, u(y), u'v' v'2.
Mathematically, this system is under-determined.
However, it is possible to obtain certain relations between these

unkown quantities. For this purpose, we transform all geometrical and
physical quantities into nondimensional forms. We define:
r _ * . n = H (2.27)
c " a J n a
The transformed geometry of the flow is shown in Fig. (2.6).

We now define a characteristic velocity of U such that
(2.23)
30
Fig. 2.6. The transformed flow field
where t is the characteristic shear stress at the wall.

o
Then
*
U*a * 1J
R V(t),R J = \ (2.29)
v
U
are the corresponding characteristic Reynolds number and nondimensional

mean velocity, respectively.
In addition, the space average of the mean velocity u. along x = const,

is given by
+a
U = u(y) dy (2.30)
o 2a
-a
Then
U , (+1
o _ 1
V(t),R ) dr\ (2.31)
U i
The nondimensional mean pressure p(i, n, ii J is defined by
* P - P
P (Z, n, R ) = -- (2.32)
pV
where is a reference pressure, which may be chosen, for instance, to

be the mean pressure at point (0, -1), Fig. 2.6.
Furthermore, the nondimensional form of the Reynolds stresses are:

31
u 'v '
r(n, R ) =
,*2
(2.33)
and
* 75 r
Ol'Tlj R ) = -*2" (2.34)
U
With these notations, (2.24) and (2.25) lead to
9 „ _ *, 1_ d2V(n, R*) , drCn, _ (2.35)

— P (%, T\, R )
9? dr\
P dr\
f^p rt, n‘> * ^fn S l » o (2.36)
respectively.
The boundary conditions are:

a) For Poiseuille flow
V(-l, R*) = 0 ; V(1, R*) = 0 (2.37)
b) For Couette flow
V(-l, R* ) = 0 ; V(l, R*) = (2.38)

U
where U is the velocity of the moving plate at y = a.
In addition, for both types of flow we have
c) v(-l, R*) = r(l} R*) = 0 (2.39)
(2.40)
d) a(-l, R*) = o(l, R*) = 0
(2.41)
e) P(0, -1, R ) = 0
Equation (2.41) is a direct consequence of (2.32). Integrating (2.36)
it follows that
P (Z, n, R) + crfn, * ) = &(R** + C(R*} (2‘4
where A(R*) and C(R*) are constants, to be determined later.

32
Substituting (2.41) into (2.35) we have
1 dV(r\, R ) _ r( R*} = a(e*)T] + B(R*) . (2.43)

R dT]
Equation (2.43) is the basic equation for our problems, and from this
point we proceed with both solutions separately.
A) Poiseuille Flow
*
In the case of Poseuille flow the gradient of Ffn, R ) at the wall can
be written as
R* = _ dV(r\, R*l at n - 1 (2.44)

an
R* = dv(y R*}- at 0 = - 1 . (2.45)

an
This is evident from the following fact:
We know that the shearing stress for two-dimensional viscous incom¬

pressible turbulent flow can be written as
(2.46)
At the walls, t = and p u'v' = 0 .

Hence,
du
x = y -5— (2.47)
o dy
Therefore, (2.26), (2.27) and (2.47), lead to
Tq _ *2 _ du_
p a dr\
(2.48)
Hence,
U a _ d_ f u_\
v - dr\ \^v*)
(2.49)
Finally
r = + dv(^ R*> (+ for n = -1; - for n = 1) (2.50)

— dr\
33
where + or - sign corresponds to the orientation of n-axis. This

completes the proof.
Hence, (2.43) by means of boundary conditions, and (2.39), (2.44) and

(2.45) lead to
-A + B = 1
A + B = -1 . (2.51)
Therefore,
A = -1; B = 0 (2.52)
Hence, (2.42) and (2.43) take the form
P (C, n, R ) + ofnj R ) = -6 (2.53)
1 dV(n, R ) + r (r\3 R ) = n (2.54)

dr\
R
From the above equations, we see that the unknown quantities fall into
two groups. By inspection, it is evident that (2.53) and (2.52) represent
the balance of all acting forces in two mutually perpendicular directions.
The forces caused by mean pressure and normal shearing stress act in the
same direction, while the Reynolds shearing stress and the gradient of
velocity fall in the other direction.
*
Furthermore, from (2.53), it follows that for a given afri^ R ) the
nondimensional mean pressure P(i, n, R ) is a decreasing function of 5.
Mote, because of symmetry with respect to n = 0, we have
V(r), R*) = V(-r\, R*)
(2.55)
P (Z, n, R*) = P R )
Since V(t\, R*) is an even function, from (2.54) it follows that
* , *, (2.56)
r(-n, R ) = -rfn, R )
In addition,
dV(0, R*) _ n (2.57)

dn
34
Then (2.54) leads to
r(0, R ) = 0 . (2.58)
Integrating (2.54) yields
n *
F(n, R*) =%- (1 - n2) + R* r(z, R ) dz (2.59)
-1
If r(r\, R ) = 0, (2.59) reduces to the velocity profile of laminar flow;

i .e.
V(r), R*) = | (1 - n2; (2.60)
From (2.59) we obtain
u.
max R
V(0, R ) = — + R v(z, R ) dz (2.61)
U
Since V(r\3 R ) is an even function we can represent it by an even series

as
t ./ max.— o 2yi i
V(Hj R ) = —— (1 + + a2n n ) (2.62)
where
n > 2
Substituting (2.62) into (2.59) and using as boundary conditions

(2.37) and (2.39) it follows that
s - n 1 - s
a > (2.63)
2 n - 1 J n - 1
where
* * T
R U o
s (2.64)
2u,
max max
2y
is the shearing stress on the wall in turbulent flow and is the

shearing stress on the wall for a laminar flow, with a velocity u
max
Hence, (2.62) and (2.63) lead to
35
T,, i max s - n ? , 1 - s 2n,

V(t), R ) = —— (1 + ——- i n ) (2.65)
U
Then from (2.61) we have
„/ , ri 2(n-l)-\ n(s - 1) /0 cc\

rtn, 7 = n|_i - n J gyn _ ^ . (2.66)
Evidently if s = 2, then and r(r\} R*) - 0. By experiment [8] It

has been shown that n = 1.45. The results for a specific case R* =
12,300; i.e., s = 11.06 and n = 16 have been evaluated and plotted [6]
in Figs. 2.7 and 2.8. It has been shown that the theory agrees well
with the experiment [8], with certain defects near the wall.
B) Couette Flow
In the case of Couette flow, the characteristic Reynolds number at the

wall in nondimensional form is given by
*
* _ dV(T), R ) . (2.67)
r\ = + 1
dr\ 3
Substituting (2.38), (2.39), (2.40), and (2.67) into (2.41) and

(2.42) gives
A = 0 ; B = -1 • (2.68)
Hence,
P(E,, t\, R ) + o(t\, R ) = 0 (2.69a)
1_ dV(n, R*± _ p( = 3 . (2.69b)

R* dT]
From (2.69a) we see that the mean pressure in the flow is of the same
order of magnitude as the normal Reynolds stresses, and, consequently
is not a function of £•
Integrating (2.69b) yields
n *
v(z, R ) dz (2.70)
V(r\, R*) = R* (1 + T\) + R
-1
Again, if rfo, R*) = 0, then the velocity profile for laminar Couette
flow is obtained. We expand V(n, R*) in odd powers of n, in order that
36
__ Turbulent -3— -Laminar

u u
max max
0 Laufer's Experimental Data on Mean Velocity
x Laufer's Experimental Data on --

u*z
Fig. 2.7. Turbulent flow in the channel (after S.I. Pai [6])
37
u
u
max
or
u v
,*2
R* = 12300 S = 11.06 -
-Turbulent -Laminar——
u u
max max
o Laufer's Experimental Data on Mean Velocity
Fig. 2.8. Turbulent flow in channel near the wall (after S.I. Pai [6])
38
(2.70) complies with the results for laminar flow.

Thus
u„ 2n + 1,
V(t\, R ) = n ) (2.71)
"1 n" +' a( 2n + 1)
(1 + a1
U
In this case, our boundary conditions lead to
2n + 1 - s s - 1
(2.72)
al 2n 1 a2n+l 2n
where
s =
Therefore,
rr/ , R . 2n + 1 - s , s - 1 2n+l,
V(r], R ) = — (1 + -sz-n + •~ n ) (2.73)
2n 2n
The results for the velocity profile of turbulent Couette flow are plotted
for a specific case [6], in Fig. 2.9. No experimental data is available
as yet.
Evidently,
T i? ; = -5—- L7 - n J . (2.74)
2ns
39
u
U
or
u'v'
R* = 12300 S = 11.06
,*2
Turbulent -- Laminar jj-
Fig. 2.9. Turbulent Couette flow (atter P.I. Pai [6])
From these two very simple examples it is seen that mathematical

treatment of turbulent flow can be, in general, quite complicated and
difficult.
40
3. LENGTH THEORY
3.1 Prandtl’s Mixing Length Theory
In section 2 we discussed the physical and mathematical interpretation of
eddy viscosity e . For e to have significance, it needs to be, at least,
a measurable quantity. In the early 1930's Prandtl developed a method
for determining the value e . The method was based on an analogy
borrowed from molecular gas theory.
From Boussinesq, the mathematical structure for turbulent shear stress

was assumed to be akin to that of the laminar case, consequently, leading
to a definition of e , i.e..
Thus,analogous to (3.1), we write
du
T 0 - (3.2)
t m dy
where t and x, denote the shear stress in laminar and turbulent flow
A/ LS
respectively.
Similarly, for heat flux we can write
3T
= -x (3.3)
% 3y
3T
(3.4)
% S 3y
for laminar and turbulent flow, respectively, with x and as the
coefficients for heat conduction.
The assumptions in (3.2) and (3.4) are weak since the coefficients
depend on the mean values and not the material properties of the fluid.
It seems that the mean field quantities must be determined before we
solve the problem itself.
Prandtl postulated that the eddy viscosity coefficient must be

the product of a "mixing" length and a certain suitable velocity. This
idea was borrowed from kinetic gas theory in which kinematic viscosity
is the product of the mean free path and the standard deviation of
velocity (root mean square velocity).
41
Prandtl assumed [10] that lumps of flow move in longitudinal and

transverse directions, retaining their momenta parallel to the x-axis,
(see Fig. 3.1). Each of these lumps may be considered to be an individ¬
ual mass, contained in a volume element, which moves in such a way that
its momentum is conserved over a certain characteristic length, the so-
called "mixing" length.
Let us then study a plane, incompressible, and steady mean flow over
a wall Fig. 3.1. Let the Prandtl mixing length be denoted by V.
Vx
Evidently
u(y + a) > u(y ) > wfv - %)

ao o o
We assume that lumps from both sides; i.e., from yQ + l and yQ - i move
toward the layer at y = y , which possesses a mean velocity u(yQ).
Since l is small, we can expand the velocity about the point y = yQ

in a Taylor series;
42
, . I d u(y) (3.5)
U(y„ ± *■> = u(yn] ±1—&r
The lump from y = y + l arrives at y = y possessing a greater velocity

in the x-direction; hence
_ _____ d u(y )
w = u(yQ + D - u(yQ) z i ■■d— • (3.6)
Furthermore, since this lump moves downward, v' < 0. Similarly, a lump
from y = yQ - i arrives at y = yQ possessing a smaller velocity in
x-direction,
_ _ d u(y )
(3.7)
a2 “ = u(ya -- u(y0} ~~ -1 — df~
Evidently, in this case v' > 0.
Clearly, in both cases, the magnitude of the fluctuation in the

x-direction is
Hence, the direction of u is along the positive x-axis, and A^ u is in

the opposite direction. The transfer of momentum due to the transverse
component of the turbulent fluctuations takes place across an element of
surface with normal along the y-direction, and is considered per unit
area and time. The momentum defect at y = yQ is oriented along the x-axis,
and this momentum defect causes the Reynolds shearing stress in the lamina
at y = yQ.
Physically we argue that the transverse velocity fluctuations arise in

the following manner: If lumps from yQ + a arrive at yo just left of
those from yo - i, then they collide forcing fluid out in the transverse
direction (see Fig. 3.2). However, if lumps from y + a arrive just
right of those from y° - a at yQ, then they move apart with a relative
velocity 2m', causing a transverse flow to fill the void left between
them (see Fig. 3.3).
This argument in conjunction with conservation of mass implies that

u' and v' are of the same order of magnitude i.e.:
43
y = *0+1 -v- :
i
i
y = y0 - ^
Fig. 3.2. Geometry of intercollision
y = y0 + a
y =
•y = y0-*
Fig. 3.3. Collision of lumps
\v'\ = const x \u'\ (3.9)
Hence, by means of (3.8) it follows that

44
\v’\ = const x l ■ (3.10)
Further, we see that the u’v' is negative and thus, < 0. We may
assume
u’v’ = - o \u’\ \v’\ , (3.11)
with 0 < a < 1. Combining (3.9) and (3.11) gives
2 rd u i2 (3.12)
u'v' = const x l2 f^-J2 = ‘ dy} ’
where l is a new mixing length.

m
Consequently, the shearing stress is
—rr.r „ 2 ,d u,2 (3.13)

xxy = T = -p U U = plm (W}
Taking into account the fact that the sign of t must change with that of
, (3.13) should be written as
d u d u (3.14)
T
dy dy
Comparing (3.2) and (3.14), it follows that
d u (3.15)
e
m dy
Hence, the Boussinesq eddy viscosity can be replaced by the Prandtl

mixing length.
We conclude this interpretation with the following remarks:

a) Calculation of by experiment shows it to be of the order of
magnitude of the mean flow dimension, but not of the size of the
lump as assumed.
b) im is not a spatial constant. In order to circumvent this
difficulty, Prandtl suggested that &m be written as being equal
to ky where k is determined from experiment.
c) According to this theory, whenever velocity reaches its local
maximum, i.e. = 0» the shearing stresses vanish. This is not
true, since the turbulent shear stress does not vanish at points
of maximum velocity, for instance, in the center of a channel
flow. Prandtl himself was aware of this fact and replaced (5.14)
45
by
d2 W,2-|% d u
T
l(w’2 + i. (
dy2; J dy
(3.15)
Where is a 1ocal mean in the neighborhood of the point of

extrema. Here ^ represents a new "mixing" length which must be
determined by experiment. This assumption complicates the
computation considerably, but obviously leads to a better agreement
with experiment.
d) Another severe objection to the Prandtl "mixing" length is based
on the fact that in turbulent shear flow simple transport theory
is wrong in principle since no account is taken of the effect of
pressure fluctuations. Momentum can be transferred by pressure
difference alone without a lump of the fluid itself being trans¬
ported. Because the pressure may fluctuate over the length z , the
momentum of the lump is not preserved. Thus, Prandtl's assumptions
are not satisfied.
3.2 Mixing Length in Taylor’s Sense

One of the most severe shortcomings of Prandtl's theory is its inapplica¬
bility close to the wall. Since at the wall, fluctuations are zero, then
according to Prandtl theory the shearing stress vanishes. Experiments
have shown that in the neighborhood of the wall the shearing stress is a
nonzero constant. Hence, the theory of momentum transfer cannot be used.
But, the Reynolds analogy, resulting from (3.1), (3.2), (3.3), and
(3.4), shows that
(2-j - _ ^ dT (3.16)
Tj, y du
and
(Z) = _ !x ^ (3.17)
T ^ em du
Note that in the Boussinesq sense we can write
e = p£ C
y p
e pe (3.18)
m
46
(3.19)
However,
(3.20)
where a is the Prandtl number. Hence, (3.16) becomes
(3.21)
With a = 1, the equation of heat flux in a turbulent flow (3.19)

becomes mathematically similar to that in a laminar flow.
It is well known that in heat transfer the propagation of heat along

a wall corresponds to the propagation of vorticity in the laminar flow.
Similarly in turbulence, the propagation of heat corresponds to the
propagation of vorticity in the mean flow. Along the wall, vortices
whose axes are parallel to the direction of the flow predominate, whereas
in the region of fully developed turbulence, the dominating vortices have
axes which are normal to the direction of mean flow.
Accordingly, TAYLOR [11] assumed that the vorticity might be considered

as a transferable quantity, instead of as momentum as Prandtl did.
For plane incompressible and steady mean flow, the equation of motion
is given by
3u _3_ (u2 + V2) (3.22)

3t + 3x 2
where
u = u(y) + u' (y,t)
v = v' (y,t) ,
(3.23)
and to is the vorticity.

Evidently
(3.24)
47
Analogous to the Prandtl's theory,if 2 u>(yo) is the mean vorticity at

y - yo> then for a lump of fluid moving over a distance L from y + L we
have
d u(y ) d2 u(y )
2 oi(y + L)
yo _so
ô — dy (3.25)
dy2
Hence, the difference between the vorticity of lumps, arrivinq from

yQ ± L and the vorticity at y = yQ is given by
2“'=±p-^f * (3.26)
dy
Substituting (3.23) into (3.22), averaging the whole equation, and using
(3.26), we have
d2
1-^= + v'L (3.27)
p dX —
dy
But, from Prandtl1s theory we have
du
- a (3.28)
m dy
where a is the "mixing" length in the Prandtl sense. Hence,
1_ ^ 2 du_ cP"u
(3.29)
p 3s — u dy ^ 2 '
where
1/2
i (l L) (3.30)
03 m
is the "mixing" length in Taylor's sense.
However, the mean motion is governed by the equation
_ |E+ 0 , (3.31)
dx 3y
where t is an apparent shearing stress. Hence, (3.29) and (3.31) lead

to
2
(3.32)
0)
48
Or, after integration,
p&
du du (3.33)
dy
It can be seen that this result differs from Prandtl's by the factor
1/2. Thus,
l = /2 a (3>34)
u m
Therefore, this theory possesses almost the same phenomenological weak¬

nesses which are found in Prandtl's theory.
In general, all transport theories derived here are strictly valid for
two-dimensional problems only. In the case of three dimensions, TAYLOR
[3] modified his theory assuming that in a three-dimensional flow
vorticity is conserved. He neglected other influences affecting the
lump of fluid during longer motions. Hence the modified theory sacrifices
exactness and leads to results which are not in agreement with experiment.
3.3 Betz’s Interpretation of von KarmarVs Similarity

Hypothesis
In order to obtain Prandtl's "mixing" length as a function of space
coordinates, VON KARMAN [12] used the principle of similarity involving
scale factors for length and time. For this purpose, he wrote the
equation of motion for incompressible plane flow in terms of the stream
function, i|>, i .e.,
3V2i|; 3<|j 3V2^ _ 3jjj_ 3V^Jj_ _ . (3.35)

31 3y 3a; 3a: 3 y
In this form the vorticity transport equation contains only one unknown.
After putting (3.35) into dimensionless form, and applying the Reynolds
rule of averaging, von Karman concluded that the "mixing" length should
be of the form
l = K du/dy (3.36)
d u/dy
where k is a factor of proportionality determined by experiment.

Evidently in this case ji = Ux.) as von Karman expected.
c
49
however, BETZ [13] obtained the same result for mixing length by using
a purely geometrical interpretation of the flow field, quite independent
of the similarity principle used by von Karman. For this purpose,
consider a plane incompressible flow, as shown in Fig. 3.4.
Let uQ = u(yQ). Particles cross the layer at y = yQ from both above

and below. Translation is accompanied by rotation for such a motion.
Fig. 3.4. Betz's geometrical interpretation of mixing lengths
Evidently, lumps arrive at y - yo with a mean velocity
Jt7 du(y )
u(y) = u(yQ) +JT—^ (3.37)
\y~°
where we choose + sign for a lump coming from yQ + and - sign for the
one from y -Z Therefore, the fluctuating velocity at y is
uo 2 0
(3.38)
1 ^ 'y=o
Further, these particles moving into the layer at y = yQ undergo a

rotation of the form:
du (3.39)
u(y) = ^ = 2 curl u(y)
50
Therefore, the vorticity of the lumps expanded in a Taylor's series

around y = yQ is written as
—7—r -7—- . 1 d ,d u(y) , ~h ... (3.40)

u(y) = u(yn)
y=yr
where +_ is interpreted as in (3.37).

Hence, the fluctuating part of vorticity can be written as
d2 u(y)
to f = -f (3.41)
dy
y=*y.
Consider the representative radius of a lump to be z^. As is evident,

both clockwise and counterclockwise motions are present (see Fig. 3.4).
From the geometry of the flow v', the circumferential velocity, can be
written as
V ' Z to 'Zt (3.42)
v’ ; 00 (3.43)
J- Ci -i 2
dy
y=y.
However, according to Prandtl, we have v' z u', i.e.
(3.44)
U' : ± dy
1y=o
We choose z2 such that
Zj = <Zg (3.45)
where k is a dimensionless constant determined by experiment.
Equation (3.44), by virtue of (3.43) and (3.45), can be written as:
du 1 d2
"1 dy (3.46)
dy
or
a = K d u/dy
(3.47)
1 d2 u/dy2
Therefore, the Pranotl stress formula for z = z^ becomes,after

51
substitution.
T pS,2
1d u/dy[3 du
(3.48)
dy
(d2 u/dy2)2
Equations (3.47) and (3.48) are exactly the same as those obtained by von
Karman by purely mathematical considerations and arguments.
4. UNIVERSAL VELOCITY DISTRIBUTION LAW

The velocity distribution in a turbulent channel or pipe flow can be
obtained by integrating the shearing stress formula according to either
Prandtl's theory, (3.14), or von Karman's theory, (3.48).
4.1 Prandtl’s Approach

Since the fluctuations at the wall are zero, Prandtl assumed the "mixing"
length to be of the form
lm = » (4-])
where < is a dimensionless constant, and y is measured from the wall of

the channel or pipe. Fig. 4.1 illustrates this type of flow. Mote
that the x-axis, representing the direction of the mean motion, is
perpendicular to the plane of the paper.
In addition, Prandtl assumed that the shearing stresses in the laminar

sublayer and turbulent region are of the same order of magnitude, i.e.
x z t , (4.2)
o
where t and x are the shearing stresses in the turbulent region and at
o
the wall, respectively. This applied to flows in which the mean values
of the velocity and pressure were independent of the longitudinal direc¬
tion, i.e., the x-axis.
The Reynolds equation for this one-dimensional motion reduces to
3x/3y = 0\ hence x = iq throughout the flow.
From a physical point of view, this assumption cannot be accepted,

because shearing stress is a function of mixing length, and the latter,
in turn, is a function of the distance from the wall. Hence, Prandtl's
first and second assumptions are mutually exclusive.
52
a. pipe b. channel c. free surface
Fig. 4.1. Flow with constant value of shearing stress along the boundary.
The shearing stress at the wall, t , is expressed in the form of a

friction velocity U*, which is measured very near the wall, i.e.,
V*2 (4.3)
P
Hence, (3.14), (4.1), (4.2) and (4.3) lead to
(4.4)
»'2 - ‘V #*
Therefore:
u = — In y + a (4.5)
For y = h. Fig. 4.1, it follows that u = wmax. Hence
a — u - ~~ In h (4.6)
max k
Therefore,
U - U - 7
âx-= iln^
(4.7)
u K y
53
4.2 von Karman’s Approach
T. von Karman followed the phenomenological approach for a laminar flow.

The equation of motion for the flow in Fig. 4.1 is
_ ^L= o .
(4.8)
3x 3y
Along the axis of the channel = const, and hence (4.8) leads to
3x
o h (4.9)
Note that in von Karman's case the system of coordinates has been con¬
nected to the center line of the flow, i.e. = h - y , where the sub¬
scripts k and p correspond to the initials of Karman and Prandtl. Hence,
von Karman assumed a linear stress distribution.
Equation (4.9) implies t = 0 at y = 0, and t = and y = h.
Equations (3.48), (4.3) and (4.9) lead to
V = 2 (fa/dy)" . (4.10)
p (d2 u/dy2)2
Hence
UmX* U = - § {In [2 - (y/h)1/2] + (y/h)1/2} . (4.11)

V
The curves for the universal velocity distribution according to (4.7)

and (4.11) are presented in Fig. 4.2.
At the center of the flow and at the boundaries this distribution is

not acceptable because of the defects of mixing length theory at these
points. However, at all other points the distribution is an excellent
agreement with experiments, as has been shown by NIKURADSE [14], and by
VANONI and BROOKS [15].
It seems that the velocity distribution is quite unaffected by assump¬

tions such as the foregoing about shear stress.
4.3 Turbulent Pipe-Flow with a Porous Wall

The study of a steady, fully-developed turbulent flow in a non-porous
pipe has occupied a great deal of attention over many decades. In this
54
Wu
y/h
Fig. 4.2. Universal velocity distribution laws according to Prandtl and

von Karman (after Schlichting [16])
area, there seems to be a good agreement between theory and experiment

[3], [14], [16].
However, if the wall is porous, the law dictating velocity distribu¬

tion close to the wall becomes inapplicable. Consequently, velocity and
shear stress distributions become complicated. Such problems arise in
modern rocket motion where the surfaces in the neighborhood of high
temperature gases must be protected. Protection of surfaces is usually
achieved by introducing a barrier of poor conductivity between the
surfaces and the gases, specifically by the use of porous wall surfaces
through which coolant is forced into the high-temperature stream. As a
result of this injection, the flow becomes turbulent in nature. The
Prandtl "mixing" length theory is still applicable here as shown by YUAN
and BROGREN [17].
It is convenient to express the equations of motion of the fluid in

cylindrical coordinates. For an incompressible flow with steady mean
55
values, the equations that result after averaging are:
Ul n v
u o
_(f)-| p
3w, 9
p [Ft“ v] = P +• ^V2
3r r ,u- - -J
- — - -2 —j - - (r ;
v v
P 3 —r—r
— 7TT w ~ P -
7— u rU 1 +
77 f77 r 4-
— u\*~
17
+
4-
F
ZP
v 9$ ? 9z v z r 2 8 Mrn

Dt r r 3<(> ^ U w<j> “ ^2 + ^2 9(J)
P_ _3_ .2 3 —f—2p ———y

a. m ~ P Hj, w' - p x— u' u'--
- 77 ' 77 '
u[ u'
_ —— 17 f 17 "
+ F
r 3<)> <t> Sr $ r dz $ z r 
Du
i2 — 3 ,2 p 3
7T p + 7
yVzM17
- p
_ - 11 '
77— 27
_ £_
fr> M ' m '1
Dt 3z 2 32 2 r3r r 2
— -^r m ' u ' + p (4.12)

v 3 <J> <f> 2 z
with F , F, and F as components of body forces.
2? <p 2
Similarly, the stress components, x.., in cylindrical coordinates,
become
3 u
v .2
x = - p + 2\i p u
vv ^ 3 v v
0 3 u. ——
x = - p + — (~~, ^ + u ) - p u!
<6 p 3r r 3$ r p uv U<p
3 u 3 u
, r , 2 , —7—r
x = p (—-— + ——) - p m u
zv 82 3r r 2
^ 9 9 u _
(4.13)
V = (V-df+ -dT} ~ P “* “2
It is assumed that the flow is inviscid and homogeneous. The z-axis
indicates the direction of flow. Let the maximum axial velocity, which
occurs at the center, be denoted by uc and the injection velocity be vq.
Assuming axial symmetry and neglecting body forces (4.12) becomes:
(4.14)
u 32 3r p 32 pr 3r
56
■1—1—1—1—I—I—I-
umax uc
■t—f—f—t—t—1—t-
Fig. 4.3. Geometry of the pipe-flow with porous wall
-35-31) 1 3p_ , 2 9t ' (4.15)

U^+ V " p SF*
And the continuity equation reads:
(r u) + -^ (r v) = 0 , (4.16)
where u and v are the mean velocities in the axial and radial directions,
respectively; x' is the Reynolds stress in Prandtl's sense, i.e..
dU 3u
T
f
p u rv 1 = - pft2 (4.17)
m 8r
with a = k (R - r) as a mixing length; k is a constant determined by

experiment, and for pipes it is usually greater than 0.20 [14].
The boundary conditions are:
u(z, 0) = u (4.18)
a
u(z, 0) = 0 (4.19)
v(z, 0) = 0 (4.20)
Evidently, the conditions given by (4.19) and (4.20) are logical con¬
sequences of the geometry of the flow field.
Equation (4.16) suggests that there exists a function \|» such that
57
9 ip
vu = ~ (4.21)
3r
3^
-TV = (4.22)
3s
YUAN and BROGREN [17] express the function <); in exponential form with
argument v0/uQ, i.e.
v
U K
41 = R2 u e 0 fM , (4.23)
o
where u is the maximum velocity at the center when v = 0, and

o o
,r. 2
71 = R '
Equations (4.21), (4.22) and (4.23) lead to:
v
u RJ
u = 2u e ° f'(r\) (4.24)
o
V
v u R
V = ■— e f(r\) (4.25)
fn"
Differentiating (4.14) with respect to r, and (4.15) with respect to
1 9^ -n
z, and eliminating the common term - - , it follows that
9 r- 9u - 9u-i 9 r- 9i? - 9~^~i

3? [M ^ + y 3F] - 37 [W ^ + y
_ 1 rliLl - 111! lL+ (4.26)

p L 2 ^ r 3r ~ 2 . 2 J
^ dr r 32
Substituting (4.17), (4.24) and (4.25) into (4.26) we have
^ [(1 - nI/2; n3/2 r2] + a (f2 - ff")}
= - 64 kk a2 (1 - T])2 T]1^2 f"2 , (4.27)
where
'o_ 1 (4.28)
*o 8k
58
Note that (4.18), (4.19), (4.20) and (4.23) lead to
f(0) = 0 (4.29)
(4.30)
f"(0) = 0
f(0) = 1/2 (4.31)
Equation (4.27) is a nonlinear equation whose solution can be obtained

as follows. Since a is a small quantity, by means of the perturbation
method we can write:
f,fo + af1+ a* fs + ... + «'/„ (4.32)
The axial velocity component obtained from the second order pertur¬
bation of (4.27) is given by [17]:
a2k2C -
u „ 1 r Uo 2uk2 a2k/
- 2 - £ fc2- 57J] fj(V
k uo (2C )2/2 C (2C )1/2 C (2C )
o o o o
2k2 - C
a/2
+ a2 (- c -) (j F2(V + FZ(V) - 16 a2k3(2Co)X/‘ F2(V
- 32 a2k? C FJV , (4.33)

O o
where
E = R
LL 2
f—) = 2(C F aC, F a2 CJ
Lt O -L Ci
C
F1(Z) = In ~ 25
24
F2(V = 6(1 - L) ln ~l\ + W in (1 _ 52; E2 + 22 (4.34)
r3 f5
V5J = 5 + Y + y (4.35)
C , C , C9, . . . . are the coefficients in the power series expansion

O 1 Cl
of a function c in a, i.e. s
C — Cg F ct Cj F ol2C2 F ... (4.36)

59
where C is defined by [17],
Vo p
u R
= 1 3p o
■ Mz/R) (4.37)
o
and can be determined by experiment.
The expression for w/w given by (4.31) can be obtained only if the
constants k and the C's are determined experimentally. YUAN and BARAZOTTI
[18] show that CQ = 0.0069; C2 = 1.12 and C = 244. The value of K for
zero velocity injection is 0.238 and increases with increasing z/R.
The close agreement of this theoretical solution, Fig. 4.4, with

5 5
experimental data for Reynolds' numbers from 10 to 3 x 10 , in spite of
differing injection conditions, may be largely due to the relatively short
pipe lengths used in the experiments.
5. THE TURBULENT BOUNDARY LAYER

5.1 Turbulent Flow Over a Solid Surface
In the following, only the main concepts of boundary layer theory will
be illustrated. It is well known that the main reason for developing
boundary layer theory in laminar flow is to enable us to study viscous
flow mathematically. It was shown by Prandtl that such a flow can be
divided into two parts: a) one in which viscous forces are dominant, i.e.
the boundary layer, and b) one in which the inertial force is most domi¬
nant and the flow behaves almost like an inviscid flow. Both regions
satisfy continuity conditions at the interface, i.e., the velocity and the
pressure are continuous at the edge of the boundary layer.
The thickness of the laminar boundary layer 6 can be obtained by

equating the inertial and friction forces along y = 6, i.e.
3 3 u (5.1)
. 2 PW 3^
ay
If u and l are the standard order of magnitude for velocity and length
respectively, then (5.1) leads to
,2
V (5.2)
~ P 0
or
60
Q/uc
Experimental Data
v0/uQ symbol
0.0 a
0.001992 □
0.004833 0
---- PRESENT SOLUTION
Fig. 4.4. Experimental and theoretical velocity profiles (after Yuan

and Barazotti [18])
61
1/2 (5.3)
K
where R is the Reynolds number.
Evidently the thickness of the boundary layer, whether laminar or

turbulent, increases with a decreasing Reynolds number.
If the pressure gradient downstream increases,the thickness of the

boundary layer grows, and the flow shows a tendency to separate. The
conditions for separation of a boundary layer have been investigated by
VON KARMAN [19] and by POHLHAUSEN [20].
The separation of a laminary boundary layer causes fluctuations to

appear; this in turn implies the onset of turbulence.
A turbulent boundary layer can be studied by considering a turbulent

flow over a solid interface. Consider such a flow over a flat plate with
u = u + u’\ v = v + v’. The distinguishing features of such a boundary
layer are:
a) Close to the wall, there is a sublayer of thickness, say 6', in

du
which stress is primarily the viscous stress given by t = y .
b) Adjoining the viscous sublayer is a transitional part, the so-

called "buffer" in which the Reynolds shearing stresses become comparable
in magnitude to the viscous stresses.
c) The region adjacent to the "buffer" is a turbulent boundary layer

of thickness &"(x) >8', where viscous and Reynolds shearing stresses are
present in their full action.
d) Close to the turbulent boundary layer is a region called the
turbulent core in which viscosity is not a controlling factor, but
Reynolds stresses may still be present. Figure 5.1 shows the geome¬
trical partitioning of the turbulent flow field.
The fundamental equations governing the motion of plane viscous flow

[21] can be simplified using order of magnitude analysis. Let u = 0(1)
be the standard order of magnitude. Note that the thickness 6"(x) = 8
df the turbulent boundary layer is very small when compared with x, i.e.,
we are observing the flow at points far downstream. Hence,
'v 0(1)
3t ’ 3x J
dx
^ 0(8~l)
32/
62
Free Surface
Fig. 5.1. Partition of turbulent plane flow
a2 -2
0(8 )
v ^ o(s) . (5-4)
From the continuity equation, it follows that
p 'v 0(1) (5.5)
Similarly, the order of total energy per unit mass is
E ^ 0(1) (5.6)
and of the Reynolds number
R ^ 0(8-2) . (5.7)
By the same reasoning, the correlations involving uj such

as u'. u'., u'. T', p ' u'., ( ', are at most of order 6, while p ' u.' u '■
u V d 0 I 3
will be of the order 62.
In the case of incompressible viscous plane flow the equations of

motion become greatly simplified. Figure 5.2 shows schematically the
formation of a turbulent boundary layer. The equations governing the
63
Fig. 5.2. Transition of laminar to turbulent boundary layer of plane

viscous incompressible mean steady flow
motion in each region have been indicated.
Clearly, the solution procedure for the aforementioned equations

presents a formidable task. For such reasons, methods that emphasize the
physical behaviors of such a field shall be discussed. Section 5.2 deals
with the "Law of the wall" in turbulent channel flows. Section 5.3 is
devoted to the development of a velocity distribution in such a flow.
Lumley's extremum principle will be used in Section 6 to highlight certain
physical and mathematical aspects of the problem.
5.2 Law of the Wall in Turbulent Channel Flow

In fully developed turbulent channel flow, the logarithmic velocity
distribution is valid very close to the wall. In the viscous sublayer
the shearing stress is primarily a viscous stress, i.e..
64
du (5.8)
To = y
dy
The linear velocity distribution in this sublayer follows directly by

integration of the shearing stress formula:
u = — y + C • (5.9)
y n
The viscous sublayer abuts on a transitional buffer-layer in which veloc¬

ity fluctuations give rise to turbulent shearing stresses that are
comparable in magnitude to the viscous stresses. It is therefore not
surprising that the linear velocity distribution in the viscous sublayer
and the logarithmic velocity distribution in the fully developed turbu¬
lent core do not match at the transitional layer. Recently, TIEN and
VJASAN [22] were able to present a velocity distribution that satisfies
equations of motion without being discontinuous. All previous attempts
provided velocity distributions that were continuous, but violated the
equations close to the wall.
Consider a fully developed turbulent channel flow as shown in Fig.
5.3. We assume:
u(x, y) = u(y) + u'(x, y)
v(y) = v ' (y) (5.10)
Assuming that u = u(y), then the equations of mean motion for fully
developed turbulent channel flow are given by:
Jl-
LM u'v' + V
d u
(5.11)
P 3a; dy
1M= 1.4 (5.12)

p
3U ' dv '
0 (5.13)
dx dy
Near the wall the velocity components can be expressed in a Taylor

series
5= l S y
rr (5.14)
n=0
65
t nriimmm^Tm^TiirfmfrTfi
' r C \ ^ ^ ^ ^ (\ (/_/
2h , /✓ Fully Developed Turbulence
} C. ^ C-S>
[ I I I I I I I I I Rijffpr flayer I I I I I I I I I I I I I I /_£
' ■ •. •■•■••■• •■•■• •• :• ■■■.'••■•■•.Viscous Sublayer
Fig. 5.3. Turbulent channel flow
where
3 nS
S with S = u', v', u
n n\
y—0
Therefore:
u' = uo + u^y + u2y2 + u^y3 + ...
v' = vo + v^y + v2y2 + v^y3 +•••
u = Uq + U2y + U£y2 + U 3y3 + ... (5.15)
At y = 0, using no-slip conditions, it follows that
(5.16)
Equations (5.8), (5.15), and (5.16) lead to
3un 3wp
(5.17)
3^T y + 3aT y2 + ••• + V1 + 2V2y + ••• + ■■■ = °
Hence y^ = 0. Therefore, (5.15) can be written as
u' = u2y + u2y2 + u3y3 + ...
v’ = v2y2 + v3y3 + ...
(5.18)
u = U2y + U2y2 + U3y3 + U4yk + ...
66
The turbulent shearing stress in the neighborhood of the wall can be

written as
-p u'v' = - p y3 + (u2v2 + ulv3^ ^ + • (5.19)
So far, the assumed velocity distribution satisfies the continuity

equation exactly. In order to satisfy the Navier-Stokes equations
(5.11) and (5.12), we use (5.18) as follows.
Evidently,
f^ = Vt + 2Usy + 5Uzy2 + 4U^ + ... (5.20)
and
= 2U2 + 6U3y + 12U4y2 + 20U^ + . (5.21)

dy
Similarly,
v'2 = y4 + (5.22)
Hence, from (5.12) and (5.22) it follows that
~P= -4 v2 y3 (5.23)
p 3y 2 d
Or
1_ 32 p
3 Vi
4 -— (5.24)
p 3x3y 3x3y y
Integrating (5.24) with respect to y, we have
~P = G(x)-r—— yh (5.25)
p 3x 3x *
where G(x) is a constant of integration.
At y = 0, we have — p- = —
p 3x p 3x
y=o
Hence,
G(x) =2~p (5.26)

p 3x
y=0
67
Therefore, (5.25) results in
8 v
1 = 1 3R 2 4
(5.27)
p 3x p 3s ST* "
'y=o
Substituting (5.21) and (5.27) into (5.11), it follows that
8 u v (5.28)
8y = 2vU2 - l H I + + lÛ4y2 + ..
'z/=0
Integrating (5.28) with respect to y, we obtain
1_ 8]3 (5.29)
u'v' = 12x>Un - I y + SvU y2 + 4\>U y3 +
2 p 8x
1y=oy
Comparing (5.19)and (5.29) we find
U = — (5.30)
2 2y 8x
(5.31)
The equations of motion in the viscous sublayer are:
L _ JL M.)
p 8a: ~ 8y 8y ’
(5.32)
dy
and
8a:
From the second of (5.32) it follows that p — p(x) and from the third,
- = u(y). Hence, from the first equation it follows that both sides
must be a constant, say c^.
Therefore
(5.33)
1 2E . c,1
p 8x
; 4
dy
- r» §)
dy
» C,I
68
However, at the wall
1_ = LIE.
p 3i p 3x
y=0
Hence,
c =!&- (5.34)
1 p dx
y=0
Integrating the second of (5.33) it follows that
du _ , _
(5.35)
v dy ~ °ly + °2
At y = h we have
du
= 0 ,
dy
hence
c2 = -Cjh (5.36)
But at the wall (5.20) and (5.35) require that
= *U1 (5.37)
Therefore,
U1 = — • (5.38)
1 v
Equations (5.34), (5.36), (5.38) lead to
U = _ h. 2E. (5.39)
1 p 3a:
y=0
Then (5.30) and (5.39) imply that
U1
= ■ (5.40)
Therefore, the continuous velocity field takes the final form
U1
u = Uly ~ 2h y2 + U4yk + (5.41)
69
Or
“ = U2y(l - jfc) + U4y4 + ... (5.42)
and the shearing stress becomes
- p u'v' = - p {_4\>U4y3 + 5vU-f ... ] (5.43)
The mean velocity and turbulent shearing stresses near the wall are
expressed in their non-dimensional forms denoted by *. Then
1/2
y(tjp) U 'V '
u" - (u'v')* = (5.44)
1/2 J
(To/p)
Vp
where
du
x = y , = x>U, (5.45)
o dy
y=0
With these notations, (5.42) and (5.43) become
= a - 2h + u^y*^k + u*(y*)s + ■ (5.46)
and
(u'v')* = 4U*(y*)3 + 5U*(y*)h + ... (5.47)
where
U
4_
U* = (—)3^2
4 [u2 U
5
u 9 U5
U* - (—)2 — (5.48)
U5 [U2J U2
From (5.46) it follows that for the laminar sublayer y/2h « 1.
The maximum value of this term, as computed by HINZE [3], varies from
0.1 to 0.0008 as the Reynolds number of the mean flow varies from 5 x 103
to 106. With good accuracy [22] (5.46) may be truncated at the fifth
term, i.e. ,
70
u* = y* + U^fy*)1* + U*(y*)5 (5.49)
where U* and U* can be considered as universal coefficients, since they

4 5
appear in (5.46) and (5.47).
In order to determine y*, U*, U*, for which smooth and continuous
transition occurs, Tien and Wasan matched the value of u* and its first
and second derivatives with corresponding values given by a logarithmic
distribution obtained by LAUFER [8], i.e.
y* - 7.8 x 10~5(y*)h + 2.1 x 10 6(y*)S ; 0 <_y* ±22
u* = *
6.9 log 1Q y* + 5.5 ; y* > 22 . (5.50)

w
It should be mentioned that (5.50) was obtained from experimental data

for smooth wall surfaces. If the wall-surface conditions are changed,
a small change appears in the numerical coefficients in (5.50).
Fig. 5.4. Mean velocity distribution on channel flow(after Tien and

Wasan [22])
71
5.3 Velocity Distribution in Transient Region of a Moving

Viscous Turbulent Flow
In the semi-empirical theories [10-12] for a turbulent flow,

the total flow field is thought to be composed of three distinct regions:
the viscous sublayer, the turbulent boundary layer, and the turbulent
core. However, there is no sharp feature distinguishing the turbulent
boundary layer from the viscous sublayer. A spectrum of eddies represent¬
ing the mode of transfer of kinetic energy from large scale motion enters
the sublayer and the eddies dissipate their energy in the form of heat.
This standpoint permits us to define a transition region between the
viscous sublayer and the turbulent boundary layer. This includes the low
part of the turbulent boundary layer and the upper part of the viscous
sublayer. Fig. 5.5.
LOITSIANSKY [23] refined the semi-empirical methods by assuming that

the velocity and temperature distributions are functions of the local
properties of the flow field. The local Reynolds number is a measure
of these properties. This is known as the "generalized hypothesis of
localness". Velocity profile and excess of temperature, calculated using
eddy kinematic viscosity in Prandtl's sense, become, according to this
hypothesis, continuous and differentiable across this region. A
72
difficulty arises, however, in considering the Reynolds stresses in the
von Karman sense, because this presumes a priori the existence of a

non-zero second derivative of mean velocity. The theory hence breaks
down, since the velocity profile in the viscous sublayer is linear. In
the vicinity of the critical Reynolds number, the assumption f(R) = 1
(where f(R) is a function of a Reynolds number) is not sufficiently
justified. This arises from the fact that in the viscous sublayer the
closer we approach the wall the more damped the turbulence gets. The
spectrum of eddies that penetrates the layer ceases to interact. The
eddies get damped, performing independent periodic motion. This implies
that f(R) becomes analytic everywhere, thus creating further difficulties
in the theory.
The method of TIEN and WASAN [22] considers turbulence close to the
wall as dependent solely on the distance from the wall. The greatest
effect then is that of the velocity of flow. This is a weak assumption.
Due to the presence of eddies in the transition region, the mean

velocity cannot be considered as a complete characterization of turbu¬
lence in that region.
A more accurate theory has been proposed by LEVICH [24] in which the
greatest effect in the transition region can be attributed to the
kinematic eddy viscosity e. Instead of assuming the velocity as a
function of the distance from the wall, it seems more sound to consider
the eddy kinematic viscosity as a function of the distance and then, in
turn, to examine the other relations which are characterized by the eddy
kinematic viscosity.
Hence, the main object of this work is to find the eddy kinematic
viscosity in the transition region as a function of the distance from
the wall and then, by means of Prandtl’s assumption for shearing stress
distribution, to determine the form of the velocity in the transition
region, STANISIC [27].
Evidently, the eddy kinematic viscosity can be expressed in terms of

viscosity. This means that eddy kinematic viscosity can be expressed in
terms of the mean energy dissipation, E, occurring in the flow per unit
volume per unit time, i.e.,
E = - E = e [("A u)/lf (5.51)

m
where A u is the change in mean velocity, i is the scale of turbulence

73
and is the eddy viscosity related to the eddy kinematic viscosity by

the relation
zm= pe ’ (5-52)
where p is the density of the flow.
For a large Reynolds number, i.e., a fully developed turbulent flow,

the loss of energy E is not a function of viscosity y of the fluid, but
rather depends on the change A u over the scale a and the density of the
flow p. Since [ff] = Erg/(cm3see), then the only possible combination of
these quantities is
E Z pTA u)3/l . (5.53)
Comparing (5.51) and (5.53), it follows that
I p£A u , (5.54)
or (5.52) and (5.54) lead to the determination of the eddy kinematic

viscosity; i.e.,
e = £A u (5.55)
It should be noted that the presence of the viscous sublayer changes

the scale of turbulence. Clearly, according to the order of the scale
in the viscous sublayer of the thickness Sq, two distinct regions in the
motion can be recognized; i.e. a) the motion close to the wall having
the scale x « 6 , and b) the motion at a distance X from the wall, say
oo
x < & , of the scale x.
— o
The transition region consists of two parts; namely, i) the upper
layer of the viscous sublayer in which the motion corresponds to the
scale x, and ii) the turbulent boundary layer where the scale of
turbulence i > X. In these cases it is possible to determine the
m
characteristics of the turbulent flow on the basis of similarity. The
eddy velocity u' corresponding to the scale x, can be written using
(5.53) as
u' Z (EX/p)1//3 . (5.56)

A
Then (5.53) and (5.56) lead to

74
»' ; n/l)1/s A S • (5-57)

A
Hence,
u' < A u
A
Similarly, for the Reynolds number we have:
= u! X/v ; A u \4/3/(vl1/3) = (\/l)4/3 R (5.58)

X X
R is the Reynolds number based on the scale l and is for the fully
developed flow.
Close to the wall the scale is x < X. The Reynolds number for this
o
scale is R z 1.
Hence, from (5.58) by analogy it follows that
1 : ao/a)4/3 R ■ (5-59)
Therefore,
\d z i/RS/4 ■ (5-60)
However,
r = e/v = UA u)/v • (5.61)
From (5.53) one obtains
A u = (El/p)1/S ■ (5.62)
Hence,
R3/4 Z (El/p)1/4 (l/v)3/4 • (5.63)
Therefore, (5.60) and (5.63) lead to
X^ I (v\/E)1/4 . (5.64)
From (5.57) we have u' Z A u. But A u in the viscous sublayer is

75
proportional to the distance from the wall.; then
K ~~ y (5.65)
Note that the equations of equilibrium for the mean flow hold for the
part of the transition region where the scale is x.
Since u = u(y), the equation of continuity leads to [22]
9u' 9y'
—— + —— = 0 (5.66)
dx dy
Hence, from (5.65) and (5.66) it follows
u; = -J ^ = f dux
■ (5.67)
where e is the proportionality constant.
Furthermore, from Prandtl's theory
(5.68)
In addition
u' Z A u = u(y + X) - u(y) (5.69)

A
However, for the viscous sublayer we have
u(y + X) - u(y) = U* (5.70)
where U* is the friction velocity.
Hence, for y Z (5.68), (5.69) and (5.70) lead to
v' Z U* (5.71)
A
or, by virtue of (5.67), (5.71) can be written as
v' Z U*(y/6-)2 . (5.72)

A O
It should be pointed out that u’ and v' are the components of the eddy
velocity in the viscous sublayer. They arise due to eddies entering the
viscous sublayer from the turbulent boundary layer. The interaction
between the eddies ceases and they perform independent periodic motion
76
with a constant period T.
Evidently in this region
x'-vJT . <5-73>
A
X ; U*(y/&o)2= ay2 . (5.74)
Note that y = 6 we have x < 6 . Therefore,

° o o
a : l/sa ■ (5.75)
Hence,
X ; y2/So • (5-76)
Moreover, (5.74) and (5.75) lead to
u* ~ S . (5.77)
o
Since y > 6 , from (5.76) it follows x « 1. Therefore, the turbulent

shearing stress t* caused by the transfer of eddies into the viscous sub¬
layer can be written as
du (5.78)
t* = pe < &
dy
where e* is the eddy kinematic viscosity of the penetrating eddies.

Hence, (5.54), (5.68) and (5.78) lead to
(5.79)
T* = pAux % ' y K &0
Substituting (5.72) and (5.74) into (5.79) it follows that
U*yL* du
t* z q T: > y < s. (5.80)
^3 dy
From (5.78) and (5.80) we obtain
e* ; U*yk/S3o (5.81)
At the wall
77
R ; u*\ ,/v ; i (5.82)

xo °
But if A << 6 , then U*6 . Hence

o o o
v = aU* , (5.83)
where the constant a < 1.
Therefore, from (5.83) we have
V* = v/60. . (5.84)
Equations (5.77) and (5.84) show that
v : sj . (5.85)
Equations (5.81), (5.84) lead to
e* ; v(y/8Q)Lt , y < S0 . (5.86)
Since y < 6^ we have (y/&0)h « 1, then from (5.86) it follows that the
eddy viscosity e* is much smaller than the kinematic viscosity v of the
flow.
However, the transition part in addition contains the turbulent

boundary layer; i.e., y Applying Prandtl's theory to this part we
have
: A u' = u(y + %m) - uTy) : lm lf z u* . (5.87)

m
Then
R : u* i (y)/\> > 1 , (5.88)

l m J —
m
where i (u) is the mixing length for the upper part of the transition
m J
region.
Therefore the kinematic eddy viscosity e** for this region can be
written as
e** : U* l (y) ■ (5.89)

m 3
78
Moreover in this region, according to Prandtl, we have
(5.90)
im(y) = Ky
where k is a numerical factor determined by experiment.
From (5.88) it follows that
(5.91)
U* = \>/i (y)
m J
Evidently,
a (u) . =5 (5.92)
m * min o
Therefore the maximum value of U* can be written as
U ~ v/6 (5.93)
max o
Hence the eddy viscosity for the upper part of the transition region can
be written as
(y) = v(y/S ) , (5.94)
Then the average value of the kinematic eddy viscosity e for the
entire transition region is given by
y<sn
z*(y)dy + e**(y)dy (5.95)
y>s.
where
h = y0 - y-, » (5.96)
is the thickness of the transition region. Therefore, (5.87), (5.94)

and (5.95) lead to
6 . y y? 2 u 2
- „ o
(5.97)
e ~ v JT <l>* - 0 <r> ~(l>
. o o ■ o o .
Obviously the first term in (5.97) can be neglected, Therefore, the

general form of (5.97) becomes
79
e _
(5.98)
e = b(y/&0)2 (5.99)
where & is a constant to be determined later. However, the shearing

stress in the transition region is the combined result of the action of
the eddy kinematic viscosity l and the kinematic viscosity v. Hence,
T = prv + l) % • (5.100)
Or, by virtue of (5.99) we have
t = pv [l + b (f-)2] ^ . (5.101)
Using Prandtl's assumption for shearing stress distribution, (5.101) after

integration results in
U* , -
-y
rs J7_ + (5.102)
= tan
6o.
where the constants b and c are determined by the boundary conditions.
Denoting
y* = yU*/v , (5.103)
then we have the following.

a) For y < 6^, i.e. y* < (S^/vJU*, we have a linear velocity distri¬
bution, i.e.,
u/U* = y* . (5.104)
b) For y > 6
Cv , i.e. y* >_ (8 /\>)U*, we have a logarithmic velocity
o
distribution, i.e.,
j^=Llny* . (5.105)
U* K S
Hence the constants b and are calculated from the boundary conditions,
namely (5.104) and (5.105).
For a flow over a plate we have y* = 5 and y* = 30 [24]. In this

case (5.102) becomes
80
u/U* = 10 tan"2 (y*/10) + 1.2 , 5 <_y* ± 20 . (5.106)
Equation (5.106) represents the velocity distribution across the transi¬
tion region.
It should be noted that MILLIKAN [25], and C0MTE-BELL0T [26] observed

y* i e. The result obtained by (5.106) is in good agreement with the
experimental value obtained in the literature [26]. Therefore the
velocity field in a turbulent flow can be written as a continuous
function, [27] across the flow field,i.e.:
u/V* = y* , 0 ±y* ±5
u/U* = 10 tan"2 (y*/10) +1.2 , 5 ^y* ±30
u/U* = 2.5 In y* + 5.5 , y* > 30 . (5.107)
5.4 A New Approach to the Turbulent Boundary Layer

Theory Using Lumley’s Extremum Principle
Lumley's extremum principle arose out of a generalization of the Orr-
Sommerfeld energy method for flow stability analysis. The latter, being
restricted to two-dimensional linearized parallel shear flows, was
extended by Lumley to three-dimensional flows with no restrictions on the
amplitudes of the disturbances.
In what follows we discuss in some detail Lumley's methodology for

analyzing perturbation modes in a flat plate turbulent boundary layer.
A more expanded treatment of the physical and mathematical aspects of
this subject can be found by HONG [28].
Lumley's equation is reduced to its two-dimensional form and, using

transform techniques, it is further reduced to a system of coupled
ordinary differential equations. The latter is converted into a system
of Fredholm integral equations using the Green's functions for corre¬
sponding operators as kernel functions. This is done to facilitate
solution:
A) Lumley's Equation
Me first derive Orr's and Lumley's equations.
Orr (1907) integrated the kinetic energy equation over the entire
flow region:
81
_3_
31
p EdV + pE(u. n ,)dA u.
-z-
t .. . dV (5.108)
where dV is the elemental volume, dA the elemental enclosing area, p the

density, E the kinetic energy per unit mass, u. the -ith component of
• th ^
velocity, the i component of the normal to the enclosing control
surface, and x.. the stress tensor. Lastly
i ■ 1) 2, 3
Orr assumed that the mean perturbation kinetic energy \ puu’. is

Ci % "V
stationary instantaneously.
Thus
3 1
u ! udV = 0 (5.109)
31 2 p
The Orr equations for an incompressible flow are:
3u! 3m!
_x ,_v_
uu'. d. . (5.110)
3£C . dX .
0 0
where
is the mean strain-rate tensor.
Lumley (1966) extended this technique to consider the modes of large

disturbance. This was achieved as follows.
The momentum equations reads:
d_ (5.111)
31 (p V + 3^70 (p ui V
where x = -v 6.. + 2\i d.. . We have assumed incompressibility. The
equation for the total kinetic energy is deduced by forming the scalar
product of (5.110) and Hence u. e 5{ + ul consistent with our
notations.
Then
(5.112)
h <i»“i ui>+ db 4p “i V ' “i wf
J w
82
Averaging (5.112) in the Reynolds sense yields:
3_rR_ (n -7t
Ft [f “i + “i + 5S7 f“i “i uj + 2uiui “j
d
+ U J M I U . + U u'. u'J ]
^ ^ J X X J
3u. 3u !
(5.113)
=^
3a:.
fir ^
x xj
* *; t;^
x xj
t
3x- ^«7 - r—
3a:. ti
xj
J J U
where x.. = x. . + x!. .

xj xj xj
Integrating (5.113) over the entire flow region and using the Gaussian
divergence theorem we obtain __
3u.
3 4 p (u. u. + u'. u’.)dV = - (-— T + 1 x:
. . .)dv
. . (5.114)
31 2 x x 7. x 3a:. xj %x. xj
3 3
We assume that the velocity components on the control surface are zero.
If we average (5.111) in the Reynolds sense and take the scalar product
of the averaged equation and u^, we get
it (2 ui ui> + 3x7 (\ ui ui uj)

J
3u .
= F— [u. (x . . - p u'. u'J] - ^7- fx . . - p u! uj (5.115)
3x. x xj x 3 3x. xj x 3
0 J
Integrating (5.115) over the entire flow region, we have
3u .
3 X (5.116)
U . U . = - -— fx . . - p u! u'.)dV
31 2 x x 3x. xj x J
tl
Subtracting (5.116) from (5.114),
3u! 3u.
3 x
e dV = - x ! . V- p u! u'. ■—) dV
31 dXj xj x 3 3* •
where e = ~ u'. u'. is perturbation kinetic energy.

£j "V Is
Aaain
3u \ 3 u r,
3^7 Tij = 2y 377 di3
V d
3U .
(5.117)
x 3 3x. i 3 13
V
83
Assuming that the time average of the perturbation kinetic energy is

stationary i.e.,
_3_
e dV = 0
3t
equation (5.116) simplifies to
3u ! 3m ! 3m
m ! u'. d. . dV = - v —- (—— + —3-) dV (5.118)
x 3 xj 3x. 3x. 3x/
J J ^
Again (5.118) can be written as
„ 3m ! 3m !
(5.119)
Ui {dio Uj " 3x7 [v ^3x7 + 3^]} dV = 0
3 3 ^
From (5.119) Lumley's equation is deduced as
3m! 3m!
(5.120)
dij “j ' Hr + st <w:+ ^ ■
•z- 3 3 i*
<(> is essentially a Lagrange multiplier which satisfies the constraints of

incompressibility (Lumley).
Consider
3 (u\i>) 3m!
! |$-av = dV
♦
m
x 3x. 3x.
x x
By Gauss' divergence theorem
d(u'.<S>)
dV = d>M! n • dA = 0
3x. x x
x
3m!
—— = o from incompressibility.
Thus
u'. ^dV = 0
,
m : e- dV = 0
x 3x. x 3x.
x
Evidently, no assumptions about the amplitudes of the disturbance have
been made.
84
B) The Flat Plate Problem

Let X2 be parallel to the free stream, X2 normal to the plate and
X the spanwise direction as indicated in Fig. 5.6. Lumley's stability
3
equation is applied to this flat plate.
3u! 3mJ
3(j) d r (—— + —H (5.121)
d.. M . = 3^7 [v dXj 3
•z-J 3a; .
3
where i, 3 = 1, 2, 3.
Fig. 5.6. Coordinate system on a flat-plate
Further,
3m!
_
= 0 (5.122)
dx.
V
He have four equations for four unknowns $ and uAi = 1, 2, 3). We

assume that d.. is known,i.e. we are provided with the mean velocity
3
profile far downstream where the flow is fully turbulent.
85
Further we assume
(5.123)
and &(Xj) « Xy
The streamwise changes in perturbations are negligible as compared with

those in the other two directions. In addition, the boundary layer
thickness is considerably smaller than the free stream coordinate.
Now from (5.122) and (5.123) we obtain
3u' 3u'
= 0
dx2 dx^
Thus we define ^ such that
'3
(5.124)
2
Hence (5.121), (5.123) and (5.124) give us
+ vV2uj (a)
(b)
(c) (5.125)
where
The assumptions made are
Uj = Uj(Xg) u2=u3= 0 .
V = vfXg)
86
Eliminating <f> from (5.125b) and (5.125c)
u' , (a)
2 dx2 dx^ 9x3 ^
1 ti !!i, 2 &-, fM-j + vv-* (b) (5.126)

2 dx^ dx^ ®x2 3X2
We use the Fourier transform to reduce the number of independent variables

[28]. We transform with respect to x3 along the positive direction. The
velocity profile for negative x3 is a continuous extension of the
periodic modes for positive x3-
Define
co
2_
a) \\j(x2, %3) COS ax3 dx3
7T
0
\p(x2J x3) = SfXgsa) COS ax3 da
uj (Xg, x3) sin ax3 dx3

u2(x2’a) = 7
u^(x2, x3) = Uj(x2,a) sin ax3 da (5.127)

0
Then (5.126) reduce to
du-. , , d2U1
dv d
i^:s(x2>a) = t?r+ v [t^- a2] (a)
A £ £ ax ^
a , ,_pdv r d2 dS(xz,a)
2 dx Ui(x2’a) ~ 2 dx9 ^ 2 ” a dxr
+ V [-S-- a2] [-5—- a2] S(x0,a) . (b) (5.128)

dxr dxc
Let a2 a2
dx„
and
87
□4 = n2 n2 .
Equations (5.128a) and (5.128b), rewritten in their nondimensional
forms, are
-jr)* dUt j * dU*

£ Ra* _1_ * _ J_ dv* _1_
(□2)' ui 2 v* dx* v* dx* dx* (a)
, kv 7
(□ )*«*'! £| B} si (a2)* If • (5.129)
Where
B* - V»„
a* = a<S
= */6
y 6
* = (5.130)
V
0
fa*,)2
S* = S/U 62
o
* W
v* \>/v
o
00
6* a dx2
0
v* V— p
5 Wall Friction Velocity
77 * (5.131)
rv*;* = g-
o
U v , 6 are reference values for velocity, viscosity and boundary layer

o o
thickness [28].
Boundary conditions for U* and S* are

88
U* (x* = 0) = U* (x* = °°) = 0
S* (x* = 0) = S* (x* = «■) = 0
dS* (o) - dS* ^ ^ _ q (5.132)

dx* iU) dx* ' ;
These follow from u'.(x0 = 0) = u'.(x9 = <*>)= 0; i = 1, 2, 3. At - 0 the no

slip condition applies. At ■* °° -> 0 in order to maintain finiteness
of the perturbation kinetic energy in the flow.
Using (5.124) and (5.127) we obtain the boundary conditions. Define

GL, G0 as Green's functions for (Q2)* and (□“)* subject to the same
1 u
boundary conditions as those for Uj and s; i.e.,
(□V V = - V
(Q|4)* g2(x*, t) = 6(x* - t)
g2(o, t) = g r~3 t) = 0
g2(o, t) = <? foo, t; = 0
(5.133)
d^2= (0>t} = 2*3 ^ t; = 0
where 6 is the Dirac function and t is a dummy variable. The integral
equations obtained for U* and S* are
diij dU*(t)
R a’
U* (x*) =
dx * s*(t)
) G, (x*, t) dt
2 v* \>* dx* dt
0
d * du* 2 d\>* (\—1* dS*(t)

S* (x*) = _— u*(t) G2 (x*, t) dt •
{2 v* dx*2 urtJ \>* dx* V— / dt
0 (5.134)
The system in (5.133) is numerically solved for Gj( ) and ). The

solutions are converted into their dimensional form and using (5.127)
inverted to give us w and iji.
We now discuss certain important aspects of the problem,

a) Mean velocity profile: This has been assumed to be known
89
a priori from experimental results or from previous investigations.

i) Inner layer: Viscous shear forces dominate in this layer and
using laminar flow theory we find that ^ is linear in x2 :
U1 Clx2 '
7 is a constant and in terms of v*,

. o
(v*)2
-
In non-dimensional form, we have
u* = R(v*)*2 x*
ii) Overlap or transitional layer:
x„v'
4=1 In + B
= — [in x* + In v 4
v_ ] +i_
o
6J u
k and B are found empirically from experiments,
iii) Outer layer: The profile found best to fit experimental data
[28] is
u* = 1 + C2 {sin (jx*) - 1}
C2 is a constant found empirically.

b) Total effective viscosity: Equation (5.125) makes it evident
that we need to know the nature of viscosity v and its first derivative
appearing in this equation. Hence,
i) Inner layer: The total effective viscosity in this thin layer
is identical with the molecular viscosity v = \>Q
ii) Overlap layer or transitional layer: The viscosity here is the
eddy viscosity of Prandtl:
<3u-
where l = kx^ •
Thus
V = KV* Xg
where v* is the wall friction velocity.

90
ill) Outer layer: The eddy viscosity is independent of molecular

viscosity and is determined by 5* and Uq for a high Reynolds number.
v = CJJ 6* ;
3 o '
C, is found empirically.
O
c) Solution procedure: Equations (5.134) are solved iteratively.

The left-hand sides give the new values for U1 and 5 in terms of the
previously estimated or guessed values. Call the
values at the fn+l)th iteration, then
U2(t]+1) = FJ(ai S(r]),
and
Sn+2 = F2(a, S(t])} U1(r]))
where F7 and F„ represent the expressions on the right-hand side of

(5.134).
Convergence is attained when £/ (r]+1)/U(r[) -+ X. A non-negative x may

represent the mean-square energy in the mode a. Figure 5.7 illustrates
the normalized spectral functions, Uj.
91
Fig. 5.7. Normalized spectral functions, U1 (after Hong [28])

PART TWO. Statistical Theories in
Turbulence
CHAPTER II. Fundamental Concepts
6. STOCHASTIC PROCESSES
6.1 General Remarks
As has been observed, turbulence can be characterized as a nonlinear

stochastic problem. Physically, turbulence is a mixture of laminar
motion and certain subsidiary motions whose smallest length scales are
comparable to the mean free path of the molecules. Strictly speaking,
the Navier-Stokes equation is not applicable to phenomena with such small
length scales. However, it has been observed that these types of motion
die out quite rapidly due to the action of viscosity. The spectral
distribution of their energy decays long before the length scales become
comparable to those at the molecular level. This permits the use of the
Navier-Stokes equation as a valid dynamical formulation of such phenomena.
The problems in turbulence fall under two broad categories:

A) The problems in this class deal with turbulence caused by the
presence of a random force field whose moments are known. The
initial conditions are deterministic.
The mathematical description is as follows:
= 0 (6.1a)
£[wr] = F(x, t) (6.1b)
u^(x, 0) = U(x) (6.1c)
Here:
(6.1a) is the continuity equation for an incompressible flow.
(6.1b) is the Navier-Stokes equation.
93
6.1(c) is the initial condition.

F(x, t) is the random force field.
B) The problems in this category are concerned with turbulence that

is caused by indeterministic initial conditions. F(x,t) = 0, and
U(x) is random in nature. Both cases determine the statistical
laws that describe the motion of the fluid at subsequent times.
In the description of these problems, boundary conditions are not con¬

sidered. Boundary conditions do not apply to such problems because the
nature of velocity and the pressure fields are indeterministic.
6.2 Fundamental Concepts in Probability

The concept of a random variable is central to turbulence. Hence we need
to review certain concepts from the mathematical theory of probability.
In these notes the treatment is kept brief; for more details the reader
can refer to some of the standard texts.
We start first with certain elements of set theory that are most basic
to the definition of a random variable.
A set is a collection of objects. The objects are called elements of

the set. Capital letters are used for denoting sets, for instance: A, B,
C, etc. Lowercase letters will denote the elements of a set: a, b, o,
etc. azA is read as: a is an element of the set A.
A collection of sets may be referred to as being a family of sets. We

reserve the capital script letters for this use; i.e. A, 8, ... .
A set possessing a certain algebraic or geometric structure is quite

often referred to as being a space.
A set with no elements is known as an empty set, denoted by <j>.
A set is defined to be a finite set if it is either empty or possesses

a finite number of elements. An infinite set contains an infinite number
of elements. An infinite set can be countable or uncountable. It is
countably infinite if there is a one-to-one correspondence between the set
and the set of positive integers. Otherwise, it is uncountably infinite.
We now discuss operations permitted on sets.
A union of set A and B is a set that contains elements belonging to

at least one of the two sets. This is denoted by aKJb.
Then if ae aUb, then a belongs to either A or B or both. An inter¬

section of two sets is a set containing elements common to both. This is
94
denoted by aC\B. If aE AC\B then azA and aes. Notations used in this
context:
0=1
nvwn- •
The difference between sets A and B is denoted by A-B or B-A. The set
A-B contains elements which belong to A but not to B. Similarly we can
define B-A.
Two sets A and B are equal if they contain the same elements. This is
indicated symbolically as A = B.
A set A is a subset of B if every element of A is an element of B i.e.

if a zA then a zB. This relations is represented by d. A(^B would then
mean A is a subset of B.
We assume that each discussion in which sets are involved takes place
in the context of a single fixed set. This is called the universal set.
We shall denote such a set by n.
The complement of a set A is indicated as A' and defined as
a ' = n - a .
Evidently
(A')' = A
<j)' = n and n' = <j>.
We define the cartesian product of two sets A and B as
AXB
where
AxB = the set of all ordered pairs {a,b) where azA and bzB. This can
be extended to products involving more than two sets.
A2 x A2 x ... x An = the set of all ordered n-tuples
(an, a„, ... a ) where a. e A. for all

-L 6 rl I, 'L,
i = 1, 2, ..., n.
95
A Borel Field or a a-field 8 in a is a family of subsets of a given si

such that
i) <j>eB
SleB
ii) If AzB then A 'zB

iii) If AzB
and BzB
then AySeB
iv) If A^zB where izZ+, Z+ being the set of positive integers, then
co
U Ai z B .
6.3 Random Variables and Stochastic Processes

Let si denote the set of every possible outcome of a random experiment.
Strictly the sample space of a statistical experiment is a pair (si,B)
where
i) a is as defined,
ii) B is a a-field of subsets of si.
The elements of Si are called sample points. Any set BzB is known as an
event. We say that an event B occurs if the outcome of the experiment
corresponds to a point in B. Further, we refer to each one-point set as
a simple or an elementary event. If Si contains at most a countable
number of points, we call (Si,B) a discrete sample space. If Si contains
uncountably many points then (si,B) is an uncountable sample space. In
particular if si is a subset of Rn where R is the set of real numbers,
then (si,s) is a continuous sample space.
Let (si, B) be a sample space. A set function P defined on B is

called a probability measure if it satisfies the following:
i) P(B) >_ 0 for all BzB
ii) Pi'si) = 1
iii) Let {B .}, B . z B, j = 1, 2, ... be a disjoint sequence of sets,
7 0
i.e. Bj n 0
Bk = for j / k. Then
P( (J B ) = l P(B.) •
3=1 3 3=1 3
We call P(B) the probability of the event B. Evidently, P($) = 0. If

P(B) = 0 then B is an event with zero probability or a null event.
96
(n, B, P) is known as a probability space. Further, if given that

P(C) > 0, CzB, and BeB, we define
xva-z&cr •
P{B/C} is the conditional probability of B given C.
Two events B and C are independent if and only if
P(b[)C) = P(B) P(C) .
Then the conditional probability of B given C is P(B). We now define a

random variable. Let (a, B) be a sample space. A finite, single valued
function X which maps n into R is called a random variable if the inverse
images under X of all Borel sets in R are events, i.e.,if
X1 (A) = {ok X(°°)zA} zB for all AzR
(read : as "such that"), where R is the Borel a-field of subsets of R,

which is the set of real numbers.
Equivalently, we may say that X is a random variable if and only if

for each aeR
{03; X(u) <_ a) = {X <_ a} zB
As is evident, the definition of a random variable does not involve the

concept of probability.
Let AzR. Then
X~1 (A) = {w: X(u>) zA} .
Then the probability distribution of X is a set function Q defined on A

such that
Q(A) = P(X~2(A)) = P {u: XfwJ e^} .
Let F be a non-decreasing point function defined on (-«>, °°) such that

F(cl) = P{x £ a); then F is called a probability distribution function of
the random variable X.
Then F(-<*>) = 0 and F(<») = 1.

97
A random variable X defined on (n, B, P) is said to be discrete if

there exists a countable set EQR such that P{XcE] = 1. The collection
of numbers {p.} satisfying P{X = x.} = p., where p. > 0 V izZ+ (all
positive integers) and J p. = 1, is called the probability mass
i=l ^
function of X. Let F(x) = P{X <_ x) = \ p.. X is said to be continuous

x .<x
if F is absolutely continuous, that is,if there exists a non-negative
function f(x) such that for every xzR
x
F(x) f(t) dt ;
_oo
f is called the probability density function of the random variable X.
If f is continuous at x then
dF(x)
f(x)
dx
2
f(x) = — — exp (- %-) , < X < “
/17 2
the random variable x is said to have a standard normal distribution.
For the discrete cases we consider the Poisson and the binomial distri¬
butions as examples. A random variable X is a Poisson random variable
with parameter X > 0 if
-x xk
P{X; = k} = e kj- , k — 0, 1, 2j ...
= o otherwise.
Then
-x xfe
F(x) = l
e kV
k<x
A random variable is said to have a binomial distribution if
= nr pk(l-p)n k, k = 0, 1, 2,
P{X = k}
= 0 otherwise
98
Here 0 < p < 1 and n

'k ~ (n-k)! k\
Lf ■ •
Then
Fix) = \ nc p^(l-p)^
k<x<n k
Another important distribution often encountered is the hypergeometric

distribution.
P{X = x} = Mn (N-M) r /Nr

x (n-x) n
Here x <_ min (M,n)

and
x >_ max (0, M + n - N).
N = cardinality of sample space
M e denotes the number of objects of a particular type A
n e number of objects withdrawn from this collection N
P{X=x} = probability that x out of these withdrawn elements are of

type A
We now investigate certain numerical characteristics, called parameters

associated with the distribution of a random variable. We focus our
attention on the moments and their functions.
Pk = P{X = nk) , k = 1, 2, ...
If
00
i, lxk pkl K "
where
x, > 0
k
= 0
xk < 0
99
then we say that the expected value or mean of X exists and write
co
E{X} = l xkpk .
k—2
It must be emphasized that the absolute convergence of the series is a

necessary and sufficient condition.
Similarly, for a continuous random variable X,if
|x f(x) | dx <
then E{x} exists and
E{X} x fix) dx
A similar consideration holds for the convergence of the integral. The

moment of X denoted by Ei/1} is defined as
Ei/1} = l (xk)n pk - discrete X

k=l
provided E{ \xn\} < °° ;
E{^} x1 Fix) dx - continuous X
provided E{\xn\} <
If E{\x2\} exists we call E{X-\i}2 the variance of X. We write a2 = var

(X). a is called the standard deviation of X.
a2 = var (X) = E{X-p}2
= Y (x, - v)ph - discrete x

k=l k k
= (x - v-) f(x)dx - continuous X .
Generally E{X - C)k is called the moment of order k about the point. For
the case C = u we call E{X - v}k the central moment of order k. We assume
that E{\xk\} exists, i .e.,E{\xk\} < ».

There are functions that generate moments and probabilities of a
random variable X. These are known respectively as moment generating
TOO
functions and probability generating functions.
For example, let X be discrete and let
- W k = 1, 2, ... ,
with
The function defined by
P(S) = l p- sK
k=l
which converges for |si < 1 is called the probability generating function
of x. Derivatives of P(s) at S = 1 give the expectations of x.
Further, the function
M(S) = E{eSX]
is known as the moment generating function.
M(S) = l p, eSk - discrete X

k=l K
e^x f(x) dx - continuous x
Then
di1
whenever
E{\xn\} < oo, and n > 0
Since there exist random variables for which the moment generating
functions may not exist, their use is limited. Instead we define the
characteristic function of x by E{e^tX}, where i = vCJ
101
E{e HX J - I discrete X
gitx jrfajcfa.
continuous x
This function uniouely determines the distribution of X.
— 1 tX J-J r i tX -1 Ji
fix) = e Eye } at
2n
Let X be a random variable and let g be a function defined on R. If

g is a Borel-measurable function on R then g(x) is also a random variable.
The domain of g is R. Hence denoting Y = g(X), then R is the sample space
for Y. The distribution function of y is determined by
P{Y < y} = P{Xzg 1 i-°°,y))
where
yzR and (-<*>, y)
indicates the open-closed interval. Let X be discrete and £ be a count¬

able set such that P{XzE} = I, and P{X = x} > 0 for xzE. Let y = g(X) be
-1
a one-to-one mapping from E onto some set T. Then g is single valued.
P{Y = y) = P{g(X) = y) = P{X = g'1(y)} ; yzT
and
P{Y = y} = 0 ; yzT' .
If g has a finite number of inverses then
P{Y = y) = P(|J [X = a, g(a) = j/]> = \ PiX = a, g(a) = Y) •

a a
Call G the distribution function of Y. Then
G(y) = P(7 < y} = l P{Y = y^

yk<y
102
= l P{X = g~2(y.)} .
yk<y
For a continuous X then
G(y) = f(x)dx
9 [-% y]
y
= flg~2(y)1 ^ g~2(y) dy
—00
where / is the probability density of X and Y = g(x).
Let (n, B, P) be a probability space. The collection X = (X^ X2 ...

X ) defined on (n, B, P) into i?n by
n
X(u) = (x1MJ X2(u), ..., Xn(u)) wen
is called an n-dimensional random vector if the inverse image of every

interval in if1.
I = (x., xn, .... x ), -°° < x. < a., a. zR.

1 2 n
i = 1, 2, ..., n} ,
is in b, i.e. ,
X~1(I) = { XJu) < a,, ..., X (u) < a } zB

1 — 1 n — n
a. e R
Let us restrict n to two. If the function F(x, y) defined by
F(x, y) = P{X <_ x, Y <_y) } (x, y) zRS
where
i) F must be non-decreasing,
103
ii) For every (x^ y2)3 (x2, yg; Xj < Xy ^ ^
F(x2, y2) - F(x2, y2) >_F(xv y2) - Ffx^ y ^ ,
iii) F(-*>, *o) = 1, f(x2 - °o) = o, F(~™, y) = 0 .
Then F(x,y) is the probability distribution function of (X3 Y).
(X, Y) is discrete if it takes on pairs of values belonging to

countable set of pairs E with probability 1.
P{(X3 Y) eE} = 1 .
Every pair (xy.) that is assumed with positive probability is a jump

3
point of F. Then
l Ip.
= 1
T'C
F(x, y) = l l
^3
x .<x y ,<y
-Z-— y 3^
p. . = P{X = xY = y .}
^ *3
. is the joint probability mass function of (X, Y).
(X, Y) is continuous if there exists a non-negative function f(. , •)

o
such that for every pair (x, y) e R we have
x y
F(x, y) = [[ f(u, v) dv~\ du
_co _co
where F is the distribution function of (X, Y). The function f is called

the joint probability density function of (X, Y).
If f is continuous at (x, y) then
d2pJx> y)- = f(x, y)

dxdy J a
Now let
I Pi3- = mi and J p.. =

i=l 13 3
3=1
104
Then m. and n. are called the marginal probability mass functions of X

and Y, respectively, where (X, Y) is discrete.
Similarly
M2(x) = fix, y) dy ,
and
M2(y) = fix, y) dx
— CO
are the marginal probability density functions of X and Y, respectively,

where (x, y) are continuous.
Further, Fix, °°J and F(<*>, y) are the marginal distribution functions
for X and Y respectively.
Let (X, Y) be discrete with
Let B and CeB such that
B = {X = x.} = { (x., y): < y < »}

"Ts 'ly
and
Then
P(B) = m. and P(C) = n .

3
sfV = {X = x. Y = y .}
P{B/C} =
if
P(B) > 0 .
105
P{B/C} is the conditional probability of B given C. Then
P• •
P{X = x./Y = y .} =
v n.
tJ
is the conditional probability mass function of X given Y = y .. A

similar definition can be given for Y. The conditional distribution of
a random variable x given y = y is the limit
lim P{X <_ x/Y z(y - t, y + t)}
t-+0+
If the limit exists we denote it by Fx/Y(x/y) ■ For continuous (x, y)
,x
Fx/Y(x/y) fx/y (*/y)dz ,

_co
where fx^(x/y) >_ 0 is the conditional density function of X.

fy/yCx/y) can be further expressed as
provided that
M2(y) > 0 •
Similarly
fy/x(y/x) = *
Two random variables X, Y are independent if and only if
2
F(x, y) = Fx(x) Fy(y) for all (x, y) e R .
If x and y are discrete, then independence means
P{X = x., Y = yds = P{X = x.} P{Y = y .}

Is J U tl
for all (x^ y^).

If X and y are continuous then independence implies
106
f(x,y) = (x) M^(y)
Let T be an arbitrary set of elements tj 8, ... . By a random function

of an argument tzT we mean a function C^jthe values of which are random
variables. A random function on T is a family of random variables corre¬
sponding to all elements in T. If T is finite then zt is a finite family
of random variables. Z(t) is specified by a distribution function Ff at
each tzT:
F^(x) = PfC^ i.
If for each (t2, t£) where zT, t2 zT we are gi ven
F, , (xn, x ) = PU, < xis Z. <_ x }

tV t2 1 2 1 ~ 2 2
then F represents the joint probability distribution of (z^. , Z^ )■

tVt2 ' 1 2
The distribution function F needs to satisfy
i) Symmetry:
V "'J jn 3 3 3
~ Ftn, t .... t (xr x2j V

¥2* n
where q , ..., j’n is any permutation of I, 2, ... n.
ii) Compatibility:
F. , . . , (X-t3 Xn ■> • J CD)

tr t23 ’’ V m+r
X )
m
for all m < n.
Thus z.u is a random variable x which is defined for a sample space a.

Z is a function of two variables <d and t where weft, and teT. Thus
fix t: Z(u, t) = Z-f-(u) = X(ai)
fix id: Z(w, t) = z^(t) = g(t)

107
Then teT} is a family of random variables defined on n, and wen}

is a family of realizations.
If t is time and t = z then £ represents a random process. If instead

T = Z+ then £ is a random sequence.
The random process is stationary if all finite dimensional distri¬

butions satisfy the following.
' tj+ x. t +x (xr X2*

n
•J V1
x )
n
for all t tOJ ...j t and t.

12* n
Evidently if n — 1, then F^(x) does not depend on t because
F^(x) = Ft+^(x) , for all r.
If n = 2, then F, , depends only on

^ -3 c\ O 1
Let t2 = tj + x. Then
(x2, x2) = F. (xn, X ) .

tv t1+x 1* *2' rt2, t2+x 11 •V
For a multidimensional case F then depends only on

tl* t2 ’’ tn
{(t. - t-,): 3=2, 3, n} .
<J
If instead t were to represent a quantity other than time then the

process would be called homogeneous.
We define moments of the finite dimensional random vectors by the

108
following
m
mz
zix h\ • On
m2 mn ,
.. x )
x2 Xn dFtr t2 t (xr x23 n
n
t )
n
where
m. m.
C = % ) * •
i i
E is the expectation operator. He assume that the n-fold Stieltjes

integral is absolutely convergent.
For continuous processes the probability density function f is defined

as
x )
n
n
3 F, , , (x~, Xp, •.., x )
3x^j 3Xg 3x
A process is stationary if and only if
i) E{£ } is constant
ii) E{E,t E,t } = &(t) where -r = - t,and t takes integral values
for a random sequence and real values for a random process.
By the ergodic theorem.
2
«Et> x1 dF, (x1) = Lim —
1 1 T h dt
Similarly
Eth W = xi x2 dFt,t+t (xr x2>

_oo
109
= Lim
00 ^t+T^t dt
Certain terms often encountered in the study of random processes are

i) Mean e E{$ }
EUJ - x dF^(x)
ii) Variance = a2(t)
= Eat - mt}}2
= - (E{zt))2 .
iii) Cross covariance: Tr where , and are two random

Cn 1 2 2 ^2
functions.
Let F (x,y) represent the joint probability distri-

Cj fj* ^2
bution, i.e..
F5, t2; n, ' Flh: ‘-*1 \
r5n 1tl’ V Lx - E{$, }][y - E{t) }] dF .

^7^ H.)
, (x,y)
^9 •
When C = n then cross covariance is called the covariance
vv v -s{tt2 %> - Etv mt2}
iv) Auto correlation: R^ft^, t2)
RZ(tr V E{^t1 •
v) Correlation coefficient: t2)
g(tT t2^ ~ t2)/'a^(tl) ai(t2) *
Figures 6.1 and 6.2 schematically illustrate for a random variable X

the density function fx(x) and the distribution function Fx(x).
no
Fig. 6.1. Density function fx(x)
We note that for a Gaussian distribution we have

TJ_
r2
2a2
FXU> = dx
o/2t\
X x
2a2 2a2
dx + dx
aJ2w a/2ir
2a2
cZt
2
o/2tT
a/2
e T dx
2 nr
1 n + erf r——
2 a/2
Ill
— CO
Figures 6.3 and 6.4 represent a Gaussian fyJx) and Fx(x) for various
a.
Fig. 6.3. Gaussian density function fx(x) for various a

112
6.4 Weakly Stationary Processes

For describing a process in nature we assume a weaker form of statio-
narity. A random process is called weakly stationary or seoond-order
stationary if its distributions up to order two are invariant. Vie will
assume second-order stationarity for the remainder of this discussion.
Denote the random variable e; = X(t). Then, for a second-order statio¬
nary process the first-order density fx(x3t) becomes a universal distri¬
bution which is absolutely independent of time. Thus all averages based
on it (in particular the mean and variance) become constants independent
of time. For the second-order density fx(x,t , x', t') to be invariant
it must be a function of the time increment x = t - t' only. Therefore

all averages based on it (autocorrelation, covariance, and correlation
coefficient) must be a function of x only. Thus, for a second-order
process:
a) Mean:
E{X(t)} = m = constant . (6.1)
Furthermore,
E{\x(t)\2} < °° .
113
b) Variance
oj,(t) = E{[x(t) - m]^} = constant = . (6.2)
c) Covariance
Tx(t,t') = E{[X(t) - rn]\_X(t + tJ - 7??]} = Tx(t) . (6.3)
Note that
2
rx(0) = ax = constant . (6.4)
d) Autocorrelation
Rx(t,t’) = E{X(t)X(t + t}} = Rx(t) . (6.5)
Note that
Rx(0) = E{X2(t)} . (6.6)
e) Correlation coefficient
r fx)
p x(t,t’) = —-—= . (6.7)
Evidently,
ty(°)
P x(0) = -^2—= 1 . (6.8)
a
x
When studying steady-state vibrations in ordinary linear vibration

theory it is customary to use Fourier analysis which simplifies the
response problem by the condition of linearity and allows treatment of
each single-frequency Fourier component separately. In the linear
analysis of a random field the Fourier decomposition again becomes a use¬
ful tool.
Consider a nonperiodic function/fij defined over (-«,<»). Provided

that
114
co
(6.9)
| fit) |2 dt < «> ,
— oo
we may represent fit) as a continuous superposition of sinusoids in the

following exponential integral
CO
fit) Fiui) e1aJ^ dw (6.10)

2tt
_co
where Fiu) is called the Fourier transform of fit) and may be evaluated
directly from the relation
oo
Fiu) fit) e'^dt (6.11)

_oo
Returning to random processes, we recall that for a stationary process

the autocorrelation function E{X(t)X(t + x)} = Rix) is a function of the
interval x.
Then
oo
P^(n))e^T dw (6.12)
vt;
— oo
if
oo
2
\R^(t)I dx < °° ,
_ CO
where P^fwj is given by
oo
px(u) = f e_''u>T dx (6.13)

— co
For xftj real, i?v(xj is a non-negative function and R (x) = R i-x). It

X XX
follows from (6.13) that P (m) is a non-negative even function.
A
Consider the special case x = 0. Then, (6.12) leads to

oo
Rx(0) = E{X2(t)} = Px(u) dw (6.14)

— oo
115
In the above case of zero mean we note that this value is just a*. Thus,
the mean-square value of the process is the sum over all frequencies of
doi. We will call the power spectral density of a certain
variable x(t).
From the properties of Pv(t) and rv(t) we may write

A A
Rx(x) = 2 P^fwj cos ajxdo) (6.15)
and
'X J
o
COS (joxdx • (6.16)
Examples of Random Functions
1. Consider a random function, for example, the displacement of the ocean

surface, given by
n
X(t) = l (A. cos 0 .t + B. sin Q.t)
jlj 3 3 3 3
where A. and B . are independent random variables with mean value zero and
a| = Var (A.) = Var (B.) for j = 1, 2, ..., n. We wish to determine the
A J C
covariance and spectral density function.
Evidently since E{A .} = E{B.} = 0, it follows that

3 3
n
E{X(t)} = E{ uJ (A. cos Q.t
1
+ B.
1
sin Q.t)}
1
n
= J E{(A. cos 0 .t + B . sin Q.t)}
•i, 3 3 3 3
n
= l \_E{A . cos Q.t + E{B . sin 0 .*>]
3 0 3 3
= l \_E{A.} P{cos 0.t} + E{B.} P{sin e.t}]

3 3 3 3
3=1
= 0
From this result we have

116
Yx(t,t') = E{X(t)X(t')}
+ Bk sin Qjt'1
n n
= E{ l l (A.A, COS Q.t COS Okt’ + A.Bk COS Q^.t sin Qkt’
3=1 k=l 3 3
+ BjAk sin Qj cos Qjt' + B3k sin Q.t sin
n n
9 .t sin Q.t'
=11 tE{AjAlJ cos eit cos Qkt' + E{AjBki C0S 3 K
+ E{B .A.} sin Q.t cos Q.t' + E{B.B.} sin Q.t sin i v,] •
3 K 3 K 3 *■ “
However, since A. and B. are independent, we have

3 k
E{A.B]<} = E{A.} E{Bk} = 0 ; E{AAfe} = BiBft} = •
Therefore,
YL
r (t t') = y fa2. cos e.t cos Q.t’ + a2, sin 0 .t sin e.t'J
a' ■* 1 ^ 3 3 3 3 3 3
3=1
n n
= l a2, cos Q.(t-t’) = 1 a. cos 9 .x
3=1 3 3 3=1 3 3
where x = t-t'.
We now find the spectral density function for the process, From the
definition
i0.x -10,-r
■ iwt e 3 + e 3
l I dx
PXM = 27
3=1
CO 2
a . Q.) -ixfw + 0.;]
l
_3_
4 IT
3 + e 3 dx J
_ co
3=1
117
2
n a.
= 1 + 0-7 + <$fw - 0.7} ,
3=1 3 3
where <5 is the Dirac delta function. Hence, the spectral density function
consists of jumps of magnitude o2./4t\ at the points + 0.; see Fig. 6.5.
3 3
n
Fig. 6.5. Spectral density for X(t) = Y (A. cos e .t + B. sin Q.t)
jtl 3 3 3 3
2. Now consider a type of random process which has randomness introduced

through a random variable of another random process. This is a typical
example of what we expect for ocean waves where a random wave is
created by a turbulent wind.
Consider the process
Y(t) = X(t) COS fto t + <t>j ,

o
where <j> is a uniformly distributed random variable in the interval (0, 2-n),
and is independent of the weakly stationary second-order process X(t)
which has mean zero and covariance given. We want to show that Y(t) is
also weakly stationary, and to find its autocorrelation and spectral den¬
sity function. For the above example, Y(t) can represent the displace¬
ment field x,t) where X(t) is the amplitude and 0 is the phase.
To prove that Y(t) is weakly stationary we must show that: (a)

E{\Y(t)\2} < °°, and (b) V= Ty(t - t') = Ty(t). We first show
118
property (a):
E[\Y(t)\2} = E{\X(t) COS fa)Qt +
£ E{\X(t)|2| COS (uQt + <j>J|2}
<E{\X(t)\2} E{\ COS (ut + cj>; | 2}
and since cos 0i is bounded and by definition E{\X(t)\2} < » we conclude

that E{\Y(t)|2} <
To prove (b) we need to find the expectation of Y(t):
E{Y(t)} = E{X(t) COS fa) £ + <|>;} = E{X(t)} E{ COS fa)Qt + 4>)} = 0
since E{X(t)} = 0. Hence, we have:
rY(t,t') = E{Y(t) Y(t')}
= E{X(t) X(t’) COS fa)Qt + <j>j cos fa)Qt' + 4>; >
= E{X(t) X(t')} E{COS fa) £ + if) COS fa^f' +
= j COS a)Q(t - t')
Thus
ryfxj = rY(t,t') = | r^fxj cos a)ox
The spectral density function is
e TyfxJ d.T
2tt 2 VX(x)
r^fx;{e } dx
But
119
"I COT / \ j
= to e TxT 5
hence
Py(u) = J [PjCu + UQ) + Px( 10 - U^;]
Therefore the spectral density of yftj is related to the spectral density

of the X(t) process.
3. Let us measure the noise intensity produced by an underwater

detonation at two points in the ocean. We let and x2 be the random
variables representing the sound intensity at the two points. Suppose
that the joint probability law of the sound intensity is given by
_1_ , 2 2
x^xê 2 X1 X1 , if %2x2 > ^
:f‘x1x2(xrx2)
, otherwise
The probability functions are

1 .2,2. 1 2
- 2 (xl + X2) , 2 X1
x^xê aXg = xje
fx2(xi}
and
1,2 2 . 1 2
~ 2 X1 + X2 , 2 x2
cc 2& c& 2 ^ 2^
fx^(x2)
We can now find the probability that the intensity of each signal is < 2:
1 1
P(x^ <_ 1, x^ <_ 1) = dx^ ^2 h1x2(xrx2)
1 2 1 2
— — X
~ 2 X1
xê dxj x2e 2 2 dx2 = 0.1548
Also,
1 2
P(Xj + — 1) xê
2 X2 ,
dXj
1 ~X1
x2e
- - x2
2 2 dx2 = 0.2433
o o
120
We note that in this example, the random variables X1 and X2 are

independent.
4. Let A and 0 be independent random variables where A is normally

distributed with mean zero and variance a2, and 0 is uniformly distributed
between 0 and 2-n. X(t) is a random process, the sample function of which
is
X(t) = A cos + 0), = constant.
We ask the following questions.

a) What is the mean of X(t)l
b) Is X(t) a second-order weakly stationary process?
c) What is the covariance of X(t)l
d) What is the power spectral density of X(t)l
Evidently
a) E{X(t)} = E{A cos (uQt + Q)}
But A and 0 are independent, thus
E{X(t)} = E{A} fflCOS fw £ + 0;}
However A has a zero mean, therefore
E{X(t)} = 0 .
b) X(t) is second-order stationary if:
(i) E{\x(t)\2} < °°
(ii) E{X(t) X(t')} = Tx(t - t’) = Tx(x) .
Now
E{\X(t)\2} = £7{ |^4 | 2 } E{COS2(uQt + 0^ > <£7{ | y4 | 2 > = a2 .
For part (ii) we must solve c).

c) r= E{X(t) X(t')} - E{X(t)}E{X(t')}
- E{X(t) X(t')} - E{A2 COS + 0) COS (uQt' + 0)}

121
= E{A2} E{COS fu t + 0; COS fto t' + 0;}

O O
= 2 E{cos fu> t + Q) cos fw t’ + 0;}

rt
az
o o
2ir
2 ^
COS (bi t + Q) COS (u t' + Q)dQ
= ° 27 o o
= -~7T COS CO T
6 O
Hence the process is weakly stationary.

d) Px(u) = F{tx(t)}
-lux _ , , ,
s r^r-rj dx
Sir
_2 -ixfw-wj -ixfw+wj
cj o o
-e ) dx
2tt T (e
but since the Fourier transform of a constant is a delta function, we have
Pvf(oJ = [<5f(jj - w J + 6(To + (O J]

A oTT (9
5. Spectral Decomposition
Let X(t) be a random variable such that
e^^'tnldt
- IX
and
x(t) = g1a)tdB(W ,
where dB(u) = Zfwjdw, has meaning. Then
<■ -ito't'
E{X(t)X*(t')} = E{ e'^dBU) dBVw';}
122
oo CO
gio)tg-i(D 't' E{dB(M)dB* (<*')}
gia)tg-ia)'t' E{Z(u)Z*(u')d du'}

_oo _co
But
E{x(t)xH')} = iy*,*'; = ry* - tf; = Vx;
Hence
iut -ioj't'
e e EWBMdBw;}
In general, we conclude that
E{dB(u>)dB*(u>!) } = P^wJfiOo - w ' J dtodu)' .
Examples
a) Let x(ij be a random process with power spectral density Px(u).
We want to find the power spectral density for the process
Y2(t) = X(t)
X(t) has the spectral decomposition

oo oo
X(t) - e^^dB(u) - g^^Zfui)du>
where
E{dB(m)dB*(u ') } = P (u)8(u> - w'Jdwdw
Hence,
d2X(t) _ d2
e^^dB(u) = (-u)2) e^^dB(oi) ,
,,2 ~ ,,2
A1 so.
123
d2 / ,2 , -ito
Y*(t') = ~ (-to ; e
1 dt J
Therefore,
oo oo
to2(o'2g_la) ^ E{dB(u)dB* (u> 'll

— oo —oo
2 /2 ^ wt — U) / i p/
g i
PY(u)o(w
-J-)
to 'Jdtodw'
A
w4gWt - t')px(u)du
= Y (t - t')
1
However,
itoTf - t f toldto
Tv (t - t') = F 1 Py (m) = e P,,
I
Therefore,
g1UTP„ (o))da> = i ^(o4P v ("to) du

1
Hence, we conclude that
py r<oj = to4Pzrto;.
b) Consider a random process defined by

t
e-6lt - tJ xCtMT
Vw *
Now
-gft - xj
itoe 1u)TdB('uJdT
V« " e
124
e-0VfB + ^}dT iuidBfu)
-et iuf ,(& + i^Tdx)dB( u)

= e
_co — co
-et io) + iujtdsrwJ

6+iw
eiultdBr«; ,
and
-iu're + V'A g-lu,t' ob*(u’)

62 -f w'2
Therefore ,
wo)'TB - iwJfB + iw'J ioit -io)'t' , ,,,

£,{Y2rt;Y|rt';} = e e P„(a)Jd(u) - o) 'Jdx
— CO —CO
fBz + o)z;rB^ o),zj
r = 2 M 2 elurt " t')Fx(^)d^

2 3 +0)
Hence, we conclude that
2
py m = -9--—T pyro); .
2 B + o) ^
6.5 A Simple Formulation of the Covariance and Variance

for Incompressible Flow
Consider a viscous incompressible flow in a channel as shown in Fig. 6.6.
Assuming that ^-= 0, the equation of continuity and the Navier-Stokes
equation lead to
125
3u _ 32u
(6.17)
3t _ V . 2
3y
Equation (6.17) is subjected to the non-slip conditions, i.e.,
u(Ojt) = 0 (6.18)
u(+b, t) = 0 . (6.19)
Assume that the initial condition is of a random nature, say
E{u(y, 0)} = uQ(y) , (6.20)
of which the covariance (y, yl t) is given.
////////// / / ////// / / /
2b ^-— x u(y,t) -—
/// / ////// / / / / / / / / / / / /7
Fig. 6.6. Flow in channel with random initial condition
Using method of separation of variables we write
U(y,t) = Y(y)T(t) . (6.21)
Hence we obtain from (6.17)
(6.22)
Evidently,
Y" + -- Y = 0 ,
(6.23)
V
126
giving us
Y(y) = CJ sin /X y + C£ cos / ^ y (6.24)
Also,
T’ + XT = 0 (6.25)
Hence,
-X t (6.26)
T = Ae
Note X, C2, C2 and A are constants.
From (6.23) and (6.24) it follows that
C, = 0 (6.27)
However, from (6.19) and (6.24) we have
sin / A £ = o (6.28)
V
or
2 2
, -7 0?
(6.29)
X = —v 3 n = ly 2S 63
Hence, (6.24), (6.26), and (6.29) lead to
u(y,t) = l Cn exp sin™ y . (6.30)

n=l b
Evidently,
u(h,0) = l C, sin y . (6.31)

n=l
Therefore
c = —— ujy) sin ^-y dy (6.32)

n 2b
Note that u (y) is a random variable, therefore the C are random

o n
variables. We can form a correlation function of u(y, t). By definition
127
2 2 2 2
vt Vt
E{u(y,t)u(y '3t)} = E{ \ C b2 sin C e b2 sin
b a m b
n=l m=l
CO OO
- (n2+m2)\>t
• „ nir . ttnr , / c oo \
= l l E{C C } e sin -r- y sin -j- y . (6.33)
% \
n=l m=l
n m
However, from (6.32) it follows that

& 6
7T
E{C C } = u (y) sin y- y <%][-y
-2b
uQ(y') siny-y'dy']
n m 2d
o o
b b
E{uo(y)uQ(y’)} sin y sin -yy'dydy' . (6.34)
4b
o o
Denoting
ru(y,y',t) = E{u(y,t) u(y’,t)} , (6.35)
fM = E{uQ(y) uQ(y')} (6.36)

o
we have
b b
, t \ • ftTT . TTl7T • j 3 »"1
r (y,y’,t) = I It r '7 sin y y sin y y dydy 'J x
w n=2 m=2
o o
- (m2+n2) vt
nir . wit (6.37)
sin y- y sin y- y
But according to the definition we have
(6.38)
a2(y,t) = T (y, y', t) ,
where a2(y,t) is the variance of u.
Therefore
128
, , . TIV 777TT , , , ,-i

= Tu(y,y',t) = sin ~Y y sin -y y ’ dydy 'Jx
71
2
(n2+m2) \>t
2
b (6.39)
e
We can now formulate the kinetic energy in the flow, namely

b
KE = j p ^(y^t) dy .
o
It should be noted that for further integration of (6.39) we have to know
the initial variance, i.e., (y), which is given by the stochastic
nature of u (u).
o J
6.6 The Correlation and Spectral Tensors in Turbulence
In previous examples we have seen that the correlation function is

obtained from the covariance function of a random function of zero mean.
We noted that for a stationary random function the one-dimensional
probability distribution was dependent only on the difference = t.
In general the above time-homogeneity does not hold; random processes

are usually nonstationary.
According to the Central Limit Theorem for probability, the density
distribution for most random processes is Gaussian. In fact, processes

in nature approach being Gaussian, but are not quite so. The "not
quite" produces additional difficulty in the treatment of a random field,
especially of nonlinear fields such as those that are turbulent.
We saw that if X(t) is a stationary random process, then the covariance

is given by
T (t,t') = E{X(t) X(t’)} = E{X(t) X(t + tJ} = T./t) . (6.40)

A
The stationary process is often assumed to have an additional property,

the property of ergodicity, in which the time averages and ensemble
averages are identical, hence
vu(?) = Eiu.(x) u.(x + r)} = u.(x) u.(x + r) = r.. (6.41)

^ v ~ j ~
Then the quantity R..

7.1
defined by
129
2
u R. . = r .. = u.(P)u .(P') (6.42)
13 13 i 3
can be shown to be a component of a second-order tensor, the so-called

"correlation tensor".
Hence, we can write
( Uj ul Ug Uj wj
u2 U1 u2 U2 U2 U3
u3 U1 u3 u2 u3 U3
where the quantities with primes refer to point P'.
The correlation tensor has the following properties-, BATCHELOR [29]
a) R. .(r) = R ..(-r)
- 31 ~
By definition
u. (x)u .(x + r)
i ~ 3 ~
Let E, = x + r or x = E,-v.
Then
u.(K - v)u.(V u -(£,)u .(E, - r)

Is ~ ~ O ~ 3 ~ 1 ~ R..(-r) •
R•-(r) 31 ~
Hence
(6.44)
R..(v) = R..(-r).
13 - 31 ~
b) (r) is a continuous function if u(x) is a continuous function.

R
1 ~ 13 . . ..
That u(x) be continuous implies
1 im u(x + h) = u(x) .
h+0
Now
130
Tim u.(x) [u -(x + v + h) - u .(x + rj] - 0 ,

h+0 r ~ 3 ~ 3
which implies that
1 i^ [u.(x)u.(x + T + h) - u. (x)u.(x + v) ] — 0
h+o 3 ~ ~ ~ 1 J
Hence, for R..(r) we have

-
lim [R..(r + h) - R..M] = 0 (6.45)

k+O v ~ ~ V3 ~
and therefore R.. is a continuous function.

I'd
c) The Schwarz inequality holds, i.e.,
R..(v) < [u2.(x)u2.(x + = [i?.. (0)R . .(0)~\3//^ . (6.46)
For i = 3 we have
R--(r) < R..(0) (6.47)

—
d) The necessary conditions for R..(r) to be a correlation tensor of a

1*3 ~
continuous stationary random process are that the correlation tensor
should be expressible in the form
R- -(r) if . .(k) e"* ^dk (6.48)

^3 ~ i*3 ~
v(r)
provided that
\i>..(k)\2 dk < » ,
JJJ 1 13 ~
where k = ktk^ k2, k^) is a wave number vector, i.e., k^ = 2ir/X^ is the
number of wave lengths in 2ir.
For v = 0,(6.48) leads to
R. .(0) i>..(k)dk (6.49)

1*3 JJJ i'J ~
v(x)
Hence, <t>--FW represents a density in wave number space of the contribu-

131
tion to correlation function R... <\>..(k) is called the energy spectrum

-z-J 13 ~
tensor.
According to Cramer's theorem
R . .(r) e-1'-’ (6.50)

Sir i*3 ~
V(k)
where dr
~
= dr^drndr^.
7 y.
However R..(r)
n -7 ~
= R..(-r).
nn ~
Hence d>.
Tn n
. is Hermitian,
(6.51)
is a non-negative quadratic form (<j> >_ 0) for an arbitrary choice of the

complex constant x^-
The consequence of the divergence equation is simple; namely, for

point P' (Fig. 6.7), we have
ou .
-i (p>) = 0 - (6.52)
3x .
3
Moreover
3u .
u.(P) x-2- (P') = 0 . (6.53)
^ 3a;.
3
But
x(p') = x (P) + r , (6.54)
or
(6.55)
dx.(P') = dr. ♦
3 3
Hence
3 = 0 (6.56)
(u.u'.)
dX ■ i 3
3
or
(6.57)
R. . .(r) = R • • .(-r) = 0 .
13,3 ~ ~
132
Uj(x+l)
Fig. 6.7. Correlation for stationary turbulence
Equation (6.57) is a fundamental equation in our further analysis of

incompressible turbulence. Now
R. .(r) 4>. .(h) e^'T~dk

^3 ~ JJJ ’
v(r)
and
$..(k) = ——r- R. .(r) e 3

^ “ Stt3
v(k)
or
87?. .
13 = k.if .. = k.i> .. = 0 (6.58)
8r . 3 ^3
Hence, we conclude that the nine components R.. form a second-rank tensor,
with the following properties.
133
a) rjj(-v) - R-*-(r) (Hermitian symmetry),

ud J^
b) R..(0) = \u.(x) |2 > 0,

dd d
c) \RidV^\2 lRjj(°)R~j(0) (Schwarz's Inequality).
In addition, due to isotropy we have R.. = R... Furthermore, R.. can

^3 O'’' ^3 _
be interpreted as the normalized stress in the j-direction acting onthe
plane with a normal i.
Taking the point P(x) as fixed, and the point P’(x) as any arbitrary
point at x + r, then R. . will form the components of a second-rank tensor
~ ^d
with spherical symmetry, characterized by only two "principal correlations";
i .e.,
u (P)u (P1) u u’
r r v r
R-, = f(r)= (6.59)
UT(P)UT(P’) U^rp
r2 =
(6.60)
where indices r and T refer to the radial and tangential components at

the points P(x) and P’(x).
Taking into account the spherical symmetry, the nine components of the
correlation tensor are reduced to three; i.e., R^ , R^, R^. But R^ = R^,
so that (6.57) can be written as
r + 2 (fir) - g(r)) = 0 . (6.61)
If R.. is referred to an arbitrary system [x^x0x„) then

•Z.J 1 6 d
1 0 0
‘3 hh
■m f(r) - g(r) + g(r) 0 1 0
^2 ^2^3
1_
Cxi n>
0 0 1
vT’T
_ ^3^1 ^3^2
Or
134
6 Aj + g(r) 6 (6.63)
R . . = f(r) ~ g--— . .
i-J ^ J
where 6.. is the Kronecker delta. Equations (6.43) and (6.63) lead to
s - f t* + |W =
T
_ f(r) - g(v) ulu2

n12 2 ^1^2 —
V ,,2
f(r) - gTrj ulu3 (6.64)

23 ^1^3
The relations given by (6.54) can be easily demonstrated. From Fig. 6.9
it follows that
u=u — - Z,\/r2
1 r r _T
(6.65)
u,l —
= u' —
- - uL Jl - K^j/r2
2 r r T
Then
U-U.I
, =
,
u u' —
2 ' — / 2 - d/r2 - w u' — / 2 - d/r2
2 2 r r 2 UTU: r1 r r r T v T
r
+ 22 - q/r2; (6.66)
From the isotropy,
/t 0 . (6.67)
r T
Therefore,
(6.68)
u2m2 = Mrwr ~T + ^-2^
r r
Hence,
135
Fig. 6.8. Correlations in the case of spherical symmetry
Fig. 6.9. Geometry of correlation relations

136
f(r) - g(r) 2 (6.69)

R + g(r) .
11 2 K1
V
All other components R.. can be formed in the same way.
It remains to prove the conditions imposed by (6.67). For this

purpose, consider a rotation of 180° about the radial axis as shown in
Fig. 6.10. Denote the transferred velocity components by capital
letters.
Fig. 6.10. Rotation about R-axis for 180°
Then
137
UT ~UT
UT = ~UT
Hence
'v'T ~r"T wT“r (6.70)
However, by isotropy.
JJJ ’ = UJA. ’ . (6.71)

UrUT urUT T r xr
This completes the proof.
Note that f(r) and g(v) are even functions of r. Then for small r.
i.e., for P'-vP, we can write:
(6.72)
where " and IV denote, respectively, second and fourth derivatives with
respect to r.
f"(0) = 1/2 g" (0)
fV(0) = 1/2 gIV(0) (6.73)
Therefore, (6.63) for small v becomes
%■ - - ^ Vj + a + (6.74)
Equation (6.74) shows that the correlation tensor components can be

readily determined after evaluating only one correlation, for instance
f(r). The functions f(r) and g(r) are illustrated in Fig. 6.11.
138
g(r)
Fig. 6.11. Correlations f(r) and g(r)
6.7 Theory of Invariants

It is possible to obtain expressions for the correlation tensor of a
homogeneous isotropic flow by employing certain elementary methods of the
theory of invariants.
Let x. (i = 1, 2, 3) denote the Cartesian coordinates of a point and

let the velocity component at any point P (denoted by P(x^)) be u^.
Consider the fundamental correlation coefficient R.. defined by (6.42).

We seek the correlation between the components of velocities at P(x^) and
those at P'(x.). (See Fig. 6.12). Let these two arbitrary directions
•z-
be described by the direction cosines a. and b. , respectively, i = 1, 2,
Is 'Is
3.
The correlation R(a, b) is defined by
a .u . b -u'.
R(a, b) 0 0 (6.75)
139
where prime denotes the velocity components at the point P'(x.).
(6.75) may be rewritten as
u .u
Ria, b) = -±JL a.b. . (6.76)
' ~ 2 ^ 3
U*-
Hence,
R(a, b) = R. . a .b . (6.77)
The form of R(a, b) must be consistent with the assumption of isotropy;

i.e., it must be invariant under rotation and reflection. Note that
R(a, b) depends on the differences £. = x- x. and the components a.,
b..
Hence, the problem is now to determine the most general form for
Rig, a, b), which is a scalar invariant under arbitrary rotation and
reflection of three vectors g, a, and b. From the theory of invariants

for a rotation group in three dimensions it is known that any invariant
function can be expressed in terms of fundamental invariants.
The fundamental invariants in our case are:

140
i. The scalar products z • a = Z^l
r • b = z -b •;
~ - 3 3
? • b~ =
z ■ z = z'
ii. The determinant |§ a b| = e^yZâb^
of any three of the vectors. Here e is the alternating tensor of the

third order, which assumes the value +1 if (ijk) is an even permutation
of the indices; the value -1 if (ijk) is an odd permutation; and zero
otherwise.
Now the correlation function R(Z, a, b) can be written as a bilinear
function of the fundamental invariants; i.e.,
R(Z, a, b) = A[(Z‘.a) (Z-b)] + B[(a-bJ] + C[\z a b |] (6.78)
where the coefficients A, B, and C are functions of the distance Z-Z= Z2■
Equation (6.78) can be written as
m, a, b) =A<ei<aihXb^> * B<e> A CfVhâ.bfr .
(6.79)
Hence,
R(Z, a, b) = \_A(Z2)ZiZ- + + C(Z2)e^1<Z-k\ a^. . (6.80)
Equations (6.77) and (6.80) show that
ho ’ l<c-2>hh * mZlhj + ^’hokh ■ (6-81>
Note that (6.81) is invariant under rotation. However, the isotropy

condition requires that R..=R..\ i.e., invariance under reflection.
•z-J 3h
But s^jkzk is antisymmetric, hence C = 0.
Therefore,
R.. = A(Z2)Z-Z- + B(Z2)S-■ ♦ (6.82)

13 ^«7
Taking the point P and p' on the x^-axis, then z2 = r = x2 ~ x = Z\

z2 = 01 Z3 = 0.
However, from (6.63) it follows that
141
RU = £-L) ~2'?rU S2 + 9<V (6.83)
Moreover, (6.82) leads to
Rn = A(z2) 62 + B(g2) . (6.84)
Evidently,
A(^) = f(^ ~ 9(0
B(Zz) = g(0 . (6.85)
6.8 The Correlation of Derivatives of the Velocity

Components
The advantage of the von Karman-Howarth correlation tensor lies in the

characterization of the decay of turbulence by means of only one corre¬
lation f(r). The second correlation, g(r), follows from the eouilibrium
condition, (6.61), namely
g(r) = f(r) + | |£ . (6.86)
Theoretically, the correlation coefficients are obtained from the Navier-

Stokes equations. This means that the relations among the mean values
of the derivatives of the velocity components, as well as those among the
triple correlation coefficients, are known. Consider the flow field as
shown in Fig. (6.7). We wish to determine
3u, 3u .
~dx7 3xT ‘ (6-
T' 3
The correlation of the derivatives of the velocity components at

P(x^) and P'(x^) is generally written as:
3
U-jU^ = U* (6.88)
dX . dx. Rkl
Note that primes denote the geometrical and physical quantities at point
P!(x.).
142
With (6.89)
6 . = x- x. ,
equation (6.88) can be written as
- 9 P,
kl (6.90)
9x. ukui ~u* 36
Furthermore,
9 ZP.
kl (6.91)
9a;'. 9a;. UkUl 9a;'.9?.
n i 3 ^
By continuity and (6.89) we have
duk *ul ~7 8 R kl (6.92)

^l=~u ^7
Letting point P' -> P, then wj -> and 6^ c2 = £j = 0. He obtain
9w, 9u„ -
_k _l _ _u2 kl (6.93)
dx . dx'. U 9? .96 . ^2 ^3 °
I 3 %■ 3
Such an operation for higher order derivatives [31] yields
9zu, 9zm. — 94P.

4 2 fell (6.94)
— = wz
9a;. 9a;, 9a; 9a; 96 .96 -36 36 £1 ^2 ^3 °
^ k v s % o v s
Evidently
^ f”(0) if k = i = i = o
2f ' (0) if k = l £ i = j
9ZP. -f'(0)
kl if k = i ^ l = 3
2
<
or
k = j ^ l = i
0 otherwise (6.95)
If we consider the relations given by (6.90), (6.94), and (6.95) in a

rectangular Cartesian system, where the coordinates of the point P
143
are denoted by a:, y, z and the components of the velocity u(p) by u, v,

and w, then DRYDEN [3]
3u dv _ .? f"(0)
3a; 3y u 2
,w -- 2u2 f"(0)
3u_ 3w _ dW_ dV_ _ du_ dW_ _ 1_ 2 ft t (n)

3a; dy ~ dy 3s ~ 3h 3a; “ 2 U •' {U> 5
and
3 U dV 3u dv l (6.96)
3a; 3y dy 3a; 4
Further, the Navier-Stokes equations involve triple correlation terms
f2V-
In general, we can form the mean values of the product of the three
velocity components u., u., and uJ where u. and u. are components of the
J. I. Is ,7 • K K. Is J
velocity u(p7 in and ,7 directions, respectively; and uJ is the
fh ^
component of the velocity u(P') in kzn direction.
Hence
U .U .M,
^ J k (6.97)
Tijk — 3/2
, .2
where T.., is a tensor of the third rank and is a function of the
^Jk
distance between the points, = x^ - x^.
Since the triple correlations are a consequence of the nature of

Navier-Stokes equations, it has been shown [31], that the most important
correlations between the points P(x) and p'(x) are h(r), k(r) and q(r):
144
u\ul
h(r) =
3/2
(u2)
UjUj
k(r) =
_ 3/2
(u2)
UgUjUg
(6.98)
«(r) = _ 3/2
(u2)
Figure 6.13 illustrates fundamental double and triple correlations for

isotropic turbulence. Furthermore, it can be shown that [31]
vyl - <u2,3/z Tnk
j . . c,7 — -r u .7 c, .
tj r tK J ^
(6.99)
+ sjk h i] •
Then by continuity we have
t—j (u.u .uJ) = 0 (6.100)

^ c k
or
= 0 (6.101)
5sJ 'W#
Flence
3T
ijk = Q
(6.102)
Therefore (6.99) leads to
Tk'-h' 2k-2h-6q 2h 2q
•f 6 . . + m + h'\ = 0 , (6.103)
r r
Lr
dk
where primes indicate differentiation with respect to r, i.&.,k’ =
dr ’
dh
h' =
dr
145
P(Xj) P'tXj')
u u.
f(n)
Uz
u* g(n)
u, u, K(n)
u.
u. q(n)
u,
u. u. K(n)
Fig. 6.13. Geometrical interpretations of correlations (after von

Karman-Howarth, [31])
From (6.103) we obtain equations which relate k to h and q to h and r
k = -2h ,
q = -h~J^ ‘ (6-104)
7. PROPAGATION OF CORRELATIONS IN ISOTROPIC

INCOMPRESSIBLE TURBULENT FLOW
7.1 Equations of Motion

Consider a flow field. Fig. 7.1. The equation of motion for point P(x)
can be written as
146
8m . 8m .
^ , _t- - + VV2 M. (7.1)
8t UJ 8a . p 3a;. ^
J
Multiplying (7.1) by the kth-component, m£, of the velocity of point
P'(x) we obtain
8m . 8m . m,' .
,, r _i. J. ,, r ,, _!L - _ _A °£1_ J. vm7 V2m . • (7.2)
Ak 3t Wj 8a. p 8a. fe ■*-
J ^
Note that, by virtue of continuity equation, it follows that
8m.
m/ m . -— = x— (u.u .uJ) (7.3)
k j 8a. 8a . ^ j k
3 3
But u.u.ul is a function of the distance g between points, i.e.,

I' J K
a = a' - 6 (7.4)
Hence
8 8 (7.5)
147
Therefore
8
3*. (UiUCUk} = - HT (uiUf{} ' (7.6)
0 0
Similarly,
u
k dP 1 9 / .
- 3^7 = P 3T7 (ukp) (7.7)
'l V
But (u^p) vanishes everywhere, hence
1 JL_ (u£p) = •
0 (7.8)
P 3^
Finally, (7.2) can be written as
u73u. . _ _
—irj—- t?- (u.u.uJ) = W2 (u-i'u.) (7.9)
at 3? . i j fe k v
0
Similarly, for point P'(x)
3«£ g _ _
U. r\ i +
' ^T—
r\ \(u
l/l •.u'.uj) *1 M,')
l/l, * V11 s = \>V2 (u • Vt-i / (7.10)
1 31 3£ . I 3 k ^ k
tJ
Moreover,
(u.u'.uj) =-(uiu.u.) (7.11)

1 3 k ^ j k
dUk 3 (7.12)
ui aT " hT = vv2rVfe;
3
We note that
= U2 7?£k
“iY?; = ru2;272 (7.13)
Adding (7.9) and (7.12), and then using (7.3) we obtain:
h <“2 V - ,u2,s/s dr ,Tm+ Tkii> ■ • (7-14>

tJ
Equation (7.14) is a fundamental equation governing the propagation of

correlation R.. and T. .v. Note that these are n equations in n+1
I'd 'I'O K-
148
unknowns, indicating that the system is underdetermined. This is a

consequence of the nonlinearity of the Navier-Stokes equation. This
difficulty is well known in turbulence and is called the closure problem.
There are several methods involving phenomenological approaches that
attempt to resolve this problem, some of which will be illustrated in the
succeeding sections.
7.2 Vorticity Correlation and Vorticity Spectrum
It is well known that
u)(xj = vx.u(x) (7.15)
where u(x) is a vorticity vector with the components
du^(x)
id .(x) = e . —r—- (7.16)
v ~ dx.
where is the alternating tensor.
Note that ui(x) is perpendicular to the velocity vector u(x). Consider

the field as shown in Fig. 7.2.
Fig. 7.2. Vorticity correlation

149
Then, the vorticity correlations at points p and P' are given by
du^(x) 3u(x)
u.(x)u .(x+r) = u.(x)u .fx'J = e. e. (7.17)
x ~ 3 ~ ~ z ~ 3 ~ zlm jpq 3x^ dx^
However,
6. 6 .
f -ij zp zq
Q Q — _
zlm jpq V \q
5 6
mp mq
. . 5.
o>
6 ~h 6. 6
II
6 6
1
6£p mq zp
- S. 6 . 6 6. (7.18)
^p £j mq
Furthermore,
x' = x + v .
Hence
3m (x) 3m (x’) 32R (r)

m ~ q ~ _ mg ~
(7.19)
3^. dx1 drn dr
Up Sip
Therefore, (7.17), (7.18) and (7.19) lead to
32P„.(r)
to. (x)u> .(x ') = - 6. .V2P (r) + - ■ + VlR. .(r) (7.20)
z ~ 3 ~ ^,7 SL& ~ dr .dr. ^3 ~
z o
But, from the equation of continuity
R. . .(r) = R. . .(r) = 0 . (7.21)

T'0,3 ~ Vji ~
Therefore,
to .(x)u> .(x+r) = - VlR..(r) . (7.22)

z ~ 3 ~ ~ zz ~
Taking the Fourier transform of (7.20) we obtain

150
- k2$..(k) (7.23)
a..(k) = (&.jk2 kikjJ ha(V
where Q..(k) is called the vorticity spectrum tensor. Evidently,

-
si.. (k) = k2<(>.. (k)

(7.24)
~ ~
is the density in wave number space due to the contributions of the

diagonal terms to the mean-square total vorticity. Equation (7.24)
shows that the vorticity spectrum is identical with the spectrum of
viscous dissipation of kinetic energy. Furthermore, the total kinetic
energy per unit mass of fluid is given by
u. (x) u. (x) E(k)dk (7.25)

2 V ~ ^ ~ j
o
where E(k) is an energy density function in wave number space.
Then, the ratio of the mean-square velocity to the mean-square

vorticity leads to the lengths characteristic of turbulence, i.e., the
dissipation length [29]:
1/2 1/2
u . (x)u . (x) R.. (r)
'Is ~ 'Is ~ -
-2_i
V27?.. (r)
~
1
p=<9
-1 1/2 o0 1/2
r .
4>..(k)dk E(k)dk
.
o
V(x) CO
(7.26)
k2E(k)dk
k2$,.(k)dk
0
V(x)
- «
At this point, we introduce an additional important length in turbulence,

the so-called integral length, l., which is a result of the mean-value
Is
theorem of integral calculus, namely
k
E(k)dk = E(kQ)k ; kQ e[0,k] . (7.27)
o
Since k = j— , where is the integral length, we have

151
B(k )
Li = V--- ‘ (7.28)
E(k)dk
o
7.3 Energy Spectrum Function
In carrying out the Fourier analysis of the correlation tensor we

integrate with respect to one dimension only. The resulting spectrum
tensor is a one-dimensional Fourier transform of the "one-dimensional"
correlation tensor, i.e.
Q..(k 0, 0)e di>1

2tt
co
$..(k)dk0dk7 (7.29)
~ 2 3
— CO
Now, the question arises, what is an average R..(r) and $. .(k) for
'Z'J ~ 'i'C ~
all possible vector arrangements of r and k.1
Let
1
S..(r) R. .(r)dA(r) (7.30)
2
4i\r
and
i|». -(k) $. .(k)dA(k) ,

'I'S JJ ~ (7.31)
A (k)
where r = |r| and k = \k\ and the integration is carried over the entire
surface A of the sphere. Fig. 7.3.
Hence £\(r) is an average two-point correlation tensor while

\\>..(k)dk is the contribution to the energy tensor u.u. from the wave
^ j
numbers whose magnitudes lie between k and k + dk.
Note that S.. can be expressed in terms of $.., as follows:

152
'\ V; Mr> - If [Ilf

1 dA(r)
S. .
-z-J . 2
4irr
A
tt 2tr
.
4irr
1
2
oo
ff Vy' ifcrcos<j>^j
J
p2sin(})d<}>d0 . (7.32)
Fig. 7.3. Geometry of transformation
dA(k) = fe3<j>fcsinc|)d0 = T;2 s i n<^c?({>c70
dA(r) = r2sin<(>ii<f>d0 (7.33)
Hence
-2ttp2
S.. = *..(k)eikpudk du (u = cos$)
ij ~ 2 V ~
4irr
-I
* /t. j 1 , \kr -ifcr,,,

V~j ifeF re - e
. ,7 , sin kr ,,
iq ~ kr
153
sin kr
dK 9..(k) cLA(kl
^3 ~ kr (7.34)
But
dA(k) = k2 sin<t>d<f>d0
(7.35)
Hence,
sin kr
S. .(r) = dk1 dc|>d0fc2sin <t>$ . .(k) (7.36)
T'O “^3 ~ kr
Therefore,
5. .(r) = 1>..(k) s-f-fe-r- dk (7.37)

V kr
Similarly,
9..(k) = „ R ■ .(r)e ^ ~ ~dr (7.38)

^ ' Sit3
By definition
$. .(k)dA(k)
= 13 ~
dAfJU
-\kru
dr R. .(r)e du (u = cos<j)J
~ w ~
sin kr
dr R. .(r)
~ 13 ~
kr
R. .(r)r2sir\fyd$d0 sin kr
dr
kr
, , . sin kr ,
hL 4*r2Si;.(r) ~^T-dr
2 kr sin kr S. .(r)dr (7.39)

7T i3
154
However, we have seen that, in the sense of von Karman
U U' Hji™
V V / \ i i (7.40)
f(r) = —— , g(v) =
2 2
Or
m /iw = uru^ , g’TrJ = (7.41)
The "stress tensor" looks like
f(r,t) 0 0
-r W 0 g(r}t) 0 (7.42)
TtJ
0 g(r,t),
The correlation functions f(v) and g(r) can be written in the form of
energy spectra. But here the correlations f(v) and g(r) are one
dimensional functions; therefore the corresponding energy spectrum will
be one dimensional, 0. .(r).
I'd
We can now write

CO
u f(r, t) = u_u^ F(kjt) cos krdk (7.43)

o
Note that F(k) represents a one-dimensional energy density function.

Furthermore we use, instead of the kernel e1- ~, only its real part,
since we are dealing with the energy contained in turbulence. Also we
deal with an isotropic flow.
Thus, similarly
co
2
u g(r,t) G(k3t) cos krdk (7.44)
o
We are interested in finding a relation between F(k,t) and G(k,t). It

will be shown that
G(k,t) = | lF(k,t) - k . (7.45)
It should be mentioned that G(k,t) and F(k,t) are assumed to be slowly

varying functions of time.
155
We start from
u f(v,t) = F(k,t) cos krdk (7.46)
But,
, , i kr , -i kr, /n
cos kr = (e + e )/2 (7.47)
Hence,
, , -i kr „
u2 f(r,t) = j F(k,t) dk + F(k,t) e dk (7.48)
-o o
The second integral in the right side of (7.48) can be rewritten.
Let
a = -k (7.49)
Then,
n / \ Tra j t-,, , 1 ra n
F(k)e~lla,dk F(-a)e da = F(-a)e da (7.50)
Note that
F( a) = Ff-aJ (7.51)
Therefore,
F(k)e 'krdk = F(a)eârda (7.52)
1
u fir) = F(k)e[krdk (7.53)
Or,
F(k) = — f(r)e~^rkdr (7.54)

IT
156
We can find a one-dimensional energy spectrum G(k) corresponding to the

g(r) correlation. Similar to (7.53) and (7.54) we have
oo
u2 g(r) = \ G(k)eikpdk , (7.55)

_ co
OO
2
U_ , . -ikrj
G(k) g(r)e dr (7.56)
TT
_co
From (7.53) and (7.55) we have for r + 0
2 1 (7.57)
F(k)dk ,
u = 2
OO
2 1 (7.58)
U G(k)dk
2
Hence
oo oo
F(k)dk = G(k)dk (7.59)

— oo
Note that
g(r,t) = f(r,t) + | |£ (r,t) (7.60)
Hence
G(k,t)e'kvdk = F(k)e^krdk + | kiF(k)e^krdk (7.61)
Integration by parts results in:
G(k,t)e^krdk = F(k,t)e^krdk + j elkrkF(k,t)
[fe WKt) + e1
kr
dk (7.62)
But,
157
1 im
kF(k) = 0 . (7.63)
Equation (7.63) is a consequence of the condition that

00
|F(k)\dk < » .
— CO
Therefore, (7.62) becomes

co CO
G(k}t)e'ikrdk F(k,t)e 2F_(k,t)

+ F(k,t) e^krdk
2k
_oo _oo
(7.64)
Finally,
oo oo
G(k,t)elkrdk = | | F(k,t)e[kvdk (k,t)e^krdk (7.65)

_ co — oo
Evidently,
G(k,t) = | - k (7-66)
Note that F(k,t) and G(k,t) are the one-dimensional Energy Spectral
Functions corresponding to the correlations f(r,t) and g(v,t),
respectively.
7.4 Three-Dimensional Spectrum Function

Khintchine [110] states that the necessary and sufficient condition that
should be satisfied by the correlation tensor of a continuous stationary
random process is that is should be expressible in the form
R. .(v,t) *.Jk'r~dk (7.67)

ô
where $..(k) is a complex tensor such that

7. n ~
a) $ . .(k) I dk < °° >

i .e., ij). . is absolutely integrable,
10 ~ ~
158
b) <j). . is a tensor with Hermitian symmetry such that

't'C
$ x -X* $ • • (k) (7.68)

HAj ^c
Condition (a) represents the finiteness of the total energy, and condition
(b) states that energy is a non-negative quantity $ >_ 0, for an
arbitrary choice of a complex constant x-- Note that dk = dk^k^dk^,
i.e., the integral is taken over the entire wave number space, and
denotes the complex conjugate of <$>..(k) is called the spectral
tensor.
Evidently, from (7.67) it follows that
$. .(k,t) R. .(r, t) e'^'-dr (7.69)

10
where dr = dKjd^2dKg-
Now, we can use spherical coordinates <(> and 0 with a polar axis along
r. (See Fig. 7.4.)
Fig. 7.4. Spherical system

159
From (7.67) we have

°° 2lT IT
R. . = dk c?4> 4>u(k,t) k2eifcrC°sQ Sinode (7.70)

000
Using spherical polar coordinates
k-r = kr cos0
k = |fe|
dk = k2 sined0d<t> (7.7V
Then
sin kr ,,
R.. = 4n (7.72)
*U(Kt) k ~i^~dk
Define the 3-dimensional energy spectrum as 2irk2 $..(k3t). Call
E(k,t) = 2-nkz $..(k,t) • (7.73)

w
Then
sin kr
R.. = 2 E(k,t) dk (7.74)
kr
However,
R..(0) = 3 u
Moreover, from (6.63)
R.. = u If + 2g] (7.75)
[F(k,t) + 2G(k, t)~\ coskrdk
sin kr
= + [F(k,t) + 2G(k,t;]
sin kr
^ \-F(k,t) + 2G(k,t)-\ p dk
o
160
oo
= _ ' J_[f+2G] k dk . (7.76)

o
Using the Fourier inversion theorem, then, from (7.76) and (7.74) we
have
k -^r- \_F + 2G] = - 2E(k, t) . (7.77)
But from (7.66) we have
* ‘ f * 2&
Hence (7.77) simplifies to
[dF , _ <*n 7, r , dF dF v d2F I

-* \dZ-k&
= k L dk + dk " dk ' l dk 2}
dk
(7.78)
Therefore, (7.77) leads to
• <7-79>
Call
[fc2^2-fe»] • <7-8(»
Hence, the three-dimensional spectrum function is deducible from a one¬

dimensional spectrum function using D .
CHAPTER III. Basic Theories
8. KOLMOGOROFF’S THEORY OF LOCALLY

ISOTROPIC TURBULENCE
8.1 Local Homogeneity and Local Isotropy
As was previously pointed out, the model of homogeneous and fsotropic turbu¬
lence studied by Taylor, and von Karman and Howarth is not suitable for
describing any real turbulent flow.
For instance, three-dimensional homogeneity demands that no deter¬

ministic boundary conditions are stipulated in the flow. However,
mathematical techniques used by Taylor and von Karman, after certain
generalizations, prove invaluable in describing the small-scale component
properties of a turbulent flow. In 1941 KOLMOGOROFF [32] recognized this
fact as did ONSAGER (1945) [33], HEISENBERG (1946) [34], and WElSZACKER
(1946) [35].
Kolmogoroff stated that in every turbulent field there exists a

locally isotropic domain G for which the probability distribution can be
determined.
In order to illustrate Kolmogoroff's theory, we consider a turbulent

field referred to a fixed frame of reference (x^ x2, x^) as shown in
Fig. 8.1. For any arbitrary point P(x^3t) the velocity components are
denoted by
u.(P) = u ■ (x., t) (8 -1)
The velocity components uA~P) at any arbitrary point are random variables.
In addition we assume that

162
3m . 2
2 (—'L) are finite and bounded in the domain G.
u and (8.2)
i dx
3
Take any point P(0) (x(.0), t(0)) travelling with velocity u.(P(0))
(0) ^ ^
ui . We introduce a system (yy2, y y where
yi = *1 - (x{P} + t ui(P(0)))3 i = 1, 2, 3 (8.3)
with
JO)
T = t — (8.4)
Note that depends on the random variable u(.0); thus y. is a random

"Z" is
variable. We consider the mean flow to be zero. Then if p(1) is any

other point in G, the absolute velocity u(P^^) can be written as
u.(P(1)) = u.(P(0)) + w.(p(1))

Is IS
(8.5)
163
(1 )
where wAP ) is the relative velocity of point p^ with respect to
point . Hence
(8.6)
In general, for any point P(k) (k = 1, 2, 3, .. n)
(8.7)
(k)
Each P has 3 coordinates. Since there are n such points, we may define
a 3n-dimensional probability distribution function F for the quantities
i = 1, 2, 3
k = 1, 2, 3, ..., n (8.8)
with the understanding that u. is known.
In general, the probability distribution law F depends on parameters

JO) JO) (0) (k) ni1 , ” .
xi * , y , x (k) . All of these quantities are referred to
the domain G in which the flow is locally homogeneous and locally
isotropic.
Definition of local homogeneity

Turbulence is called locally homogeneous in a domain G if, for every
fixed n, and x^, the distribution law Fn is independent of uPP^ 3
and uP'*, provided all points P(k) are situated in G.

Definition of local isotropy
Turbulence is locally isotropic if it is homogeneous and the distri¬
bution laws mentioned are invariant under rotations and reflections with
respect to the coordinate system.
Evidently there is a similarity between the way in which Brownian

motion and Kolmogoroff's theory are formulated. Fn applies to a locally
homogeneous, isotropic, and weakly stationary processes. There are two
distinguishing features of this theory. First, we do not consider
correlations to be isotropic, homogeneous, or weakly stationary. Instead
it is their distributions that are so. Second, we occupy ourselves with
the distributions of the relative velocities.
Possibly this theory derives support from the fact that in small
regions of a turbulent flow the distribution could be considered
spherically symmetrical, since we do not assume that complete disorder
164
is not tolerated by nature and thus for sufficiently large Reynolds'

numbers this could be a reasonable assumption. Also the dimensions of
such domains are much smaller than the characteristic length for the
mean flow.
Kolmogoroff considers the mechanism of energy transfer in the follow¬

ing manner. For verv large R , pulsations of the first order affect the
expectations for the mean flow. Disorderly interaction of the small
scale fluid particles acts as an energy generating mechanism. Then the
first and second order pulsations interact, the characteristic length
associated with the latter being greater than for the former. If we
(i)
denote the length scale for the second order fluctuations as i , where
i is the order of fluctuation, then
I'm) "MtiM
R[mj = ---- tends to zero as m increases.
e v
The sequence terminates at some value of m where the energy associated

with the length scale i(m) is insufficient to overcome viscous effects
and is dissipated as heat. These small eddies are created but die out
due to viscosity. Mathematically {R(™ ^ 1 is a convergent sequence.
Thus it is quite legitimate to assert the existence of an energy spectrum

density function.
Hence, first order pulsations absorb energy from the mean flow and
pass it on to the succeeding modes, and so on. The energy in the finest
pulsation is dissipated as heat. It is evident that Kolmogoroff's model
works for modes with finer characteristic mixing lengths. This theory
applies to the limiting case. Turbulence is hence modeled as a stable
flow, however chaotic it may seem.
8.2 The First and the Second Moments of Quantities Wi(Xi)

a) The First Moment of the Quantities wAyA).
Evidently,
= ui(xi + y- ui(xi) • (8.9)
Imposing the conditions of homogeneity and ergodicity yields
w. (u .) = 0 . (8.10)
165
b) The Second Moment of the Quantities w.(x.).

'i ^
Let P(2) and p(22 be two points in G. Define
Bij(u(1)> y(2)) =wi(y(1)> »i<y(2)) . (8.11
where y(1) and y(2) are coordinates of P(1) and P(2) in domain G (see
Fig. 8.2.
Fig. 8.2. Geometry of correlation
B^j is a second order tensor [36] which is symmetric on the basis of
isotropy, i.e., (y(1), y(2)) =B-i (y(2), y(2)). Hence,
„ , (1) (2). 1 , , (1) , , , (2) , , , , (2) . , , (1). , (n

Btj(y > y ) = j (wi(y > w~(y } + wi(y ) w/y • (8-12)
Equation (8.12) correlates three points P(0), P(2), and p(2) in domain
G. Evidently, (8.12) can be written as
166
v »w- >“’> ■ i - h""”*#"'1 - « r;
+ (/u^(y
/
), - (x) )\(Uj
, (y
r (1) )) - Uj (0) /)1 . /o n\
(8.13)
a
Equation (8.13) can be written in the form
V?™ ?r2;' -
- wAy
, (2)
- y
a). , , r2;
) Wj(y - y
n;,) (8.14)
Therefore,
n , (1) (2) . _ l _ / (i) (i) \ i t> / rs; (2).

Bij(y j y } 2 B./y . y J + B-.(y , y )
I'd ~ ~ t't/ ~
D , f2j n; 62; n;,

- Bij(y - y > y - v ]\ (8.15)
We can hereafter consider second order correlations of type wm. involving

two points P(0) and P(1) only. Hence,
w .w. = (8.16)
^ 3
Thus, using spherical symmetry in the von Karman-Howarth sense, we

have
_ 5,-5,.
w.w. = -V- [B , ,fr; - B frj ] + 6 . . B (r) (8.17)
v j 2 da nn nn
where
2 III
* = 112/I
B-j-j(r) and B (r) are a function of r2 and are defined as

da nn
Bdd(r) = (u(/} - u(j0))2 = [Wj(r, 0, 0)f
B (r) = (u(V - u(0))2 = [w (v, 0, 0)f

nn n n n
167
For r = 0, we have
BjJO) = B (0) = -B- Bjj(O) t- B (0) = 0

ad nn dr dd nn
d2Bdd(0) Su7 2
—--= 2 (~) = 2a2
dr
2b
nn
(0)
*w2 2
(8.18)
dr -2 ^
where w2 and wg are components of w in the (y^ y9, y^ system; a and

an are constants which, due to incompressibility reduce to
c) The Mean Rate of Dissipation of Energy. The classical expression

for the mean rate of dissipation of energy per unit mass of the fluid due
to viscosity is
dlO • 3W . 0
■-'S?'57*®?” (8.19)
As von Karman shows,
dR1 „
dwk dwi _ z2 / kl
-) (8.20)
dy. du . U 35.35.
*3 s% ^3
'5- = 5• = 0
i' 3
_ dh,2 2
£ = 15v (~) (8.21)
This is the mean rate of dissipation of energy per unit mass in a locally
isotropic flow. We note that for ordinary isotropy.
d_
£ (V u .u.) E(k,t) dk
2 t ^ dt
o
168
4 <j).. (k, t)dk

2 — —
k2 $..(k,t) dk
n.n. — —
CO
= 2v E(k,t) dk . (8.22)
KOVASZNAY [37] expresses (8.22) in the form of a one-dimensional spectral
function, namely,
e - 60v2v k2 F(k,t) dk . (8.23)
Analogously to the existing result for the double correlation, we can

write the triple correlation as
(0) . , (1)
T. = w .w .w, r (D - u.(0)WJ1)
) (u. (8.24)
^3 k t, 3 k = (ui i 3 ~ uj }(uk
Now we define the scalar function
(8.25)
BdddM - - ui>>3
which is of order r3 when r is small. Furthermore, if turbulence pos¬

sesses ordinary isotropy, then the interior of G is locally isotropic.
Thus [36],
= 2 u'2 [1 - f(r)1
Bnn(v) = 2 u'2 ^ " 9(r)^
Bddd(r) = 6 w'3 k(v) (8.26)
where f, g and k are correlations in the von Karman-Howarth sense, and

u.'2 is the mean-square velocity fluctuation. Furthermore
2 ft , (D (0)
ud f(r) = ud ud
169
ul gM = u(1)u(0)
(8.27)
However, if the turbulence possesses local, but not ordinary,isotropy,

then (8.26) does not hold.
8.3 Hypotheses of Similarity

We saw at the beginning of Kolmogoroff's investigation that the locally
isotropic domain G can be so small that it does not contain any turbulence.
In order to avoid this difficulty Kolmogoroff assumed that at high
Reynolds numbers it is always possible to find a locally isotropic domain
G.
At high Reynolds' numbers the mean flow is unstable for small distur¬
bances. As soon as a disturbance occurs, a set of pulsations or eddies
is created, these pulsations and eddies have corresponding characteristic
lengths and velocities of lower order than the corresponding geometrical
and kinematical quantities of the mean flow. The energy for the entire
motion lies in the mean flow, which during pulsations is distributed over
the largest eddies (Fig. 8.3). After a disturbance occurs, the turbulence
created can decay and once again the flow becomes entirely laminar.
However, the flow can remain turbulent if eddies of all sizes are present.
Kolmogoroff's greatest achievement consists in separating the motion of
the eddies of different sizes. The Reynolds number is used as a measure
for such separation. For large eddies the Reynolds number is large. It
depends only on the velocity and the characteristic length and not on the
viscosity. In turn, this means that within a domain G, the dissipation
energy per unit mass can be used for the determination of the probability
distribution F^. During the process most of the energy of the large-scale
fluctuations is transferred to smaller scales and a negligible quantity
is dissipated to the surroundings.
For small eddies the Reynolds number is low. This, in turn, implies
larger viscous forces or smaller inertial forces. In other words, the
probability function for smaller eddies depends on e and v. The
amount of energy transferred at the end is equal to the amount of
energy dissipated, since energy flows mainly in one direction. Based on
this physics of the redistribution of energy, Kolmogoroff formulates
two similarity hypotheses which form the foundation of his theory of
170
turbulence.
denotes energy dissipated

by the action of viscosity
Fig. 8.3. Distribution of energy between eddies
a) The First Hypothesis of Similarity.

For locally isotropic turbulence the distribution is uniquely
determined by the quantities v and 7. Hence, it is possible to express
Bjj(v) j B (r) and Bjjj(r) in terms of 7 and v. However, the correlations
ad nn add
contain the spatial distance r. This distance must be given in dimen-
171
sionless form; i.e., it should be divided by a certain length n, which is
formed by F and v. We note that F (=) ^ and v (=) £ where (=) is to be

T T
read as "has the dimensions of". Then, the only combination of F and v
which has the dimension of length is
.v3 A/4 , , r
n - (—) (-) L . (8.28)
e
Furthermore, a velocity scale is expressible as
1/4
u = Ive)
(8.29)
Then, by the first hypothesis of similarity, there exist nondimensional

and universal functions Wf-j, b (-) such that
da n nn r)
BddM - “2 Wf;
B (r) ^ u 6 (-) (8.30)

nn nn r\
Bdd(r> 1
&dd(n;
B (r) = (v7)1/2 6 (-) (8.31)

nn nn n
Similarly
(8.32)
Bddd(r) =(vejV4 Wf;
The variable n is called Kolmogoroff's length: i.e., the scale of the

finest pulsations whose energy is directly dissipated as heat due to
viscosity. Furthermore, e,, and e are universal functions which are
J ad nn
even functions of (-), i.e.,
n
S ,, = 6 = (~)2 (8.33)
dd nn n
Evidently,
„ / | 'v e 2
(8.34)
BddM = v r
172
B (r) can be determined from the condition of incompressibility.

nn
b) The Second Hypothesis of Similarity.
If the moduli of the vectors yK and their differences y ^ y k t k’,
are large in comparison with n, then the distributions Fn are uniquely
determined by the quantity F,and do not depend on v. Here r is large
and this hypothesis applies to large eddies within G. For a larger r
the Reynolds number is larger; hence the viscosity does not play a
significant role in the interactions. The correlations depend on e only.
There is little dissipation in these small modes. The energy transfer is
mechanical in nature. Although in the interaction the viscous dissipation
is negligible, the lower modes would need the presence of viscosity
for their sustenance. As r -*■ 00 one could expect viscosity to play a
dominant role in determining the amount of energy contained in these
modes. Per se, Kolmogoroff's second hypothesis does not seem to be a
reasonable one and applies to certain restricted modes. In general the

first hypothesis considers an asymptotic behavior for r -+ 0 and the ,
second the same for r °°. However, the second hypothesis has a doubtful
range of applicability.
According to Kolmogoroff1s second hypothesis, for an r larger than n,

the universal functions $nn, and must be formulated so that the
correlations B^, Bnn, and are independent of v. But
BddM 1 u2 id/~). (8.35)
and since
,v3 .1/4 ,
n = (—) , and
2 ^ / —12/2
uz = (\>z)
then in order for to be independent of v, should be
(8.36)
where C is a constant. Hence, (8.35) becomes
(8.37)
173
Then from the condition of incompressibility.
B (r) = f- B, Jr)
nn 3 dd (8.38)
Similarly, for r >> n5 we have
*ddd = ft (8.39)
Hence,
Bddd(r) = er • (8.40)
Kolmogoroff's prediction from his first hypothesis of similarity
agrees very well with experimental results; however, the results of the
second hypothesis are quite hypothetical [38, 39], In 1962 Kolomogroff
[40] refined his second hypothesis without making a significant contribu¬
tion in a physical sense.
8.4 Propagation of Correlations in Locally Isotropic Flow

von Karman and Howarth have established a dynamical equation, (7.14),
governing the propagation of correlations. Clearly, this equation
represents dynamical equilibrium in turbulent flow. This equation can
be expressed in the form of the correlation functions f, g, k, q and h3
namely.
+ & + , Aj , 2v2.u2 . i X
~h —
dt 3r 2 r dr
3v
Using (6.104) and (8.26), this equation can be written in the form
4B
Jddd _ gv (d2Bdd 4_ ™dd
(8.41)
3 h 12 “2 - Bdd> - '-w1 V . 2
dr
r dr
Since the correlation in locally isotropic turbulence does not vary
with time, the left hand side of (8.41) can be written according to (8.22)
as -4c. Hence, (8.41) reduces to
3 2B
- , ,dBddd . 4 „ , „ , dd + ± dBdd;
iC + (—- + - = 6v ( (8.42)
dr r ddd v 3v
3r
174
In Kolmogoroff's form, this becomes
dB
- BjjJ = 4c
(8.43)
3v r dr Jddd'
After integration by virtue of the boundary conditions
dBdd(0> (8.44)
(0) = 0
dr ~ Bddd
we obtain
dB
dd (8.45)
6v
dr " Bddd ' 5 er
There are two cases according to the hypothesis of similarity; namely,

when p is small, and when p becomes large.
i) p is smal1•
In this case, since is of order r3, we have 0. Hence the
equation of equilibrium (8.45) becomes
Therefore,
(8.46)
Bdd 15v
ii) p is large.
dB 1,,
In this case, « B^^ •
Thus, (8.45) yields
%
B (8.47)
ddd
Now, from the definition of the universal function we have:

for small p
6 dd = —
15
(~)2
ii
S = — (*)2 (8.48)
nn 15 ty
175
for large v
3,, = c r-;2/3
aa n
S 'v — C f—
pnn - 3 0 V (8.49)
where c is constant. Using (8.37), it follows that
c - Ts,S/S (8.50)
where for large r
ddd
s =
2/3 (8.51)
(Bdd>
is called the skewness factor. Then, from (8.26) it follows:

for small v
1 - f(r) = Yn~ (vz)1/2 (~)2

— n
u
1 - gM = (ve)1/2 (^)2 3 (8.52)

uZ
and for large r
, i 1 1 „ -2/3 2/3
1 - f(r) = — — Ce r
^ 2
u
, , | a, 2 I -2/3 2/3 /0 c_,

I - g/rj = — C z ' v ' • (8.53)
J "T
u
Equations (8.52) and (8.53) represent relations between the correlations

in the senses of von Karman-Howarth and Kolmogoroff, respectively. At
this point we remark that 0B0UK0FF [41] found relations = C(~zr)2//2
independently of Kolmogoroff by computing the balance of energy distri¬

bution over the spectrum.
176
8.5 Remarks Concerning Kolmogoroff’s Theory
It is well known that Kolmogoroff's theory has occupied a central place

in reasoning concerning the physics of turbulence because of the intrinsic
appeal of its assumptions, the economy of its methods, and the strong
empirical support for its predictions (especially those resulting from
the first hypothesis of similarity). The foundation of Kolmogoroff's
theory is based on the statistical independence of the small and large
scales of turbulence; i.e., the transport of the energy from the energy
containing range (small wave numbers) to the dissipation range (large
wave numbers) proceeds by a cascade process the mechanism of which is
independent of the energy containing range. It is not entirely obvious
in terms of Kolmogoroff's hypothesis that the small eddies are convected
by the large scale motion without internal distortion. It is possible
to pose a simple physical problem to show that the small scale structure
is indeed convected without distortion, while at the same time proving
that statistical independence of large and small scale motion is true
only for the simultaneous velocity distribution. KRAICHNAN [42] clearly
illustrates this.
Consider a velocity field u + v as follows: v is constant in space

and time and has a Gaussian and isotropic distribution; u is variable in
space and is very weak compared to v. At time t = 0, u has a distribu¬
tion which is Gaussian, homogeneous, isotropic, and statistically
independent of u. If we neglect viscosity and second order terms in u,
the Navier-Stokes equation yields, for any component of u
3m
ttt (k,t) = i (k ■ v) u(k,t) (8.54)
niZ ~
or
u(k,t) = u(k30)e~Uli ' Vjt . (8.55)
KRAICHNAN [42] shows in this case that the statistical properties of this
flow field follow immediately. For instance, the time-correlation is
given by
<u(k,t) • u*(k,tr)>
R(k;t, t')
[<\u(Kt) \ 2><\u(k,t') \ 2>~\1/2
177
[<M(k, 0) 2><U(k, 0) 2>]1//2
<u(KO)xe~U^ • v~)(t ~ *')>
k2vQ2(t - t')2
= 1
2\ + . .
= exp [- 1 k2v 2(t - t') ] (8.56)

i-t o
Note that the notation for ensemble average, <>, has been used.
Now by assumption, u and v are statistically independent at t = o.

Since v yields a simple translation of u, the simultaneous values of the
two fields are statistically independent at any later time. This is not
the case, however, for the many-time distributions. It may be verified
that the nth order cumulant of the joint distribution
<vivp • • • y£ u_j(Kt)u*(k3t')> - <v^p ... v> = <uj(k,t)u*m(k,t’)>
does not vanish unless t = t’.
This leads to an unexpected result (in the Kolmogoroff sense):
simple convection of small-scale flow components by large-scale components

implies statistical dependence in the many-time distribution.
So far it has been assumed that different Fourier amplitudes of the

initial u field are statistically independent. Suppose that at t = 0 an
increment Au.(k,0) is added to the amplitude for a particular k such that
v ~
(8.57)
where u(p30) and u(q,0) are statistically independent and p + q + k = 0.
Now consider a correlation which, in actual turbulence, might be

associated with energy transfer among the modes k, p, and q. We have
[42]
178
<k.u.(p3t') u.(q,t") t\u-(k,t)>

^ t- ~ 3 ~_ 3 ~_ (8.59)
S(k3p3q;t3t’ 3t")
<k.u.(p,0) u. (q, 0) hu.(k30)>
'b 'b ~ tJ ~ <J ~
Recalling the technique employed in obtaining (8.56), and that u(p30)3

u(q30) are statistically independent, we have
exp [- v2o |kt + pt' + qt”|2] - (8.60)

S(k,p,q;t, t' 3t")
On the diagonal, t = V = t", since p + q + k = °, the correlation is

independent of t. Since S(k,p,qjt,t',t") is associated with modal energy
transfer, we observe that translation by the uniform v field in no way
distorts the u field. Away from the diagonal, a time distortion does
occur.
The results for R(k;t,t') and s(k3p3qjt,t',t") are also asymptotically

correct for the more general situation in which v is confined to very
small (but nonvanishing) wave numbers and has a homogeneous, Gaussian,
and isotropic distribution which is statistically independent of the
initial u field. This consideration will be clearly illustrated later
on by means of Kraichnan's Direct Interaction Approximation. However,
KRAICHNAN [43] suggests a need for Lagrangian treatment.
9. HEISENBERG S THEORY OF TURBULENCE

9.1 The Dynamical Equation for the Energy Spectrum
We have seen previously from (7.44) that
co
u2 f(r) F(k) cos kv dk
co
2u2
F(k) f(r) cos kr dr
TT
o
where F(k) is a one-dimensional energy spectrum corresponding to a radial

correlation function fir) in von Karman-Howarth sense. For a more complete
physical picture of the turbulent kinetic energy, we must extend our
spectral consideration to a three-dimensional spectral function, Eik).
179
We have shown in (7.80) that
d2F
® - i &2 -k g]
dfcJ
dfc
Now, we wish to develop the dynamical equation obeyed by the spectrum

function E(k). Since F(k) is found from the correlation u(x .,t) u' (x t),
made at time t, then E(k) will be, in general, a function of time. This
is clearly the case when the spectrum of energy is decaying in time. To
find the time behavior of E(k), we start with the Fourier-cosine transform
of the von Karman-Howarth relation, (8.42) namely
3 r 2
f(r) cos kr dr] + 2(u2)S/'2 [ 3h
31 [U cos kr dr
3V
+ 4 ~ cos kr dr] = 2v u2 [ COS kr dr + 4 cos kr dr] .

rdr
3r2
(9.1)
Equation (9.1) reduces to
iW1*4k2 h(k> ~8 k’H (k’)dk' = -2v k2F(k) + 4 k' F(k')dk'
(9.2)
where
E1 (k)
,
2 3/2
(ul)
kit
h(r) sin kr dr (9.3)
Applying operator D , (7.8), we put (9.2) in terms of E(k), namely
j^Dz\_F(k)~\ + 4D3[_k2H1(k;] - 8D3[ k'H2(k')dk']
= -2v D3[k2F(k)] + 4DZ\_ k'F(k')dk'] . (9.4)
If we perform corresponding operations, it follows that

180
3g(^. = -w(k) - 2v k2E(k) (9-5)

8 is
where
W(k) = 4k2D3 [H2(k)] . (9-6)
Equation (9.5) is the dynamical equation for the energy spectrum function
E(k). The physical interpretation of this equation is clearly seen if
we multiply (9.5) through by dk, giving
dk = -W(k) dk - 2\> k2E(k) dk . (9.7)

o v
The term on the left side of (9.7) represents the rate of decay of the
energy contained in the spectrum between wave numbers k and k + dk. The
second term on the right side presents the rate of the dissipation of the
energy from that part of the spectrum. Thus, -W(k)dk must be interpreted
as the rate at which kinetic energy is transferred from the part of the
spectrum with wave numbers between k and k + dk. Hence,w(k) represents the
transfer mechanisms of the turbulence. It can be shown by means of (9.6)
that
co
W(k)dk = 0 , (9.8)
o
which indicates that W(k) represents no net loss of the energy from the
spectrum, but simply indicates a redistribution of kinetic energy through
the transfer process. In this case, the solution of (9.7) becomes
-2v k2(t-t ) }
E(k) = E e o
o
with
E = E(k) at t=t
o o
In order to find the energy spectrum function E(k) and to describe the
decay of the isotropic turbulence, we have to solve (9.5), which is non¬
linear. There is no exact solution of this equation. Hence we must
resort to some approximate method. In order to do this, we have to assume
181
some relation between the transfer function w(k) and the spectrum E(k).
Heisenberg made such an assumption, which showed a great deal of physical
insight. The purpose of the next section is to develop his assumptions
and to outline the work done on his theory up to the present.
9.2 Heisenberg’s Mechanism of Energy Transfer
In his original paper HEISENBERG [34] explained the mechanism of energy

transfer from large to small eddies in terms of an "eddy viscosity". He
argued that the motion of the small eddies affects the motion of the
large eddies in much the same way as molecular motions affect mean flow
motion. This is a logical assumption provided that the small eddies are
much smaller than the eddies from which they take energy.
If we integrate (9.7) from zero to k, we have

k
_3_ f k
E(k')dk' = - W(k' )dk ' - 2v E(k')dk' (9.9)
31
>
We note that in Heisenberg's original work the three-dimensional spectral

density function was denoted by F(k). However in order to keep the
uniform notation through this work, it will be denoted by E(k).
The second term on the right is the energy loss due to ordinary viscous
dissipation for the part of the spectrum in the wave number range (0, k).
The first term on the right represents the energy loss due to the trans¬
fer mechanism, and for Heisenberg's "eddy viscosity" assumption, it must
have the form
k
W(k')dk' 2v'(k) . f 2 E(k')dk'

(9.10)
o
where v'(k) is the "eddy viscosity", which will depend on k. Using

(9.10), (9.9) becomes:
_3_ . f2
E(k ')dk' = -2 (v + x>’(k)) E(k')dk 1 (9.11)
U
Now we must consider the form of the eddy viscosity, v'(k). Clearly,
it will depend on the smaller eddies which cause the viscosity, and
hence must depend on eddies with wave numbers in the range (k, °°). Also,
according to Prandtl, a kinematic viscosity is dimensionally the product
182
of a mixing length and a velocity, where the mixing length is on the

order of the diameter of the eddy and the velocity is given by vQ(ko/k) ,
where v = (u2)1//2. The simplest expression for v'(k) based on these

o
considerations is
v'(k) (9.12)
where a is a constant numerical factor that can be determined experi¬

mentally, or theoretically, by the hydrodynamic equations. Using (9.12),
(9.11) becomes
k
- 2 k'2 E(k' )dk ’ (9.13)
Sk
o
where
k
_3_ (9.14)
E(k')dk'
Sk dt
o
Sk is the total loss of energy of that part of the spectrum contained
in the wave number range (0, k) . If the turbulent flow receives energy
to maintain equilibrium, then the energy loss Sy must be a constant
independent of k.
Heisenberg assumed that during the decay of the turbulence (after the
external source of energy is removed), the large eddies continue to give
up their energy to the smaller eddies, and the smallest eddies remain in
statistical equilibrium. Hence, for a large k (small eddies), Sy =
constant, independent of k.
This assumption of statistical equilibrium of the smallest eddies was

contributed by Kolmogoroff, as we have seen. Heisenberg extended this
hypothesis by supposing that the large eddies, which contain most of the
energy of the spectrum, are in a statistical quasi-equilibrium, which
adjusts to the decay. Under this condition, the spectrum retains a
similar form during the process of decay. This similarity hypothesis
requires a certain form for the energy spectrum. VON WEIZSACKER [35]
represented this requirement in the form (neglecting molecular viscosity)
p E(k')dk ’ (9.15)
2
o
183
which he shows then leads to a spectrum of the form

2 7 2/3
E,k> ‘ T /f/z ' k'S/S ■ (9.16)
HEISENBERG [34] points out that this form for the spectrum must hold
over a range of wave numbers bounded on either end. For very small wave
numbers (the largest eddies) the form of the spectrum is determined by the
geometry of the apparatus producing the spectrum, and, hence, is a geo¬
metrical rather than a purely statistical problem. On the other hand, for
a very large ft (the smallest eddies) the molecular viscosity becomes
comparable to the eddy viscosity, and the spectrum should drop off very
rapidly.
If we define kQ as the smallest wave number for which the ft-5//5 law
holds, then sk = constant for k » kQ, which meets Heisenberg's assumption
of equilibrium of the smallest eddies.
Heisenberg considered the solution to (9.13) for k » k (small eddies),

and extended this solution to include a small k in a later paper [44].
The details of his papers will be presented here.
Case 1 Small Eddies. (Stationary state)
We have seen that the Kolmogoroff assumption of statistical equilibrium

in the small eddies leads to = constant, i.e., independent of k. If
we differentiate (9.13) with respect to k, we have:
0 = - 2 (v + a E(k/idkl) k2 E(k) + 2aIWET k’2 E(k')dk'

k V k-* i (9.17)
or,
E(k') E(k)
(-
a
+
V r 3
dkf) k2 E(k)
-V k'2 E(k ')dk ’ (9.18)
Heisenberg then defines new variables
x = In 3- ; E(k) = E e W (9.19)
ft o
From (9.19) we have the relations

184
, , x , dk
k = ko e ; dx = -y- ,
(9.20)
dk = k dx = ko eX dx
Using (9.19) and (9.20) in (9.18) yields
[-
a +
J?Z! _
V, 3 3x
fee
O
x , -| 7 2 2x „
dx] fee
O
£ e
o
-w
'•fee
k e
x o
L X
E e
k2 e2x E e~W k ex dx , (9.21)
i 3 3x o o o
fee
o o
or
oo W+X w+3k x
2x-W 2 3x-w j
e
r
L dx]
-Vf e dx - (9.22)
Hence,
tJ-fx
7x-w Ik
—g— \d~\J
La Vg
_£. 2
dx] = e
3x-u ,
ax (9.23)
The significance of the constant v/a Jk/E in (9.23) can be better

o o
understood if we compare it with von Weiszacker's result.
Equation (9.16) yields
v 7
E = E(k ) = f- (9.24)
o o 3 k
o
Therefore,
vfc
S3 (9.25)
a V £■ ct V 2 av
v o
o
Observing this form of the constant, we see that it is, in essence,

a measure of the reciprocal Reynolds number of the overall flow. Since
for turbulent flows, the Reynolds number is always high, this constant
185
is quite small.
Differentiating (9.23) with respect to ® gives
w+x W+x
/2 2. dw « r 2
[ 2 ■ 2 L a V E dx~\ = 2e 2 (9.26)
x
00 W+X
We can evaluate the integral 2

dx by an approximate method. If
we expand wtx^ in a Taylor series, where x is in a neighborhood of x ,

we have
w(x1) = w(x) + (xn - x) ^ + (9.27)

■l 1 ax
Since the exponential function decreases rapdily, we may break the series
off at the second term. A good approximation is then given by
° w+x w+x
J iw(x2) - (x:-x) ^ + x]
r e % j
dx 'v
= 2
dx =
x x 1 + 7T
dx
(9.28)
Using (9.28) in (9.26) gives

w+x w+x
F
,7_ 7_ dw_. 2 2
= 2 e (9.29)
'2 2 dx E dw
1 +
dx
or'
w+x
dw, fi_ v -vy o 2
(7 = 2 (9.30)
dxJ 2 a V S' dw
<- n 1 +
dx
From (9.30) we can deduce the form of the spectrum. For small x and
w, since v/a /F/F”
/k /l is small, the first term in the brackets may be
o
neglected, giving
(9.31)
(9.32)
186
Therefore,
/ t *\j 5 (9.33)
W(x) = J x
-
5
jx - 4 InX
E(k) = Eq e W = Eq e = E e 3 ko (9.34)
or,
,k_.-S/3 (9.35)
E(k) = E
o k '
which is exactly the result given by von WEIZSACKER [35]; and is hence
consistent with the hypothesis of similarity in the spectrum (see also
KOVASZNAY [37]).
For a larger w and x, the first term in brackets in (9.30) prevails,

and a good approximation is given by
(9.36)
or
dw (9.37)
dx
Thus,
w(x) = 7x > (9.38)
and
E(k) = E e~W = E e ?X (9.39)

o o
Or
-7
E(k) = k (9.40)
187
Thus, in the region of the smallest eddies (largest k) the spectrum

dies off quite rapidly, namely with the 7^ power of the wave number.
For x in the transition range (neither small nor large), no approxi¬

mation is valid, and a numerical solution of (9.30) would have to be
performed to predict the form of the spectrum in this region.
In order for the approximation for small x to be made, it is clear

from (9.32) that x must lie in the range
1 « x « 3/4 In (—\ , (9.41)

V v k
and then we arrive at
w = (5/3)x . (9.42)
This shows that not only (9.26), but also (9.23) is satisfied.
Now we can determine w(x) by approximation from point to point; that

is, if we find the form for w(x) for a given value of the constant
then for another value of the constant, say b, we can find the form of
w(x) by a similarity transformation
w,(x) = w (x + 1 n r-) (9.44)

b a 4 b
The validity of this transformation is readily checked by substituting

(9.44) into (9.30). Heisenberg gives the numerical result for a = 1000,
so that
w(x) - 7x - 21.85 (9.45)
_7
for the region x > 5. In general, therefore, for the region of the k
law for the spectrum.
w(x) = 7x + 3.0 - 4 (9.46)
E3 t k 7
E(k) = 0.0496 -f rj; (-f) (9.47)
k2
188
Heisenberg also gives an interpolation formula, which is fairly
,
accurate over the entire range, in the form
E(k) = E
o
frs/3 [I ♦ rfjs/h -2 (9.48)
If we define L = t- as the diameter of the largest eddies, then we

0 ko
can form the Reynolds number of the total flow,
R = -°L° . (9.49)
o v
Hence, applying our previous discussion.
Ft (9.50)
o
Using (9.50) in (9.47) and (9.48) then leads to
k = 0.16k (R a)3^4 . (9.51)

s o o
k can be thought of as the wave number of the smallest eddies, and then
s
L = is the diameter of the smallest eddies. From (9.51)

s k
s
L = 6.25 L (R a.)~3/4 - (9.52)

s oo
The entire shape of the spectrum for small eddies is now given by
(9.48) and (9.51). HEISENBERG [34] also compared this form of the
spectrum with experimental results and found a value for the numerical
constant a. His result is
a = 0.85 (9.53)
but he admits approximately 50% uncertainty in this value.
Case 2 Decay of Large Eddies. (Nonstationary case)
In his second paper [44], Heisenberg considered the decay of the
spectrum of isotropic turbulence when the external forces causing the

turbulent motion have been removed. The equation for this decay is given
by (9.13) and (9.14), and reads
189
k
3 ‘ fE(k',t)
E(k', t)dk' = -2 [v + a dk'] . >2
U E(k', t)dk' .
V j.,3
o k K
(9.54)
If the spectrum E(k, 0) at t — 0 is given, then (9.54) determines the

form of the spectrum at any later time t. If Heisenberg's assumption of
similarity in the spectrum during decay is to hold, then it is evident
from (9.54) that we must seek solutions in the form
E (k, t) = — f(k/t) (9.55)

/t
If we let x = k/t and substitute (9.55) into (9.54) we arrive at
f(x)dx - j x f(x) = 2 [v + a ysfdx] x2 f(x)dx (9.56)

» X
o o
Physically, the similarity requirement can be expressed by stating

that the spectrum can be determined from one length, which we may take as
£ = ,t~ , the diameter of the largest eddies, and from the velocity v of
° o 0
the largest eddies.
Heisenberg considers solutions of (9.56) for v = 0 (infinite Reynolds'

number). (Note: Heisenberg does not give a complete solution, but only
examines properties of the solution. A complete solution has been pre¬
sented by CHANDRASEKHAR [45], who obtained an explicit solution for the
stationary state, (S^ = const), and who has reduced the problem of the
non-stationary (decay) state to the determination of a one-parameter
family of solutions).
Heisenberg gives, as two essential properties of the solution to

(9.56),the following:
f(x) ^ const x (small x)
f(x) ^ const x~5^S (large x) . (9.57)
The second property is obviously the one derived from the Kolmogoroff
-5/3
hypothesis for small eddies, which we have shown leads to a k law for
the spectrum.
190
For a = 0.8, Heisenberg gives
(9.58)
f(x)
[1 + (?>x)4/3f
as an approximate solution to (9.56), where 6 is an arbitrary constant of

integration. This solution is good for a very large and a very small x
(as seen from (9.57)), and is reasonably accurate for intermediate values
of x. If we use (9.58) in (9.55) and evaluate 6 in terms of tQ (the
initial time), v , and kQ, we arrive at
o
E(k,t) =
, 2
4/3 (toV0,2/3-f
(9.59)
o {l + k
Examining (9.57) and (9.59) we see that E(k,t) is proportional to k

for a small k (large eddies). For finite but small values of v, (9.57)
is still valid for all but very large k. However, for very large
values of v (small Reynolds' numbers), Heisenberg gives an approximate

solution of (9.56) in the form
E(k.t) - + + SSL-thi-, (9.60)

4 {1+3/2 k2vtY
where y is a measure of the Reynolds number of the flow.
Heisenberg comments on the physical acceptability of the solution in

the form of (9.59). He points out that, physically, we would expect the
spectrum to drop off much faster for small k values than in (9.59). For
small k, (9.59) gives E(k,t) ^ k, whereas BATCHELOR [36] has shown
experimentally that for small k, E(k,t) should drop off as E(k,t) n, kk.
Thus, the largest eddies (smallest k) will never contain as much energy
as indicated by the solution (9.59).
Furthermore, BATCHELOR {[29][36]} raised certain objections to

Heisenberg's "eddy viscosity", v'(k). Namely, from a physical point of
view the introduction of the eddy viscosity v'(k) to account for transfer
energy (= -2v'(k) k2 E(k)) from larger to smaller eddies can be correct
only if the small eddies responsible for the existence of \>'(k) are
statistically independent of the large eddies. However, from (9.13) we
191
see that the mean contribution to the two integrals on the right hand side
are from the eddies with wave numbers k which are close to the lower limit
of the first integral and close to the upper limit of the second integral.
This fact denies the statistical independence of small and large eddies.
In fact, the transfer energy by inertial force, w(k), is caused by the

interaction between eddies of slightly differing wave numbers. Hence,
v'(k) is good only for a small neighborhood of k, but not for k tending
to infinity or of 0 to k.
Figure 9.1 shows the variation of E(k,t) for various wave numbers.
Fig. 9.1. Form of E(k,t) in the various wave number ranges (after
HINZE [3]).*
*J.O. Hinze: Turbulence. Copyright 1959 by McGraw-Hill Book

Company, New York Toronto London.
192
9.3 von Weiszacker’s Form of the Spectrum
The fundamental difficulty in solving (9.13) is that the equation itself

is a nonlinear integral equation, for which the exact solution is not
known. Therefore, Heisenberg resorted to some approximations. He
assumed that the small eddies are in statistical equilibrium. In
addition, he assumed that the large eddies, k > kQ, are statistically
almost in equilibrium (S^ = const!. Hence (9.13) becomes
k
E(k')
2 (v + a dk') k'2 E(k') dk' = Sk ■ (9.61)
o
Denote
k
'V(k) k'2 E(k’) dk’ (9.62)

o
Then
r|>’(k) = k2 E(k) (9.63)
where prime denotes the derivative with respect to k.
E(k) = Ar i>'(k) (9.64)

r
However, from (9.62) we have
if(0) = 0 . (9.65)
Hence, (9.61) becomes
Sk
v + a (9.66)
2ty(k)
Differentiating (9.66) with respect to k and using the boundary condition,

(9.65), we obtain after integration
V(k) = (j ~)4/S [1 + (\)hY4/3 (9.67)

193
where 6 is an integration constant.
Finally,
E(k) = E(k )(^-)~5/S (9.68)

o K
This equation inspired VON WEISZACKER [35] to give the form of the
spectrum by (9.16), i.e..
E(k) = E(k )(£-) 5/3 (9.69)

O K.
o
9.4 Objections to Heisenberg’s Theory
Since Heisenberg published his work, a number of papers on his theory

have appeared in the world literature, none of them having made signifi¬
cant contributions. CHANDRASEKHAR [45] obtained an explicit solution for
the stationary case (Sk = const;. He shows that the problem of
nonstationary decay can be reduced to the determination of one-parameter

family solutions. In fact, Chandrasekhar corrected some of Heisenberg's
numerical results, but the physical picture remained the same. According
to Chandrasekhar, if we initially have an equilibrium spectrum and then
suddenly cut off the external energy source, then the spectrum will decay
in the following three stages:
a) An early stage, in which the large eddies adjust to the removal
of the energy source.
b) An intermediate stage, during which there is still enough energy
stored in large eddies to preserve the Kolmogoroff statistical
equilibrium in the small eddies.
c) A final stage, when the energy of the large eddies is exhausted
and the Reynolds number goes to zero.
Under these conditions, the Heisenberg form of the solution of (9.13)

is valid only for the second stage of decay.
Extensive experimental work on the verification of Heisenberg's theory

has been done by PROUDMAN [46]. Note that the three-dimensional spectrum
function E(k,t) is not a quantity that can be measured directly by
experiment. Most experimental results give values of double and triple
velocity correlations. Hence, if a comparison with an experiment is to
194
be made, we must convert the spectrum function to a velocity correlation

by means of Fourier analysis [47], i.e.,
u2 fir) = \
mil rsinfeir _ cos kl) dk,
,2 k'r 3
u
2 , , 1
g(r) = —
E(k')
■ J
i r 7 r si n k 'r. n, ,
(k'r sin k'r + cos k'r - —777-) dk'
2 k r 3
V
i7(V7 ,3 sin fe'r

(u2)3/2 h(r) = -J 3 cos fe'r - k'r sin k'r) dk'
, ,4 ‘ fc'r
r
where w(k) is the energy transfer function defined by (9.6).
Proudman shows that with values a = 0.45 + 0.005 the Heisenberg theory
satisfactorily predicts the double and triple correlations during the
second stage of decay, as defined by Chandrasekhar. However, Heisenberq
had already pointed out that the coefficient a = 0.85 should be smaller
by about 50%, and that is exactly what Proudman showed experimentally
(see Fig. 9.2).
SEN [48] has discussed Heisenberg's theory and Chandrasekhar's

solutions extensively, and C. C. LIN [49] has remarked on the spectrum of
turbulence based on different assumptions. From these contributions it
appears that the theories of the various authors are not exactly
equivalent to one another, and that the Heisenberg form gives the best
results.
In conclusion, let us again consider the physical picture upon which

Heisenberg's assumption of the "eddy viscosity" is based. This assumption
is only valid if the small eddies which create the "eddy viscosity" are
statistically independent of the large eddies, from which they draw energy.
But, in (9.13), as we showed previously, the main contribution of the two
integrals on the right-hand side will be from eddies with wave numbers in
the neighborhood of , the lower limit of the first integral and the
upper limit of the second integral. Thus, the energy transfer will be
caused mainly by the interaction of eddies with wave numbers quite close
together, which of course cannot be assumed to be statistically independent.
This fundamental objection to Heisenberg's assumption was first raised by
BATCHELOR {[29],[36],[47]}, as was mentioned before.
(J)J
(j)6
CM
d
ro
lO
d
o
CM
o
d
00
Q
195
(j)6
(J)l
Fig. 9.2 Comparisons of theoretical and experimental values of correlations, (after PROUDMAN
[46]). Reprinted from L. Proudman, Proc. Cambridge Phil. Soc., 47, 158-171 with permission,
copyright 1951 by Cambridge University Press.
196
This objection becomes most serious in the range k > kg. This is the
range in which viscous dissipation becomes appreciable. The Heisenberg
theory predicts E(k) ^ k~7 in this range, but, as mentioned already,
this theory is not correct in this range. Experiments have shown that
E(k) actually drops off much faster than kr7 for high wave numbers.
HEISENBERG [44] also offers the following physical picture for the
turbulent field: "Originally, scientists thought that turbulence was
caused by viscosity, since without viscosity the fluid could conceivably
stay in the laminar state. However, studies of turbulence have shown the
case to be quite the opposite. A fluid without viscosity may be considered
as a system with an infinite number of degrees of freedom. As we put
energy into this fluid, this energy will be distributed among all these
degrees of freedom, producing an equilibrium distribution such as that
predicted by Kolmogoroff and von Weiszacker. The effect of viscosity is
to reduce the number of degrees of freedom, since viscous effects dampen
the motion of the smallest eddies. Hence, laminar motion is only possible
with viscosity."
10. KRAICHNAN’S THEORY OF TURBULENCE

Kraichnan's method is a general procedure to investigate the dynamics of
nonlinear stochastic systems. Since the turbulence is considered to be a
nonlinear stochastic phenomenon, this method will be applied to the
dynamics of a turbulent field.
As was pointed out by Kraichnan, the dynamics of turbulent flow are

governed by equations which are both strongly nonlinear and dissipative,
i.e., the Navier-Stokes equations. However, from the mathematical point
of view the Navier-Stokes equations in vectorial form are not so simple.
For the purpose of simplification, Kraichnan's method will first be applied

to Burgers' equation, since the reduction in mathematical complexity in
considering the scalar Burgers equation, as opposed to the vectorial
Navier-Stokes equations, is obvious. Moreover, it is important to realize
that much information about the turbulence itself can be extracted from
Burgers' equation. All of the salient features and the difficulties of
applying the method to the Navier-Stokes equations will be present in its
application to Burgers' equation, and the reduction in mathematical
complexity will allow us not to be distracted by tedious indicial
notation and more complicated algebra.
197
Note that the fundamental problem in turbulence is the closure

problem. By means of Kraichnan's method it is possible to close the
system for determination of the stochastic moments. Mathematically, this
is achieved by determination of an averaged Green's function of a non¬
linear stochastic field. This is the ultimate goal of Kraichnan's theory.
For this reason the following discussion will be limited to the applica¬
tion of Kraichnan's method to Burger's equation in Fourier space, and
then the method will be applied to the Navier-Stokes equations.
10.1 Burgers’ Equation in Frequency Space

Consider Burgers' equation in the form
du(x,t) , , , . du (x, t) 32u (x, t) ,. x

- + U(x,t) = v —--f- (10.1)
3a;
where v is the kinematic viscosity.
Evidently, even though (10.1) is a simplification of the true physical

problem it does possess the strong nonlinear term u as well as the
strong dissipative form v . We next focus our attention on the
3a;
Fourier analysis of (10.1) in frequency space.
The complex Fourier representation of a velocity field, u(x,t) , over

an interval L can be written as
i kx
u(x,t) = £ A(k,t) e (10.2)
kcK
where
A(k,t) = u(x,t) e dx (10.3)
and K is the set of all wave numbers k, i.e..
K = {k = n integer} (10.4)
Li
and A(k,t) is a random variable. Substituting (10.2) into (10.1) it

follows that
198
y DA(k,tl eifcr + y A(k>}t) e]k'x l ik"A(k",t) ek"x

kzK U k’zK k"zK
= - l vk2A(k,t) glfcc . (10.5)

kzK
Note that k = k' + k".
From (10.5) we see that the second term on the left side can be put in
a more manageable form, i.e.,
I A (k t) e^k'X l \k"A(k",t) ek"X

k'zK k"zK
= l l i k"A(k’,t) Aik”, t) e^(k + k ^ . (10.6)

k'zK k"zK
However, for k = k' + k", i .e.,k' = k - k" (10.6) becomes
l l A (k', t) e^k'x l \k"A(k" ,t) ek X

k'zK k"zK k"zK
= l l \k"A(k - k",t) A(k",t) (10.7)

kzK k"zK
or, with k" = k - k', (10.6) becomes
l A (k ', t) e'k'X l \k»A(k",t) e]k"X

k'zK k"zK
= l l Uk - k') A(k’,t) A(k - k’,t)

kzK k'zK
= l I ik A(k',t) A(k - k',t)

kzK k'zK
-l l ik'A(k',t) A(k - k',t) eltec (10.8)

kzK k'zK
Evidently, from (10.7) and (10.8) it follows that
l l \k"A(k",t) Aik - k",t) + l £ ik’A(k',t) Aik - k',t)

kzK k"zK kzK k'zK
= l I ik Aik',t) Aik - k’,t). 00.9)

kzK k'zK
199
From (10.9) we see that both terms on the left-hand side are identical
(replace k' by k" in the second term on the left-hand side); then
2 l l \k"A(k",t) A(k - k",t) _ £ j ife A(k',t) A(k - k’,t)

kcK k"zK kzK k'zK
(10.10)
Therefore, the term on the right-hand side, given by (10.7), can be

written as
l l ik"A(k",t) A(k - k",t) =f £ £ ik A(k’,t) A(k - k>,t)

kzK k'zK 2 kzK k'zK
Finally,
l l i k"A(k’,t) A(k", t) eUk' + k”)x

k’eK k"zK
J I l ik A(k', t) A(k - k',t) elkx. (10.11)

kzK k’zK
Hence, (10.5) can be written as:
l j + vk2A(k,t) + ^ l A(k',t) A(k - k’)} =

. dt '"v "1 l'/ ' 2 , .
kzK k'zK
(10.12)
Therefore, the expected form of (10.12) becomes
(^-+ vk2) <A(k,t)> + l <A(k',t) A(k - k’,t)> = 0 (10.13)

^ k'zK
subjected to the initial condition
<A(k,0)> = AQ(k) - (10.14)
Note that the < > denotes an average over repeated realizations, or the
ensemble average E{ }.
The nonlinearity in Burgers' equation in physical space leads to the

coupling of all the modes in Fourier space; if we wish to find the
expectation <A(k,t)>*we must find <A(k',t) A(k - k’,t)> also. The
equation of the second order moment <A(k',t) A(k",t)> will contain the
third order moment and so on.’ This of course is the problem of closure
However, Kraichnan's method will close the system by relating the
higher statistics to the terms of the second order moments.
200
We now introduce the followino nomenclature regarding the consideration
at time i.e.,
A(-k, t') = A'(-k)
(10.15)
A (-k, t) = A(-k) .
Multiplying (10.13) by A(-k,t')(= A'(-k) by virtue of (10.15)), we
have:
This is the level at which we wish to close the hierarchy. And to do so

we now study the order of magnitude of the various moments. However, we
should realize now that we will be concerned with homogeneous turbulence
so that the period L in (10.3) must later be taken as infinite. It is
natural to consider y as the order of the infinitessimal. For this
purpose we make the following assumption:
First Assumption
It is assumed that in the limit L -* », the amplitudes \A(k)\ are
bounded, i.e..
+L
1 im (10.17)
Aik) dk <
Zr>c»
-L
This is the result of the Fourier expansion theorem. However, physically

this assumption requires that no single mode contributes to the total
energy a quantity that is comparable to the total contribution of all
other modes. In turn this means that any delta functions that are
present in the spectrum as initial conditions, can be expected to be
removed in a short time. This is reasonable, since the nonlinear inter¬
action and the viscosity have the effect of smoothing the amplitude of
the spectrum. What other terms will "shave" these delta functions in the
spectrum besides the nonlinear term and the viscosity? Certainly, this
shaving will not be done by the linear term, since the effect of the
linear term on the spectrum consists of no change of the spectrum's
shape, but only in its size (Fig. 10.1).
201
E(k,t)
—- k
Fig. 10.1. Effect of the linear term on the spectrum
Now we consider some consequences of this assumption with regard to the

kinetic energy.
The kinetic energy per unit mass over the interval L can be written as
<vr(x)> dx = l <A(k) A(-k)> (10.18)

kzK
Since the distance between modes is 2v/L, we see that the total number of
the modes is proportional to L. Note that the right-hand side of (10.18)
is the result of the integration of a conjugate complex velocity field,
namely
2E= l T <A(k) A(-k) e1 ( k)x> dx

kzK
0
= i i
kzK L
<A(k) A(-k)> dx
= l <A(k) A(-k)>
kzK
Evidently, the quantity
<A(k) A(-k)> = f(k) = 0(jr) . (10.19)

202
We now consider the nonhomogeneous wave-space field. In this case
<u2(x}t)> = l l <A(k) A(k')> e(k + k'>X . (10.20)

kzK k'zK
Therefore, the difference between the kinetic energy of the nonhomogeneous

field and the kinetic energy of the homogeneous field is
1_
<u2(x3t)> <u2(x,t)> dx = l l <A(k) A(k')> eUk + k’)x
L
kzK k 'zK
- I <A(k) A(-k)> ■ (10.21)

kzK
However, the second term on the right-hand side in (10.21) can be

expressed in terms of the first term by taking k’ = -k.
Therefore, for k' / -k vie still have
(k + k')x
<u2(x,t)> - <u2(x,t)> dx = y y <A(k) A(k’)>
kzK k'zK
Hence,
<A(k) A(k')> ■+ 0(\) for k / k' .

L
Furthermore,
<A(k) A(k') A (k")> 0(\) for k + k' + k" = 0

L
<A(k) A(k') A(k")> 0(~) for k + k' + k" ^ 0 .

L
Continuing in this fashion we see that
<A(k) A(k') A(k") A (k"')> ^ 0(--) k + k’ + k" + k"' = 0

L
<A(k) A(k') A(k”) A(k'")> -> 0(^-) k + k' + k" + k"' / 0 •

L
But no subset of {k, k', k", k'"} has a zero sum. If, for example,
k" = -k and k"' = -k', then the fourth order moment will be of a lower
order of infinitesimal than the above. Let us now form the fourth-order
203
moment <A(k) A(-k) A(k') A(-k')> using (10.3), i.e.,
L
A(k,t) = jr u(Xjt) dx .
Since we have only even functions in the fourth moment, that is, A(k) A(-k)
and A(k') A(-k'), the limit of integration can be changed to (- j , j).

Let the four points in the field be redistributed as shown in Fig.
10.2.
Fig. 10.2 Higher order moments in terms of second order moments
Then
<A(k) A (-k) A(k') A(-k')> =
(L/2)
1 ffff
= — <u(x)u(x+L)u(x+h)u(x+h+r\)>
r4 III)
L (-L/2)
g-\\kx-k(x+V+k'(x+h)-k’(x+h+^dx dh dr]
(L/2)
= - <u(x) u(x+v u(x+h) u(x+h+r\)> ^ (kZ+k'r\) ^ ^ ^ ^
L (~L/2) (10.22)
204
We can assume that velocity amplitudes at points (P,P') and (P",P"') are
very weakly correlated. Thus,
<u(x) u(x+E) u(x+h) u(x+h+r\)> = <u(x) u(x+E,)><u(x+h) u(x+h+r\)> .
(10.23)
Recall that we wish to let L °°, since for homogeneous turbulence there
can be no confining boundaries, otherwise the assumption of homogeneity
here would be invalid. Thus, as h increases there will be some distance,
L , where the relation (10.23) is valid. We now rewrite (10.22) by
adding and subtracting the quantity defined by (10.23), namely.
L/2
<A(k) A(-k) A(k') A(-k')> = -L- u(x) u(x+E) u(x+h) u(x+h+T])>
L -L/2
<u(x) u(x+E,)><u(x+h) u(x+h+nJ>] g"1'nJ ^ ^ ^ ^
L/2
<u(x) u(x+E,)><u(x+h) u(x+h+r\)> (kE,+k ni dxdE,dhdr\ •
-L/2
(10.24)
The last integral in (10.24) is simply <A(k) A(-k)><A(k') A(-k')>

11 1
which is of the order (T)-(T) = — .
Lj Li j.2.
Li
Since we expect the correlation of the velocity field to decrease with

an increase in h, the first integral will be less than that obtained by
setting h=0. Thus for h=0 at the point x = xq we have for the first term
on the right-hand side of (10.24) (see Fig. 10.3):
(L/2)
First term on ■ r
right-hand side l<u(x )u(x +E)u(x )u(x +r\)>

of (10.24) J o o o o
(-L/2)
- <u(x )u(x +E)><u(x )u(x +nJ>]e1 n/*dx dE,, dh dr\ .

0 0 0 0
(10.25)
L
We now integrate (10.25) with respect to h and x, with the limits (—§- ,
L Z
-j-) for h, and (- j , j) for a.
205
x+7?
Fig. 10.3 Geometry for correlations, h = 0
Hence,
r (L/2)
First term on L r r
right-hand side — \_<u(x )u(x +g)u(x )u(x +T[)>
of (10.24) r3 j) o o o o
(-L/2)
<u(x )u(x +^)><u(x )u(x d^dr) .

oo oo
(10.26)
2
The above term is therefore of order of magnitude — . Hence, the first
term on the right-hand side of (10.24) is negligible with respect to the

second term. Thus:
First term -> 0(—)

L
Second term -* 0(—) .

L
Therefore, in conclusion.
<A(k)A(-k)A(k’)A(-k’)> = <A(k)A(-k)><A(k')A(-k')>+ 0(\). (10.27)

L
We now have expressed higher order moments in terms of second order
moments. This helps to resolve the closure problem in turbulence. Note

206
that (10.27) is an approximate relation and not a strict identity. It

simply states that the difference of two terms, each of the order
O(-), has resulted in a term havinq 0(—-), or less than each of the two
L2 L
generating terms.
10.2 The Impulse Response Function
We begin our analysis with Burgers' equation in frequency-space, i.e.,
(10.13),
(-^r + vkz) A(k,t) + ^ l A(k',t) A(k - k',t) = 0 . (10.28)

^ k'zK
Let us now perturb this equation by a small force of magnitude e, where

e is infinitessimal. Then (10.28) can be written as
1k l t )B,k-k - JL;
vk2) B(\~) + B(- e 6 6(t t’)j
31 p £ 2 ’t’)B( p kp
k'eK
(10.29)
where
k t
B (-,-zt) = the infinitessimal amplitude response of mode k at time t,
caused by action of a unit impulse given to mode p at time
£ = magnitude of impulse;
<S Kronecker 6;
kp
= Dirac Delta function.
Note that the solution of (10.28) differs very little from its perturbed
solution given by (10.29).
Thus defining
- A (k, t) j (10.30)
and after subtracting (10.28) from (10.29) it follows that

207
rJL + vk2, [Bf* . A(Kt)] + \k I

2 k'eK p,t>
A(k’,t)A(k-k',t)~\ = e 6fcp 6 (t-t') . (10.31)
Evidently, (10.30) and (10.31) lead to:
(ii+ vfe2; SA(}^} +ir [b(t^)b(^P - A(k>,t)A(k-k',t)-\
= e 67 6 7t-t') (10.32)
kp
B(^jr) = Â(j,jr) + A(k,t) . (10.33)
Hence, after substitution, (10.32) becomes
,k’ t ,k-k' t
(-- + vk2) SA(Kfr) + l + Afk’MtwZ^^r)
dv P ^ k'cK p t p t
+ A(k-k',t)~\ - A(k',t)A(k-k',t)} = e 6^p 6(t-t') (10.34)
Furthermore,
%* * f kiK
+ SA(—,^r)A(k-k',t) + A(k',t)X)
P t P t
+ A(k', t)A (k-k ’,t) - A (k t)A (k-kt)}
= e 67 S(t-t') ■ (10.35)
kp
Neglecting the second-order quantity, 6,4 64, and after cancelling the
corresponding terms, we have
208
(lk + >k2) SA(i-P JA

2
y
k'lK
{ 64 (—, -zj)A (k-k ', t)
P *
+ A(k'= e $kp S(t-t’) . (10.36)
Moreover, the terms under the summation are symmetric, therefore (10.36)
becomes:
ik {6A(—,^r)A(k-k',t)} = e S(t-t') .
(ii + jk2) l
k'zK
P £ kp
(10.37)
Dividing (10.37) by e, and defining
,k t,
g(^jr)
K-P
=- -- '
, (10.38)
we have
3 6kp 6 (t-t'). (10.39)

f^r + Vk2) gA^r) + ik l g(^,A)A(k-k',t)
dt p t k'zK P v
Note that g(^,jr( represents the Green's function for the problem under
consideration. Since the modes are weakly coupled, we expect that the
response of a mode to an impulse directed at itself will be of higher
order than its response to an impulse directed at a different mode. This
is direct consequence of the topological nature of the Green's function.
Based on the above, we propose a second assumption containing two
hypotheses.
Second Assumption
a) The order of magnitude of the impulse response function is
0(1) k = k'
<g(k/k',t/t')> >
k £ k' .
✓
b) The impulse response function will behave as
k t A(k)A(-k')
g( k”t T) *
(<A(k)A(-k)>)1/2(<A(k’ )A(-k' )>)1/2
209
The first and second assumptions taken together form the basis of the
"weak dependence principle" in Kraichnan's sense. Now we repeat the
conclusions of previous discussion.
As a consequence of the first assumption we have
1k
(-— + A(k,t) l A (k ', t)A (k-k ', t) = 0 ,
2
k’zK
A (k, 0) = A (k) } (10.40)
and as a consequence of the second assumption we have
(fr + vk2) g(^fr) ik l g(~,fr)A(k-k t) =

n k’zK
,k t \
(10.41)
10.3 The Direct Interaction Approximation

We now wish to examine the effect of any triad of modes ct^y = -a-3 on
the dynamics of a generating mode k. Why do we use only the triad a, e,y?
We do so because the fundamental equation in Fourier space, (10.5), always

involves the interplay of only three modes k, k’ and k".
Now consider a field C(k,t) which satisfies (10.40) but with the direct
interaction of triad a,g,y removed. It is important to realize that the
modes a,g.,y are allowed to act upon all other modes in the field; it is
only among themselves that they are forbidden to act.
The equation that C(k,t) satisfies is then
(fr+ vk2) C(k3t) + 1*. l C(k ', t) C(k-k ', t) - i fe[6. A(-$,t)A(-y}t)
dt 2 k,cK Ka
+ 6keA(-y,t)A(-a,t) + SÂC-a, t)A = 0 (10.42)
with C(k.O) = A (k). Hence, (10.42) in full form becomes

o
210
(-gr + va2; C(a,t) I C(k', t) C(a-k’,t) - ia A(-$} t)A(-y, t) ~ 0

dt 2 k’eK
k = a
f-i- + vg2; C(&,t) + ^ l C(k',t)C($-k’,t) - ig A(-y}t)A(-a,t) - 0

dt 2 k'eK
k = g
r3 + vy2} c(y}t) + jx £ C(k',t)Ch-k',t) iy - 0

U 2 k'eK
k = y
I
oc
Direct
Interaction
Indirect
Interaction
Fig. 10.4 Geometry of direct and indirect interaction of mode a with g

and y
We notice that interaction is presented by the term
% l C(k')C(k-k') .
2 k'eK
Let, for instance, k = a, then
i/c
l C(k')C(k-k') = l C(k')C(a-k’)
2 k'eK 2 k'eK
211
But k' can be either b or y. Hence, the right-hand side of the equation
under consideration becomes
y [C(8)C(a - &) + C(y)C(a - y)]
However, C(k’) = C(-k’), i.e.,

C($) = C(-&)
C(y) = C(-y)
He note that a + s = -y.
Therefore, ia_ £ c(k')C(a - k')

2
k '=3 or y
= y [C(-&)C(a - (-&)) + C(-y)C(a - (-y))~\
= y [cr-BJCYa + &) + C(-y)C(a + y)]
= y [cr-e;cYy; + c(-y)cd)]
= y [cr-BJCf-y; + cr-yJCY-B;]
= iot [cY-ejcf-y;]
and so on.
However, in (10.42) for removed direct interaction we have used

iaUf-e; A(-y)~\', ieUr-y; A(-a;]; iy[4f-aj A(-b;], i.e., the amplitude
C(k) is replaced by the amplitude A(k).
This is done in order, since we have removed the triad a,B,y from the
original (10.40). Note that (10.40) represents direct and indirect inter¬
action of all modes, including a, B, and y; however, (10.42) represents
only the indirect interation of a, S, y on any generating mode k. Hence,
if we subtract (10.42) from (10.40), then only the direct interaction of
triad a, B> y on any generating mode k remains. Hence,
f4r + vk2) [A(k,t) - C(k, t)~\ + y \ [A(k' ,t)A(k-k’ ,t)

dt k'cK
- C(k',t)C(k-k’,t)] = - ik[&kaA(-&,t)A(-y,t) + &k&A (-y, t)A (-a, t)
+ 67 A(-a,t)A(-$,t)'\ (10.43)
ky
212
Defining
hA(k,t) = A(k,t) - C(k,t) ) (10.44)
where
hA(k,0) = 0 , (10.45)
we have
(4z+ vk2) M(k,t) l \_A(k',t)A(k-k',t) - C(k',t)C(k-k',t)]

^ k'zK
= -i klS-j^gA (-&, t )A (-y, t) + &-^Â(-a.,t)A(-y,t) + &Â(-<x,t)A(-($,t)'] .
(10.46)
Substituting A(k',t) = hA(k’,t) + C(k’,t) in the [ [...] term, we have

k'zK
l [ ] = l [{AA(k',t) + C(k',t)}{£A(k-k'}t) + C(k-k',t)}

k'zK k'zK
- C(k’3t)C(k-k'3t)~\ = l lbA(k',t) A(k-k',t)

k'zK
+ tA(k',t)C(k-k',t) + hA(k-k',t)C(k',t)~\ • (10.47)
Neglecting the product M M term with respect to the C M term leaves
H ] = l [A/4 (k', t)C(k-k ’, t) + bJUk-k',t)C(k’,t)\ . (10.48)

k'zK k’zK
Once again using the symmetry argument, we have
l [ ] = l 2hA(k',t)C(k-k’,t; 3i l 2M(k’>t)A(k-k',t). (10.49)

k'zK k'zK k'zK
Substituting (10.49) into (10.46) yields
r^r + vfe2; hA(k,t) + ik l hA(k',t)A(k-k',t) =-i?c[<5, A(-Z,t)A(-y ,t)

dt k'zK Ka
+ A(-a}t)A(-y}t) + &Â (-a., t )A (-B, t) ] (10.50)

213
with
M(k,0) = 0 . (10.51)
The homogeneous part of the above is the same as that shown by (10.41)
Thus, the solution can be written in the form of Green's

function which is valid provided the operator is self-adjoint,
t
AA(k,t) = -i Ja A(-$}s)A(-y,s)g(—,—)ds
v cl s
o
A(-a, s ) A(-y , s ) g fe,—) ds

P s
+ y A(-a.,s)A(-$,s)g(—,—)ds
° y S
(10.52)
O
where s is a dummy variable of integration. Note that (10.52) represents

the solution by means of Green's function for the amplitude of any
generating mode k caused by direct interaction of a triad a,6,y.
10.4 Third Order Moments

Now we consider our fundamental averaged equation for correlation in
frequency-space, namely (10.16)
(4z + vfe2; <A(k)A'(-k)> +2K l <A(k')A(k-k')A'(-k)> = 0 - (10.53)

dt 2 k'zK
Note that
A(-k, t') = A'(-k)
A(-k,t) = A(-k) .
Evidently, the summation represents the contribution of all effects,
direct and indirect, to the dynamics of a generating mode k. We are
focusing our attention on the third-order stochastic moment which is
under summation. For such purposes we consider the third-order moments
of a general type, i.e.,
<A (a,t)A*(e.,t)A**(y,t)>
214
to be correlated in two ways. The first is by a direct interaction among

{a,3, y}. The second is by an indirect interaction among many other modes.
Here the asterisks, (*), (**), denote different amplitudes in different
modes.
The Third Assumption

Since the modes are weakly coupled, the indirect interaction is not
expected to cause a correlation comparable to the direct interaction, and
therefore will be neglected. Hence, the third assumption made by Kraichnan
is that the third-order moments <A(a,t)A*($,t)A**(y,t)> will be due only
to the direct interaction among the triad, shown therefore as
<A(a}t)A*(8,t)A**(y,t)> = <M (a, t)A* (B, t)A** (y, t )>
+ <A(a,t)kA*(&}t)A**(y,t)> + <A fa, t)A* (% t)hA** (y, t) > . (10.54)
We can now use (10.52) to form the triple moments as given by (10.54),
i.e., the first term on the right side of (10.54) becomes:
t
<AA(a,t)A*($,t)A**(y,t)> = -ia <4 r-B, sJA (-y, s)g(~,j)A*(&3 t)A**(y, t) >ds
- if <A (-a ,s)A (-y, s)g& —)A*(83 t)A**(y, t) > ds

P s
iy <A(-a.,s)A(-£,s)g(-,yA*(?>,t)A**(y3t)> ds . (10.55)
y s
Next, we wish to look at the order of magnitude for each of the three
terms of (10.55), the first integrand being
(1) = <A(-V,t)A(-y,t)A*(e,,t)A**(y,t)g(^,j)> (10.56)
But, recall the "weak dependence principle" illustrated by the second

assumption, i.e.,
,a t , A( a,t)A(-a,t)
(10.57)
9 3 7
a 't
<A(a)t)A(-a,t)>^//^ <A(a,t)A(-a, t)>^^
Substituting (10.57) into (10.56) we have

215
(1) 1 <A(-*3t)A(-y,t)A*(b,t)A**(y,t)A('xit)A(-*tt)'.
<A (a,t)A (-a,t)> (10.58)
Recall a second result of the "weak dependence principle" as given by

(10.27), i.e.,
<A (k, t)A (-k3 t)A(k',t)A(-k’,t)> = <A (k, t)A (-k, t)><A (k t)A (-k ',t)>
(10.59)
Thus applying (10.59) in (10.58) yields
n) = <A(a,t)A(-u,t)><A* (e,J,t)A(-$,t)><A**(y,t)A(-y,t)> ,,n ,n,

1 1 <A(u,t)A(-a,t)> UU.bU;
or
(1) + 0(\) . (10.61)

L
Following the same approach for the second term of (10.55) we have
(2) = <A(-a.,t)A(-y,t)A*(&}t)A*:k(y}t)g('^,^T)>
_ <A (-a, t)A (-Yj t)A*( 6, t )A**(y, t)A(a, t)A(-$, t)>

<A(a., t)A(-a, t)>^^2 <A ( 3, t)A >^^2
_ <A**(y,t)A(-y3t)><A (-a,t)Afa,t)><A*(&,t)A(-$, t)>

<A(a,t)A(-a,t)>1/2<A(&,t)A(-&,t)>1/2 (10.62)
then
(2) + Off • \) = 0(\) . (10.63)

L L L3
Similarly the third term of (10.55) can be shown to be of the order — .

U
We can thus approximate (10.55) by the first term only, i.e..
<M (a, t)A* (&, t)A**(y} t)> = -la <A(-$,s)A(-y,s)g(~)A*(e’,t)A**(y,t)>ds-
(10.64)
It can be shown by the same sequence of steps that for the

<A(a,t)M*($,t)A**(y,t)> and <A(a,t)A* ($,t) M** (y,t)> relations, only the
terms containing the g(^,y-) and g(-,-j) factors remain, respectively. We

have thus reduced nine terms to the three dominant ones by using an order
216
of magnitude analysis and by applying the "weak dependence principle

repeatedly. Substituting these three one-term approximations into (10.54)
leaves
t
-ia <A (-Z,s)A(-y,s)g(~)A*(?>,t)A** (y, t) >ds
- i3 <A (-a, a)A (-y,s)g(\,\)A (a, t)A**(y, t) >ds

P o
t
- 1Y <A(-a, s)A (-&, s)g(—)A (a, t)A* (6, t)>ds
y s
° (10.65)
and by applying the "weak dependence principle" given by (10.23), as was

done in the order of magnitude analysis, we have:
<A(a, t)A*(6, t)A**(y, t)> -la <A*(&, t)A(-fi}s)><A**(y, t)A(-y,s)>
X <g(—»—)> ds
a a3 s
■16 <A** (y, t)A(-y, s)><A(u, t)A(-a, s)>
x <g(^)> ds
-IT <A(a,t)A(-a,s)><A* ( $,t)A(-&,s)>
x Kg(—>—7> ds (10.66)
3 fS
Finally, introducing (10.66) into (10.53) we have:

t
(4r + vfe2; <A(k)A'(-k)> = -k <A ' (-k)A(k,s)> l k'<A(k-k ’)A(-k+k ',s)>

oV
k ’ zK
X <9'rlT’s/)> ds
k2
l <A(k')A(-k',s)><A(k-k')A(-k+k'is)><g(^—)> ds
k’zK ^ ~K s
(10.67)
We have succeeded in relating the dynamics of the second-order moments

217
through terms containing no higher-order moments. However, (10.67)

requires one to determine the average Green's function in a stochastic
nonlinear field. As soon as this is done successfully, (10.67) represents
a closed system for the second-order moment. That is what we are searching
for.
10.5 Determination of Green’s Function

Averaging (10.39) we obtain an equation of the form
(jt + vk2) <g(j>jr)> + ik l <g(^r,jr)A(k-k',t)> = 6fep (10.68)

~k.f e.K
with <g(^jr)> = 0.
Note that <S(t-t')> = 1.
Equation (10.68) is a nonhomogeneous equation with a homogeneous

initial condition. It is well known that the system given by (10.68) can
be replaced by a homogeneous equation subjected to a nonhomogeneous
condition, i.e.,
(~r + vk2) <g(\-rr)> + ik l <g (~,yr) A(k-k’,t)> = 0

dt p t k'eK P t
,k (10.69)
kp
We can now follow the same approach as that beginning with (10.42),
since we wish once again to isolate the direct interactions from the
indirect interactions. For the set of modes {a,6,y} consider the
consequence if these modes are allowed to interact with all modes other
than themselves. Calling the resulting function and writing the
result in concise nomenclature as in (10.42) yields
<ji * -k2> «l f(^jr)A(k-k',t) = 6,

P ^ kp
S(t-t')
k'eK
+ i?c 6ka lg(-^-,jr)A(--x,t) + g(^-,jr)A(-$,t)~\
+ \k % + g(f,jr)A(-y,t)-\
(10.70)
218
Subtracting (10.60) from (10.70), and letting
. ,k t , A t \ „,k t . (10.71)
h9(p’t' 9 o*t'
p Jt' " ^ p’t'
yields the following results. (The intermediate steps have been omitted
since they are similar to those of (10.46) and further.)
(~it+ pkl) + i?c l hg(^,±f)A(k-k>,t)

k’zK p t
= - ik &ka lg(=fajr)A(-y3t) + g(^-,jr)A(-zM
- ik [g(=2->jr)A(-a3t) + g(z^,jr)A(-y,t)']
- ik &k^ lg(-^>^rr)A(-8,t) + g(-^-3-^y)A(-a.,t)'\ • (10.72)
hg and g can be combined through the theory of Green's Functions resulting
in
. ,k t . (10.73)
= g(h-,-)YR.H.S. of (10.72)] ds
•k”s
Defining T(k',t) as the right-hand side of (10.73) gives
. sk t . g(£r3j)T(k’3s) ds (10.74)
Note here that k' can be 3 or y. Applying the "direct interaction

approximation", as was done previously in the case of the triple corre¬
lation (see (10.54)), results in the following:
<g(^,fr)A(y3t)> = <hg(-^3~r)A(y,t)> + <g(-^3~T)AA(y,t)> . (10.75)
We now repeatedly apply the "weak dependence principle" to the relation

formed by (10.75) by substitution of the values for Ag and M
obtained previously. Evidently, the second term in (10.75) is a higher-
order term when compared with the first one. Hence,
jr)A(y}t)> = <hg(-^,~r)A(y,t)> (10.76)
Now, substituting (10.74) into (10.76) will result in the following:

219
<bg(-^,jr)A(y,t)> 3! <g(JLjt-.)A(yjt]>
t'
X <-9(%^)A(^^)iy{9(^jT)A(-a3t) + g(^,fr)A(-y,t)}>
X <-g(^~)A(y,t)ia{g(~,~)A(-e,}t) + g(^,~)A(-aJtJ}>] ds .
(10.77)
Application of the "weak dependence principle" to the various terms in

(10.77) indicates that only the first term contributes significantly;
thus,
<g(z^,-p-)A(y3t)> = i&<g(~,j)A(y,t)g(Zj,-p-)A(-y,s)> ds (10.78)
This result can be easily seen by observing that the presence of a factor
1/ -j-
g ( jttj —) for k. = k’ results in a higher order of magnitude than for k =£ k’,
K S
thus, the first term is dominant over the others.
The weak dependence principle can be further applied to (10.78)

yielding
t
<g(-^,jr)A(y,t)> = ^<g(^)><g(^,fr)><A(y^)A(-y,s)> ds
t’
(10.79)
Finally,introducing (10.79) into (10.69) leaves, for p = k)

t
,k s ,
(it+ vkZ) <g(w}> = k2 K3(k>V}>
x l <g&,-)><A(k'-k,t)A(k-k',s)> ds . (10.80)
k'zK K s
We have expressed <g(^,~r)> in terms of no higher than second-order

moments. This relation then completes the solution to the closure
problem. We note that the solution for the averaged Green's function
requires a solution of an integro-differential equation. Hence the
solution can be obtained only by means of a numerical technique.
220
10.6 Summary of Results of Burgers’ Equation In

Kraichnan’s Sense
Starting with
du(x31) + u(x (x, t) _ ^ 3 u(x,t) (10.81)

n ’ tx 3x2
and by introducing
u(x,t) = £ A(k,t) (10.82)

kcK
we obtained
ik v
+ vk2) <A(k,t)A’(-k,t)> + n L <A(k',t)A(k-k',t)A'(-k,t)> = 0 .
6 k'eK
(10.83)
The presence of the third-order moment prompted Kraichnan, through a

number of assumptions, to obtain the following result for the third-order
moment:
<A(a,t)A* ( 3, t)A**(-y3t)>
■t
,a t,
la <A*(&jt)A(-&,s)><A**(y3t)A(-y,s)><g(—)> ds
o
- ie <A**(y3t)A(-y3s)><A(a,t)A(-a3s)><g(^-3—)> ds
p s
o
t
1Y <A(u3t)A(-a3s)><A*(Z3t)A(-&3s)><g(1-3-)> ds . (10.84)
Y s
Substituting (10.84) into (10.83) will result in closed system, that is:
+ vk2) <A(k3t)A' (~k3t):
= - k <A ’ (-k, t)A (k, s) > l <k'A(k-k',t)A(k’-k,s)><g(^r,~)> ds

k'eK K s
k2
g(i3^)> . <A(k^tÂ(-k'>s)><A(k-k'it)A(k,-k3s)> ds
k'eK
(10.85)
221
k t
where <g(y-,^rr)> has to satisfy the following equation:
,k s .
(Jt + vk2) <3(V^)>
'k’t' = k2 <g(^jr)>
x l <g(^r,^)><A(k'-k,t)A(k-k',s)> ds . (10.86)
k 'zK
It is these two relations, (10.85) and (10.86), with the required initial
conditions
<g(\,\r)> = 0 , and (10.87)
A(k,0) = AQ(k) , (10.88)
which form the closed set which can be analyzed. Hence, it is now
possible to consider the solution of Burgers' equation in terms of an
averaged Green's function.
11. APPLICATION OF KRAICHNAN’S METHOD TO

TURBULENT FLOW
11.1 Derivation of the Navier-Stokes Equation
in Fourier Space
In the derivation of the full Navier-Stokes equation in wave space we
naturally begin with the Navier-Stokes equations.
dU.(x,t) du.(x3t)
7 / 3P
-- + U (X,t) - v V2Ui(x,t) = - 3^7 Ol.l)
at m ~ 3a:
along with the continuity equation.
du .(x,t)
3x .
= 0 , (11.2)
where the density, p, has been suppressed into the pressure term, that is,
(11.3)
P =
222
Next, we would like to eliminate the pressure term from the Navier-
Stokes equation. This can be done by first taking the divergence of
(11.1) above. Note that for simplicity the functional dependence will
be omitted
o
du • rs 3u • _ 3 U • i', 7-)
01.4)
or
. du . du ■ du ■ du.
rdUi d2P
A [—1] + —2- —1 + U. 3 1s~\ r 32
x— [ic—J - V- C—] = -
dt L3a;.J ^ 3a:. 3a:. " “j 3a:. L3x.J " dx.dx. '~dx.-' dx.dx.
Is Is J 3 ^ 3 V ^ Is Is
(11.5)
The first, third, and last terms on the left-hand side vanish due to the
continuity relation as given by (11.2), leaving
3 2P
= -v2p = (11.6)
dx .dx.
'L ^
This can also be expressed, by applying (11.2), as
du ■ du. „ du. „ du du .
d r l-i dr
x + 1
3a:. 3a:.
:i. 3
_ d
JU (u 1 — it— x— (u *U ) . (11.7)
3a:. dx. 1 • 3a:. 3a: j m
% 3 3 m
Thus we have for the pressure in an operational sense
J_3 3
P -- x— x— (u.u )
2 3a;. 3a: 3 m
(11.8)
V cm
Substituting (11.8) into (11.1) gives
du . du.
_l , ^ 3 r 3 3 3
v V2w. fu .u J1 (11.9)
dt m dx 3x. _2 3x . 3a; J m
m ^ V j m
or
3w . 3u .
d ,1 d d
XT—
dt
- v V2U
z
. + {u .
m dx 3a;. 2 3x. 3x
(u.u ))} = 0 (11.10)
^ V cm 3 rn
We have
223
3u. 3u 9u. .
^ , m. , ^ 3 , ,
M
m
-r— =
3x
U
i
. f-r-■;
3a:
+ U
m
-r- = T- (U .M 1
ax 3x ^ m
(n. n)
m m mm
Thus, the third term on the left-hand side in (11.10) becomes
r , 3 , , 3 2 32
{ } = .. (u -U ) - --T 7T-~- (U .U )
dx ^ m 3x. „z 3x.3x j m
m ^ V j m
3 2 3"
(u.u ) (u .u )
3x i m 3x._2gx.3x cm
m c v ^ m
2 3"
2 l3x ium' ^ 3x 3x. 2 3x .3x ûjUm^
m m C " ^ m
3 13"
(u .u l]
3x • _2 3x -3x j m
j V ^ m
1 r 3 , . 3 , , 3 2 3" fw .u J
2 ^3xm + 3xj ruiWjJ " 3xm y2 Bx^. ’ “j'V
3 2 3"
(u .U ) ]
3x . _2 3x .3x j m
C V
2_ r r__3_ , , , _ _3_ J_^ I'm .w J }

2 Li3x “i u 3x „2 3x.3x. 'Tm'
m m v t J
, 3 , , 3 2 3 (u .U 11]
+ — fu .u.;
3x . 1 i i' 3x . 2 Bx^x J m
t/
2 r, . _3_ , , _3_ J_^ (u -u ) }

_ 2 U ic 3 rn1 “ Sx^ y2 Sx^.
3 , , 323"
+ {«.•_
iff! — J m - 3^7 -T a^73a.
3x. (u-uj ■(u
VV-U ) }]
tJ j V ^ m
= - [{— [6 . . - -] (u .u )}
O
2 L 3xm LL ic
L L S/v» 'J 'l
v2 3^3a;j m
+ [6. - x r ] (u.u j}]

+ l3x. 1 im „2 3x .3x J C m
.7 V I, m
(11.12)
I ^m <hj> + ir.
C
<PiJ] ,U0Un> ■ I WUJUn,>
224
where
p. . = —p.. + —— P. (11.13)
3x 3x. 'um ’
° m 3
and
P.. = 6.. - J- 32 . (11.14)

y2 3x^3x.
Substituting (11.14) into (11.10) gives
3 u. 7
- v V2m. + ~P. ■ (u .u ) = 0 (11.15)
31 i. 2 ^J?7^ 3 m
As a side note. Burgers' relation (10.1)
3m , 3m
v V2m = 0 ,
3t + U 3x
can be shown to be equivalent to
3m
X> V2m (11.16)
n + 2 (uu) = °
We can see immediately from (11.16) and (11.15) a partial justifica¬

tion for considering the application of Kraichnan's theory to Burgers'
equation. Even though little exact information can be obtained, its
similarity of form to the Navier-Stokes relation simplifies the mathe¬
matics while offering insight into the overall problem. Let x^(k3t)
represent the Fourier function corresponding to u^(x,t), analogous to
A(k,t) applied to the one-dimensional Burgers' relation. Then
u.(x,t) = l x • (k, t) e1-'- (11.17)

~ kzK z ~
and
-i k‘x
X^Kt) = f (x,t) dx
(11.18)
We now transform (11.15) into wave space. Thus using (11.17),

(11.15), which may be written as
225
du.(x,t)
-— - V V2u .(x,t) + — P. . (u . (x, t)u (x,t) ) = 0 (11.19)
31 ^ ~ 2 ^J^7? j ~ m ~
becomes
9 X^(k,t)
t 1 Jk)
+ 7T M . ~ -> I Xj(k',t)xm(k-k',t) = 0. (11.20)
31 2 tjm
fe'eZ
The first two terms are similar to those found in (10.12); thus, their
derivatives will not be shown here. The third term is somewhat different
and will be explained here briefly. The argument regarding the z is as
before, however, a coefficient M.. (k) appears due to the presence of p. .
■z-cm ~ v m
M. . = F{P. . } = F{P. . + ~z~ P- }

n ^Jr7 3x^ 3x^.
= P{
dX
— (6 ..
^3
J_ 92
2 3a;. 3x.
. , _3_ r6
3x. im
_ _L 92
2 3a:. 3a:
J}
m V t, j <7 V ^ m
1 3"
= ife F(5.. - -)}
'm n2 3X.3X."1 + F(8im „2 3x„.3x
V ^ m
V i' d
k -k. k.k
^ m;]
ml = iTfe f6.. - -i-i; -f fe.f6. ,
= i [fe P. .(k) + k. P . I (V J 1 I u„- ^2 J ^2
m 13 ~ 3
Thus, from (11.20), which may be rewritten in the form
k2)xi(k,t) + i M. . (k) l X,(k',t)Y(k-k’,t) = 0 , (11.22)

+ 2 vcm ~
k'zK 3
we can see the obvious similarity between Burgers' equation and the
Navier-Stokes equation in frequency space. For this reason Kraichnan's
theory was applied to Burgers' equation with the assurance that the
results will shed some light on the full application of the Navier-Stokes
equation to the problem of turbulence.
11.2 Impulse Response Function for Full Turbulent

Representation
If we write
226
iM. . (k)
ijm ~
N. . = (11.23)
%cm
then we obtain
(11.24)
(U + V k2) Xi - l Nijm xjXm = 0 *
Now, paralleling the development from (10.25), consider the response B.

to a forcing function # 6. S(t-t'). We have
vm
(^-+vk2)B.~ l N.. B.B = E6. 6(t-t’) , (11.25)

3 ■£ -7
-z. ^
r -7 -7 m
i.j?7i "7
j m
77! ^n
"7 V7 5
J??3
wi th
2 i = n
6. =
0 i ^ n
Then letting s. - x. = <5X. we obtain by subtraction

"7s Is 7s
(4r + v k2)&x- ~ l N..(B.B - X -xj = £ 6 • S(t-t') , (11.26)

3t A-z- t 'z.jtt! j m nm ^n
J77!
or
+ v k2)&Xi - l W[«x, + x -][% + xj - xtixm)

Cm
= E 6. S(t-t') 01-27)
vn
Neglecting the 6X . <$xm term, we obtain
(fr + V
3t
fe276x. -In., rsx-x + <$X X-7 = £
r IJ773 J 777 A77!AJ
6 ^n
. S(t-t’). (11.28)
' '
jm "
Using the argument of symmetry as was proposed in the Burgers' equation

operation we have
(jg + v fc2j6x„. -2 I x. = E 6^ 6ft-*'; (11.29)

7- . ^J77! "J -"77?
Writing the response function G in the form
6*i
G. (t-t') = ~ ) (11.30)
Z7
we obtain
227
V k2)G_.Jt-t') - 2 l N.." xJt)G^(t-t') = S(t-t')

^n j mn ^n
(11-31)
The above equation is analogous to the expression (10.39).
11.3 Formal Statement by the Direct-Interaction Procedure
The direct-interaction equations are formally derived by the
inclusion of a perturbation parameter, e. Beginning with (11.24) and

(11.31) we have
dx- (t)
(11.32)
St-+ v k\(t) = e j Niam xj(t) *m(t) •
jm
d C-. (t-t’)
— + v k2G. (t-t’) = 2e y N.. x-(t) G (t-t') + 6. S(t-t'),
dt vn . âm j mn vn
jm
(11.33)
Now expanding x- and G. in powers of e gives

Z ZTL
:n.34)
H = xi} + exi} + 0(e2)
G. = G(.0) + G(.2) + 0(e2)

(11.35)
vn vn vn
Substituting (11.34) and (11.35) into (11.32) and (11.33), with the
overall objective of equating like powers of e, we obtain
d_ r. (0) (OS (!)■

dt hi" + * x i * >x.n
v r (UJ UJl r ( UJ , (Ul (11.36)

= E l Miom [xj * eXJ ][xm + £Xm 3 ’
am
d r JO) ,(!)■
dt itV
in + rn ^n
= 2z T M. . [X\0) + eX - + 6. S(t-t') .(11.37)

T \amlâ a ™ ™ w*
am
Equating like powers of e gives

223
(0)
dx.i i (0) — n
Sr+ v k\
2
'0 •
:n .33)
(1)
dx)
% , <D V „ (0) (0) (11.3?)
-j—-f v K x ■
1,2
=/,!.. x- X
dt H ^3m KC m
dG(.°>
vn
—jtt— + v k2G(.0) = 6 . 6(t-t') (11.40)
dt rn
d G(.1}
^n (O)JO) (11.41)
+ V k2G(.2) =2 \ H. . x[u'g<
dt -z-n jm rjm Kc mn
The above relations will be employed in the next section when the
Direct-Interaction Approximation is applied to resolve the closure
problem.
11.4 Application of the Direct-Interaction Approximation

He begin our discussion with (11.24).'
dx ■
+ v k2x ■ = y N. . x -X™ (11.42)
dt m C"i
Cm
Multiplying by x^(t') and averaging gives
r|r+
dt v k2)<x.(t) x-(t')> = l <x.(t) xm(t) x,(t')> . (11.43)
tcm “c
Cm
Defining
Q'.(t-t’) = <X^(t) Xi(t’)> ) (11.44)
gives
!it+* #>%<*-*'> - I %-m %■<*> \<t> xyt'j (11.45)

Cm
229
We now wish to follow the steps which are taken to express the triple
correlation in term:
terms of lienee, we turn to (11.39). Integrating
this relation gives
* l him f (t’lx'J" rt'i df , 46)

Om
which is equivalent to
t
x’i’lt) = l N
(t-t')^°)(t’h(rn0)(t') dt' ' (11-47)
pom ^p
jrrrp
where., from (11.40),
8 . . e for t > t’
10
G(.0)(t-t') =
^n
for t < tl (11.43)
By employing (11.47) we can form the following:
<x/} (t’)x(f} (t)xm0) (*)>'
= 2
prs ‘
(11.49)
where the "weak dependence assumption" has been used, as before, to remove
<g(<9/)> from the averaging process. Applying the weak dependence assump-
tion further, as was done for Burgers' equation, we obtain
t
<x(i1)(t,)xf)(t)xl°)(t)> = 4 l ^<0^ (t-tVQ^0) (t-tvdt''.
P° (11.50)
Thus
<xi(t')xj(t)xm(t)>
= <X(.0)(t’) + zX(})(t’))(x(.0)(t) + ex(.1)(t))(xln0)(t) + ^(mV(t))>
= 4e l
p;
230
<G(0) (t-t")>N. . Q(.0) (t'-t")Q(.0) (t-t") dt" (11.51)

mp t-J p I* 3
if 0(e2) terms are neglected.
Substituting (11.51) into the relation for the second-order moments

(11.45) gives
+ v k2)Q .(t-t ’) = 4 l if {<G. (t'-t")>N . Q.(t-t")Q (t-t")

1dt %p pom 3 m
amp 13™
'L
+ <G. (t-t")>N. Q.(t'-t")Q (t-t")

Op vpm i m
+ <G (t-t")>N.. Q.(t '-t")Q .(t-t")} dt" , (11.52)

mp 13P i 3
where the integration must start fron the remote past, t -* rather
than at t = 0, since it is assumed by Kraichnan that the interactions are
allowed to last a sufficient time to reach equilibrium.
We have developed the relation analogous to (10.67) where, as before,

the closure problem will not be overcome until <G. .(t-t')> can be
'l.'l
expressed in terms of the Q^(t-tr)' s; this is carried out in section 11.5.
11.5 Averaged Green’s Function for the Navier-Stokes

Equations
We begin with (11.31) which, after averaging, becomes
(^r+ v k2)<G.(t-t’)> -2 l N.. <x-(t) G (t-t ’)> = 6. . (11.53)

dt f ôm o mn xn v '
0**»
The KXj-(t) Gmn(t-t')> can be expanded in a power series in e to obtain
(1) JO) Jl)

<x0(t) Grm(t~t')> = <{X(/)(t) + + zGHnJ
= <x-0) (t) G(0) (t-t')> + €<X(.2,(t) G(0)(t-t')>

3 mn o rrm
+ e<x(-0) (t) G(1)(t-t')> . (11.54)

A0 mn
Recall (11.47):
231
41)(t> - i
omp '
V dt' (11.55)
Averaging and changing subscripts,
<x(/)(t)> = I A? <G(.0) (t-t") x(0) (t") x0) (t")> dt" . (11 56)
mp ^ prim cP m n v • '
Applying che weak dependence principle leads to
<Xj1)(t)>= l N <G(.0) (t-t")><x(0) (t") x(0> (t")> dt" , (n 57)

prim cp m n ' '1 1 ■a/ >
mnp ‘
where <xi°^ (t") (t")> = 0 for m ^

'\n ' ' “n
Thus for m = n
<x(3;fW>- I ' N <G(.0) (t-t")>Q(0) (t") dt"

m
(11.58)
mmp Jo pmm CP
But since A? = 0 by definition, (11.58) is identically zero for all

pirn
cases. This leaves two terms in (11.54), thus,
<X-(t) G(t-t')> = <x(.0) (t) G(0)(t-t’)> + e<x(-0)(t) G^ (t-t ’)> .

C rrm rrm Ac rrm
Since the first term of (11.54) can be eliminated using similar reasoning,
integrating (11.41) gives
G(1) (t-t') = 2 I G(0) (t-t") N x(0) (t") G^V (t"-f) dt"

rrm u mp pqn q rrm
pqn 'q
(11.59)
Thus, the stochastic moment (11.54),
can be determined.
Substituting (11.60) into (11.53) for z = 1 gives the average Green's

function, <G . (t-f)> , which is the foundation in this construction (see
232
[50] - [54]); hence
x <G. (t"-t ')> dt" = 6 . (11.61)
As a final note, Kraichnan has now closed the system with (11.52) and
(11.61); these are the analogs to the results obtained by considering
Burgers' equation. Again, the average Green's function for the Navier-
Stokes equation is governed by an integro-differential equation, the
solution of which can be obtained by means of some numerical technique.
From this systematic analysis it can be seen that Kraichnan's theory

can be carried out to numerical completion. Indeed, such work, not yet
published, has been done successfully by R. Betchov of Notre Dame
University.
Moreover, in 1973 P.C. MARTIN and E.D. SIGGIA [55] remarked that all
theories of the statistical dynamics of classical systems, including
Kraichnan's theory, have only been treated correctly to the fourth order
of anharmonicity. Although not complete, such a level of mathematical
hiearchy is satisfactory from the point of view of the physics of
turbulence; for further discussion of this theory, see LESLIE [56].
12. HOPF’S THEORY OF TURBULENCE

In the past Hopf's theory of turbulence was overlooked in engineering.
In particular, the great majority of experimental workers in turbulence
were not familiar with this theory. The reason for such neglect was
twofold. Firstly, because of its elegance in the mathematical sense,
Hopf's theory was never fully understood by engineers; and secondly,
because of its functional structure, it was hard to solve Hopf's eauation
numerically. However, today, in the era of increasing computer capability,
expectation for considerable progress on the mathematical solution of
Hopf's ^-equation is not unreasonable. Note that in 1950 Schlichting
pointed out in his book, "Boundary Layer Theory", that "No account of the
statistical theories of turbulence has been included, because they have
not yet attained any practical significance for engineers." However, in
1965, A.S. Monin and A.M. Yaglom published a two-volume work of over
1359 pages, "Statistical Hydrodynamics", which is used in all branches
233
of technology and science, by engineers as well by scientists.
Moreover, in the same book A.S. Monin and A.M. Yaglom underlined some
difficulties in the solution of Hopf's ^-equation: "First, it is still
not clear exactly how specific problems for this equation must be
formulated; and second, there are at present no general methods of solving
equations in functional derivatives."
We note that Hopf's ^-equation is derived from the Navier-Stokes

equation. Concerning the first remark in the above paragraph we are not
looking for a problem to fit the theory, but rather we applied theory to
the problem. The second remark is still correct, and it shows that there
remains much more to learn in functional calculus in connection with
computer technology; and we hope that in the near future such technical
difficulties in computer technology will be overcome. If this occurs,
then probably among all the others only Hopf's formulation of turbulence
will be retained, since this is the only exact formulation in the entire
field of turbulence. At this point, it is suggested that the reader
should be familiar with the theory of the functional calculus (see, for
instance [64]).
With the above in mind,in this section the main body of Hopf's theory
([57], [53], [59]) will be presented to acquaint the reader with the
subject matter, which will be used extensively in the next chapter in
the treatment of magnetohydrodynamic turbulence.
In addition, we note that Hopf did not derive the ^-equation, but
rather, by functional analogy, he arrived at the correct form. In this
book Hopf's theory of "ordinary" turbulence will be extended in order to
include a full derivation of the $-equation and to illuminate two orders
of approximation.
12.1 Formulation of the Problem in Phase Space and the

Characteristic Functional
We are concerned with the motion of an incompressible viscous fluid with
constant density p = l (for simplicity) and viscosity in a region R of x-
space, X = (x1 xc, xj, bounded by a surface B. We restrict ourselves to
loo
flows with time-independent boundary conditions on B in order to allow

for statistically stationary flows.
Any sufficiently smooth vector velocity field u(x) defined in R + B

will be considered as a possible instantaneous phase of the flow if it
234
is solenoidal in R, i.e., satisfies the continuity equation
div u = u = 0 ,
and also assumes the prescribed boundary values on B. The set of all
possible instantaneous phases u(x) form a function space or phase space
which we will denote by a. Then, in the deterministic sense, the time
evolution of the flow in R + B is traced as the path of a single point
in ft.
We assume that this motion in phase space is governed by the differen¬

tial description afforded by the basic equation of viscous incompressible
flow, the Havier-Stokes equation
u , + u „ = y u OQ (12.2)
a, t ct,6 a.,Bg
where p(x) is the pressure.
Equations (12.1) and (12.2) yield a system of four eouations in four

unknowns, u , p, and, when taken together with the boundary conditions
CX
on B, offer a unique determination of the rate of change of phase in
terms of the instantaneous phase, i.e..
|f =Q(u). 02.3)
This can also be justified by writing (12.2) in the form
u,t + grad p = - u, g + y u,^ (12.4)
noting that since div (u,t) = (div u),t = 0 from (12.1), the left side
of (12.4) represents the sum of a solenoidal and a gradient vector field.
This decomposition is known to be unique, and so both u^ and p are
uniquely determined by the instantaneous phase u.
The evolution of the flow can be represented as a single-valued

functional operation t* defined on n. From (12.3) vie can conclude that
given an initial phase u(x,0) = u the phase u(x,t) = u at some future
time is uniquely determined, and is given in terms of the functional
operation T* by
(12.5)
235
For u fixed and t variable, t >_ o, y* describes the evolution of flow in

R which starts from an initial velocity field u = u(x,0). For t fixed
and u variable, u e ft_, y* defines a transformation of ft into itself or
part of itself.
Since we assumed stationary boundary conditions, the operation y1'

must be invariant under a translation of the time origin, and hence
T* 7s u = / u = ut+S = Tt+S u ,
f « = “ • (12.6)
It should be mentioned that the phase motions are also dependent upon
the parameter y, the dynamic viscosity of the fluid.
Mow, in the case of flows at very high Reynolds' numbers, i.e.,

turbulent flows, the exact phase motion is highly complicated. The
important task is not the determination of the exact phase motion given
an exact initial phase, but rather the determination of certain statistical
properties of the phase motion. In this sense, an instantaneous phase
distribution is completely characterized by its probability function in
ft. Let P(A) denote the probability that the point in ft describing the
instantaneous phase u lies in the renion A t ft. Then, of course
PfftJ = 1 7(A) >_ 0 4 e . (12.7)
Then, for any time t >_ 0 we denote the new probability function by
(A), which gives the probability that the point in ft describina u' lies
in A e ft.
Let T~t B denote the subset of ft at t = 0 which maps into the subset
B at time t, i.e., u e T-t B -*■ u' e B. Then we have
Pt(B) = P(T~tB) . (12.8)
A phase distribution is called stationary if for all t, all A e ft
Pt(A) = P(A) . (12.9)
The statistical average, or expectation, of any functional of the

phase, F(u), is given by the Lebeague-Stieltjes integral
236
(12.10)
F = F(u) P (du)
where Pt(du) denotes the "differential" of the probability function Pt.

Note that P is in general a function of time, unless the phase distribu¬
tion is stationary. Also, from (12.8) we have the identity
F = F(u) P (du) = F(u ) P(du) (12.11)
Examples of important phase functionals are given by
F(u) = u u dx (12.12)
a a
which is the total kinetic energy of the flow, and
F(u) = y u n dx (12.13)
a,3 ~
R
which is the total energy dissipation per unit time in the entire flow.
The scalar product of two real vector fields, v(x) and s(x) in R is
defined as
(r ■ s) s dx = v s dx (12.14)
a a
R
Now, consider an arbitrary continuous vector field y(x) in R + B, and

consider the phase functional
i (yu)
e ~ ~ (12.15)
The average of this phase functional, denoted by is then given

by
0i(y-u)
$(y,t) eUy'uJ Pt(du)
1 P(du) . (12.16)
R
237
which is a functional of the arbitrary vector field y(x) in R

and an ordinary function of time, is called the characteristicfunctional
of the phase distribution. For a fixed time, <s>(y) is the functional
analog of the characteristic function of a finite-dimensional proba¬
bility distribution.
Since y(x) is a real vector field, we have
-i(yu) t
$ (y,t) = P (du) = §(-y,t) 02.17)
Also, applying incompressibility to the characteristic functional.
9(y + grad <|)j = <$>(y)

(12.18)
for any single-valued scalar field §(x) in R + B which vanishes on s.

This follows since
fgrad <j>,u) u dx
J a a
R
<j> j u dx + d> u dx
a a ~ J T a, a ~
R R --*-
= 0
u dS = 0 (12.19)
n n
R B
where we have used the divergence theorem. Note that if B is an impene¬

trable wall (u = 0 on B), we can remove the restriction that <h(x)
n ~
vanishes on B.
In the case of the characteristic function d>fy J of a finite number of

random variables y., it is well known that successive derivatives of
4>(y ), evaluated at y = 0, furnish successive moments or correlations of
the distribution, i.e..
■n
= T X„X (12.20)
aA6 Xu>
y=0
A similar result is true for successive functional derivatives of the

characteristic functional <b(y,t). Since
238
i (yu) (12.21)
$(y,t) = e
then, by functional differentiation,
--;—rr~ = 1 u e
(12.22)
dy (x)dx } a
a ~ ~ fi
and, in general
n
3y (x1)d\ldya(x2)dx2...dy (xn)dxn
(12.23)
Thus, all spatial correlations of the velocities can be extracted from

the characteristic functional by
(12.24)
Of course, all correlations of this form are functions of time, unless

the distribution is stationary.
As in the case of ordinary characteristic functions, there is a

unique correspondence between the characteristic functional and the
probability law given by P*(du).
12.2 The Functional Differential Equation for Phase Motion

We now seek a description of the time evolution of the characteristic
functional using the differential description of the phase motion given
by the Navier-Stokes equation, (12.2).
Toward this end, Hopf considers the simpler case of an ??-dimensional

u-space, u = (uj, -, u ), and a differential law of phase motion in
the form
du \)
v = 1, 2, .., n (12.25)
239
where Q is a polynomial in the Uy). Then, the characteristic function is

given by
lu u ,
$(y3t) = e V~VPt(du) (12.26)
We assert that the characteristic function satisfies the linear partial

differential equation in operator form,
H-'U,
3t ' ^ “v "*v 'f3y (12.27)
The proof of (12.27) is as follows, From (12.11) we have the alternate

form of (12.26):
t
12 J U
i yj'
u ot a .
$(y,t) = e P(au) . (12.23)
ft
Then,
. t • t
r 3u u
3<j) v a a ^ ., ,
= 1 (12.29)
3t \ 3^ 6 P(duJ
ft
But, using (12.25) in (12.29) gives
3d> , Ml U
Qv(ut) e “ “ P(du)
3*
f ly u ,
= iyv \ Qv(u) e a “ P (du)
n
12j u
â a
= iij Q (u) e (12.30)
v ~
However, since Q (u) is a polynomial in the w , and
-7
_2_3 <p_
iii u
Ja a
u ur u
a p O) •m 3wn ... 32/ 6
1
it follows that
240
1M !i » „ ■>£/ u
_ , , Ja a , 3 ^X-) e “ “ = Q hl3y.
Qv(u)e = (j^ 13 y v T3J/V
sn
(12.31)
which completes the proof of (12.27).
Hopf argues that we can apply the sane methods for the characteristic
functional, using the law of phase motion
8 m
M„M _-fUU nn ~ P (12.32)
6a, 6 H a, 66 ,a
The sum over the discrete index v in (12.27) now generalizes to the
integral of the continuous "index" x over the entire region R, and the
ordinary partial derivatives in (12.27) generalize to functional
derivatives. This results in the linear second-order functional differ¬
ential equation
3$ 9 _3^J>_ 32_3$ 3n
y (x) 3a^ dy^(x)dx 3yjx)dx + y tyjxldx 3â ’
at ''a, ~
R
(12.33)
where * = v(y;x,t) is an auxiliary quantity corresponding to the pressure,
and is a functional of y(x), and an ordinary function of x and t. n is

uniquely determined by $, just as the pressure p is uniquely determined
by the instantaneous phase u(x).
Mote that Hopf does not give a direct derivation of the $ equation,
(12.33), but instead relies on the analogy given above. In the next
subsection we have constructed a direct derivation of the $ equation.
Using the unique decomposition of the field y(x) given by
y(x) = y(x) + grad <(>
div y(x) = 0 yn = 0 on B (12.34)
the pressure functional n can be eliminated, giving the $ equation in

the form
3$ • _
_aii_ dx
31 3y (x)dx 3y (x)dx + u 3^08^0 sy (x)dx)
p ~ a ~ 6 6 a -
R L
(12.35)
241
The equation, (12.33) or (12.35), offers a direct differential descrip¬

tion of the time evolution of the phase distribution.
For sufficiently smooth boundary values, we may expect that <b(y) will
be functional differentiable to any order, and hence $ will possess a
Taylor expansion
$ = $o + 41 + $2 + ... 9 (12.36)
where $n i s a regular homogeneous functional of degree n, and
$° = o
K fx1. .x1) y (xl)...y (xn) dx1... dxn (12.37)

a. . . u> ~ •'a ~ •'to ~
R R
where the kernel K by means of the Taylor theorem for functionals is given
by
3n$
K (xl. . .X71) = —r (12.38)
a. .. a) ~ ~ n!
3y (xl)dx1.. 3y (xn)dxn
y=0
From (12.24), we see that the kernel K is just
.n
K (xK..xn) = —-r U (XU) (12.39)
a... a) ~ n\ a ~
Thus, the kernels in (12.37) are determined by the set of spatial

velocity correlations of all orders. Inserting the Taylor series for $,
(12.36), into the $ equation, (12.35), and equating terms of same degree,
gives rise to the set of equations
_ d2$n+1__ + 32_3$W
dx
g g(x)dx dyafx)dx y 3x^3Xg 3y^(x)dx
(12.40)
in terms of the correlation functions. Thus, there is a one-to-one

correspondence between solutions to the $ equation and solutions of the
infinite set of correlation equations, (12.40).
Hopf points out the difficulty in applying (12.40), in that the

correlation $n+1 appears in the equation for $n. He feels that only
$2, and perhaps $3 are manageable. However, he makes no attempt to
242
investigate these equations.

lie have treated the case n = 1 in (12.40) (see subsection 5), and
have found that it yields the Reynolds equation of classical turbulence
theory.
3m _ g _ g2 _ 3 —-t 3p
-- U U' - tT— (12.41)
3t + WB 3x^ Ua ~ y SaJgSiCg Uql 3a;. a 3 3x
6 a
where
(12.42)
a a
and u'u' is the well-known Reynolds stress tensor.

a 3
It is also carried out in the case n = 2 (also in subsection 5), which

vields the equation
RR
+ y (xl)y (x2) T—— u (xl)u (xl)u (x2)

7
dxD a ~ 3 ~ Y ~
■ 3
32 dxldx2 = 0. (12.43)
. . u (x1)u (x2)
3a;.3a;„ a - y ~
Examining the ^-equation, (12.35), we see that for a very large y, the
frictional term dominates, and the ^-equation can be approximated as
3$_ _ (12.44)
y (x)
3t Zx.dx 3y (x)dx ~
3 3 a ~ ~
Physically we know that in a given flow problem, with fixed boundaries,

the solution of (12.35) will tend to a stationary value corresponding to
a single point in w-space (q), i.e., laminar flow.
For y below some critical value, we know physically that the flow does
not tend to a single point in phase space, but rather converges to a
stationary distribution, P*(du) -* P(du) as t -* ~ (again, for stationary
boundary data). This state of "fully developed" turbulence will be
governed by the ^-equation for y -> 0, t i.e.,
3Z$ (12.45)
y (x) t— -) dx = 0
‘'a ~ 3a:„ dy ^(x)dxdy ^(x)dx
243
12.3 Derivation of the ^-Equation
The Navier-Stokes equation, (12.2), gives
3u
-n + = Q(u) = - M U - + VI U -n - V (12.46)
« ~ 6 a, 6 a,ee F,a
Then,
Pu(du)
Pt = (12.47)
(y,t)
Hence,
3$
3t ' i (y, ff-; eirr^ prdu;
3w
= i ry, g^; eir^'~; p*^;
= i (y, Q(u)) Pt(du)
= i iaQa(u)dx] P^rdw;
•
= i y $aa<; pt(du)\ dx (12.48)
R -ft
Now, using (12.46), we have
,i(y,u) pk(du) = i(y

Q (u.) e -u.u D + V u 00 - P pt(du) .
a ~ 3 a, 6 01,33 ,a
ft u
(12.49)
Consider (12.49) term by term; namely,
u.u q eU^,U~} Pt(du) = (u.u ) Pt(du)

3 a, 3 ~ J 3 a , f5
ft
244
3
UgU. eUU>u~} Pt(du)
3a:. 6 a
3 i(y,u)j Pt(du)
3a;,. M6 i 3y (x)dx e
3 3 3 i (y,u) Pb(du)
idy n(x)dx idy (x)dx
9a:fi • Ja ~
1 & ~ ~
iUU^) Pt(du)
dx^ dy^(x)dxdyJxldx
32$ (12.50)
Sa:^ dy^(x)dxdya(x)dx
Furthermore,
i(y,u) -nt,j , 32
u eUy~,v:) Pt(du)
"“„,e6 e * - p
,i(y,u) pt(du)
= y i dya(x)dx
3Vxe
l 3Z_3 Uy,u) pt(£u)

i dx0dx0 dy (x)dx e
6 6 a ~
1 32 3$
(12.51)
1 3a:„3x„ 3y (x)dx
6 6 a ~
and
p eUy>uJ Pt(du) = j g|- ir , (12.52)

**(*)-£-
ot
where we define the pressure functional as
TT = 1 p eUy~^} Pt(du) (12.53)
Usina (12.50), (12.51), and (12.52) in (12.49) and (12.48) gives the
^-equation, (12.33), i.e..
245
3^ j _3__ 32_3$ 3tt

31 \(x) 3x 3y (x)dxdy (x)dx y 3x.3xQ 3y (x)dx dx .
3x
. p 8 3 a ~ ~ a
(12.54)
12.4 Elimination of Pressure Functional n from the

^-Equation
Equation (12.33) can be written in condensed form as
3$
y (x) F dx (12.55)
31 a ~ a
R
where
_3_3£$_ 32_3$ 3tt

F = (12.56)
a 3x 3y (x)dx'dy (x)dx + y 3x03x_ 3y (x)dx 3x
p p ~ ~ a, ~ pp cx ~ aJ
<i u,y dx
But, since $ = E e R
i 1 u.y dx
3$ R ~ ~ ~
= E i u (x) e (12.57)
3w (x)dx a ~
•'a ~
i J u3y dx
32$ R
= E - u u„ e (12.58)
dy (x)dxdy (x)dx a 3
4 i u,y dx\
R
7T = i E ip e (12.59)
So,
j 1 u,y dx
R
F = E 1 - un u „ + y u nr, - V?,aj e (12.60)
a 3 a, 3 a, 38 " !
But
Va,B + yUa,B8-p,a = «a,t >
and
(u ,) = (u ) , = 0 (12.61)
a,t ,a a, a
246
Since ua is a solenoidal field, so Fa is a solenoidal field. Also,

since we'have stationary boundary data for u on B, un,t = 0 on B,
F = 0 on B. Thus, we have
n
F = 0 on B (12.62)
F = 0 in R + B n
a, a
Then, introducing
y = y + grad <j> y = y + $
\,a
y = 0 on B (12.63)
y = 0 yn
J ql3 a
equation (12.61) becomes
3$_ (y +6 ) F dx = y F dx + d> F dx (12.64)

3* 10a ja a a ,a a
R R R
But, using (12.62) and the divergence theorem,
<f> F dx = ($ F ) dx = F dS = 0 (12.65)
,a a a ,a n n
R
Also, considering only the last term in F , we have, using (12.63) and
* a
the divergence theorem.
•
y tt dx = (y ttJ dx = y v dS = 0 (12.66)
ua 3a nn n
R R B
Thus, considering the remaining terms, (12.64) reads
8$ . 3 3Z$ 3$
y (x) dx
dt -'a ~ 3a; ty (x)dxdy (x)dx u 3a; 3a; 3y (x)dx
6 6 6a
(12.67)
which is the desired result.
12.5 Forms of the Correlation Equation for n=1 and n=2

Consider the equation
247
3$ 2«n+1
3Z$ 32 3$^ 3 it
y (x) dx.
31 •'a ~ dy (x)dx^y (x)dx + y 3a;.3a;_ 3u (x)dx ~ 3a;
R p ~ ~ a ~ B B a ~ ~ a
(12.68)
Then for n = 1 it follows that
$1 = K (x) y (x)dx , (12.69)

a ~ •'a ~ *
3$
X (x) = = i u (x) , (12.70)
a ~ 3y (x)dx a ~
Ja -
4*1 = 1 u (x) y (x) dx (12.71)

a ~ â ~ ~ ’
R
3 u (x)
3$ _ . 3 a ~
u (x) y (x) dx = i do; , (12.72)
3t 1 dt a ~ •'a ~ 31 “a
R R
3$!
= \ u (x) (12.73)
3w (x)dx a ~
a -
also,
2 = X ofa;1,^2,) t/ (xl)y (x2) dxldx2 , (12.74)

Otp ~ ~ ’a~
Ct ~ D ~ ~ ~
RR
X (x1,x2) = - -5- u (x 1)ua(x2) (12.75)

aB ~ ~ 2 a ~ B ~
4>2 = - 4 zWarÛgte2,) yJxl)y^(x2)dxldx2 , (12.76)

RR
3<^ (12.77)
u (xl)u0(x2) yD(x2)dx2
3u (x)dx a B ~ ^B ~ ~ ’
Ja ~
R
2*2
3^$
= - u (x)un(x) (12.78)
3z/^(x)dxdy^(x)dx a ~ B
248
p(u) eUy~’U~} Pt(du) (12.79)

it = i
\(y,u) pt(£u) _ -j p (12.80)

TT T 1^ = i p(u) e
where p is pressure associated with the mean field, u(x).
Using (12.72), (12.73), (12.78), and (12.80) in (12.68) with n = 1

and grouping under one integral, we have
u (x)
3^ a ~ a + dx .
y (x) u (x)uD(x) - y 3x„8xd• - u a (x)
~
at °a ~ at 3a: „ a ~ 3 - 3 3 a -J
(12.81)
Now, since this must hold for all y^(x) continuous in R B, we may
argue that the integrand in brackets must vanish, i.e.,
dua a —— _ a2 - ap (12.82)
at + 3x„ UaU$ y ax.ax. \ 3x
Now, if we let
U = U + U ' I u' = 0 (12.83)

a a a ‘ a
then we have
a
T- U Ua = T— (u + u') (uo + u')
3xD a 3 8x a a 3 3
3 3
•r- U U. + -- U V
3x„ a 3 3x„ a
3 Ur 3u
Ua 3x„ W3 ' 3x„ “a"
3 u.
_£
where by the continuity equation = 0.
3x^ (12.84)
So then (12.82) becomes

249
8m 3m 3 2u —
_« , 77 « - .. a 3 ——r 3p
3t + MS 3x p y k p - to"p Vb " 3aT ’ (12.85)
P a
which is the well-known Reynolds equation for classical turbulence.
For n = 2 we have the following, (12.76) reads
3$^ 3m a (xl
~
)uD (x2)
B ~
31 n y a (%l)yD(x2)
p ~ dxldx2
~ (12.86)
RR
3$z
m (x)u (x2) y (x2)dx2 (12.87)
3w (x)dx a ~ p ~ p ~
-
A1 so,
$3 = _ -1 u^(xl)u^(x2)u^(x3) y ^(x1 )y ^(x2)y_^(x3 )dx1dx2dx3 , (12.88)

RRR
3$^ i
u (x)u (x2)u (x3) y (x2)y (x3)dx2dx3 , (12.89)
%y^(x)dx 2 a~g~ y ~ f? ~ ^y ~ ~ ~ ’ ' '
RR
2*3
3Z4>
u (x)u0(x2)u (x3) y (x3)dx3 . (12.90)
3ya(x)dxdy (x)dx
R
Mow, using the form (12.40) of the correlation equation, with n = 2,

and using (12.86), (12.87), and (12.90) we have
u ua(x~1)ue(x~2)
RR
+ yjxl)y&(x2) -- M 1 0
(X )U (X1)U (X2)
3iCg a - B - Y
- U ---- M (xl)u, (X2) dxldx2 = 0

3xQ3a;D a ~ y ~
P P
Hence, (12.43) is proved.
In his original work Hopf further discussed quite extensively spatial
periodic flow and free flow for homogeneous and isotropic phase
250
distributions. Furthermore, he presented an exact stationary solution

to the ^-equation for y = 0.
It is perhaps worth noting that the details of deriving the correlation

and spectrum equations from the ^-equations, had not been carried out
previously, and hence the results presented in this book add some new
strength to Hopf's original theory.
Furthermore, it is possible to construct an integral representation

of the general solution to the ^-equation. From this, the integral
representation of spatial correlations are developed, and the problem
of the decay of turbulence, from a given initial statistical state is
treated by iteration on the infinitessimal kernels of these integral
representations.
CHAPTER IV. Magnetohydrodynamic
Turbulence
13. MAGNETOHYDRODYNAMIC TURBULENCE BY

MEANS OF A CHARACTERISTIC FUNCTIONAL
The study of magnetohydrodynamic turbulence, i.e., the study of the
interaction between a magnetic field and the turbulent motions of an
electrically-conducting fluid, was first undertaken in connection with
the implied existence of an interstellar magnetic field. The interaction
between the velocity and magnetic fields results in a transfer of energy
between the kinetic and magnetic spectra, and it is thought that the
interstellar magnetic field is maintained by a "dynamo" action from
turbulence in the interstellar gas, as shown in Section 20.
Modern applications of magnetohydrodynamics in the fields of propulsion

nuclear fission, and electrical power generation make the problem of
magnetohydrodynamic turbulence one of considerable interest to engineers,
since turbulence phenomena seem to be inherent in almost all types of
flow problems.
In this chapter the theory of turbulence in an incompressible, viscous,

and electrically-conducting fluid is formulated probabilistically through
the use of the .joint characteristic functional and the functional calculus
As we saw in Chapter III the theory was initiated by Hopf for "ordinary"
turbulence through the use of the characteristic functional. However,
since we deal here with an incompressible electrically conducting fluid,
i.e., with two interacting fields, we will use the joint characteristic
functional approach.
The use of the joint characteristic functional approach relies upon

the fact that the velocity and magnetic fields are both solenoidal, and,
hence, in the probabilistic sense, are jointly distributed over the phase
space consisting of the set of all solenoidal vector fields. The
formulation of the problem in phase space is completely carried out. The
full space-time functional formulation of the problem as developed by
252
LEWIS and KRAICHNAN [60] for "ordinary" turbulence is extended to

magnetohydrodynamic turbulence.
This approach enables us to generate space-time correlations between

the velocity and magnetic field components rather than merely spatial
correlations as were used in the original Hopf presentation. Dynamical
equations for various order space-time correlations between velocity and
magnetic field components are derived from the joint characteristic
functional by its expansion in a Taylor series, as was done in the
previous section for "ordinary" turbulence. Dynamical relations for the
kinetic, magnetic, and transfer energy spectrum tensors are obtained.
Equations for the one-dimensional kinetic and magnetic energy spectrum
functions in the case of isotropic turbulence are found. Also, conserva¬
tion laws for the energy transfer functions appearing in these equations
are derived. One is the usual law of ordinary turbulence for transfer
within the kinetic energy spectrum, and the other law deals with the
transfer of energy between the kinetic and magnetic spectra.
A solution is found for the joint characteristic functional in the

special case of stationary turbulence with zero viscosity and infinite
conductivity. Another solution also is considered for the joint charac¬
teristic functional, corresponding to the final stages of the decay of
turbulence.
The concepts of Kolomogoroff's equilibrium hypothesis for ordinary

turbulence are extended to magnetohydrodynamic turbulence. The problem
of predicting the form of the energy spectra in the equilibrium range
is taken up. Previous treatments of this problem by CHANDRASEKHAR [61]
and BAUM, KAPLAN, and STANJUKOVICH [62], both based on Heisenberg's
theory of ordinary turbulence, are critically discussed, and it is found
that each has serious defects. New forms for the energy transfer functions,
based on Heisenberg's physical picture, are proposed. These forms are
shown to obey the conservation laws and are judged to better describe
the actual transfer mechanism than forms proposed previously. Using
these transfer functions, the spectrum equations are found to have
solutions corresponding to equipartition of energy between the kinetic
and magnetic spectra in the equilibrium range. These solutions are
shown to lead to the Heisenberg universal form for the spectra in the
inertial and equilibrium wave-number ranges. This is a valid extension
of Heisenberg's theory to magnetohydrodynamic turbulence.
253
Finally, this method, which is presented for the first time in this
book, and which is carried out by THOMAS [63], in addition to its
contribution to the physics of turbulence is also recommended for its
elegance, completeness, depth, and unity, and suggests a framework for
the transfer of the physics of turbulent phenomena to mathematical
analysis.
13.1 Formulation of the Problem in Phase Space

We are concerned with the motion of an incompressible, viscous,
electrically conducting fluid in a region R of a:-space, x = (x^yX^^x^) ^
bounded by a surface B. We assume that this motion obeys the usual
equations of magnetohydrodynamics in the form (using electromagnetic
units)
3u 3 lu
_a 3w
31
+ (u u. h h„) + v 03.1)
a B a ts 3a: 3a:. 3a:,
3 3
3h 3 2h
a g
+ (h u. u h ) = A (13.2)
U a 6 a 3 3a:„3a:
3 3
3u
_o
= 0 (13.3)
3a:
and
3?z
-^T=0 fa,3 = 1,2,3) , (13.4)
CL
where
w = z + i-hh X = h = (■ h (13.5)
p 2 a a 4trr)0 4 T7p
u is a fluid velocity component, Fisa magnetic field component,

g a
p is the hydrodynamic pressure, p is the fluid density, v is the
kinematic viscosity, n is the magnetic permeability, and a is the
electrical conductivity, w is the so-called "hydromapnetic pressure",
which consists of the hydrodynamic pressure plus a "magnetic pressure"
transverse to the magnetic lines of force. X is usually referred to as
254
the "magnetic diffusivity". h is the magnetic field intensity expressed

in the same dimensions as velocity and is known as the "Alfven velocity".
Also, the magnetic permeability is usually taken as its value in free
space in applications, but it is retained in the equations to identify
units.
Equations (13.1) through (13.4) are derived by coupling Maxwell's

equations for the electromagnetic field and the Navier-Stokes equations
for the velocity field. The Maxwell equations are modified to include
the induced electric field due to the fluid motion, and the Navier-Stokes
equations are modified to include the Lorentz force on fluid elements due
to the magnetic field. The so-called "magnetohydrodynamic approximation"
is made, in which displacement currents are neglected in Maxwell's
equations. This approximation is well-founded provided we are not dealing
with very rapid oscillations of the electromagnetic field quantities,
as is the case in the propagation of electromagnetic waves. Linder this
approximation, the energy in the electric field is of the order of 1/c2
times the energy in the magnetic field, where c is the speed of light,
and hence may be neglected. Therefore, we have only to consider the
interaction between the velocity field u and the magnetic field h.
Any sufficiently smooth pair of vector fields {u(x,t), h(x,t)} defined

for all x in R+B and all t in [0,,°°] will be considered a possible phase
history of the flow if each of the fields is solenoidal, i.e., if the
fields satisfy (13.3) and (13.4) respectively. The phase space n is
then defined as the set of all solenoidal vector fields r(x,t) defined
for all x in R+B and all t in [0,°°]. Then, in the deterministic sense,
the entire time history of the velocity and magnetic fields is repre¬
sented by two points in n, one corresponding to the velocity field and
the other to the magnetic field. Equations (13.1) and (13.2), plus the
prescribed boundary conditions for u and h on B, then offer a unique
differential description of the phase in terms of the initial phase
{u(x,0), h(x, 0)}. Given an exact initial phase, this would theoretically
serve to predict the entire future of the phase, and hence the location
of the two points in the phase space n which describe the phase history.
In the case of turbulent magnetohydrodynamic flow, the exact phase

motion is highly complicated, and we could not realistically hope even
to be able to specify an exact initial phase. The important task in
this case is not the determination of an exact phase history given an
exact initial phase, but rather the determination of certain statistical
properties of the phase history. In this sense, the phase history is
255
completely described in terms of a probability distribution. Since the

velocity field u(x,t) and the maonetic field h(x,t) are jointly distrib¬
uted on n, we may use their joint probability function to characterize
this distribution.
Let P(A,B) denote the probability that the point in n describing
velocity field history lies in the region i in n and that the point in ft
describing the magnetic field history lies in the region b in q. p must
then satisfy
P(A,B) = 0 , P(n,Sl) = 1 . (13.6)
Individual maroinal probability functions for the velocity and magnetic

fields are given in terms of p by the relations
P (A) = P(A,Q.) ,
Ph(B) = P(Q,,B) (13.7)
The scalar product of two real vector fields y(x,t) and u(x,t) defined
for all x in R, all t in [0,°°), is defined as
(y,u) = y-u dxdt = y u dxdt , (13.8)
where the integration with respect to x is over R and the integration

with respect to t is over [o3»). This will be true of all integrations
unless otherwise specified.
Now, let y(xyt) and z(x>t) be two arbitrary real continuous vector
fields on R+B, We require that y and z vanish sufficiently
rapidly as t -*■ <» to insure the convergence of the inner products (y,u)
and (z,h). Also, in the case of boundary-free flow, where R becomes the
entire re-space, we must also require that y and z vanish sufficiently
rapidly as |ac[ -> «> to insure convergence of the scalar products. Then
we define the joint characteristic functional $(y,z) of the phase
distribution by
§(y,z) = expfi{(y,u) + (z,h)}) = expfi{(y,u) + (z,h)})P(du,dh) 5
(13.9)
where the overbar denotes mathematical expectation and the integration

is in the Lebesgue-Stieltjes sense. $ is a functional of the argument
256
fields y(x,t) and z(x,t) and may be considered as the functional analog
of the joint characteristic function of a finite 2n-dimensional joint
distribution of the random variables un) and hn)
where the scalar products are (y,u) = yv\, te-jW = v =
In the finite dimensional case it is well known that the characteristic

function serves to uniquely determine the probability law, it beinq
related to the probability density through a Fourier transform. Thus,
for this uniqueness, it suffices to assume that the characteristic
function is absolutely integrable. A corresponding theorem in the case
of the characteristic functional has not to the author's knowledge been
proved, but we may assume that the joint characteristic functional
uniquely describes the phase distribution since, as will become apparent,
this assumption is not crucial to the results of this work.
The usefulness of the joint characteristic functional for our purposes

lies in the fact that successive moments of the phase distribution, i.e.,
successive space-time correlations between velocity and magnetic field
components, are furnished by successive functional derivatives of $. For
example.
= iu (xs t)exp(i{(y,u) + (z,h)})
where- —j denotes functional differentiation [64], and hence
(13.10)
3 = 0
Similarly,
u (xl,tl)h(a:2, tz) *= - (13.11)

CL ~ p ~
3 = 0
and in aeneral
u (xm,tm)h (Xm+1,tm+1)...h (xm+n,tm+n) =
1 m ~ am+l ~ am+n ~
257
i-(m+n) ~m+n
0<£
■*yn (xm,tm)tz (xm+1,tm+1). ,«s (xm+n,tm+n)
al ~ m+1 y=0
am+n
z=0
(13.12)
The left side of (13.12) is just the (m+n)-point space-time correlation

between m velocity components and n magnetic field components.
We can also generate the entire seouence of joint probability densities

or joint characteristic functions for m velocity components and n magnetic
field components from the joint characteristic functional by a special
choice of the argument fields y and z. This approach is derived from
LEWIS' and KRAICHNAN'S [60] for ordinary turbulence. Let vm(F ... i )
denote the probability that e. = u (x° ,t3) = £. + dz . for g =
3 a j' ~ 0 3
and e . = h (x?) = E. + <2e. for j = m+1,...,m+n. Thus, pm are simply
v aj 3 0 rn
the (m+n)th-order joint probability densities. Their joint character¬
istic functions are then given by
m+n
,m.
’3 pm+n^ ■ di. (13.13)
K(pi- eXP %^>Pnai‘ '"> ^m+3^1' 'm+n
and the inverse relations are
m+n
-(m+n)
pX,...,C
cn 1
^ ; = (2k)
m+n .,p m+n
, )dp,...dp ,
1 m+n
0 d-
(13.14)
Now, if we relax the condition that y and z be continuous and choose

the special argument functions y=y, z=% where
m
y (x,t) = l p ^(t-F )K(x-xJ) (13.15)
3=1 3 ~3
m+n
z (x,t) = Y p .<5 <5 (t-t3 )f> (x-aP ) , (13.16)
6~ . L - 3 aS ~ ~
3=m+l d 3
and where 4 is the Kronecker delta, and f>(t) and a(x) are the one- and
aS
3
three-dimensional Dirac delta functions, respectively, then
258
m
(y>u) u (x, t) ( 7 p .<5 _«5 (t-t^ ) <5 (x-zr ) )dxdt
o-l 1 “/ ' ' '
- I (x,t)^>( t-t3 )$(x-x? )dxdt
m
= l p.u (x3 ,t3 ) (13.17)
. , J a. ~
3=1 J
and similarly,
rn-rn
(z,h) = l p .h (x3,t3)
3=m+l 3 “ j
Then,
§(y,z) =expfi {(y,u) + (z,h)})
m . . m+n
= exPH{ l p.u (x3,t3) + l p.h (x3 ,t3)})
3=1 3 °J ~ 3=m+l 3 a3
(13.18)
'''3Pm+n^
From (13.14) we also have
m+n
m/r. -(m+n)
P expf-i l P .£ .)§(y,z)dp , (13.19)
n (z, I—W = (2*} 3 3 _ ~ m+n
3=1
Equations (13.18) and (13.19) give the (m+n)th-order joint characteristic

function and probability density in terms of the joint characteristic
functional $ evaluated at the special argument fields y, z.
The conditions on the joint probability function P in (13.6) imply the

following conditions on the joint characteristic functional $;
$(y,z)\ = 1 , §(0,0) = 1 (13.20)
Also, since y and z are real vector fields, we have the condition
259
= exp (-H(y,u) + (z,h)})
expfi{(~y,u) + (~z,h)}) = §(~y3-z) ? (13.21)
where * denotes a complex conjugate. Equations (13.3) and (13.4), which

express the solenoidal property of u and h, also yield conditions on $.
Let \(x,t) be a single-valued real scalar function on r+b, \_0,<*), which
vanishes on B. Then,
fgrad x,u) u dxdt =

%x a - (xu )dxdt
a ax a ~
= " IX\dsdt = 0 . (13.22)

o B
Similarly, for a single-valued real scalar function p(x,t) on r+b, \_0,

which vanishes on B,
fgrad p,h) = 0
(13.23)
and hence
$(y+grad x^+grad p) = $(y,z) . (13.24)
Note that if un or h , components normal to B, should vanish on B, then

the requirement that x or ^ vanish on B may be removed. (For example, if
B corresponds to an impenetrable wall, then u will vanish on B.)
n '
13.2 ^-Equations in Magnetohydrodynamic Turbulence

We can now derive dynamical equations for the joint characteristic
functional $ from the basic magnetohydrodynamic (13.1) and (13.2). If
we multiply (13.1) and (13.2) by iexpfUfû; + (z,h)}) and then take the
expectation of each equation, we obtain
9u a
i rp exp fi{ (y,u) + (z,h)}) + i (u u - h hJexpfi {(y,u) + (z,h)})
au ^ ^ ~ ~ dX. Ci p Otp
260
3zu
= - i exp (i {(y,u) + (z,h)}) + i v ” exp (i{ fz/jtd + (z,h)}) ,
dX ~ ~ ~ ~ dX ox ~ ~ ~ ~
a P p
(13.25)
and
3h
i exp fi{ (y,u) + (z, h)}) + i (\u& - uJiêxpfHfyû) + (z,h)})
3 2h
= iX -—r^-expfi{(y,u) + (z,h)}) (13.26)
oX n oX. ~ ~ ~ ~
Now, consider (13.25) and (13.26) term by term, making use of (13.12).
3u g\ __
i —2-expfi{(y,u) + (z,h)}) = -r- i u exp(i{(ysu) + (z,h)})
dV ^ d l- QL ~ ~
3
(13.27)
31 fiy (x,t) 3
â ~
i (u u, - h fojexp(i{(y,u) + (z,h)})
dX n CL p QL p ^ ^ ^ ^
= i g^— fuaWg - fr^gJexp (i{ (y,u) + (z,h)})
s2$ ^2$
= - i r , (13.28)
3x Szy (x,t) ty(x,t) $3 (x,t) ?>z a(x,t)
3 •'a ~ ‘'g ~ a ~ 6 ~
1 ^-expritrû; + r^wi; = i w eXpri{fy3u; +
(13.29)
3a;
where n = n(y,z;x,t) is a functional associated with the hydromagnetic

pressure w, and is defined by
R(y}z;x,t) = i w(x,tjexp fi{ (y,u) + (z,h)}) (13.30)

261
32M
1v 3^g3^g exP+ = v 3^3 - exprnr^M; -/- fs^ji;
= V
32 (5$
3VX6 *Va(x3t) (13.31)
Then, similarly.
9/z
3 <5$
1 exp(i{(y,u) + (z3h)}) = ~- (13.32)
31 bz (x,t)
a ~
• 9
1 3^7 (KU& - \h&)exp(U(y3u) + (z,h»)
623> 624>
3*g *ya(x,t)te (x,t)7) , (13.33)
327j
6$
lX 3a; 3x exP dt(y3u) + (z3h)}) = A (13.34)
3a: 3a: 63 (x,t)
6 6 3 a ~
Using (13.27) through (13.34) in (13.25) and (13.26) yields the

equations
3 4$ 3 42$ 42$
3t by (x3t) 3a: by (x,t) by (x,t) 6s (x,t) 6s 0(x,t) ■)
6$
3a:„3a:„ by (x,t)
+ 3a:
n = 0 (13.35)
6 6 a ~ a
3 6$ 3 , 42_ _62$_
31 4s (x,t) 3a: 6s (x,t) by (x,t) ~ by (x,t)bz (x,t)
a ~ p a *" p *** cl ~ p ~
32_6$
- X = 0 (13.36)
3x„3a:n 6s (x3t)
6 6 a ~
Equations (13.35) and (13.36), which we will henceforth refer to as the

"^-equations", offer two simultaneous functional partial differential
equations for the determination of the joint characteristic functional $
and the pressure functional n.
262
The pressure functional n can be eliminated from the $-eauations in

the following manner. Consider the unique decomposition of the vector
fields y and z into solenoidal and gradient fields, i.e.,
3y _
y = y + grad x, = o , yn = o on b
~ a
33 —
z = z + grad ^ = 0 , zn = 0 on B . (13.37)
~ a
Now, we multiply (13.35) and (13.36) by yand z^, respectively, and

integrate over R, Since
-— (y (x,t)Tl)dx = u nds = 0 (13.38)

ya(x~lt) = dx ua ~
a a
this procedure yields the equations
_3_ 4$ a . 42$__ 42$_,

yjx,t) fy^(x, t)ty^(x,t) f>z ^(x,t) fiz ^(x,t)
dt by (xst)
Ja ~
6$
- V ■) dxdt = 0 (13.39)
dXn'dx 4j/ (x,t)
Ja ~
and
z (x.t)
,_3_ 4$ 3 ._4f$_ _ 42$_.
a - 3t (x,t) Sx„ 4 z (x,t) f>y „(x,t) 4w (x,t) %z .(x,t)
a ~ 3 a ~ ~ ~ 3 -
4$
■) dxdt = 0 (13.40)
3a;n3a;n 3s (x,t)
3 3 a -
Equations (13.39) and (13.40) will also be referred to as the $-equations
An important aspect of the theory of turbulence is the case of homo¬

geneous turbulence. In the present formulation, homogeneous magnetohydro
dynamic turbulence requires that the flow region R be the entire ar-space
and that u(x,t) and h(x3t) be stationary random functions of the space
variable x. This stationarity may be defined in terms of the probability
function p by introducing the translation operator L,
Lau(x,t) = u(x+a,t) (13.41)

263
Then, the phase distribution is homogeneous (i.e., « and h are stationary

random functions of x) if p is invariant under all translations L u, L h.
From (13.3) and (13.9) we see that p is homogeneous if and only "
if
= *(y>zJ (13.42)
for all a and b. Equation (13.42) expresses the condition of homogeneity

in terms of the joint characteristic functional $.
13.3 Correlation Equations

For sufficiently smooth boundary data, we may expect that §(y,z) will be
functionally differentiable to any order, and hence will possess a
functional Taylor series expansion [64] in the form
(13.43)
where is a regular homogeneous functional of degree n oiven bv
$° = 1
$,n — . ^(x1, tl; ... ;xn, tn)dxldtl... dx1 dtn , (13.44)
where the kernel f?1 is given by
f^-^rr (yjz3 ,tC)

— ft
+ z (x3 , t3 ) TV>$
3=1 3 Sy'a(x3,t3) Sz'(x3 ,t3 ) y' = °

a .-
3 3
z' = 0
(13.45)
where y' and z' are the arguments of $. Thus, we see that the kernel Z1
will involve all of the various nth-order correlations between the
velocity and magnetic field components.
The pressure functional n will also possess a functional Taylor

expansion
n = n° + n1 + n2 + . . . + Jin +.. . 9 * (13.46)

264
where
nn = |... | Ln(xl,t'; ...xn, tn)dxldtl... dxndtn , O3'47)
and where the kernel Ln is given by
Ln = ^ JJ (y (JJ) ■f s (x3 ,t3) ■)Tl

a
f>y'(x° ,t° ) 3 $z' (x^ ,t^ ) l' = 0
a
J 3 = 0
(13.48)
and again y' and s' are the arguments of n.
Upon inserting the Taylor series expansions for $ and n, (13.43) and
(13.46)into the ^-equations, (13.35) and (13.36), and equating terms of
the same degree in y and 2, we arrive at the infinite system of equations
n+1 n+1
_3_ 3$ 3 42$‘ 42$
3t 4y (x,t) dXr 1 by Jx,t)?iy ^(x,t) ?>z^(x, t) 62 fx, t j'
° CL ~
32 4$n + _3_ nn-I

n = 1,2, ... , (13.49)
3a;g3x6 Syjx,t) 3^
and
n+1
4$ 42<3> ^n+1
3t 42 (x,t) 1 3x. 14b (x,t) 4bn(x,t) 4y (x, t)42.(x,t)‘
a ~ 6 a ~ 6 ~ â ~ 3 ~
44>
= 0 , n = 1,2, ... (13.50)
3a;„3a;„ 42 (x,t)
6 3 a ~
Equations (13.49) and (13.50) represent an infinite system of

equations for the various order space-time correlations between velocity
and magnetic field components. Thus, ^-equations, (13.35) and (13.36)
are formally equivalent to the infinite set of dynamical relations for
the space-time correlations. These equations form an important part of
turbulence, and are usually derived by multiplying (13.1) and (13.2) by
velocity and magnetic field components at various space-time points and
then averaging (i.e., taking expectations of) the resulting equations.
We may note that in (13.49) and (13.50) the nonlinearity of the basic
magnetohydrodynamic equations, (13.1) and (13.2), results in the fact
that the equations for $n involve $n+7, i.e., the equations for nth-order
265
correlations involve correlations of order n+l. This, of course, leads

to the well-known "closure problem" or turbulence theory in which, under
restricted conditions such as isotropic turbulence, higher-order correla¬
tions are either neglected or related to the lower order correlations
through a hypothesized relation in order to form a closed, deductive set
of correlation equations. This approach will be discussed further in
this chapter.
The actual details of the Taylor expansion of $ and n and the deriva¬
tion of correlation equations from (13.49) and (13.50) have been carried
out for n = 1, 2, and 3. This work appears in Appendix A. The resulting
correlation equations are
0 __g __
Uua(x’t} + 3 ^ (ujx,t)u^(x,t) - hjx,t)h(i(x,t))
" V 3^7ua(x’t} + dr w(x’t} = 0 * 03.51)

p p a
6 p
32
~ X teJZT h(&t} = 0 ’ 03.52)
. Ua(xl ,tl )u (x2,t2) + —(u (xl,tl)u (xl3t1)u (x2,t2)

St1 p 3a;1 ' B ~
2
- h(Tc1,tl)h (x1,tl)u (x2,tz)) v - U (x1,tl)u .(x23t2)
a ~ y „ p ~
SxW a ~ e ~
Y Y
+ —— w(xl} 1l)ua (x2, t2) = 0 (13.53)

3*1 ~ 6 ’
a
—— u (xl,t^)h (x2,t2) + (u (x1,tl)u (xl,tl)h0(x2,t2)

a ~ Y~ S~
3t1 a ~ B ' S*1
Y
- ha(x1,tl)h^(x13tl)h^(x2,t2)) - v-u (xl,tl)h (x2,t2)

dx'dx1 a ~ 6 '
Y Y
+ —— wfx^, t1 )h D(x2, t2) = 0 , (13.54)

Zxl ~ 6 ~
a
266
— h (x* 13tl)ua(xz3tz) +— (h (xl3tl)u (xl,tl)u (x2,tz)

St1 Sx1
u (xl,tl)h (xl,tl)u (x2,t2)) - A —— ha(xl,tl)u&(x2,t2) = 0 ,

Sx^1
Y Y
(13.55)
——h_(x^3t^)ha(xz3t2) + —— (hn(x^ 3t^)u^(x^3t^)h^(x23t2)

U1 3xJ
32
(xl3tl)h (x1,tl)h (x2,t2)) - A h (x13tl)h (x2,t2) = 0 3
i ~ y ~ p ~ Sx^l a ' 8 ~
Y Y
(13.56)
u (xl3tl)ujxz3tz)u (x'i,tz)
a ~ p ~ Y ~
St1
- (u (x13tl)ujxl3tl)u (xz3tz)u (x3,tz)

3x1 a ~ * ~ 8 " Y ~
- h (xl,tl)h (xl,tl)u (xz,t2)u (x3,t3))

a ~ o ~ p~ Y ~
v —2 -U (xl,t1)uo(x2,t2)u (x3,t3)
3xl3xl “ ' 8 ~ Y ■
+ -^—w(xl3tl)u (x2,t2)u (x3,t3) = 0 , (13.57)

3x1 ~ 3 ~ Y “
a
—u (x13tl)u (xz3tz)h (x3,t3)

3tl a ~ e - Y ~
■f - 6m (xl,tl)ux(xl3tl)u (xz3tz)h (x3,t3)

3x1 01 6 ~ 8 " Y ~
O
- h (xl3tl)hx(xl^tl)u (x23t2)h (x3,t3))

a ~ 6 ~ p ~ Y ~
267
—--U (xl,tl)u (xz,tz)h (x3,t3)

Sx^Sa;1 “ 6 ~ y ~
r> 6
+ ~ w(xl,tl)u (x2,t2)h (x3,t3) = 0 (13.58)

3a;1 p ~ Y ~
a
+ ~ (u(xl>t1)u (xl,tl)h (x2,tz)h (x3}t3)

3a;1 01 ~ p ~ Y ~
- ha(x1,t1)hf.(x1}t1)h^(xz,tz)h^(x3,t3)
5 6
+ ~— wtx1, t3)hD(xz, tz)h (x3,t3) = 0 , (13.59)

3a;1 ' 6 ~ y ~
a
—h (x1 jt1 )ua(xz,tz)u (x3,t3)

ul p ~ y ~
(h (xl,t1)uJxl,tl)u (xz3tz)u (x3,t3)

06 ~ o ~ p ~ y ~
- zWx1., t1,)^ (a:1, )u^ (xz, tz)u^ (x3, t3))
- A —-——h (xl,t1)u,(xz}tz)u (x3,t3) = 0 , (13.60)

Sxhx1 “ ~ @ - Y "
—^— h (xl3ti)u (xZj,tz)h (x3,t3)

3*1 a ~ e - y -
3
+ (h (x3,t3Jw.fa;1jt1 )u„(xz,tz)h (x3,t3)
a ~ <5 ~ 3 ~ y ~
3a;1
268
- u (x1,tl)hJx1,tl)u (x2,t2)h (x3,t3))

a ~ o ~ p ~ Y ~
_ X 92— h (x\t')uQ(x2,t2)h(x3,t3) = 0 , (13.61)

3*i3*l “ " 3 ~ Y "
6 0
-2-h (x\t3)hR(x2,t2)h(x3,t3)
3*1 “ " 3 ' Y '
+ — (h (xl,t1)u (x1,t1)h (x2,t2)h(x3,t3)

3*1 “ ~ * " 3 " Y '
0
- u (xl,tl)h (x1,tl)h (x2,t2)h (xz,t3))

a ~ o ~ p~ Y~
- a —-—— h (xl,t^)h (xz3t2)h (x3,t3) = 0 . (13.62)

3*13* i a ' 3 ' Y '
0 0
The correlations (13.51) through (13.62), and perhaps higher-order

equations, form the basis for deductive theories concerning the correla¬
tions. In order to obtain information from them, they must be simplified
with respect to their multi-point dependency, and assumptions must be
made to form a closed system of equations.
In the case of isotropic turbulence, the theory of invariants may be

applied to these equations, thus reducing them to equations for the defining
scalar functions of the various correlation tensors. This work has been
carried out by CHANDRASEKHAR {[65], [66]} who finds equations analogous
to the von Karman-Howarth equation in ordinary turbulence and invariants
analogous to the Loitsiansky invariants in ordinary turbulence.
As for the methods of closure for the system of equations, possibly

the best-known is the so-called "quasi-Gaussian" approximation for
isotropic turbulence, in which fourth-order correlations are related to
second-order correlations as in a joint Gaussian distribution. This
approach, which is often used in ordinary turbulence, has been extended
to magnetohydrodynamic turbulence by ROBERTS and TATSUMI [67], TATSUMI
[68], and BETCHOV [69]. CHANDRASEKHAR [70] has also used this method
in the special case of stationary isotropic turbulence. As pointed out
269
by HOPF {[58], [59]} with respect to ordinary turbulence, the quasi-

Gaussian approach can be formulated directly in terms of the character¬
istic functional approach by expanding the joint characteristic functional
in a Bruns-Charlier series. This is equivalent to an expansion in
cumulants, and the quasi-Gaussian approximation is achieved by neglecting
the fourth term in the expansion, $4, in the equation for $3. In the
present case, the joint characteristic functional would, of course,
require a two-dimensional Bruns-Charlier expansion.
Another approach to the closure problem is simply to neglect the

(n+1)th-order correlations in the equations for the nth-order correlations.
This approach gives higher and higher order approximations to the effect
of the inertia and coupling terms in the dynamic equations as n increases,
and hence predicts the form of the correlations for increasingly longer
periods before the final stages of decay. This approach has been carried
out for ordinary turbulence for as high as n = 3 and n = 4 by DEISSLER
{[71], [72]}, but apparently not for magnetohvdrodynamic turbulence
except in the case n = 2 (CHANDRASEKHAR [65]). In our current formula¬
tion this method corresponds to truncating the Taylor series expansion
for $, (13.43), at some $n.
Other modern approaches to the closure problem involve stochastic

models in which fictitious couplings are introduced between members of an
infinite ensemble of flow systems. One such approach is the well-known
"direct-interaction" method of KRAICHNAN [51]. This approach deals with
correlations between Fourier components of the velocity and magnetic
fields, i.e., with the spectrum equations. The method has been applied
to magnetohydrodynamic turbulence by KRAICHNAN [50] and refined by
RICHTER [73]. Further work using this method is currently being carried
out.
Other closure methods dealing with the spectrum equations, such as

Heisenberg's theory, have been applied to magnetohydrodynamic turbulence.
We will discuss these closure methods in Section 16.
For a complete review of the various closure methods, see KRAICHNAN

[74].
14. WAVE-NUMBER SPACE

14.1 Transformation to Wave-Number Space
In the case where the flow region R is the entire x-space, i.e.,
boundary-free flow in an infinite fluid medium, the ^-equations can be
270
transformed into wave-number or k-space by means of the following Fourier
relations.
y (x,t)e ~dx , y (x,t) r (k,t)e^‘X~dk ,

r (k,t) = m ~ CX
a ~ 3
(2n)
(14.1)
z (x,t)e ^'~dx , z (x,t) s (k3t)e^'X~dk

s (k,t) = a ~
a ~ a ~ ~ a ~ (2n) ■
(14.2)
r (k,t) y (x,t)e 4~'~dx , y (x,t) r (k,t) s'~ ~dk ,

a - (2n) 3 J
(14.3)
— , , ik-Xji
s (k,t) z (x,t)e ~dx , z (x,t) s (k,t)s ~ ~dk ,
a -
a ~ (2-n) 3
(14.4)
v (k,t) = u (x,t)e ~dx j u (x,t) = v (k,t)e^‘~dk ,

3 a - ~ ct ~ a ~
(2m)
(14.5)
g(k,t) = h (x, t)e ~ %dx , h (x,t) = g (k,t)~ .

a ~ ~ a ~ â ~
(2-n) :
(14.6)
The integrals in (14.5) and (14.6) must be interpreted as stochastic

Fourier integrals. Difficulties arising in this interpretation are
dispelled in the process of taking expectations in deriving the new
^-equations.
In the case of homogeneous magnetohydrodynamic turbulence, where

u(x,t) and h(x,t) are stationary random functions of position, the
Fourier integrals in (14.5) and (14.6) do not converge since in this
case u and h are neither periodic nor absolutely integrable. The methods
of surmounting this difficulty are well known in turbulence theory and
involve taking Fourier transforms of truncated forms of u and h, or else
considering u and h to vanish outside of a very large cube (-L = x = L).
~ ~ a
The Fourier transforms of the truncated forms of u and h do not converge
271
in the limit, but in this form Fourier integrals corresponding to second

and higher-order moments do converge and are meaningful. Since the
assumed forms (14.5) and (14.6) lead to correct results, we will retain
these forms, keeping in mind their proper interpretation in the case of
homogeneous turbulence.
Since u and h are real vector fields, we have
v*(k3t) = uj,x,t) e1'- ~ dx

(2-n)'-
1
u (Xj t) e ^ ■dx = v (~k,t)
a 04.7)
(2n) 3
and similarly.
g*(k,t) = gJ-Kt)
(14.8)
where * again denotes a complex conjugate.
The scalar product of two arbitrary vector fields m(k,t) and n(k,t)
in fe-space, t in [0,°°), is defined as
{m,n} m(k,t)-n*(k,t)dkdt (14.9)
the integration on k being over the entire fc-space and the integration
on t being over [0,-). Using (14.1) through (14.9), we then have
(y,u) y (x,t)u (x.t)dxdt

a ~ a ~
ik^’X
r (kl,t)e ~ ’■dkl) (v (k2jt) e' ~dk2)dxdt
a ~ a ~
(2-it)
x, t k1 k2
1 i(kl+k2)-
r (kl,t)v (k2,t)(■ *dx)dkldtdk2
) J a ' a ~
(2i1) 3
kl,t k2
r (kl,t)v (k2,t)f>(kl+k2)dkldtdk2
J ) a ~ a ~ ~
k\t k2
272
r (k13t)v (-kl3t)dkldt v (kl,t)v*(k13t)dk1dt = ir3v} 3

a ~ a ~ a ~ a ~
kl ,t kl, t
(14.10)
and similarly
(14.11)
(z3h) = {fjgl
Hence,
<b(y,z) = expri{yjwj + (z,h)}) = expfi + {s,g})) = ‘Ji'rjSj >
(14.12)
where the last step may be taken as the definition of the joint character¬
istic functional in the fe-space formulation.
Using the relations (14.1) and (14.2), we can relate functional

derivatives with respect to y and z to functional derivatives with
respect to v and s. First,
4$ br^Ckjt) 4$
4$ dk = e^-’-dk (14.13)
<5w (x3t) fir0(k3t) $y (x3t) 4:r (k,t
ua ~ p ~ ex ~ a -
and then
4/ 4$
f)yjx,t)f>y^(x,t) f)y^(x,t) by Jx,t)
, 4r (k2,t)
= M
4r J
—■>
(k23t)
<
4$
4r (kl,t)
^ *x~dki; . r ~
f>y (x,t)
dk2
k2 ^ ~ A a
= ' -5!*- e-U^^2)'X~d^dk2 , (14.14)

> 4r (kl,t)$r (k2,t)
k' k2 a ~ 3 ~
etc. Using these results, the ^-equations with the pressure term
eliminated, (13.39) and (13.40) may be transformed into the k-space
formulation term by term as follows.
273
<5$ -i
^tjy Tx,t) *-dt =
3* ^ <5p (k3t) e ~~dk)dxdt
xj t ar3 t a ~
3 4$
31 iSp (k,t) yjx,t)e ~'k'~dx)dkdt
k3 t a ~
k, t
(14.15)
k3t a ~
and similarly
z*(x~>t} itTz~Tx3t) dt = . (14.16)

a ~ sJ^t} TtWlk3t) dkdt
x, t k3t a '
hn^}k)v ■„■ 8a xTTT —TT dxdt

a ~ 3^3^ ~
X, t
y (x3t)v -—— -ik-Xjj . , ,,

a - 3x„3x <5p (k3t) e ~ ~dkjdxdt
x, t Si a ~
yjx,t)v (
k&kZ fir 7k3t) ^^'-dkJdxdt
a ~
x31
vkk y (x3t) e i~ xdx)dkdt

6 3 Sr n (k3t)
~ 7 Ja ~ ~
k, t
r (k3t)vk0k0 . -n dkdt , (14.17)

a ~ 3 3 4r (k,t)
k, t
and similarly.
z (x3 t) X — “T—. dxdt

a ~ dx dx F)Z (x,t)
3 a
x, t
s (k,t)\kk , dkdt (14.18)
a ~ 3 3 os (k3t)
k3 t
274
4Z$
y3xg ^ya(cc,t)tyR(x,t) ^dt
xj t
—_e-Uk~l+1±2)'X~dkW)dxdt
= 1
ya(x~’t} ^7 r 4:r (k1 ,t) 4:r (k2,t)
X, t
k> k*a ~ 3 ~
4Z$ f 1 (\1+h2) ‘ ldk2)dxdt

y (x,t)( (k\+k2J
Ja ~ 4r (kl,t)f>v(k2,t)
x, t
kl k2
4Z§ y (x,t)e~Ukl+kZ)'X~dx)dkldtdk 2
(kl+k2J
B 6 4r (kl,t) f)V (k2,t)
a ~ p ~
fc2
dkldtdk2
4ZS> . (14.19)
r (kl+k2, t)(k\+k2) —
, ) * ~ ~ 3 e fir (kl,t)Kr (k2,t)
kht k* a - 6 -
The remaining terms in (13.39) and (13.40) will transform similarly to

(14.19). Thus, using (14.15) through (14.19) in the $-equations, (13.39)
and (13.40), we arrive at the new $-equations in the 7c-space formulation:
ra(^t)(ii + VW 4r ?k,t) dlidt ~

k, t
4Z§
r (kl+k2,t)(kl + k2)(-
7l' a ~ ^ B 4r (kl)br (k2,t)
kl,t k2 a - B ~
-2-2--) dkldtdk2 (14.20)

4s (klyt)?>s (k2,t)
a ~ p ~
and
4$
s (k, t) f-Jr + kkak ) 4r (k,t) dkdt =
a ~ dt p p
a ~
k, t
_42$
s (kl+k2}t)(kl. + k2)(-
J
01 ~ p P
f>s ^(kl ,t)fiv ^(k2 ,t)
k^3t k2
275
—--—) dk^dtdk2 (14.21)

Sr (kl,t)Ss Jk2}t)
CX *** p ~
It is desirable to change the functional derivatives with respect to

r and s in (14.20) and (14.21) to derivatives with respect to 7 and 7,
so that only 7 and 7 appear as argument fields in the equations. To'

accomplish this, we first note that r and v, and s and 7, are related by
the Fourier transforms of (13.37), i.e..
_ k-r(k,t)
r(k,t) = r(k, t) - — ~ ~-& k-r(k,t) = 0 ,
\k\2 ~
_ k-s(k,t)
s(k,t) = s(k,t) - ~2—k , k-7(k,t) = 0 , (14.22)
\k\
or
r (k,t) = (S -) r^(k,t) k v (k,t) = 0 ,

a a3 a a ~ J
k kD
a 3
s (k,t) = (S J s (k,t) , k s (k,t) = 0 , (14.23)
a3 2 p ~ a a ~
where 4 a is the Kronecker delta. Hence,

ap
k k.
a 3
4r (k,t) = (S 0 Sr (k,t) (14.24)
a - a3
so that
4 4
Sv (k,t) (14.25)
a ~ Sr (k,t)
P ~
plus a similar result fors". Using (14.25), the ^-equations (14.20) and
(14.21) can be rewritten to include only derivatives with respect to 7
and s. Considering the equations term by term, we have
276
dkdt
rJ^t)(U + VW WJkTtj
k, t
«|feJ2J _ M— dkdt
a m n>l2 ' "" fir <%t;
k, t |fe|‘
k r (k, t)) (-—r + v\k\2) -dkdt

\k\‘ Ck,t)
k31 n ~
fi$ (14.26)
Va.(k~>t)(M + VW2) fir
kj t a ~
since r =0, and similarly

a a
fi$
dkdt
sa(k’t)(n + XW ITCkJ)
k, t
fi$ (14.27)
s (k,t) f-r- -f k\k\2) dkdt
a at '~
fis (k,t)
k,t a ~
r (kl+k2,t) (k\ + k2) -—-dkldtdk2

kKtk2a~ -
k'k'
r^W.tXkl + - -^)
kl,t k2 liM-
xr* .klL,-«£*. dkldtdk2

Bn 11,7 12
\k2\ fir ffe1Jt/)fir (k2,t)
'~ 1 m~ n ~
277
klkl k2kl
\(kl+k2,t)(t - JLlU(ki _ _L.B m
kKtk* m I*1! n |fe2|2 »
42$
- dk^dtdk2 , (14.28)
^Jk1 ,t)Krn(k2,t)
plus similar results for the other similar terms in (14.20) and (14.21).
Using these results, we can rewrite the ^-equations in the form
ra f"~J k) f gT + v I k | 2) -dkdt '

Kt ~ «ra (k,t)
klkl
r (kl+k2,t) (f) -^-)(kl
J J a ~ ~ am
kl,t k2 \K \2 n \k2\2 n
42$ 42$
X (- -)dkldtdk2
Svm(kl,t)?ivn(k2,t) 4s (kl ,t) 4s (k2,t)
m~ n~
(14.29)
s (k, t) (irz + x|fc|27 ■ - ^- dkdt

k, t “ dt ~ 4s (Kt)
a ~
'
klk^ k2kl
s (k1+k2,t)(fi - a m -)1 (K
n'1 - -B-2-
-e 6 k2)
kl,t k2 \kl\2 n |fe2|2 n
42$ 42$
X (- -) dkldtdk2 .
4s (kl,t)?)V (k2,t) 4r (kl,t)f>s (k2,t)
m~ n~ m
m~~ * n ~ *
(14.30)
The solenoidal nature of u and h yield the following conditions on

$, analogous to (13.24);
9(r + x(k, t)k j s + ty(k,t)k) = $(r,s) (14.31)

278
for any pair of single-valued scalar functions \(k,t) and ty(k,t). Thus,
in particular.
(14.32)
§(r,s) = §(r,s)
also must satisfy conditions analogous to (13.20), i.e..
|§(r,s)\ = 1 §(0,0) = 1 (14.33)
The solenoidal property of u and h also yields conditions on v and g,

their Fourier transforms, since
3u ~
_a _ 3 v (k,t)s^~ ~dk = i k v (k,t)e^'x~dk = 0 ,
3a; 3a: a ~ a a ~
a a
and hence
k v (k,t) = k-v(k,t) = 0 , (14.34)

a a ~ ~ ~
and similarly
k g (k,t) = k-g(k,t) = 0 (14.35)

era ~ ~ ~
Equations (14.34) and (14.35) also yield the conditions
6$ 4$ (14.36)
= k = 0
a 4r (k,t)
a ~ a 4r (k,t)
a ~
4$ 4$
= k = 0 (14.37)
a 4s (k,t)
a ~ a 4s (k,t)
a ~
In the case of homogeneous magnetohydrodynamic turbulence, we have a

further condition on $. From (13.42), we see that $ is homogeneous if
and only if
§(L r, L,s) = i>(r,s) (14.38)

a~ d~
for al1 a and b, where

279
L r = y(x+a,t)e-^'x~dx = , -ik-(x-a) j
y(x,t)e ~ ~ ~ dx = e~r , (14.39)
and similarly
r „ ib'k
L^s = e ~ ~s
(14.40)
14.2 The Spectrum Equations and Additional Conservation

Laws
The joint characteristic functional 4'(r,s) can be expanded in a functional
Taylor series about r = 0, s = 0, i.e.,
$ = + $2 + . . . + $n + , ^
where $” is a regular homogeneous functional of degree n given by
$° = 1
$ = j, n j.n
(?l(kl,t1;...;kn,tn)dk1dt1. .dk dt (14.42)
where the kernel d1 is given by
rr + sa (^>t3) -q
3=1 3 fir' (kd,t°) 6s' (k°,t3)
a . a. ~ 3 v'=0
3
s'=0
(14.43)
For many distributions considered in turbulence theory, the second- and

higher-order derivatives in the kernel functions d1 will involve Dirac
delta functions and it is then necessary to separate the operators in d
in the integral in (14.42). For example, the term $2 can be written in
the form
4$ 6$
= (r^(k2,t2) + s (k2,t2) -)
6r^(k2,t2) 6s' (k2,t2)
280
<5$
xr (r Ck},tl) + s (k1,tl) -—-)dk1dtl)dk2dt2
Hr' (k1 ,tl) Hs' (kl,tl)
a ~ a ~ r'=0
s'=0
(14.44)
Substituting the Taylor series for $ in the ^-equations, (14.20) and

(14.21), and equating terms of like degree in r and s, we are led to the
following system of equations!
k,t a ~
Un+1
v (k^+k23t)(k\ + k2)(—
kKt i2“ ' ' firjk\t)fir^3t)
2*n+1
H2$
-) dkldtdk2 (14.45)
<5s (kl,t)Hs (k2,t)
a ~ 6 ~
44>
+ \\k\2) dkdt
Sa(^t)(U fis (k,t)
a ~
k, t
2*n+l
$2$
s (kl+k2,t)(k\ + k2)(—
a ^ 4s (k2,t)HrD(k2,t)
kl,t k2 a ~ 6 ~
-—-■; dkldtdk2 . (14.46)

Hr (kl,t)Hs (k2,t)
a ~ 3 ~
Equations (14.45) and (14.46) reoresent an infinite system of equations

for correlations between Fourier components of the velocity and magnetic
fields at various points. Of most importance is the case n = 2, since
this should lead to the important equations for the energy spectrum
tensors and, in the case of isotropic turbulence, the one-dimensional
energy spectrum functions for the velocity and magnetic fields.
281
The details of deriving the equations for the energy spectrum tensors
from (14.45) and (14.46) for n = 2 are carried out in Appendix B. Equa¬
tions (R.22) through (B.25) represent the results of this procedure.
In the case of homogeneous turbulence, each term in the Taylor series

(14.41) must obey the invariance relation (14.38). This implies that
in the integral representation for $n given by (14.42), nonzero contribu¬
tions arise only on the subspace
kl + k2- + . . . + l/1 = 0 . (14.47)
Thus, must be of the form
<?1 = - iu r (0) - ih s (0)

a a a a 5
where ua and h~ are the mean velocity and magnetic field components.
These may be taken as zero, in which case
= 0 (14.48)
$2, in view of (14.47), must have the form
$z = _
+ v^(k,t)sjk,t)v^(-k,t) + v^(k,t)ea(k,t)s C-k,t))dkdt
(14.49)
Since $(r,e) = $(r,s), $2 must also have the form
$2 = - J (Vu&(1<:,t)ra(k,t)r&(-k,t) + y2&(k,t)ra(k:>t)~s^(-k,t)
+ s (k,t)r (~k,t) + y4a(k,t)s (k,t)s (~k,t))dkdt, (14.50)

cxp ~ cx ~ p ~ otp *'* a ~ p ~ ~
and comparison of (14.49) and (14.50) yields the relations
T \(k,t) = T4 - -SLJn-)(fiR - -2-2-) yJ’ (k,t) , j = 1,2,3,4,

ctS ~ am |7.i? Bn \,.\o rrm ~ * J J J
*|2 l
Ifel2
(14.51)
Changing the variable of integration in (14.49) and (14.50) from k to -k

and comparing yields the conditions
282
r\(k,t) rj (~k,t)
ag ga ~
Y2 (k,t) (~k,t)
ag ~ ga ~
YzJk,t) r2ga (~k,t)

~
ag ~
Y\(k,t) (~k,t) (14.52)

ag - ga
plus identical conditions for the -y^'s.
We may relate the r7 's with second-order spatial correlations between

J ag
velocity and magnetic field components. For example,
u (x1 ,t)u„ (x2j,t) v (k1Jt)el~1’~1dk1 v&(k23t)el~Z'~2dk2

a ~ g ~ a ~
k1 k2
v*(kl,t)v*(k2,t)e l(^l'~l+^2'*2)dkldk2
kl k2
g-T(kl-xl+k2-x2)dk2) dki
fcl k2 V^tj v = 0
s = 0
(14.53)
Substitutino the Tavlor series
$ = 1 + 3>2 + $3 + . . . . (14.54)
(in the homogeneous case) for $ in the integral in (14.53), we find

that only the term $2 makes a contribution, and for $2 given by (14.49)
we have
u (x2 ,t)u„(x2 ,t) = r1ag (k3t)e~^m (*1~*2)dk

a ~ g ~ ~
(x2-x2)
dk (14.55)
233
Thus, we see that Yl^(k,t) is the kinetic energy spectrum tensor, which
is well known in ordinary turbulence theory. Similarly, we have the
relations
u (xl ,t)ha(x2, t) \k‘ (x2-xl) „

a ~ p ~
(k, t)e ~ dk (14.56)
h (xl ,t)u.(x2,t) ik- (x2-xl)

CL p ~
(k,t)e dk (14.57)
and
h (xl,t)h.(x2,t) (k,t)e^(?2-x~l)dk (14.58)

CL *w p ~
ma^ de termed the magnetic energy spectrum tensor, and r2^(k,t)
and are enerdy spectrum tensors of the transfer of energy between
the kinetic and magnetic spectra.
In the case of homogeneous magnetohydrodynamic turbulence, u(x,t) and

h(x,t) are stationary random functions of position x, and hence, by the
well known decomposition theorem of stationary random processes, v(k,t)

and g(k,t), defined by (14.5) and (14.6), are joint orthogonal random
functions, i.e..
v*(k1,t)va(k2,t) = 0 for kl ^ k2 ,
CL ~ p ~
Vu^stlg^Ck2,*) = 0 for kl k2 ,
for kl ^ k2 ,
ff^(kl = 0 for k1 ^ k2 (14.59)
Then, from (14.53) we have
i(k2-x2 k'-x1)dkidk2
u (xl,t)un(x2,t) = v*(kl,t)va(k2,t)e
a ~ 6 ~ a ~ R ~
kl k2
v*(k,t)vD(k,t)e^' (~2 ~1}dk , (14.60)

a ~ 3 ~ ~
284
and comoaring (14.60) with (14.55), we see that
r1 (kjt) = v*(k,t)va(k,t) . (14.61)

ag ~ a ~ p ~
Similarly, we find that
r2 (k, t) = v*(k,t)g (k,t) (14.62)

ag ~ a ~ g~
r3Jk3t) = g*(k,t)v (k,t) , (14.63)

Otp ~ Cx. P
and
Tha&(k,t) = g*(k3t)g&(k3t) . (14.64)
In view of (14.61) through (14.64), we see that (B.22) through (B.25)

in Appendix B are the dynamical equations for the spectral tensors
r3D(k,t). Physically, an important case is that of the spectra of total
Otp ~
kinetic and magnetic energy, obtained by contracting the indices a and g
in the spectrum (B.22) through (B.25). In performing this operation, the
last integral in each of the equations, arising because of the pressure
term, vanishes (since k v (k.t) = 0 and k a (k,t) = 0), and the resulting
a a ~ era ~
equations for the kinetic and magnetic energy spectra are
f^r + 2v\k\2)Vl (k,t) Q1 (kjk')dk' + Q2(k,k')dk' (14.65)

<$t 1 ~1 aot ~
k' k'
r^r
at
+ 2\\k\2)Vh (k,t)
1 ~1 act ~
= Q2'(k,k’)dk' (14.66)
k'
where
Ql(k,k') = Uk v*(k-k',t)v*(k’,t)v (k,t)

y y ~ ~ a~ a ~
- k v (k-k’3t)v (k',t)v*(k,t)) (14.67)

YY~~ a ~ a ~
285
1 (k 9 Ck-k',t)g (k',t)v*(k,t)
yy~~ a ~ a ~
(14.68)
Q3(k,k’) = Uk V*(K-k',t)g*(k',t)g (k,t)

i i ~ ~ ot^, a „
- \3^1<:-k',t)v*(k',t)g (k,t)) (14.69)

i Y ^ a ~
The (k,k') s depend on time t also, but we have dropoed the symbol
for convenience. As in ordinary turbulence, we may interpret Ql(k,k')
as the net mean rate of transfer of kinetic energy from the kinetic
energy spectrum at k' to the kinetic energy spectrum at k. Qz(k,k') may
be interpreted as the net mean rate of transfer of energy from the
magnetic energy spectrum at k' to the kinetic energy spectrum at k.
Finally, Qz(k,k') may be interpreted as the net mean rate of transfer of
energy from the kinetic energy spectrum at k.' to the magnetic energy
spectrum at k. It is important to note that since the equation for the
magnetic field h, (13.2), is linear in h, there is no direct transfer of
energy from one part of the magnetic energy spectrum to another part of
the magnetic energy spectrum.
Ql(k,k') satisfies the conservation law
Ql(k,k') + Ql(k',k) = 0 , (14.70)
derived in ordinary turbulence theory. In the present case of magneto¬

hydrodynamic turbulence, an additional conservation law for the other
energy transfer functions may be derived as follows.
Q2(k,k’) + Qz(k,k') + Qz (k ’ ,k) + Q*(k',k)
- k v (k-k',t)g (k',t)g*(k,t) - k g*(k-k',t)v*(k',t)g (k,t))

y y ~ ~ ■* °a~ sa~ yVy ~ ~ * a ~ °o -
286
+ i (k 'g (k '-k, t)ga (k, t)v* (kt) - k^g*(k '-k, t)g*(K t)va(k \t))
+ i (k^v* (k k, t)g* (k, t)ga (k’,t) + k^g^ (k '-k, t)va (k, t)g* (k t)
- Vv (k '-k, t)ga Ck, t)g*(kt) - k^g* (k'-k, t) v* (k, t)gjk’,t))
= U(ky - kygy(k-k’,t)ga(k',t)v*a(k,t)
+ (k - k')v*(k-k',t)g*(k'-t)g (k,t)
y y y ~ ~ - a ~
+ (k - kf)g (k-kr3t)v (kr3t)g*(k3t)

Y y y ~ ~ a ~ a ~
- (k - k')g*(k-k',t)g*(k',t)v (k,t)
- (k - k')v (k-k’,t)g (k',t)g*(k,t)

y y y ~ ~ °a ~ ~
- (k - k’)g*(k-k',t)v*(k’,t)g (k3t))
y Y »y ~ ~ a ~ a ~
where we have used the fact that g*(k'-k,t) = g (k-k',t), etc. However,
^Y~ ~ Y ~ ~ .
each term on the last side of the above equation vanishes since
(k - k')v (k-k',t) = 0, etc. Hence,
Y Y Y ~ ~
Q2(k,k') + Q3 (k, k') + Q2(k',k) + Q3(k',k) = 0 (14.71)
is the additional conservation law.
Equation (14.70) expresses the fact that in an infinite fluid, the

inertia forces do no more than transfer energy within the kinetic energy
spectrum and do not represent any net loss of energy over the spectrum.
Equation (14.71) expresses the fact that the coupling terms representing
the interaction between the velocity and magnetic fields give rise only
to transfer of energy between the kinetic and magnetic spectra, and
represent no net loss of energy over the spectrum of total (kinetic plus
magnetic) energy.
14.3 Special Case of Isotropic Magnetohydrodynamic

Turbulence
We now turn to the important special case of isotropic magnetohydro¬
dynamic turbulence. We may define isotropy of the turbulence in terms of
237
the phase distribution by stating that the distribution is isotropic if

the probability function p is invariant under arbitrary simultaneous
translations, rotations, and reflections of the velocity and magnetic
fields. Then, from the definition of the joint characteristic functional
$, (13.9), it follows that the phase distribution is isotropic if and
only if the joint characteristic functional is isotropic, i.e., invariant
under arbitrary translations, rotations, and reflections of the argument
fields y and 3. In terms of the fe-space formulation, isotropy of $
requires that $ be invariant under arbitrary rotations of r and s about
k = 0 and arbitrary reflections of r and s through k = 0.
Isotropy of <s> implies that each term of the Taylor series (14.54) is
isotropic. The most general form for a $2 which is isotropic is given
by (14.50) for
(14.72)
i.e., by the form
p2 = - j (y1(\k\,t)v (k,t)r (~k,t) + y2(\k\,t)r (k,t)s (~k,t)

cj CL CL Ct ~ CL ~
+ y3(\k\,t)s (k,t)r (~k,t) + yH(\k\,t)s (k,t)s (~k,t))dkdt

CL ~ Ct ~ ~ CL ~ OL ~ ~
(14.73)
From (14.51) we then find the relations
k k
r3Jk,t) = «S - -^-)y° (\k\,t) , 3 = 1,2,3,4 , (14.74)
ap ap \k\2
and hence
I"7" (k,t) = 2yj(\k\,t) , 3 = 1,2,3,4 . (14.75)

act ~ 1 ~ 1
Since is positive, (14.75) yields the condition
yC'(\k\,t) = 0 , 3 = 1,2,3,4 . (14.76)
From (14.55) and (14.58) we have
n wiii . 1 ik- (x2-xl) „

u (xl,t)u (x2,t) 2yl(\k\,t)e ~ ~ ~ ak
a ~ a ~
238
h (xl,t)h (x2 ,t) = 2yLi(\k\,t)e^ ^~ ~ ^ dk , (14.77)

a - a -
and then
2 ,,2
u2(x,t) = Y17|k|,t)dk = 4v y1 (Ih\it) ffe|^d\k\ ,
h2(x,t) = y1* (\k\,t)dk = 4ir yh(\k\,t) \k\2d\k\ . (14.78)
Now, if we define new functions F(k,t) and G(k,t), where k , by the

relations
F(k,t) = 4-n | k | 2yJ ( \ k \ , t) ,
G(k,t) = 4-n\k\ yh(\k\,t) (14.79)
we have
j u2(x,t) = F(k}t)dk j
h2(x,t) = G(k,t)dk (14.80)
Thus, F(kjt) and G(k,t) are the scalar spectrum functions of the kinetic
and magnetic energy, respectively. F(k,t), as in ordinary turbulence,
represents the density of kinetic energy on the scalar wave-number line

k, and G(k,t) represents the corresponding density of magnetic energy.
Using (14.76) and (14.79) in (14.65) and (14.66), we arrive at the

equations
+ 2vk2)F(k, t) = 2-nk2 Ql(k,k’)dk' + 2-nk2 Q2(k,k' )dk' , (14.81)
f^r + 2\k2)G(k,t) = 2-nk2 Q3(k,k')dk' (14.82)

k'
289
These eeuations may be out into a more consistent form by introducing

scalar energy transfer functions P^(k3k,)J j = 1,2,3. For isotropic
turbulence, the transfer functions (f must be functions of k, k', and
k-k' only. Hence, we may define {[19], page 102}
1 1
pi(k,k') = | (k,k’,kk 'cosfe ’-e"))d(cose')d(cose"; (14.83)
-1 -1
Then, (14.81) and (14.82) become

»
(j ~ + vk2)F(k, t) P1(k,k’)dk' + P2(k,k ’)dk' , (14.84)
(\it + P3(k,k')dk' (14.85)

o
Equations (14.84) and (14.85) are the dynamical relations for the
kinetic and magnetic energy spectrum functions F(k,t) and G(k,t),
respectively. These equations, of course, do not form a closed system,
since the energy transfer functions P°(k,k') depend on mean values of the
products of three Fourier components of the velocity and magnetic fields.
As in ordinary turbulence, we must assume some relation between the
transfer functions F7(k,k') and the spectrum functions F(k,t) and G(k,t)
in order to form a deductive theory.
The conservation laws (14.70) and (14.71) for the transfer functions
Q3(k,k') yield identical conservation laws in the isotropic case for the
scalar transfer functions F7(k,k'), i.e..
Pl(k,k') + Pl(k',k) = 0 (14.86)
P2(k,k’) + P3(k,k’) + P2(k',k) + P3(k',k) = 0 . (14.87)
Equations (14.84) and (14.85) may also be written in the form

k °°
F(k,t) = 2 Pl(k,k')dk' +2 Pl (k,k')dk'

31
+ 2 P2(k,k')dk' + 2 P2(k,k')dk' - 2vkzF(k,t) (14.88)

o k
290
_3_
G(k, t) = 2 P3(k,k')dk' + 2 P3(k,k')dk' - 2\k2G(k}t) (14.89)
n
The significance of each of the terms in (14.88) and (14.89) is

illustrated in Fig. 14.1. For example, the time rate of change of the
kinetic energy spectrum function at wave-number k is made up of the

contributions of each of the terms on the right side of (14.88). The
first term on the right represents the net mean rate of flow of energy
from the kinetic spectrum at all wave-numbers below k to the kinetic
spectrum at k, and the second term represents the net mean rate of trans
fer of energy into the kinetic spectrum at k from the kinetic spectrum
at wave-numbers higher than k. The third term represents the net mean
rate of flow of energy to the kinetic spectrum at k from the magnetic
spectrum at wave-numbers below k. etc. The last term on the right of
(14.88) represents the loss of energy from the kinetic spectrum at k due
to viscous dissipation. Interpretation of the terms in (14.89) is
similar.
It is perhaps again important to note that due to the linearity in h

of (13.2), there is no direct transfer of energy between different wave-
number points in the magnetic energy spectrum. Spreading of energy over
the magnetic spectrum is due solely to the interaction with the kinetic
spectrum through the coupling terms in the magnetohydrodynamic equations
(13.1) and (13.2).
Finally, we may note that the spectrum functions F(k,t) and G(k,t)
may be considered as the defining scalar functions of the isotropic
kinetic and magnetic energy spectrum tensors in the case of isotropic
turbulence. From (14.74) and (14.79) we have the relations
fectV F(k,t)
r lJk,t) = (a (14.90)
a8 a£>
k2 4uk2
4 (k,t) = (4 kake>) G(k,t)

r a8 (14.91)
a(3
k2 4-nk2
291
2
-2\kG(k) (Joule dissipation)
Fig. 14.1. Energy flow in the spectra (after STANISI(f and THOMAS [631)
15. STATIONARY SOLUTION FOR ^-EQUATIONS

15.1 Stationary Solution for the Case \ = v = 0
A solution can be found for the ^-equations (14.29) and (14.30) for the
stationary case when \ = 0 and v = 0. Physically, this corresponds to
fully-developed turbulence in an inviscid, perfectly conducting fluid.
292
In this case, the ^-equations reduce to
klkl k2kl
r (kl+k2,t) (f> . a..a^)(ki _ k2}
am |fel|2 n \k2\2 n
kl,t k2
xr- -)dkldtdk2 = 0, (15.1)

fir Ci%.t)f>r (k2,t) fis(kl,t)fis (k2,t)
m~ n - m ~ n
fe1^1 k2kl
am 2 n 2 n
kl,t k2 I*1! l^2l
xr- -)dkldtdk2 = 0. (15.2)

6s (kl,t)f>r (k2,t) fir (k1 ,t) fis(k2 ,t)
171 ~ Yl ~ 171 ~ rl
We now show that
$ = nu (15.3)
where
5 = (r (k,t)r (~k,t) + r (k,t)s (~k,t)

a ~ a a - a
v- s (k,t)r (~k,t) + s (k,t)s (~k,t)dkdt , (15.4)

a ~ a ~ a ~ a ~
is a solution to (15.1) and (15.2), where v(^) is an arbitrary function

of a single variable having at least a continuous second derivative.
From conditions (14.33) we see that fr?l must also satisfy
\v(t)|=1 3 'V(O) = 1 (15.5)
From the form of the proposed solution, (15.3) and (15.4), we see
that
2V(r (~kl,t) + s (~kl,t)) (15.6)

m~ m
fir (kl,t)
m ~
where >t" is the first derivative of f with respect to 5. Then,

293
- 4r'(rm(-k\t) + sm(-k',t))(rn(-k2,t) + sn(-k2,t)) . (15.7)
Similarly, we have
42$_
F>sm(kl 3t)fi sn(k23t)
= ^"(sm(-k\t)+vm(-kl,t))(sn(-k2,t)+vn(-k2}t)) , (15.8)
_<5j^>_
ts^fk1,t)bvn(k2,t)
= 4V"(em(-T0-,t) + vm(-k},t))(vn(-k2}t) + sn(-k2,t)) , (15.9)
and
__
f>vm(kl,t)^sn(k2,t)
4V"(r (~kl,t) + s (~kl,t))(s (-k2,t) +r (~k2,t)) (15.10)

m ~ 3 m
Using (15.7) through (15.10) in (15.1) and (15.2), we see that the two
terms in the last set of brackets in each of the equations cancel each
other. Thus, the form (15.3), (15.4) is a solution in this case.
The form of the solutions (15.2), (15.4) indicates that they are
isotropic. As a particular example, we may take
(15.11)
where a is a constant. This form clearly satisfies the conditions (15.5)

It can be shown that this form gives the joint characteristic functional
of an isotropic joint Gaussian distribution of the fields u and h. The
second term in the functional Taylor expansion of (15.11) is found to be
294
b2 = (v (k,t)r (-k,t) + v (k,t)s (~k,t)

a ~ a a a
+ sjk,t)ra(-k,t) + sjk,t)sj-k,t)) (15.12)
Comparing (15.12) with (14.73), we see that
YJV| k\,t) = a2 = constant, j = 1,2,2,4 (15.13)
i.e., the energy spectrum functions y3 are constant. Thus the solution
(15.11) corresponds to equipartition of kinetic and magnetic energy over
the entire fc-space.
It can easily be shown that solutions of the type (15.3), (15.4) in

general lead to constant values for the energy spectrum functions y3 .
According to a theorem of HOPF and TITT [75] for ordinary turbulence,
which appears to extend directly to our present case, solutions of the
form (15.3), (15.4) are the only valid isotropic solutions of the more
general form $ = 'V(z) where
4 T (k,t)(r (k,t)r (~k,t) + v (k,t)s (~k,t)

=
ag ~ a ~ g a ~ &
+ s (k,t)r.(-k,t) + s (k,t)s (~k,t))dkdt ,

a ~ p ~ ot~ p ~
and T n(k,t) has the same properties as r3n(k,t).

a& ~ aB ~
Solutions of the form (15.3), (15.4) predict infinite total kinetic

and magnetic energy distributed uniformly over /c-space. This, of course,
is physically unacceptable. Taking A = v = 0 essentially removes the
sinks for energy at the high wave-number end of the spectra that are
due to viscous and Joule dissipation. Thus, the mechanism of energy
transfer proceeds to excite higher and higher order "degrees of freedom"
(higher and higher wave-number regions) of the kinetic and magnetic modes
of the flow. However, in an actual fluid there can exist no flow eddies
of a size smaller than the mean free path of the molecules of the fluid.
At wave-numbers greater than k„, where k„ = 2/A , A being the molecular
mean free path, the continuum hypothesis breaks down and the spectrum
must actually go to zero rapidly, since there are no excitable degrees
of freedom beyond fe . Since transfer in the magnetic spectrum takes
place solely through the kinetic spectrum, the magnetic spectrum must
295
also drop off rapidly near kf. This modified interpretation of the
solution is shown by the dotted lines in Fig. 15.1. The dotted line
spectra in Fig. 15.1 may be interpreted as envelopes within which the
actual spectra for finite conductivity and non-zero viscosity must lie.
The choice of values of a provides a scale factor for the total energy
content.
Theoretical spectra
Modified spectra to account for

breakdown of continuum hypothesis
for |k| > kf
Fig. 15.1 Energy spectra for stationary turbulence, v = X = 0 (after

STANISIC and THOMAS [63])
296
To better illustrate the Gaussian character of solution (15.11), we

can find the (W-njth-order joint characteristic functions corresponding
to this form for the .joint characteristic functional by the methods
developed in Section 13. Choose as special argument functions the
Fourier analogs of (13.15) and (13.16), i.e..
(15.14)
rn(k,t) = ) ~ ~ )
3=1 3
and
m+Yl -iV.T3 -7
(15.15)
s (k.,t) = l p .e - ~ 4 ^(t-t )
e' j=m+i3 “r
Using these special arguments, we find that
A A ftl+n • • i A
l = (r,s) = (2k)3 l p.p.fi a «ft -t3) (x -X ) (15.16)
i,3=l i i
and hence, according to (13.18), the fm+njth-order joint characteristic

function is given by
= $(r,s) =
n 1 ~ ~
2 171+71 i n in ,
= expr- V (2v)Z l PvP.-^n, „ t(t -t3)f>(x -X3) . (15.17)
2 ij=l ^ 3 \aj
From the form of the joint characteristic function (15.17), we recognize

that in this case the fields u (x1,^) and (x3,t3) are jointly
ai °J
normally distributed with the covariance matrix
r. . = (2-n)3 a2 4 Kt^-t3)K(xL-x3) . (15.18)

^f7 a .a . ~
d i 0
Thus, the solution given by the joint characteristic functional (15.11)

corresponds to a joint Gaussian distribution in which the velocity and
magnetic field components at different space-time points are independent.
15.2 Solution to the ^-Equations for Final Stages of Decay

A solution to the $-equations (14.29) and (14.30) can be found for the
297
case of magnetohydrodynamic turbulence in the final stages of decay. In

this case, the velocity and magnetic fields consist only of small fluctu¬
ations, and products of these fluctuations may be neglected. This
corresponds to neglecting second functional derivatives of $ with respect
to its arguments in the ^-equations. Under this assumption, the
^-equations reduce to
a ' U + vlfel2'1 -—-dkdt = o (15.19)

Sr (k,t)
a ~
S4>
Sa(~it)(dt + Al~l2; dkdt = 0 (15.20)
Ss (k,t)
According to the theorem in Appendix B, (15.19) and (15.20) imply

that
S4>
r3t + (15.21)
Sr (k3t)
a -
(5*
(Jt + --= k q(k3t) (15.22)
Ss (k,t)
where p(k,t) and q(k,t) are scalar functions. Multiplying each side of
(15.21) and (15.22) by k^ and making use of (14.36) and (14.37) gives
| k\2p(k,t) = 0 3
\k\2q(k,t) = 0 , ;i5.23)
and hence p(k,t) = 0 and q(k,t) = 0, and
/ 4 S4>
\k\2) = 0 (15.24)
dt +
Sr (k,t)
a ~
(jt + *\k\2- =0 . (15.25)

U Sr (k,t)
a ~
Equations (15.24) and (15.25) are simple linear first-order homogeneous

differential eouations for the first-order functional derivatives of $,
and have solutions
298
5$ -v
(v,s;k) (15.26)
e
<Sr (k,t)
a ~
3$ -X\k (15.27)
e 1 ~ (r,s;k)
fis (k,t)
a ~
where A and B are arbitrary functionals of the fields r and s, and

a a
ordinary functions of k, except for the conditions
k A (v3s;k) = 0 ,
a a ~~~
k B (r,s;k) = 0 (15.28)
a a ~ ~ ~
These conditions may be satisfied exactly by taking
k k
A (r,s;k) = (t B - -^-)CJv,s;k) ,
a ~ ~ ~ ot0 |^,|2 p ~ ~
k k
B (r,s;k) = (?> R - -2-£)D (r,8;k) , (15.29)
a ~~ ~ ap |k|2 p ~ ~ ~
where C„ and D0 are completely arbitrary.

P P
The solution to (15.26) and (15.27) may be written as
<&(r3s) = 'Tfn.> §7 , (15.30)
where
co
n = T¥(k,T)di 3
0 e 1 s(k,x)dx (15.31)
o
and is a functional at least once functionally differentiable

with respect to each of its arguments. The relation between the
functionals C and D and the functional T is seen as follows:
P P
299
to 1ST
to Jk') — dk * 1
to (k,t) p ~ to ffc t)
a ~ a ~
1ST -v\k’ I2
tt r
tofirfer; T-s tofe'-fe )tut-T)dx)dk’ = e-vl^l2*-il
p to rw
a ~
(15.32)
and comparing (15.32) and (15.26) gives
<5T k k
a t
■)C (r,s;k) .
to (k) = \(*>eJV = <« a6 \k |2'“|3 (15.33)
Similarly,
(ST - k kQ
a 6
JTJk)=BaASJkJ = -)D (v,s;k) . (15.34)
In view of conditions (14.33), Tto,e; must also satisfy
|Tto,e; | = 2 , i(o,o) = l . (15.35)
It can be shown that Tfn3ej is just the joint characteristic functional

of the initial phase distribution. (The initial time, t = 0, in this
case occurs when the turbulence just reaches the final stages of decay.)
From (13.12), we see that the various space-time correlations between
velocity and magnetic field components are given in terms of T by
ua to1 (xm,tm)h (xm+\tm+1)...h (xm+n,tm+n)

-7 a cl ~
1 m m+1 m+n
jjn+n
• (m+n) $
= ri;
to (kl,tl). n,m Jir nm+l .m+1, r— ,, m+n ,m+n,
.or(k,t)fis(k ). 4s (k )
a 2~ a ~ a a ~
m m+1 m+n v=0
s=0
m+n
m+n
XexpM l x3 A )dkl...dT<
3=1 '
^|2, m+n
-(m+n) -v rrt -A Ik3 I2t
= ri; <TT« )<TT 1
i=l J=m+1
300
m+n
fim+nT exp(-i l xj-k° )dkl...dkm+n
^ fk1;...fin (km)fie (km+1). .fie (km+n) 3=1
n = 0
V V am+l am+n
e = o
(15.36)
and thus, taking t1 = i2 = ... = tm+n = 0, we have
m+n .-m+n
(xl,0)...u (xm,0)h (xm+1,0)... h (x™, 0) = (\)
„~ a ~ & 7 -7 u.m+n
.
m+l
fim+nT m+n
m+n
expY-i l x3'k?)dkl.. .die
fin r^h.-fin f^fie (km+1). fie (km+n)
n = 0
al~ am am+l am+n
e = 0 . (15.37)
The fora of (15.37) shows that Tfnêj is the joint characteristic func¬
tional of the initial distribution. Inverting (15.37) yields
m+n
fim+n T (i)
Sm+Sn
fin (kl)... fin (km)f)Q (km+1). , fie (2-w)
a - n = o
al~ am m+l m+n
Q = 0
m+n
m+n
u (x1,0)...u (x ,0)h (x ,0). .h (xm+n,0)expf-i \ x°-k?)dxl.. .dx
al~ a ~ a a
1 m m+l m+n 3=1
(15.38)
and hence successive initial spatial correlations may be used to evaluate

successive functional derivatives of TCnêj at n = 0, e = 0 and hence
successive terms in a Functional Taylor expansion of T.
Finally, we note from (15.36) that our solution predicts that various
correlations decay exponentially in time from the initial point. All
of the time dependence is in the exponentials, and hence the solution
corresponds to a shape-preserving decay of the spatial correlations.
Retaining only the velocity field terms, we obtain the results for
ordinary turbulence which are well known.
301
16. ENERGY SPECTRUM
16.1 Energy Spectrum in the Equilibrium Range
According to the Kolmogoroff theory of ordinary turbulence, when the

Reynolds number R = UL/v is sufficiently large there exists a range of
high wave-numbers in which most of the viscous dissipation occurs, the
turbulence is isotropic, and the energy spectrum is statistically steady.
The motion in this equilibrium range is universal in nature, depending
only on the parameters v and where e2 is the net mean rate of viscous
energy dissipation given in terms of the kinetic energy spectrum function
F(k,t) by
= 2v k2F(k,t)dk
(16.1)
In the case of magnetohydrodynamic turbulence, we would expect that

if the magnetic Reynolds number R = UL/x as well as the Reynolds
number is sufficiently large, then there will exist an equilibrium range

at high wave-numbers in which most of the viscous and Joule dissipation
occurs and the velocity and magnetic field fluctuations are isotropic
and statistically steady. This state will also be universal in nature,
depending only on the parameters v, x, and e£, where is the mean
rate of viscous dissipation given by (16.1) and e£ is the mean rate of
Joule dissipation, given by
= 2X k2G(k, t)dk (16.2)
Since the turbulence in the equilibrium range is isotropic, the

spectra (14.84) and (14.85) describe the kinetic and magnetic spectra
in this range. Since the state is statistically steady the partial
time derivatives are zero and the equations reduce to
P1 (k,k')dk’ + P2(k,k')dk’ - vk2F(k) = 0 , (16.3)

o o
P2(k,k’)dk’ - XkzG(k) = 0 . (16.4)

o
302
In order to close this set of equations, it is necessary to assume

some relation between the energy transfer functions P1 (k,k') and the
spectrum functions F(k) and G(k). This approach has been treated
extensively in the case of ordinary turbulence, notably by Heisenberg,
Obukhoff, Kovasznay, and von Karman. There have been two attempts to
extend the ideas of Heisenberg's theory to magnetohydrodynamic turbulence
but both seem to have defects.
BAUM, KAPLAN, and STANJUKOVITCH [62] used an approach based on

Heisenberg's eddy viscosity theory and dimensional arguments. However,
their work has a very serious defect in that they assume a transfer
function representing a direct transfer of energy within the magnetic
spectrum, which we have seen does not exist. Energy transfer between
points on the magnetic energy spectrum must take place through the
kinetic energy spectrum. Thus, an expression for transfer of energy
between points on the magnetic spectrum could be justified if it was made
up of a combination of the energy transfer between the kinetic and
magnetic spectra, and the energy transfer within the kinetic spectrum.
Unfortunately, this is not the case in the work of Baum, Kaplan, and
Stanjukovitch, and thus their work seems to have no physical significance
The other approach is that of CHANDRASEKHAR [61] who also based his
work on Heisenberg's theory. Realizing that there is considerable
arbitrariness in the choice of forms for the energy transfer between the
kinetic and magnetic spectra (based on dimensional arguments alone), he
based his choice on the form of the correlation equations he derived for
stationary isotropic turbulence using the "quasi-Gaussian" approximation
[70]. Moreover,in Chandrasekhar's approach the physical significance of
the energy transfer represented by the third-order correlations was lost,
and that it is not necessary to base one approximation upon a previous
one. For example, Chandrasekhar takes as the form for the transfer of
energy between the magnetic spectrum and the kinetic spectrum
P2(k,k’) = a.k’2G(k’)(k-'iG(k))3s , k' < k (16.5)
where a is a numerical constant. This form is the same as the Heisenberg

form for transfer within the kinetic spectrum, with G(k) replacing F(k).
However, it seems quite unreasonable that the form for the transfer of
energy between the magnetic and kinetic spectra, (16.5), should in no
way involve the kinetic energy spectrum itself. It is the use of the
quasi-Gaussian approximation as a starting point that leads to this
seemingly unacceptable form for the transfer function P2.
303
Chandrasekhar considers only the case where v = A = o. He finds two

solutions for the spectra, which he terms the "velocity mode" and the
"magnetic mode", respectively. NAGARAJAN [76] has shown that the
velocity mode solution is invalid if v and A are non-zero, but the
"magnetic mode" solution remains valid.
16.2 Extension of Heisenberg’s Theory in

Magnetohydrodynamic Turbulence
Apparently, then, a plausible extension of Heisenberg's theory to
magnetohydrodynamic turbulence remains to be achieved. The physical
picture which forms the basis of Heisenberg's theory is that, in the
energy cascade process within the kinetic spectrum, the small eddies
take energy from the large eddies in much the same manner as molecular
motions take energy from the flow. Thus, the energy transfer function
is given in terms of an eddy viscosity Vj(k) as
P1 (k,k') = v2 (k)k 'zF(k ’) , k' < k (16.6)
and from dimensional considerations the eddy viscosity has the form
v2(k) = (k~JjF(k))% 5 (16.7)
where a is a numerical constant. In the case of magnetohydrodynamic

turbulence, we can picture the transfer of kinetic energy at wave-number
k' to the magnetic spectrum at wave number k, for k' < k, in terms of an
additional viscosity v2(k), i.e.,
P3(k,k’) = v2(k)k'2F(k') , k' < k (16.8)
where the "magnetic eddy viscosity" depends only on the magnetic

spectrum function G(k), and hence from dimensional considerations
v2(k) = &(k~3G(k))^ , (16.9)
where 6 is a numerical constant. Also, the transfer of energy from the

magnetic spectrum at wave-number k' to the kinetic spectrum at wave-
number k, k' < k, may be described in terms of an additional diffusivity
A(k), i.e.,
304
pZ(k,k') = \(k)k'2G(k') , k’<k , UD> '
where the "eddy diffusivity" \(k) depends only on the kinetic spectrum
function E(k), and hence by dimensional considerations must be given by
\(k) = &(k-*F(k))% ■ (16.11)
The same numerical constant B as in (16.9) is used in order that the

conservation law (14.87) be satisfied.
Summarizing, then, in our current picture the transfer functions

P7’ (k,k') are given in terms of the kinetic and magnetic energy spectrum
functions F(k) and G(k) by the relations
a k'2F(kr)(k-3E(k))% , k' < k

Pl(k,k’) = (16.12)
-ak2F(k)(k'-3E(k'))% > k' > k
3k'2G(k')(k-3E(k))^ 3 k' < k

P2(k,k') = (16.13)
-$k2E(k)(k'-^G(k'))^ , k' > k
e,k'2F(k')(k-'iG(k))% , k' < k

P*(k,k’) = (16.14)
-&k2G(k)(k'-iF(k'))% 3 k' > k
It is easily verified that these forms satisfy the energy conservation

laws (14.86) and (14.87).
Using the proposed forms for the transfer functions, (16.12) through
(16.14), in the spectrum (16.3) and (16.4) yields the equations
k °°
i(k~3F(k))% k'2F(k')dk' - a.k2F(k) (k'-3F(k'))%dk'
+ $(k~3F(k)) k k'2G(k')dk’ - $k2F(k) (k'-*G(k'))*dk' - vk2F(k) = 0 ,

o
(16.15)
305
k co
^(k~^G(k))^ k,2F(k')dk' - $k2G(k) (k'-3F(k'))%dk' - \k2G(k) = 0 .

o k
(16.16)
A question of great interest is whether or not (16.15) and (16.16)

possess solutions corresponding to equipartition of energy, i.e.,
solutions for which F(k) = G(k). If we take E(k) = G(k) in (16.15) and
(16.16), we can write (16.15) in terms of E(k) only and (16.16) in terms
of G(k) only, i.e..
(a+&)(k~3F(k))^ k ,2F(k')dk ' - (a+£)k2F(k) (k’-3F(k’))%dk'
- vk2F(k) = 0 , (16.17)
Z(k-3G(k))% k ,2G(k')dk' - &k2G(k) (k'-3G(k'))%dk’ - \k2G(k) = 0 .
(16.18)
Now, F(k) = G(k) will be a solution of (16.15) and (16.16) only if (16.17)
and (16.18) become identical. We see that this requires that
v _ A_
a+S " B
or,
Thus, exact equipartition of energy is possible, for our assumed transfer

functions, when (16.19) is satisfied. The numerical constants a and 3
are empirical in nature, but from our physical picture we might expect
them to be nearly equal, in which case exact equipartition would occur
for v = 2A. In any case, a and 6 are both positive, and hence v/A > 1,
or v > A for equipartition. It is interesting that this requirement,
which is the same criterion given by BATCHELOR [77] for the growth of
magnetic energy in fully-developed turbulence, comes out directly from
our assumed forms for the transfer functions.
In the case of equipartition, when (16.19) is satisfied, (16.17)

possesses the integral
306
k"~3F(k") )%dk") k,2F(k' )dk' =

(16.20)
where C is a constant. Since most of the viscous and Joule dissipation

occurs in the equilibrium range in which the equipartition holds, from
(16.1) and (16.2) we have (since F(k) = G(k))
lira = Z_2_ (16.21)

k,2F(k')dk' =
2v 2\
and hence, from (16.20), the constant C may be evaluated as
'2 (16.22)
C, =
1 2(a+&) 23
Equation (16.20) is the same in form as the equation in Heisenberg's

theory of ordinary turbulence, and may be solved by the method first
pointed out by BASS [78]. Letting
X(k) = k'2F(k')dk' , (16.23)
(16.20) becomes
, ,-5/2
7
K
,dX(k')
(
m
dk, ) ok j
_ _
x(k) (16.24)
k
Taking the derivative of (16.24) with respect to k and rearranging terms

yields
X-H(k) dXJV- = c2~2k-5
which integrates to
X~3(k) = | C~2k"4 + C2 , (16.25)
and since
lim X(k) =2^=21 ^

307
the constant C„ may be evaluated as
(16.26)
Thus,
x(k) = r| cf2k-4 + c2r1/3 (16.27)
and hence
F(k) = — — ^ -4/3
= Cf2k~7 1
C2~2k-h + c2) (16.28)
k2 dk
Equation (16.28) can be rearranged to indicate the universal form of the

spectrum in the equilibrium range. Introducing the non-dimensional wave-
number oj = k/k where
(—L)(2dA)3)% - (§_ Jl c£-)3)% (16.29)

ko=< J ct-fir 1 V ' ' {8 3 V 1
the eauipartition solution can be written as
F(k) = G(k) = S f(u) (16.30)

o
where
(16.31)
- ^ <v/4
and y = 1.39 is a numerical constant, and the universal spectrum function

f(ta) is given by
-rr ) —5/3 ... 4>— 4/3

= to (1 + uj v (16.32)
The physical picture forming the basis of our choice of transfer

function forms indicates that a and 3 are each of order unity. Hence,
we may recognize that kQ is the wave-number marking the location of high
viscous and Joule dissipation in the kinetic and magnetic energy spectra.
f(u) is the Heisenberg form for the spectra, and has the properties
308
-5/3
II
fU) = = OU J CO = 1
(k » kQ)
(16.33)
f(u) == or7 w » 1
Numerical values for the universal spectrum function f(w) are listed
16.3.
in Table 1 below, and these values are plotted in Figure
Table 1 Values for the universal spectrum function f(u).
CO f(u) 03 f(u) 03 f( a)
0.5 2.928 1.4 0.06968 2.3 0.002803

0.6 1 .992 1.5 0.04602 2.4 0.002096
0.7 1.360 1.6 0.03083 2.5 0.001584
0.8 0.9177 1.7 0.02096 2.6 0.001210
0.9 0.6083 1.8 0.01447 2.7 0.0009325
1.0 0.3969 1.9 0.01014 2.8 0.0007254
1.1 0.2563 2.0 0.007206 2.9 0.0005690
1.2 0.1651 2.1 0.005193 3.0 0.0004498
1.3 0.1068 2.2 0.003792
The solution (16.30) is valid only in the equilibrium range and in an

inertial subrange, if it exists, and not valid in the small wave-number
range (w << l). Due to this limitation, we cannot say that our result
predicts equipartition of energy over the entire spectrum at high
magnetic and ordinary Reynolds numbers, as predicted by BIERMANN and
SCHLUTER [79]. Thus, the solution (16.30) may not be used as evidence
for or against the theory of Biermann and Schluter or the conflicting
theory of BATCHELOR [77] which predicts that the magnetic energy is
associated mostly with high wave-number components of the turbulence.
For a discussion of these two theories, see MOFFATT [80].
309
f (cu)
17. TEMPERATURE DISPERSION IN

MAGNETOHYDRODYNAMIC TURBULENCE
17.1 Turbulent Dispersion
The manner in which a fluid in turbulent motion transports and modifies
the initial shape of physical quantities is of considerable importance
310
in many fields. If we agree to call the motion of physical quantities

in turbulent fluids dispersion, we may cite many examples of this process.
The motion of clouds in the sky, smoke from a smokestack, salt concen¬
tration in the sea, electron density in the ionosphere, star "particles
in galactic clouds, and temperature in interstellar regions are but a
few examples of the turbulent dispersion phenomenon. In fact, the method
employed by Reynolds for detecting the onset of turbulence in pipe flow
depended upon the dispersion of a streak of dye: turbulence began where
the dye streak developed violent oscillations and was dispersed. The
study of turbulent dispersion is important in itself, but it also leads
to a better understanding of what turbulence is and what turbulence does.
In the past, much of the study of turbulent dispersion was devoted to

the motion of a dynamically passive, marked particle or to a cloud of
such particles. In 1921, TAYLOR [81] introduced his concept of diffusion
by continuous movements and defined a diffusion coefficient V such that
the mean square displacement X2(t) of a single particle in a turbulent
fluid was given by
X2(t) = 2Vt ,
where t was the elapsed time. In 1926, RICHARDSON [82] proposed that
turbulent dispersion be treated in terms of the distance between neigh¬
boring particles, so that the motion of a cloud of particles in a turbu¬
lent fluid could be regarded as composed of a translation of the cloud
as a whole superimposed on the distortion of the shape of the cloud, due
to the change in distance between neighboring particles. Defining
Y(t) = X2(t) - X2(t) as the relative displacement vector between two
neighboring particles having displacements X^ (t) and X2(t), respectively,
Richardson was able to show that
^ (f)2/Z
by a purely empirical analysis of data gathered on atmospheric dispersion.

BATCHELOR {[83][84][85]> formulated the turbulent dispersion problem in
terms of statistical properties, studied the motion of particles and
material lines and surfaces in a turbulent fluid, and analytically
derived the results obtained experimentally by Richardson, [82].
To get away from the particle approach to dispersion and to case the
problem in an Eulerian frame where the usual type of fluid equations
311
could be applied, CORRSIN {[86][87]} and BATCHELOR {[88][89]} extensively

studied the problem of temperature dispersion in an incompressible fluid
in motion at a high Reynolds' number. They worked with the fluid energy
equation
3e_ 39
+ u■ = a vê
31 3a;.
3
where 6(x,t) is the temperature distribution and u.(x}t) is the component

in the j direction of the turbulent fluid velocity and is independent of
9. Information was gained on the time behavior of the @ distribution, by
a Von Karman-Howarth approach, and on the wave-space spectral distribution.
In 1959, OBUKHOFF [90] proposed that turbulent dispersion might well be

attacked with the direct application of the theory of Brownian motion.
Using this approach, LIN and REID [91] have been able to get many of the
same results obtained by previous researchers. MONIN and YAGLOM [92]
examined systematically existing work in diffusion in "ordinary" turbu¬
lence, with particular considerations on the interaction between molecular
and turbulent diffusion, as well as diffusion in a single shear flow.
There are two fundamentally different ways to approach any problem in

turbulent dispersion in a Lagrangian sense or in an Eulerian sense. The
Lagrangian reference frame of classic particle dynamics is perfectly
adaptable to the problem of following a particular particle throughout
its motion or for following the motion of an elemental volume of fluid.
Since a passive, marked particle or a cloud of such particles in the
form of a passive scalar quantity will be simply carried along by the
turbulence, a statistical specification of the motion of elemental
volumes of fluid will describe the dispersion. This is, indeed, a
Lagrangian problem, and KRAICHNAN [93] has done some work in this area
using his direct interaction approximation.
Although the results might make it worthwhile, to approach a problem

in fluids from a Lagrangian point of view is to ask a great deal. In
the first place, fluid dynamics equations are developed in an Eulerian
frame and even though they can be put into a Lagrangian frame, the added
complexity makes statistical analysis extremely difficult. In the
second place, experimental analysis is devoted almost exculsively to the
Eulerian reference system because of the well-known difficulties involved
in a Lagrangian experiment. Since experimental evidence is used both to
test new theoretical results and to give a physical basis for various
312
assumptions and approximations, it is important to have both theory and

evidence in the same reference system. It is without apology then that
so much of the work in turbulent dispersion, including the study presented
in this book, is carried out in an Eulerian system.
The literature on turbulent dispersion contains little on the subject

of temperature dispersion in an electrically conducting fluid in the
presence of a magnetic field. Although BINEAU [94] studied the diffusion
limit in hydromagnetic flow, on the whole theoretical investigation of
temperature dispersion in turbulence has been limited to non-conducting
fluids. The subject of temperature dispersion in a turbulent conducting
fluid is of interest because it encompasses a very large class of
physical processes. Temperature dispersion in sea water, regions of the
ionosphere, hot plasmas, interstellar gases, and stellar interiors are
some examples of these processes.
The object of the study is to obtain statistical information on the

temperature distribution in the form of a wave space spectrum, as shown
by COY [95].
17.2 Formulation of the Problem

Consider the problem of temperature dispersion in magnetohydrodynamic
turbulence. If we assume that an infinite body of uniform and
incompressible conducting fluid is in turbulent motion at high a Reynolds
number in the presence of a magnetic field, and that the temperature
distribution in the fluid is such that buoyancy effects may be neglected,
then the motion is governed by the following equations (in electromagnetic
units):
du . dh, •
9m .
i _
- — vy + vV2u. + h . (17.1)
at "i 3x. ■ p i 3 dX .
3
9 h. dJl • dll •
u . —— = h. t ~ + \V2h. (17.2)
at 3 ix. ^ ’
3 3xj
K,
90 90
— V20 + — (17.3)
91 + UQ dx. pc pc pc a
Cl
313
du. 3 h.
'Is V
sTTT = 3^7 = 0 ’ (17.4)
where (in electromagnetic units)
u^(x,t) = velocity field [cm./sec.]
= Alfven velocity of the magnetic field [cm./sec.]
Q(x,t) = temperature field distribution [°K]
PT(x,t) = total MHD pressure = p + % ph2 [gm./cm.sec.2]
P(x,t) = fluid pressure distribution [gm./cm.sec.2]
<S>(x,t) = kinematic dissipation function [cm.2/sec.3]
~(x,t) = Joule heating [°K/sec.]
J^fxjt) = current density [coul./cm.2sec.] in i-direction
p = fluid density [gm./cm.3]
v = kinematic viscosity [cm.2/sec.]
X = magnetic diffusivity = ~— [cm.2/sec.]

47rya
kt
a = thermal diffusivity = — [cm.2/sec.]
pa J
Kj = thermal conductivity [gm.cm/°K.sec.3]
a = specific heat [cm.2/°K.sec.2]
a = electrical conductivity [coul.2sec/gm.cm.3]
y = magnetic permeability [gm.cm./coul.2]
We also have
J.(x,t) = rv x H.)/4n
H.(x,t) = (4Trp/y/% h.(x,t) ,

Is ~ Is ~
where H^(x,t) is the magnetic field distribution, so that the Joule heat
term in (17.3) can be written as
-L £- . a» vV
pa a
314
The equations (17.1 - 17.4) represent a coupled nonlinear system which

describe interactions of kinematic, magnetic,and temperature fields. The
usual magnetohydrodynamic approximations are made in which displacement
currents are neglected in Maxwell's equations, and the energy in the
electric field, since it is of an order 1/C2 times the energy in the
magnetic field (where C is the speed of light), is also neglected.
The goal of study in turbulent dispersion is to obtain information,

in the statistical sense, on the distribution of the quantity being
dispersed. As in regular turbulence theory, one of the most meangingful
statistics which may be obtained is the wave-number-space spectrum of
the turbulent dispersion distribution.
A mathematical statement of the problem may now be given as follows:
Given an infinite body of uniform_, incompressible conducting fluid

which is in turbulent motion at a high Reynolds number in the presence
of a magnetic field and temperature distribution in which motions conform
to (17.1) through (17.4). Then one must determine the wave space spectrum
of the temperature distribution.
As we saw previously, due to the coupling and nonlinearity of (17.1)

and (17.4), a mathematical solution is beyond the hope of present day
mathematics without some assumptions which limit and simplify the problem.
Therefore, in addition to the assumptions necessary to obtain (17.1) to
(17.4), it will be assumed that
R » R » 1 ,
m
R » Rq » 1
where
uTL
r = -R— = Reynolds' number ,
utL
r = -R— = magnetic Revnolds' number
m X
urL
r = ~R— = Peclet's number
0 a ’
with uT and L as characteristic velocity and length, respectively. It

Li
315
will also be assumed that the mean magnetic energy generated by the
turbulence is sufficiently small that the back-reaction of the magnetic
field on the velocity field in the form of the Lorentz force term
in the Navier-Stokes equations may be neglected.
The magnetic Prandtl number is defined as
R
m 1. % heat generation by viscous effects
fm R 7 heat generation by Joule heating
In accordance with the assumption that R » R , we have p << 7. Thus

171 M
heat generation by Joule heating outweighs heat generation by viscous
dissipation, and the viscous dissipation function, given by
3u. 3u■
i' a a t-
will be neglected when compared with the Joule heating term J2/a in (17.3).
By assuming that the back-reaction of the magnetic field on the

velocity field may be neglected, we have decoupled the magnetic effects
from the Navier-Stokes equations so that the velocity and velocity
spectrum will be independent quantities in further analysis.
The set of equations characterizing the problem may now be expressed
3 u. 3u •
__-i_ 1 0
31 Ua — VP + vV2u. 07.5)
3a;.
a P v
3 h.
_i
+ u. + AV2h. (17.6)
31 a
U + u. |^-= aV20 + ± V2/z2 (17.7)

3t a 3a:. c
t)
3h . 3u •
_;t__%_
(17.8)
3a;. _ 3a;.
The equations have been decoupled so that (17.5) could, theoretically,

be solved for u^(x,t) and the velocity spectrum F[u.(x,t)u.(x + r,t)\.
316
where f[ ] represents the Fourier transform operation and 1 j denotes
the expected value or ensemble average operation. Mean values of u^, h-

and e will be taken as zero for convenience. With u^(x,t) known, (17.6)
could, again theoretically, be solved for h^(x,t) and the magnetic field
spectrum F[hj(x,t)hj(x + r,t)]. Then using u^(x,t) and h^lx^t), (17.7)
could be solved for Q(x,t) and the temperature spectrum F[e(x,t)e(x + r,t)~\.
Since the solution method just described is theoretically plausible

but extremely difficult in practice, a different approach to the problem
will be taken. It was assumed that R » 1, R » 1, and R » 1, so the
TTl 0
problem may be approached through the application of Kolmogoroff's

universal equilibrium theory to the u.(x,t), h.(x,t), and 6(x,t)
distributions.
17.3 Universal Equilibrium

If (17.5) through (17.7) are written in terms of their Fourier coeffi-
cients, the terms u. t—^ and u. v— lead to the generation of new harmonic
j 3x . n dx .
3 3
components of h. and e, respectively, and, in particular, to the growth
of components of ever higher wave number. This effective transfer from
Fourier components of the and e distributions at small wave numbers
to those at large wave numbers is mathematically similar to the transfer
which acts on the turbulent velocity distribution, and the assumption
will be made that the hypotheses of Kolmogoroff's universal equilibrium
theory apply to the h. and e distributions as well as to the velocity
distribution u^. This assumption has previously been made by several

authors (BATCHELOR [88], COY [95], MOFFATT [96], and CORRSIN [97]),
and the arguments in favor of this extension of Kolmogoroff's hypotheses
to the h^ and e distributions take the same form as those applied to the
velocity distribution itself.
On the basis of Kolmogoroff's hypotheses and with our previous assump¬

tion that the Reynolds number is sufficiently high, the statistical
properties of the small-scale velocity motion (characterized by a length
scale that is small compared with L, the length scale of the energy
containing eddies) are homogeneous, isotropic, and steady regardless of
the properties of the large-scale motion. Since the e and h. distribu¬
tions depend upon the u. distribution, the statistical properties of the
small-scale e and h^ motion, which are homogeneous, isotropic, and steady,
will be defined by the same condition as the small-scale components of
317
the Ui motion: that their linear size be small compared with L. Thus
the u^, h^, and e distributions all have a common Kolmoqoroff's
equilibrium range.
According to the Kolmogoroff theory, when R » l, the statistical

properties of the small-scale motion not only are steady and isotropic
but also are determined solely by the parameters v and e, where e is the
rate of dissipation of kinetic energy per unit mass of fluid. Because
>y ^ statistical properties of the small-scale h^ motion are, to
the same approximation, steady, isotropic, and determined by v and e
along with the field parameter A. Finally, r » i will imply that the
statistical proDerties of the small scale e motion are isotropic, steady,
and determined by v and e along with the possible field parameters A and
a. It is assumed that temperature variations on a large scale are
continually supplied by some external source.
a) The Kinetic Energy Spectrum
When R » l, the equilibrium range for the kinetic energy spectrum is

divided into two separate subranges. The first subrange is called the
inertial subrange and covers wave numbers k such that 1/L « k « Fe/v3^.
In this subrange, an inertial transfer of energy takes place with energy
being passed to ever higher wave numbers in an eddy cascade process.
Little dissipation of kinetic energy occurs in the inertial subrange and
the approximation will be made on the basis that there is no dissipation
within these wave numbers. This same approximation will be applied to
the and 6 distributions. The form of the total kinetic energy spectrum
E(k) for the inertial subrange is E(k) ^ k~5^3. The second subrange of
wave numbers is called the viscous dissipation subrange and extends over
wave numbers (c/v3)% << k. All viscous dissipation effects are relegated
to this wave subrange, and it is these viscous effects which cause the
kinetic energy spectrum to decrease rapidly as E(k) <v k~7 .
Thus
e2/3 *-5/3 for y « k « (-\)%

±j 3
v
E(k) 'v <
for << k
v
with y as a constant. These results are schematically illustrated in

Fig. 17.1.
318
b) The Magnetic Energy Spectrum
When R » R » 1, we have the case of turbulence in a fluid of moderate

m
conductivity. Utilizing the same assumptions on the magnetic field that
were made earlier in this work, MOFFATT [96] subdivided the Kolmogoroff
equilibrium range for the magnetic energy spectrum into two separate
319
subranges. The first subrange is called the magnetic convection or

inertial subrange and extends over wave numbers 1/L « k << (z/\3)%.
This is the magnetic energy subrange corresponding, in effect, to the
inertial velocity subrange. In this subrange, no actual destruction or
dissipation of magnetic energy takes place. The magnetic energy is trans¬
ferred through wave numbers l/L « k « (z/\3)% to higher and higher wave
numbers, and the total magnetic energy spectrum H(k) takes the form H(k)
^ k^^. The second subrange covers wave numbers (z/\3)% << k « (z/v3)%,
and all dissipation effects in the form of Joule heating are confined to
this subrange and all wave numbers beyond it. It is the Joule heating
effects which bring the magnetic energy spectrum H(k) down rapidly as
-11/3
H(k) <v k in this second subrange. Moffatt had to confine his
analysis of the magnetic energy spectrum to wave numbers which fall into
the velocity inertial range, but since H(k) % k~21^3 for (e/\3)% « k «
(e/v3)%, we can assume that most of the magnetic energy is confined to
wave numbers k « (z/v3)%.
Thus
/
1_
3
X X h.
-1/3 kl/3
for fL « k « (~,-)%
x3
H(k) % < (17.10)
I X 1-2 I? //S k-11/S for (S-)h « k «

3 ^
A v
These results are schematically illustrated in Fig. 17.2.
c) The Joule Heating Process
The product of viscous dissipation is heat and the product of magnetic

energy dissipation is Joule heat. Thus the kinetic and magnetic energy
dissipation effects will serve as internal sources of the turbulent
temperature distribution and should increase the temperature spectrum in
the wave range over which they act. Since viscous dissipation effects
were neglected, further consideration will be limited to the Joule
heating process alone.
It is important to obtain information on the Joule heating process in

order to determine the wave range over which it affects the temperature
spectrum and to determine the form of its addition.
No experimental Joule heat spectra have been reported in the litera¬

ture, so we cannot base any assumptions about the Joule heating process
320
on empirical evidence.
log® (k)
log k
Fig. 17.2. The magnetic energy spectrum (after STANISIC and COY [95])
There are three physically plausible forms which the Joule heating
process might take. Since dissipation affects the magnetic energy
distribution at wave numbers on the order of (z/\2)% or larger, it might
be reasonable to assume that the dissipation effects themselves are
confined to this same wave range. In other words, since Joule heat
magnetic dissipation occurs at eddy sizes on the order of (\3/e)% or
smaller, one might assume that the Joule heat eddies themselves are of
size order (\3/z)% or smaller. The amount of magnetic energy that is
dissipated as heat is the determining factor, so this assumption corre¬
sponds to the assumption of a continuous production of very small-sized
Joule heat eddies. On the other hand, the magnetic energy distribution
might not be affected by the structure of the Joule heat distribution
as long as a particular amount of magnetic energy was converted into
heat. The conversion into heat of some amount of magnetic energy could
take the form of an infrequent production of large-sized Joule heat
eddies or of an intermittent production of Joule heat eddies of various
sizes as well as the form of continuous production of small-sized eddies
that was discussed above.
The Joule heating process will then involve the form described in one
of the following three cases:
321
1) The Joule heating process will consist of the continuous

production of very small-sized eddies.
2) The Joule heating process will consist of the infrequent
production of very large-sized eddies.
3) The Joule heating process will consist of the intermittent
production of eddies of various sizes.
The temperature spectrum must, be calculated for each of the three

Joule heating possibilities, and this will be done in the following
section. When it becomes available, experimental evidence will determine
which case best describes the physical situation.
The temperature equation is written
E = aVze + A vzh2 (17.11)

Vt a
where
Ve_ _ se_ se__

(17.12)
Vt dt Uj dx .
J
is called the material or total derivative. The term u. de/dx. is called

3 3
convective part of the total derivative, and this term acts as a
convection or transfer mechanism in the temperature spectrum. If we
agree to call the temperature equivalent of kinetic and magnetic energy
e2 - stuff for want of a better name, then the term u. d6/dx. mathe-
0 0—
matically represents the physical transfer or convection of e2 - stuff
to ever higher wave numbers of the temperature spectrum.
The term av2e plays the part of a mechanism for the destruction or
dissipation of e2 - stuff in the temperature spectrum, and the physical
effect of this term will be called conduction. There is a problem in
terminology here. Many scientists call the term av2e a diffusion or
molecular diffusion term while others reserve the name diffusion for all
of the motion of a physical quantity in a turbulent fluid--both con¬
vection and conduction. To avoid this confusion, the following con¬
vention has been adopted in this book. The term dispersion denotes the
full motion of a physical quantity in a turbulent fluid. Conduction
denotes the molecular motion which would take place even if the fluid
were at rest, and convection is the term applied to the motion of a
physical quantity due only to the motion of the fluid. Dispersion is
then composed of convection and conduction. Conduction is the tempera-
322
ture spectrum equivalent of viscous dissipation in the kinetic energy

spectrum or Joule heating in the magnetic energy spectrum. And as with
viscous dissioation or Joule heating in their spectra, we expect con¬
duction to decrease the temperature spectrum sharply in the wave range
over which it acts. Finally, the term (\/a)v2h2 represents Joule heating.
As was discussed earlier, Joule heat is an additive effect to the
temperature spectrum.
We then have three separate processes occurring. The first is the

convection or transfer of e2 - stuff to higher and higher wave numbers.
The second is the conduction or dissipation or destruction of e2 - stuff.
And the third is the Joule heat addition.
Let us neglect the Joule heating for a moment and analyze the effects
of convection and conduction. Following the usual line of the Kolmogoroff's
theory, we assume that if conduction is sufficiently small that there
exists, at the small wave number end of the universal equilibrium range,
a convection or transfer subrange through which e2-stuff is simply trans¬
ferred and in which no destruction of e2-stuff takes place. Also in terms
of the Kolmogoroff's theory, we relegate conduction or dissipation effects
to wave numbers beyond the convection subrange. Thus when Joule heating
is neglected, the universal equilibrium range may be partitioned into
two subranges: convection-transfer and conduction-dissipation. OBUKHOFF
[98] and CORRSIN [87] independently determined that the convection sub¬
range for the case without Joule heating extends over the wave range
1/L « k « (e/a3)%. The conduction subrange then covers the wave
number region (e/a3)% « k.
Joule heating will introduce a third subrange into this picture.

Specific changes in the temperature spectrum caused by each of the three
forms of Joule heating will be analyzed in the appropriate sections of
the following discussion.
18. TEMPERATURE SPECTRUM FOR SMALL AND

LARGE JOULE HEAT EDDIES
18.1 Small Joule Heat Eddies
If Joule heating effects are assumed to be of the same order in eddy
size as the magnetic field eddies which they serve to dissipate, then
there exists a continuous production of small-sized eddies whose addition
to the temperature distribution is confined to wave numbers greater than
(e/X3)%. This Joule heat addition may be viewed as an injection process
323
into the temperature spectrum over the wave range (z/\3)k « k. The
physical situation will be pictured in the usual eddy cascade manner of
regular turbulence theory so that all temperature eddies, including
Joule heat, will become smaller and smaller during their lifetimes.
Therefore, Joule heat injected into a particular wave .ange of the tem¬
perature distribution will not affect the distribution at smaller wave-
numbers .
The problem now is to combine this Joule heat addition with the other
processes of convection and conduction which are also in effect. With
no Joule heating, the universal equilibrium range of the temperature
spectrum is divided into two subranges: convection-transfer for
1/L « k « (e/a3)% and conduction-dissipation for (z/a3)% « k. But
we have said that Joule heat injection takes place at wave numbers
(z/\3)% « k and does not affect smaller wave numbers. Thus if we assume
that a >_ A the convection-transfer subrange is unchanged by the presence
of Joule heating.
If a » A, the Kolmogoroff universal equilibrium subrange of wave

numbers may be divided into three separate subranges. The first is the
convection-transfer subrange spoken of above in which no destruction or
addition of e2 -stuff occurs. This subrange extends over wave numbers
1/L « k « (z/a3)%. The second subrange will be called the conduction-
dissipation subrange and covers wave numbers (z/a3)% << k « (z/\3)%.
In this subrange and at all higher wave numbers, the e2 -stuff which
was transferred through the first subrange is dissipated. Since Joule
heating is confined to wave numbers (z/\3)% « k, it has no effect on
the spectrum in this subrange. The third subrange will be called the
Joule heating subrange and extends over (z/\3)% « k. Joule heat is
injected into this subrange of wave numbers and competes with the
dissipation process which is also present.
If we take a = A, the universal equilibrium range may be separated

into two subranges which are a degenerate case of the situation described
above. The first is the convection-transfer subrange for 1/L « k «
(z/a3)%, and the second is the Joule heat and dissipation subrange for
(e/<x3)% « k. In the first subrange we have the usual pure transfer of

e2 -stuff while in the second we have both Joule heat addition and
conductive dissipation in full effect.
The physical processes occurring in the various subranges will be

described in following subsections of this section which deal individually
324
with the cases a >> A and a = A.
a) The Case a >> A >> v
If we take a » A >> v, the Kolmogoroff's universal equilibrium range of

wave numbers can be separated into three distinct subranges. The tempera¬
ture spectrum will now be determined for each of these subranges.
Subrange I. The smal1-wave-number region of Kolmogoroff's equilibrium

range will be denoted Subrange I and will be taken to extend over wave
number 1/L << k << Subrange I will be named the convection-
transfer subrange because e2 -stuff is transferred by convection through
these wave numbers. The Fourier components of the 6 distribution are
independent of the thermal diffusivity a in Subrange I, so that no actual
destruction or dissipation of 82 -stuff takes place within this range.
All destruction of 02 -stuff takes place at higher wave numbers as the
result of the action of conduction. Subrange I is the subrange of the
temperature spectrum corresponding, in effect, to the inertial subrange
of the kinetic energy spectrum.
The total rate of destruction of e2 -stuff in a unit volume of fluid

is Ve2/Vt, and
^--2 . (18.1)
Vt o 0
Define e = 2 afV0j2 and e = -2 - 0V2?z2 so that e. = e + e^. If there

a A c o a a
were no Joule heating (i.e., h = 0), the total rate of destruction of

02 -stuff in a unit volume of fluid would be e^, and all the a2 -stuff
from the large eddy structure would be destroyed at high wave numbers by
the conduction mechanism. When Joule heating is present, the total
destruction mechanism must be adjusted so that the additional 02 -stuff
injected as Joule heat is also destroyed at higher wave numbers. The
term e represents the necessary modification of the destruction mechanism.
A
The quantity e. will be assumed to have a given quantity in further
considerations of the small-scale Fourier components.
Thus the mean rate per unit volume of fluid at which e2 -stuff is
transferred from wave numbers smaller than those in Subrange I to wave
numbers beyond Subrange I is e„, and e. is one of the parameters which
will determine the temperature spectrum e(k) in the convection-transfer
subrange. Since the @ distribution is carried along by the velocity
field, the only other necessary parameter is e, the total rate of viscous
325
dissipation per unit mass of fluid, because e is the parameter which

determines the Fourier components of the velocity distribution in the
inertial subrange. Dimensional requirements then lead to
6(k) ^ e0 e 1/3 k 5/3 (18.2)
for wave numbers k in Subrange I.
Subrange II. The wave number region (e/a3)% « k « (e/\3)% will be

denoted Subrange II and described as the conduction-dissipation subrange
of the Kolmogoroff's equilibrium range of wave numbers. The Fourier
components of the 6 distribution are dependent upon the thermal
diffusivity a in this subrange and at all higher wave numbers. Since
Joule heating effects were relegated to wave numbers beyond Subrange II,
the Fourier components will be independent of the magnetic diffusivity A.
We may consider the physical process occurring in Subrange II to be one
of simple conductive dissipation of 92 -stuff with a consequent decrease
in the amount of 92 -stuff passed on to higher wave numbers in the
cascade process.
The equation governing the local variation of e in Subrange II is then

written as
89 , 39
3t+iii¥7'a7e (18.3)
3
Define the Fourier coefficients of the spatial distributions of u., h.,

3 3
and e as
U'(x.t) ~ ~ p .(k,t)dk (18.4)

3 ~ c
k
9 (x, t) g1'- ^ x(k,t)dk (18.5)

k
h.(x,t) e1-’- q . (k,t)dk (18.6)

J ~ 3
k
where
326
e ~ Uj(x,t)dx (18.7)
a:
(18.8)
= —-— Q(x,t)dx
2 e ~ h .(x}t)dx (18.9)
3 ~
and where dfc = dk^dk^ dx = dx2dx2dx3, and integrations are over all
space.
Writing (18.3) in terms of Fourier coefficients, we have (see Appendix
C)
(k,t) + i k'.P .(k-k' ,t)x(k' ,t)dk' = -ak2 x(k,t) (18.10)

oV ~ J J - ~ ~ ~
for wave numbers (e/a2)% « k « (z/x^fe. Since conduction is a dissi¬

pative action, a steady temperature spectrum can be maintained only by
a net gain of e2 -stuff resulting from the interaction of pairs of
Fourier components represented by the terms ip.(k-k',t) and x(k’,t) in
(18.10). This fact demonstrates one of the basic mathematical difficul¬
ties in turbulence theory. Equation (18.10) is an integro-differential
equation, and in order to solve it for x(k,t) in some wave number sub¬
range, we must know the values of x(k,t) at all wave numbers, because
the integral is over all wave space. This problem will be resolved by
an approximation based on the wave number region in which dominant
contributions to the integral are made.
As was noted in section 17, both the kinetic and magnetic energy
spectra fall off rapidly in wave number regions where dissipation effects
predominate. We also expect the temperature spectrum to fall off
rapidly in Subrange II as a result of the direct action of conductive
dissipation. At wave numbers beyond Subrange II, Joule heating comes
into play, and since Joule heat is an additive effect, we expect the
temperature spectrum to fall off less rapidly than it does in Subrange
II. However since a » X, the conduction mechanism will be taken as
327
dominant over the Joule heat addition, and the temperature spectrum
should still fall off rapidly at wave numbers beyond Subrange II.
At wave numbers 1/l « k « (z/v3)%, the velocity spectrum falls off

at the relatively slow rate E(k) ^ k S//^. Thus for wave numbers in
the region l/L « k « (z/\>3)%, we expect the temperature spectrum to
fall off rapidly and the velocity spectrum to fall off slowly.
This difference in the amplitudes of p_. and x will be made the basis
for an important hypothesis about the wave numbers k' at which dominant
contributions are made to the integral in (18.10). We hypothesize that
dominant contributions to the integral in (18.10) occur at wave numbers
k' for which \i(k’st)\ does not have small values resulting from con¬
duction effects: from values of k' on the order of (z/a3)% or less. The
value of this hypothesis will become obvious shortly.
In the wave number region (e/a3)% << k « (z/\3)%, the time derivatives
in (18.3) and (18.10) may be neglected.
The preceding statement will be justified below by using a physical

argument presented by BATCHELOR, HOWELLS, and TOWNSEND [89]. A more
mathematical approach is used to Appendix D to obtain the same result.
Batchelor, Howells, and Townsend viewed (18.3) as equivalent to an

equation for the temperature in a solid of conductivity a with the
second term on the left side representing a distributed source of heat.
If this source were steady in time, (18.10) shows that a Fourier compo¬
nent of e with wave number k would become steady (i.e., reach e-1 of its
original value) in time of order a~1k~2 subsequent to the imposition of
arbitrary initial conditions. The source term is not steady since the
velocity field varies with time, but it has been hypothesized that the
relevant Fourier components of u. in (18.10) are those with a wave
tJ
number near k. These components of u. have a characteristic time
z'^^k'2/2 which is large compared with u.-lk~2 when (z/a3)% « k «
(e/\3)%. Thus the source term is approximately steady in time, and we
neglect the time derivatives in (18.3) and (18.10).
Equation (18.10) may now be written as
ak2j(k) k'.p .(k-k')x(k’)dk’ (18.11)

.r .1 ~ ~ ~
We are interested in the temperature spectrum Q(k) and Q(k) = t(k)T*(k)

where * denotes a complex conjugate. Equation (18.11) yields
328
a2k4 x(k)x*(k) = k ’.k " p . (k-k ’)p * (k-k") t (k') x * (k")dk 'dk»
. C m ^c ~ ~ m ~ ~
k' k" (18.12)
The integral in (18.10) is dominated by contributions from values of k'

satisfying k' « k or, equivalently, k' « \k-k'\. Thus the double
integral in (18.12) will be dominated by contributions from the range
(k',k") « (\k-k'\, \k-k"\), and in this region the statistical connection
between the p functions and the t functions may be neglected by the

Kolmogoroff's hypothesis of the independence of Fourier components at
distant wave numbers. Therefore
P . (k-k')p * (k-k'") x (k') t * (k ") = p . (k-k')p* (k-k ") x (k') x * fk")

3 ~ ~ cm ~ ~ ~ ~ 3 ~ ~ m
By the orthogonality of the Fourier coefficients we have
p.(k-k')p*(k-k") = p .(k-k')p*(k-k') ?>(k'-k”)

3 ~ ~ Lm ~ ~ ~
where S(k) is the delta function. Further, since k' « k and p.(k)
~ __d_
decreases slowly compared with t(k), we may replace p^Ck-k’)p£(k-k’)
with p .(k)p*(k), and (18.12) reduces to
3 ~ m ~
azkh x(k)T*(k) = Pj(k)p£(k) k'.k’x(k')x*(k')dk' (18.13)

3 m ~ ~
k'
But
k'.k' x(k')x*(k')dk' = ^ fvers.cm (18.14)

3 m 3
(where 6.. is the Kronecker delta) by the isotropy of the small-scale

k3 -
temperature field. Also ea = 2a (ve) . The kinetic energy spectrum
E(k) follows from the velocity spectrum tensor $. .(k) by
k.k.
E(k)
$. .(k) = p.(k)p*.(k) = (K.. - (18.15)
1C ~ r i. ~ ri ~ %3 y2-
4x\k2
Applying these relations and averaging (18.13) over spheres in wave

number space, we find that
e
a
a2?c4 Q(k) =| E(k) (18.16)
2a
329
and if we take
E(k) = Xe2/3 k~5/3

(18.17)
where x is a dimensionless constant, we obtain the result
(18.18)
for wave numbers k in Subrange II.
This form of the temperature spectrum is consistent with the assumption

that the spectrum must fall off rapidly in Subrange II.
Subrange III. The wave number region (z/\3)% << k « (z/v3)% will be
denoted Subrange III and described as the Joule heating subrange. In
this region and at all higher wave numbers. Joule heating comes into
play as an additive effect to the temperature spectrum. The Fourier
components of the e distribution are also dependent upon the thermal
diffusivity a, since conduction effects were relegated to wave numbers
greater than (z/a3)%. Conductive dissipation and Joule heat addition
are in direct competition in Subrange III, but since a >> A, we may
assume that conductive dissipation will ultimately "win": the temperature
spectrum should fall off less rapidly in Subrange III than it does in
Subrange II but significantly faster than in Subrange I.
The equation governing the local variation of e in Subrange III is

written
(18.19)
Writing (18.19) in terms of Fourier coefficients, we have (see

Appendix C)
k'.p .(k-k’,t)x(k',t)dk'
CJ c ~ ~
kf
= - ak2x(k,t) - ~ k2 q^(k-k',t)q^(k’,t)dk' (18.20)

k'
for wave numbers (z/\3)% « k « (z/x>3)%.
The conclusion was drawn in the part of this section concerning Sub-
330 *\
range II that the dominant contributions to the integral on the left

side of (18.20) come from wave numbers on the order of (e/a3)4 or less
(from wave numbers k' such that k' « k). In his work on the magnetic
energy spectrum, MOFFATT [96] demonstrated that q%(k',t) will decrease
rapidly as k’ increases beyond (e/\3)% .
We will now eliminate the time derivative from (18.19) and (18.20)
using the same type of physical argument that was used for Subrange II.
A more mathematical approach is used in Appendix E to obtain the same
result.
In the wave number region (e/\3)% « k « (e/v3)%, the time derivative

in (18.19) and (18.20) may be neglected.
Equation (18.19) may be viewed as an equation for the temperature in

a solid of conductivity a with the last term on the right being a heat
source and the second term on the left representing a distributed source
of heat. If both source terms were steady in time, (18.20) shows that a
Fourier component of e with wave number k would become steady in a time
of order a-1ik~2 subsequent to the imposition of arbitrary initial
conditions. The sources are not steady since the velocity and magnetic
fields vary with time. But it was hypothesized that the relevant
Fourier components of m. in (18.20) are those with wave numbers near k,
and components of u . with wave numbers near k have a characteristic time
^-l/S-^-2/3^ prom Moffatt1 s demonstration that ffe'J decreases rapidly
as k’ increases beyond (e/\3)%, it can be seen that the relevant compo¬
nents of h. in (18.20) are also those with a wave number near k. Moffatt
showed that these components are approximately steady in time. Therefore
since the characteristic time e~1/3k~2/3 of the u. components is very
much larger than the time a~1k~2 for (e/\3n « k « (e/v3)4 and since
the h. components are steady in the same region, we take the Fourier
components of the e distribution as approximately steady and neglect the
time derivatives in (18.19) and (18.20).
Equation (18.20) may now be written
ak2x(k) = - i k’.v .(k-k’)x(k')dk' - 4 k2 q^Ck-k'Jq^Ck^dk' ,
k' k'
(18.21)
from which we obtain

331
a2fc4 T(k)T*(k)
kjkm Pj (k~k ')P*<k~k") x(k ') t* (k") dk'dk"
k' k"
j kj Pjtk-k'Jqyk-kVxtk'lqyk") dk’dk"
k' k"
k'j PZI(k-k")ql(k-k')T*(k")ql(k') dk'dk"

k' k"
)q^(k-k")q^k')q^(k") dk’dk" . (18.22)

k' k"
As was explained in the Subrange II section of this chapter, the main

contribution to the first double integral in (18.22)
kjkm P/k-k'^(k-k")^(k')^*(k") dk'dk" (18.23)

k' k"
comes from wave numbers (k'.k") « (\k-k’\, \k-k"\), and in these circum¬
stances the statistical connection between the p functions and the x
functions may be neglected. We obtain, as before,
p . (k-k ')p*(k-k")T(k')T*(k") = p . (k-k ' )p * (k-k ") x (k ') x * (k ")

v TTl ~ ~ J " ~ ~ ~ ~ ~
and by the orthogonality of the Fourfer coefficients
pjk-k’)p*(k-k") = p .(k-k')p*(k-k')fi(k'-k")
J ~ ~ m ~ 0 ~ in ~ ~ ~ ~
Further, since k' « k and Pj(k) decreases slowly compared with x(k) in
Subrange III, we may replace p.(k-k')p*(k-k') by p.(k)p*(k), which may
then be brought outside the integral, and integral (18.23) is reduced to
the form
k'.k" p .(k-k')p*(k-k")T(k')T*(k") dk'dk"

3 m rj - ~ "m ~ ~ ~ ~ ~ ~
k’ k"
= p ,(k)p*(k) k'.k' T(k')T*(k') dk (18.24)

3 ~ m ~ 3 m
k'
332
In order to proceed, we must estimate the values of k' for which major
contributions to the integral on the right side of (18.21) are made.
This integral takes the form
q^k-k’lq^k’ldk’ .
k'
According to Moffatt, q^k’) and q^(k-k') fall off rapidly as k' and k-k'
increase beyond fe/A3J%. It is to be expected, therefore, that major
contributions to the integral in (18.21) occur for values of k’ such that
o « k - < k' < « k ,

A3 A3
and k' « k is the same range in which dominant contributions to the
integral
k '.p . (k-k') i(k' )dk'

33 ~ ~ ~
k'
are made.
Thus the double integrals
k'.p.(k-k')x(k,)q*(k-k")q*(k") dk'dk" , (18.26)

) ) 3 3 ~ ~ ~ n ~ ~ n ~ ~
k’ k"
and
k" p*(k-k")x*(k")q0(k-k')q.(k') dk'dk" (18,27)

kr k"
are dominated by contributions from the range (k',k") « (\k-k’\, \k-k"\),
and in this region we have
p .(k-k’)q*(k-k")T(k ’)q*(k») = p.(k-k')q^(k-k")x (k')q*(k")
V^(k-k")ql(k-k')x*(k")ql(k') = p*(k-k")q ^k-k ' )x*(k")q ^k’) .
According to CHANDRASEKHAR [70], all correlations which include an

odd number of components of h will vanish identically. Therefore
n .(k-k')q*(k-k") = p*(k-k")q0(k-k') = 0 ,
333
and the integrals (18.26) and 18.27) vanish.
Last of all, the double integral
4z(k>Jq^k") dk'dk" (
k' k"
is also dominated by contributions from the wave range (k’,k") <<

(\k-k’\, \k-k"\), and we may write
(18.29)
where by definition
Eln(k~) = (18.30)
is the magnetic spectrum tensor.
Therefore (18.22) may be written
a2£4 x(k)x*(k) =p.(k)p*(k) k'.k' x(k’)x*(k>) dk'

C ~ m ~ "l *'* ~
+ k“ J "nW>**><*'W (18.31)
However
k’.k' x(k')x*(k') dk' =4

3
fvej2 <5.ji (18.32)
J 3m~
k'
and
2
e = 2 a (V6) (18.33)
a
so that (18.31) may be written
(18.34)
334
Since
x(k)x*(k) = Q(k) ,
Pj(Wp*-(V =
we have
The velocity spectrum tensor . and the magnetic spectrum tensor H^.
may technically be considered as known functions. The temperature distri
bution affects neither the velocity nor the magnetic fields so that ^
and H. . may be taken as basic properties of the turbulence. Therefore,
the temperature spectrum Q(k) is determined, at least in princiDle, for
wave numbers k in Subrange III.
More information may be forced from (18.35) if we remember that major

contributions to the integral come from wave numbers k' such that
k' « k. We approximate Hln(k-k’) by S^fk) and have
H„ (k')dk'
In ~
(18.36)
3 1 Zn
Therefore
(18.37)
Applying the relations
(18.38)
(18.39)
335
and averaging (18.37) over spheres in wave number space, we obtain
Q(k) = j ea «-3 fc-4 E(k) + | (l}2 a_2 H(]<

(18.40)
But for wave numbers k in Subrange III, we have
E(k) = x e2/3 k~5/3 .

(18.41)
And MOFFATT [96] found that
H(k) = | XA-2 ft* e2/3

(18.42)
Substituting (18.41) and (18.42) into (18.40), we obtain the result:
0(k)=lXz a~l e2/3 k~17/3 ^ f-Xf«

2 a)~2-(h2.)2 z2//3 k~22//3 (18.43)
o (X
for wave numbers k in Subrange III.
The form of the temperature spectrum e(k) has been calculated for three
subranges of the Kolmogoroff universal equilibrium range of wave numbers.
For the case a >> A >> v, it was found that
Subrange I: Q(k) ^ z z~2/'3 k~3^3 (18.44)

0
~ « k « (~)^ .
a
Note eQ is the total rate of destruction of e2 -stuff per unit volume of

fluid.
Subrange II:
« k « f-%;* B(k) = \ x e a-3 e2/3 k~17/3 (18.45)
Subrange III:
(^r)% « k « (-\)* Q(k) = 4 x E a-3 z2/3 k~17/3
, 2 . 2 /x,2 I2 2/3 ,-11/2

+ -g x( a a) z (h^) z k (18.46)
The proportionality in spectrum (18.44) can be eliminated. The spectra

(18.44) and (18.45) must agree, at least in order of magnitude, at wave
336
number (e/a3)%. If spectrum (18.44) is written
-1/3 y-5/3
e(k) = x2e0 £
then at k = (e/a3) 4 ,
-1/3 , e ,-3/12 _ l 2/3 ,e_}-17/12

xize e
_ X £ a-3 ^ r W
so that
1 ea
X1 3 X e.
The set of temperature spectra is then written
1 -1/3 , -5/3 (18.47)

Subrange I: 0(k) = j x ea e K
1 o 2/3 -,-17/3 (18.48)

Subrange II: Q(k) = y x Ea a e
7 o 2/3 1-17/3
Subrange III: Q(k) = y x ea 01-3 e ^
2 / . _ 9 /-TS"12 2/3 1,-11/3 (18.49)

+ -g x(aa) 2 (\) £ /c
By definition
2 (18.50)
6(k)dk
0
The main contribution to the integral in (18.50) should come from wave
numbers on the order of (e/a3)% or smaller. Therefore
(e/a3 1/L 3 ]%
(e/a3)
2 (18.51)
Q(k)dk = Q(k)dk ~h Q(k)dk
1/L
Q(k) can be assumed to be monotonically increasing in the range
0 < k < 1/L and may therefore be approximated as
1/L
-1/3 r2/3
Q(k)dk 2L 0 (L) gg £a
o
337
Utilizing the expression for Q(k) when k is located within Subrange I,

(18.51) integrates to
— 0^ — — vf Tp c-l/S i-2/3 3 > p-i

2 0 3 x £a 12 e L ~ 2 z s «**] (18.52)
But since 1/l « (z/a/)%, we have
-1/3 r2/3 3 i, t.
: L » — e-'* <*?
(18.53)
Neglecting the smaller term in (18.53) reduces (18.52) to the form
f e2 - | x ea [2 E-1/3 i2/3]
Therefore
1/3 l-2/3
(18.54)
The temperature spectrum Q(k) may now be written
Subrange I: Q(k) = I e2 l2/3 k~5/S (18.55)
Subrange II: e(k) -fe2 zr2/s cf5 e k~17/3 (18.56)
Subrange III: e(k) = I e2 l"2/s a"5 e
+ | xTaer2 (h2.)2 e2/3 k~11/Z (18.57)
The effect of Joule heating is reflected in the presence of the k~11/'3

term in (18.57).
Representative numerical values for this temperature spectrum were

calculated by COY [95] using the following parameter magnitudes:
(z/a= 16.4 L = 0.5 a = 1.0
(z/\3)^ = 54. 6 v = 0.1 e2 = l.o

%
CO
'n'
181.2 h2. = 0.1

c
II
X = 1-3
338
Numerical values for the temperature spectrum are displayed in Table 18.1
below, where ©' denotes the temperature spectrum without Joule heat
addition and 0 denotes the temperature spectrum with Joule heat addition.
These results are plotted in Fig. 18.1.
Table 18.1 Representative numerical values of Q(k) for small Joule

heat eddies and a » X » v
log k log o' log e log k log 9' 1o9 0
18.00 3.2 12.87 12.87

1.0 18.00
17.66 3.4 11.74 11.74
1.2 17.66
17.33 17.33 3.6 10.61 10.61
1.4
17.00 17.00 3.8 9.48 9.48
1.6
16.66 16.66 4.0 8.35 8.78
1.8
16.33 16.33 4.2 7.22 7.80
2.0
16.00 16.00 4.4 6.09 6.87
2.2
15.66 15.66 4.6 4.96 5.98
2.4
15.33 15.33 4.8 3.83 5.12
2.6
14.00 14.00 5.0 2.70 4.30
3.0
b) The case a = A >> v
In the present section, a = A >> v and the three subranges established

for the case a » x » v degenerate into two subranges, because the Joule
heat wave range now completely overlaps the conduction-dissipation region.
For simplicitv, denote g = a = A. The low wave number end of the
universal equilibrium range, 1/L « k « (e/&3)%, will be called the
convection-transfer subrange. g"2" -stuff is passed through this range in
a simple conservative transfer process. The subrange (e/&3)% « k «
(e/v3)% will be denoted in the Joule heating-conductive dissipation sub¬
range because in this region and at all higher wave numbers, the Joule
heating and conductive dissipation processes are in direct competition.
Since a = A, it will be assumed that a rough balance is established
between conductive dissipation and Joule heat addition.
Subrange I. Subrange I extends over wave numbers 1/L « k « (e/&3)%

and corresponds to the convection-transfer subrange. Destruction
of e2 -stuff takes place at higher wave numbers. If we again call the

total rate of destruction of e2 -stuff per unit volume of fluid e0 and
the total rate of viscous dissipation per unit mass of fluid e, then the
parameters which determine the Fourier components of the temperature
distribution in Subrange I are e0 and e. Dimensional requirements lead
339
cn
o
“a
03
CO
CD
■a
T3
CD
-1-5
03
<D
aj
=3
O
•~D
03
E
oo
S- r—i
O LO
4- CT>
I—I
E
=3 >-
s- o
+-> o
(J
a> T3
C. £Z
00 03
OJ'O
S- h-H
=3700
-M i—.
03 ZT
S-
(1) I—
CL CO
E
a> s-
4-5 CL)
4->
CL) 4-
-C 03
7>
<— A
• A
CO
I—
• A
cn a
II- d
(3))©6o|
to the spectral form
©rw 'v e e-3A *-S/S (18.58)

b
340
for wave numbers 1/L « k « (e/&3)^-
Subrange II. Subrange II covers wave numbers (e/&3)% « k « (e/v3)%

and is called the Joule heating-conductive dissipation subrange. Both
Joule heating and conductive destruction of e2 -stuff are in full effect.
The equation governing the local variation of e in Subrange II is written
as
(18.59)
— + u. = 6 v2e + — v2/z2
n 3 dx . P C
tj
and in terms of Fourier coefficients is expressed as
k '.p .(k-kt) x(k’,t)dk' -

If + 1 3 3 ~ ~
2
&k x(k,t) - | k2 ql(k-k',t)ql(k,,t)dk' (18.60)
k'
It is unwise to proceed by the methods employed previously in this

section. In the preceding discussion a » X and x(k’) was taken to fall
off rapidly for wave numbers k' beyond (e/a3)%. This, along with knowl¬
edge of the behavior of p . and q^, formed the basis for a hypothesis
that dominant contributions to integrals like those in (18.60) come from
wave numbers k' « k. However, if a = X and the processes of Joule heat
addition and conductive dissipation are taken to be in some type of crude
balance, then x(k') may fall off slowly rather than rapidly in Subrange
II and dominant contributions to the integral on the left side of (18.60)
may not come from k' << k. This difficulty can be avoided if we consider
the system of equations
dh. dh. 3u.

——+ u. ~ = h. ~ + 3V2^ (18.61)
dt j %x. o ^
0 d
36_ 36 (18.62)
BV2e + - V2h2.
31 U3 3x . Q ^
V
Adding these, we obtain

341
3m .
h re + V + uj 3^7tJ <* +V = ftu2
ev^fe + »
'z-
) + p
e
V2hi + h' __t
3 3x.
tJ
(18.63)
Define a new Drocess
a.(x,t) = Q(x,t) + h.(x3t)

L' ~ ~ V ~
so that (18.63) yields
3a. 3a. 3,,

3^ + Ui
dt 3 dXj = Bv2a-7‘
VO + ~ y2?z2 + &j• —
3x^. (18.64)
Define the Fourier coefficients of the spatial distribution of a. as
a.(x*t) = ^ e^'~ A^tidk , (18.65)
where
A^Kt)
-i k-x , ...
e ~ ~ a.(x,t)dx (18.66)
v ~
(2ir):
Then
A.(k,t) = j(k,t) + q.(k,t) ;i8.67)
Equation (18.64) may be expressed in terms of Fourier coefficients as
(k,t) + i ktp;.(k-k’,t)Al(k'Jt)dk' = -&k2Af(k,t)

31
k2 q (k-k'yt)q (k',t)dk'
Ln~~ ~
k.p0(k-k',t)q.(k',t)dk’ (18.68)
3 a ~ ~ 3 ~
In Subrange I, we expect \q (k)\ to increase as k1^3 while both W(k)\

I C/? ^
and \p.(k)\ decrease as k~ ' . In Subrange II, we expect \q (k)\ to fall
0 3o ~
342
off rapidly as k'11^3 and \pj(k)\ to decrease k 5 3, but \i(k)\ may

decrease slowly in some as yet unknown fashion. This knowledge of the
behavior of the amplitudes of p^., and t may be used to determine the
wave number regions in which major contributions are made to the integrals
in (18.68).
By definition, we have
A^Kt) = i(k,t) + qt(kyt) ,
and by the triangle inequality,
\A^(kyt)\2 < \x(kat)\2 + \qi(k3t)\2 . (18-6S)
Now since | falls off rapidly in Subrange II and \x(k)\ may decrease
very slowly in the same wave range, we can see from (18.69) that \A^(k) |
will fall off rapidly for all wave numbers k such that « k «
(e/v3ft. As before, \p.(k)\ falls off slowly in Subrange II because this
wave range is contained in the velocity inertial subrange.
It is now hypothesized that major contributions to the integrals in

(18.68) come from wave numbers in which A%(k) and q^Ck') do not have
small values: from wave numbers k’ on the order of or less.
Therefore when k is in Subrange II, main contributions to the integrals
come from k' « k.
The time derivatives appearing in (18.64) and (18.68) may be neglected.

The arguments used in the section concerning Subrange III for the case
a » A and in Appendix E apply here, and it may be concluded that both
h. and e are aoproximately steady in time. If h. and e are approximately

steady, then ai = + 0 is also approximately steady as in A^= q^+ t.
Therefore the time derivatives in (18.64) and (18.68) are neglected.
Equation (18.68) then yields
^P-A^k) = -i k’. p .(k-k')Ajk’)dk’

,7 ^,7 ~ ~ l ~
k’
-i k. p(k-k')q.(k')dk'
3 £ - - 3 ~
k
343
qjk-k')qjk')dk'
n ~ ~ /i — ~ (18.70)
and we can form the quantity
B2£4 A;i(k)A*(k)
as follows:
e2£4 Az(k)A*(k)
kjkm d*'dk»
k' k"
kjkm Pj(^-*')Ai(1<')PZ(k-k")q^(k")dk'dk''
k' k"
+ i Bfc2 k'- pJk-k’)A (k’)q*(k-k")q*(k")dk'dk"

. J d d ~ ~ ~ 71 ~ ~ 71 ~ ~ ~
k' k"
kjkm Vl(k~k')qc(k' )p*(k-k")q£(k")dk'dk"

k' k"
kjkm P)Vj(k'Ip^k-kVA^kVdk'dk"
k' k"
+ i ek2 k. p0(k-k’)q.(k')q*(k-k")q*(k")dk'dk"
d X/~~ J ~ 71 ~ ~ 7% ~ ~ ~
k' k"
- i efc2 k” P*(k-k")A*(k”)qn(k-k')qn(k’)dk'dk"
k' k"
- i efc2 km P*(k-k")q*(k")qp(k-k ')qv(k' )dk 'dk''

.
k' k"
+ (s-r fe4 qr(k-k')qr(k')q^(k-k")q^(k")dk'dk" . (18.71)

a
fe' fc"
Remember that the single integrals in (18.70) are dominated by

contributions from the wave range fe' << k or, equivalently, k' « \k-k'\
Therefore dominant contributions to the double integrals in (18.71) come
from wave numbers (k',k") « (k,k) or, equivalently, (k’,k") « (\k-k'\.
344
\k-k"\). In this case, the statistical connection between Fourier coeffi¬

cients with argument Ck') and Fourier coefficients with argument Ck-k )
may be neglected. This will split the expected value or averaging
operations in (18.71) and allow evaluation of the integrals. If we number
the double integrals in (18.71) Ij to Ig we will have
k'.k" p .(k-k’)p*(k-k")A.(k’)A*(k") dk'dk"

h = 3 m ^3 ~ ~ m ~ ~ i ~
k' k'
k'.k" p .(k-k')p*(k-k")A.(k')A*(k") dk’dk"

x, ~
3n m
m r i
3 ~ ~ L TV ~ ~
k' k'
and by orthogonality of the Fourier coefficients:
k'.k' Ajk)A*(k)dk’
T?3(VK(V 3 m a ~ a ~ ~
k’.k p .(k-k')AJk')p*Jk-k")q*(k") dk’dk"

T2 = 3 m r3 ~ ~ a~cl~~m~ ~
k' k"
k'.k v.(k-k')p*Ck-k’)AJk")q*(k") dk'dk"
k' k"
= pJMpltp k'.k [t (k’)q*(k') + q. (k ' )q*(k ') ] dk'

3 m ~ ~ ~
CHANDRASEKHAR [70] implies that x(k)q*(k) = 0 so we have
3h 3h ^
m , aid
k'. qjk')q*(k') dk' = h„ = h -r-^ = f hnh =0
~ a dx . m dx. 2 3a:. I m
d 3 3 3
by homogeneity.
Therefore
T2 = 0 ’
345
13 = iefe2 k \ Pj(k-k’)Al(k')q^k-k")q*(k") dk'dk"

k' k"
= i $k2
kj Ai(k')1n(k") dVdk”
k1 k"
= 0 as in J
2
J4 = { % pn)c!^')Pl(k-k”)q^(k") dk'dk"
k' k"
k3km pi(k~k’Ipjk-k") q-(k')q*(k") dk'dk"

k’ k"
knK
U ''I Po(k)P*(k)
JO ~ ~
q.(k')q*(k')
J ~ ~
dk<
‘A p/wp?® \A
2 ,2
‘A j *$ v
j fe2 pjk)p*(k)
15 = k.k" p.(k-k')q.(k')p*(k-k")A*Jk") dk'dk"

Jill 36 ~ ~ J ~ m ~ ~ 36 ~ ~ ~
k’ k"
k.k” p0(k-k')p*(k-k")A*(k")q ,(k') dk'dk"

J J 'll 36 -w *** 777 **' ~ 36 ~ O'* ~ ~
k"
= 0 as in I
2
= i Bfe2
J
f fc. pjk-k')q.(k’)q*(k-k")q*(k") dk’dk"
j 36 ~ ~ J ~ 71 ~ ~ Yl ~ ~ ~
fe' fe"
346
= i $k2 k. P^k-k'iq^k-k") qj(k’)q£(k") dk'dk"
k’ k"
= 0 as
in h
I? = -i&k2
k" p*(k-k")A*(k")q(k-k')q(k') dk'dk"
m m
mrrr?~~ 36~' T3 ~ ~ I
k’ k"
= -i$kz k" v*(k-k")q (k-k") A*(k")q.Jk') dk'dk'

m rm - ~ r - ~ * ~ ~
k' k"
= 0 as in I,
IQ = -i efe2 vl(k-k")q^(k")qr(k-k')qv(k’) dk'dk"
k' k"
= -i&k2 kmVlO<-k")qT(k-k:’) q^(k")qT(k’) dk’dk"
k' k"
= o as in Ic
q (k-k’)q (kr)c*(k-k")q*(k") dk'dk"

19 = ~ ~ nr ~ -n ~ ~ n ~ ~
k' k"
= (s-r
a
^ a (k-k')q*(k-k") qjk')q*(k") dk'dk'
■r ~ ~ ~ r ~ n ~
k' k"
q (k-k')q*(k-k') a (k')q*(k') dk'

a - ~ "n ~ ~ t ~ n ~
Equation (18.71) may now be written
B2/;4 A.(k)A*.(k) = p.(k)p*(k) k'. k' A.(k')A*.(k') dk'

C m ^ ~ v ~
k’
347
+ rjr fe4
+ § ^ £2 P^(k)p1(k)
(18.72)
But
Ai(k)Ai^P = (t(V + ?;(*)) (t*(k) + q*.(k))
= t(1<)T*(k) + q^kJqUk) + T (k)q*.(k) + T *(k)q.(k)
and since
t (k)q*.(k) = x *(k)q.(k) = 0 )
Is 7s
we have
A .(k)A*.(k) = t(k)T*(k) + q .(k)a*.(k)

Is ~ Is ~ ~ ~ 7s ~ 7s ~ (18.73)
Therefore the first integral in (18.72) yields
k\
C
k'
m
A.(k)AUk')
^ ~ i ~
dk' = k’.k’ li(k')T*(k’) + q (k')q*(k')\ dk'
j in ~ ~ 7s ~ 7s ~ ~
™3h. dh.
06 a 8 + _7s_ 7s
3a: .3a: 3a:. 3a:

0 rn 3 m
= \ (Vd)2 4 . + 4 (Vh.)2 4 .
3 3m 3 % 3m
and the second integral is written (as before)
qt(k-k')qZ(k-k’) qt(kf)q*(k') dk' = qt(k)q*(k) q.(k')q*(k') dk'

A/ Yl ~ ~
= q.(k)q*(k) hh
~ nn ~ In
1 7.2
1 T?
3 K ^(k~K(V
348
Note that
$ . .(k) = p .(k)p*.(k)
W ~ ^ ~ 3 ~
H. .(k) = q. (k)q*.(k)
Q(k) = r(k)T*(k)
Equation (18.72) may be written as
e2A4 [e(k) + H.. (k)] = \ [fvej2 + (vh.) ]

~ 'Is'ls ~ G Is Is
\3 r-;2
a
h2. khH..(k) +\h2. k2 <s>j;(k)
i ti- ~ 3 t
(18.74)
Therefore
erw = | e-2 [rver + a-4 *u(k)
+ 4 c-2 h2 H. .(k) + i B"2 k-2 (18.75)

it
Using the relations
k.k.
E(k)
$..(k) =
^3 ~ 2 ij
4i\k
H(k)
fc.fc.
H..(k) = t J)
4,k2 V fe2
in (18.75) and averaging over spheres in wave number space, we obtain
2
Q(k) = I
G
e-2 Crve;2 + m.)2~\ U
r4 E(k) + \ e-2 ^ E(k)
o Ls
+ 4 e-2 a2 fe-2 E(k) (18.76)

3 ^
In his work with the magnetic energy spectrum, MOFFATT [96] showed
that the term (Vh.)2E(k) can be neglected compared with the term k2h2 E(k).
v t
Since Moffatt's form of the magnetic energy spectrum is used in this work,
the same approximation must be carried out in (18.76), and the equation
for the temperature spectrum Q(k) reduces to the form
349
(18.77)
Define e. as
P
e = 26 fvej2
(18.78)
It is known that
2/3 k-5/3
E(k) = x e
(18.79)
(18.80)
for wave numbers k in Subrange II. Substitution into (18.77) gives the
result
£ r2
+ T x h. e e2/J k~n/3
(18.81)
Therefore
(18.82)
The form of the temperature spectrum e(k) has been calculated for two
subranges of the Kolmogoroff's equilibrium range. When a = A = g » v,
it was found that
Subrange I:
fL « k « (—)*
n3
Q(k) ni e
e
e-2/3 r6/3
(18.83)
Subrange II:
350
(±.)M « k « (±-)* 1 „
Q(k) = ± q-3 .2/3
xeft6-3 ^/a k~17^
k
3
_? ,* 2,2 2/3 r, , 3c2-, , -22/3

+JX(ZC) z (Ti.J
i e [2 -f -j A
hi
(18.84)
The proportionality in spectrum (18.83) can be eliminated by forcing

spectra (18.83) and (18.84) to agree in order of magnitude at k = fe/B3^
when Joule heating is taken to be zero. This yields
, 2 -1/3 *,-5/3 (18.85)

Q(k) = j x£gE
By definition
1 92 _ Q(k)dk
2 9 "
o(k) is expected to monotonically increase in the range 0 < k < 2/1 and
to fall off rapidly for wave numbers beyond (z/\>3)%. Therefore
fe/v3J^ 1/L 3)%

fe/B3^ (e/v3)' f
1 e2 t Q(k)dk = Q(k)dk + Q(k)dk eflUdfe .
2 6 "
1/L 3)1
(z/&3)
(18.86)
Equation (18.86) may be approximated by
|e^lxs3 [2 e-2/3 1?^ - f r* - A e-% v"2 B‘3]
+ jj xrecr2 (hi)2 [2 + f^l] re2 - v2; . (18.87)

hi
However 1/L « (e/&3)% and e » v, so (18.87) may be written as
1„2 il [2 -1/t t2/3-\ . 2

2 9 s x £e
LZ/<5] + 4
22
ye"2 (hi)2 il+^\ . (18.88)
351
Therefore
I \e2 £-2/3
1
24 X
1/z L-m
)
(18.89)
and the temperature spectrum Q(k) is written as
Subrange I: Q(k) = Lj e2 - jj x c"2 (h\)2 [l + M.]] l~2/Z k~S/3 .
h2
i (18.90)
Subrange II: Q(k) = [1 92 _ ^ xc-2 r^2;2 ^ + g_3 £ L-2/3k-17/3
h2.
+ I XrecJ-2 (h2)2 e2/3 [I + ^-] k~11/Z . (18.91)

h2.
The effect of Joule heating is reflected in the presence of the k~11/'3

term in (18.91).
Representative numerical values for this temperature spectrum were

calculated using the following parameter magnitudes:
CM
L = .5
CD
v = 0.1
II
bo
(e/63J^ = 16.4 h2 = 0.1

X
II
(e/\>3)% = 181.2
II
Numerical values for the temperature spectrum are displayed in Table 18.2,
where 0' denotes the temperature spectrum without Joule heat addition and
9 denotes the temperature spectrum with Joule heat addition. These results
are plotted in Fig. 18.2.
352
T?
Q C
rO
lO
co
CD
-o
"O
CD
+->
(T3
Q CD
CD
3
O
Q
ro
S- -
O r
LO
CT>
s- >-
4-> O
CJ C_>
Q CD
C.“0
C\J CO C
ro
<1\
Oo
Z5 »—i
4- >>CO
fO *—t
5- z
CD C
0.1—
O E oo
CD
+-> S-
CD
CD
-C 4-
I— ro
• P
C\J
• A
CO A
r<
O II
LL- S
(H)®6o|
353
Table 18.2 Representative numerical values of 0(k) for small Joule heat
eddies and a = A >> v
1og k 1og 0' log© log k log 0' log 0
1.0 18.00 18.00 3.0 14.00 14.80

1-2 17.66 17.66 3.2 12.87 14.00
1.4 17.33 17.33 3.4 11.74 13.20
1-6 17.00 17.00 3.6 10.61 12.30
1-8 16.66 16.66 3.8 9.48 11.60
2.0 16.33 16.33 4.0 8.35 10.90
2.2 16.00 16.00 4.2 7.22 10.00
2.4 15.66 15.66 4.4 6.09 9.40
2.6 15.33 15.33 4.6 4.96 8.66
2.8 15.00 15.00 4.8 3.83 7.96
c) Comparison of spectra for a » x and a = A
From Figs. 18.1 and 18.2, it may be seen that the injection of Joule heat
does increase the temperature spectra over the wave range where Joule
heating is assumed to be in effect. The thermal diffusivity a was asso¬
ciated with the destruction of e2 -stuff, whereas the magnetic diffusivity
A was associated with the addition of e2 -stuff. It is therefore to be
expected that the increase of the temperature spectrum o(k) due to the
injection of Joule heat will be greater for a = A than for a » A. A
comparison of Figs. 18.1 and 18.2 shows this actually to be the case, as
does a comparison of (18.57) and (18.91).
In obtaining the results shown in Figs. 18.1 and 18.2, it was assumed
that the Joule heating process involved a continuous production of small-
sized eddies. But as was discussed in section 17, another possibility
is that Joule heating produces, at infrequent intervals, very large-sized
eddies. This possibility will now be considered.
18.2 Large Joule Heat Eddies

If Joule heat is produced as very large-sized eddies, then these eddies
will become part of, and be indistinguishable from, the energy containing
range of the temperature distribution of which the eddy scale size is on
the order of L. According to the Kolmogoroff's theory, the high wave
number Fourier components of the temperature distribution are insensitive
to the detailed structure of this range. Thus for large wave numbers,
the temperature spectrum without Joule heat addition will have the same
form as the temperature spectrum with Joule heat added as large eddies.
354
The temperature spectrum without Joule heating has been studied by

BATCHELOR [88] and BATCHELOR, HOWELLS, and TOWNSEND [89], and their
results may immediately be applied to the case of the large Joule heat
eddy. The solution for these eddies may also be obtained from the spectra
derived in the preceding sections of this chapter by neglecting the
magnetic effects (i.e., by taking h? = 0 in the equations).
The case involving an infrequent production of large Joule heat eddies

is therefore solved.
19. THE TEMPERATURE SPECTRUM FOR THE JOULE

HEAT EDDIES OF VARIOUS SIZES
The possibilities of a continuous production of very small Joule heat
eddies and of an infrequent production of very large Joule heat eddies
were considered previously. There exists a last possibility, proposed
by KOVASZNAY and COY [95], that the formation of Joule heat eddies takes
place as an intermittent production of eddies of various sizes. It should
again be noted that there is no experimental evidence to be used as a
guide for the analysis of the Joule heating process. However some infor¬
mation on Joule heating can be obtained if we consider this process to be
of the same type as that of viscous dissipation. Viscous dissipation has
been studied and data on the viscous dissipation spectrum have been
obtained, so if we assume that viscous dissipation and Joule heating are
similar in nature, then the information available on viscous dissipation
may be used as a guide to obtain information on Joule heating. The
viscous dissipation process will now be considered.
19.1 The Viscous Dissipation Process

Using the basic hypotheses of Kolmogoroff concerning the local structure
of turbulence at high Reynolds' numbers, the form of the kinetic energy
spectrum in the inertial subrange of wave numbers is found to be
E(k) ^ z2/3 k~5/3 . (19.1)
However LANDAU [99] noted that the spectral form (19.1) cannot be exact
because of random fluctuations in the quantity
, 3u. 3u • 0
(19.2)
T' C 3 T'
355
If e is used as a parameter instead of e, then (19.1) may be applied,

with a high degree of accuracy, to approximate kinetic energy distribu¬
tions. According to GURVICH [l0(3, (19.1) gives an accuracy within 5% for
measurements of atmospheric turbulence. Successive measurements of
turbulence in the atmosphere show that each measurement is in satisfactory
agreement with a k 6 ^ law in a certain range of scales, but the intensity
of the turbulence varies greatly from measurement to measurement. In
general, there is an uneven spatial distribution of the energy associated
with the large wave number components of the turbulence, and the higher
the wave number, the more the associated energy tends to occur in confined
regions of space. A Fourier analysis of the velocity field within one of
these confined, active regions would provide Fourier components with
large amplitudes, while a Fourier analysis carried out in a region of
quiescence would yield small component amplitudes. The amplitudes of the
components of the whole field lie somewhere between the two extremes.
This phenomenon is known as the intermittence of the small-scale velocity
pulsations and can be ascribed to the variation of the energy dissipation
rate.
In the preceding investigation of MHD temperature dispersion,

<t>(x,t) e z(x,t) was neglected when compared with the Joule heating. The
form <j>(x,t) was used in the basic (17.3) to avoid the confusion which
might result if e were neglected in (1(7.3) and then employed later as F.
The spectral form (19.1) was also employed, and it was tacitly assumed
that e = F.
It is now important for two reasons to obtain information on the

statistical distribution of z(x,t). First, variations in e influence the
form of the kinetic energy distribution E(k) which was used in preceding
sections of this work, and it is necessary to determine if the change in
E(k) due to variations in e is significant. Second, information on the
distribution of z(x,t) may yield related information on the Joule heat
distribution.
OBUKHOFF [101] and K0LM0G0R0FF [102] outlined a generalization of the

previous notions developed by Kolmogoroff concerning the similarity of
the small-scale components of high Reynolds' number turbulence. This
generalization took the random fluctuations of e into account by assuming
that the quantity e^, obtained from e by averaging over a volume of fixed
shape and linear dimension r, is log-normally distributed for R » l and
L » r. The form of the kinetic energy spectrum was found to change from
356
the form in (19.1) to the form
E(k) = B(x,t) e2/S k'5/3(Lk)~v /9 , (19.3)
where the factor B(x,t) depends on the macrostructure of the flow, e is

the average value of z, and p is a universal, experimentally determined
constant.
Experimental data obtained by GURVICH and ZUBKOVSKI [102] and POND and
STEWART [103] indicate that p = 0.4 so that the actual deviation of
spectrum (19.3) from the k~3^3 law of (19.1) is close to 0.04 in the
exponent. This deviation is so small that it would be missed in most
experiments. Therefore (19.1) may be used to approximate closely kinetic
energy distributions. Results obtained for the MHD temperature spectrum
by employing the spectral form (19.1) will then be considered valid.
19.2 The Joule Heat Model

The kinetic and magnetic energy distributions are similar in several
respects. The energy in both distributions is transferred to high wave
numbers in a cascade process, and when R » » 1, the universal
equilibrium range of both distributions may be separated into energy

transfer and energy dissipation subranges. Since the Joule heating and
viscous dissipation processes are heat generators which affect their
respective spectra over high wave number dissipation subranges, it is
reasonable to assume that the processes are similar in nature. In this
case, a model may be developed for the Joule heating process based on
an idea proposed by NOVIKOV and STEWART [104>] and developed by YAGLOM
[106] for a model of the viscous dissipation process. This Joule heating
model will now be constructed.
Define the Joule heating process as e T(x,t). Divide the turbulent

d ~
magnetic field into cubes v each having edge length L (where L is the
external scale of the turbulence) and denote the mean Joule heating over
each of these cubes as t. . Divide each of the cubes v into n "first
0 °
order" cubes v2 whose edge lengths are L1 = Ln~1/3 and specify the mean
Joule heating over each cube vJ as ej . Divide each of the "first order"
cubes W7 into n "second order cubes" v0 with edge lengths Ln = L^n~1//3 =

-2/3 1 ^ 2 1
Ln and denote the mean Joule heating over each cube F as e
2 J2
Continue this process so that the Joule heating averaged through an
357
i-order cube will be a random variable with mean value z

e = z = z
i Ji Jo J'
This process of a successive division of cubes corresponds to a cascade
process in the generation of smaller and smaller turbulent formations.
If the division of cubes is carried out a sufficient number of times, the
point will be reached where ej , averaged over the (i-l)-order cubes, will
be fixed and will not depend on i again until molecular effects become
predominant. The -i-order subdivision has then isolated the variations in
the Joule heating.
Define the random variable for the -i-order subdivision as
= sjAj. , (19.4)
^ 1,-1
so that
-J. ejele2 (19.5)
and
i
log e = log 7 + l log e . (19.6)
di J m=l m '
All of the log terms, except the first few, are identically distributed
random variables which will be assumed to have finite means and variances.
The central limit theorem of probability theory may be applied, given
that the log e-? terms are normally distributed for i » l. The mean m.
and variance a2, of log eT for -L » 1 are written
= log Zj + M1(x3t) + im (19.7)
a| = M^(x,t) + ia2 (19.8)
where m and a2 are the mean and variance of log e with a sufficiently
large value of m, and the terms M1(x,t) and M^(x,t) depend upon the
characteristics of the large-scale motion and are due to the non¬
universality of some of the first log e terms. The above reasoning is
not dependent upon the shape of the volumes used.
Let v = L. = so that i = 3 log (L/r)/log n > 0. Then Zj may

v
be used in place of Zj the Joule heat averaged through an -zl-order cube.
358
Define n = 3 a2/log n so that
a2 = M„(x,t) + n log )
log (19.9)
r
For L » r, the second moment of log-normally distributed zj is found to
be
e, = M'(x,t)Zj (—) n (19.10)

J J r
r
where M’(x,t) depends on the macrostructure of the flow. From (19.10),

it can be seen that the variance of e7 is large for L » r, so the
V
strength of the Joule heat pulsations will vary greatly from one volume
to another volume with the same linear dimension r. This phenomenon of
intermittence was discussed earlier.
We are now able to calculate the autocorrelation function of the

Joule heating distribution Zj(x,t). Let
r (r) = z T(x) e Jx + r) (19.11)
where v = |r|. Apply the concept of subdivision of cubes with edge

-i/3
lengths L into smaller cubes with edge lengths = Ln . The Joule
heating at points x and x + r will be determined by the relations
eJ(~) ZJ ele2 ••‘ es
£j(x + v) = zjeie2 ••' eJ (19.12)
where the last factors correspond to cubes so small that fluctuations in

Zj may be neglected. Choose the smallest cube between the s-order and the
s-order cubes in (19.12) and use it for the last cube subdivision in both
e,(x) and e,(x + r). The two points x and x + r may be taken to be in a
d ~ c/~~ ~ ~ ~
single cube of order i = 3 log (L/r)/log n, or in different cubes all of

higher orders. If the points are taken in a single cube of order i, then
for a fixed value of eT = er we have
Jr Ji
z(x)z(x + r) = z2 eê’ ... e e’ = eT el . (19.13)

J 1 1 s s J J ' '
s s
But x and x + r = x' are in a single cube of order i in which variations

in the Joule heating have been isolated. Therefore e e' = e2 and
J J J
359
(19.11) may be written
VJ(r) = ej (19.14)
r
The same result is obtained for cubes of order greater than i. Using
(19.10), the autocorrelation function of the Joule heating process is
found to be
YJ(r)=M'z2JL^r~T] . (19.15)
The spectrum Dj(k) of the Joule heating distribution is found from

(19.19) to be
D/k) = M Lnr2 + n . (19.16)
The range of applicability of (19.15) and (19.16) is found by consid¬

ering local Reynolds' numbers. The local Reynolds number for turbulent
motions of scale r may be written R = z1^3 r4//3/v where e is the
V V 21
average viscous dissipation over an r size cube. The local maqnetic
Reynolds number Rm is then written Rm = z1//3 r4//3/\. If r » i is to
be attained with almost unit probability, then r » (\3/z. )%. Therefore,

on the average, (19.15) is valid for L » r » (\3/z)%, and (19.16) may
be applied in the range 1/l « k « (z/x3)^. The autocorrelation function
rj(r) will be taken as constant over the range 0 < r < (\3/~z)%, and the
Joule heating spectrum D (k) will be taken to fall off so rapidly in the
region (z/\3)4 « k « (T/v3P that it may be neglected as a significant
contributing factor to the temperature distribution over these wave
numbers.
The constant n appearing in the Joule heating correlation and spectrum

functions (19.15) and (19.16) is an experimentally determined, positive,
universal constant which corresponds to (but is not necessarily the same
as) the constant y in Kolmogoroff's kinetic energy spectrum (19.3).
However n = 3 o2/log n, and since n is large and a2 is finite, it follows
that 0 < n < 1. This inequality is the only information available at
this time on the magnitude of n-
The Joule heating correlation and spectrum functions TT(r) and u Jk)
J J
are schematically illustrated in Figs. 19.1 and 19.2.
The temperature spectrum e(k) will now be calculated using the Joule
360
heating spectrum D.(k).

o
Fig. 19.1. The Joule heating correlation r (r) (after STANIS IC and COY
[95])
Fig. 19.2. The Joule heating spectrum D (k) (after STANISIC and COY
[95]) J
19.3 The Calculation of the Temperature Spectrum

Assume that there exists, at the low wave number end of Kolmogoroff's
—
universal equilibrium range, a region in which no destruction of e -stuff
takes place. This region extends over wave numbers 1/L « k « fe7a3J^
and destruction of e2 -stuff occurs at higher wave numbers at a rate per

unit volume of fluid specified as e_. Variations in e were found to
cause little change in the kinetic energy spectral form (19.1), and
361
these variations will be neglected as will the change in the temperature

spectrum due to variations in e9. Therefore, in further analysis, the
terms e and e0 will be employed instead of the terms 7 and F . Joule
heat addition to the temperature distribution occurs over waSe numbers
1/L « k « (e/\3)%.
When a » A » V, Kolmogoroff's equilibrium range may be divided into

three subranges. In the wave range 1/L « k « (z/a3)%, conservative
transfer and Joule heat addition of e2 -stuff are both in effect. In the
wave^range (z/a3)% « k « (z/\3)%, destruction and Joule heat addition
of 8 -stuff take place, and in the range (z/x3)^ « k « (z/v3)%, the
process of e7" -stuff destruction acts alone.
When a = A >> v, Kolmogoroff's equilibrium range may be separated into

two subranges which are a degenerate case of the subrange division for
a » A. If a = A = 3, then conservative transfer and Joule heat addition
occur over wave numbers 1/L « k « (z/z3)% and pure destruction takes
place in the wave range fe/63J% « k « (z/v3)%.
a) The case a » A » v
Subrange I. Subrange I extends over wave numbers 1/L « k « (z/a3)%,

and no destruction of e2 -stuff takes place in this region. If Joule
heating were neglected, then dimensional requirements would yield a
temperature spectral form B(k) * k~5/3. The injection of Joule heat into
this wave range could lead to a form other than a k~5//S law depending upon
the Joule heating distribution. However the Joule heating spectral
distribution was found to be D (k) ^ k~1+r], and for 0 < n < l. D (k) will
^ _ c/'y eJ
be assumed similar enough to a k 7 law that it will not significantly

change the temperature spectrum calculated from dimensional requirements.
Therefore from dimensional requirements we have
B(k) * zQe~1/3 k-5/3 (19.17)
Subrange II. Subrange II covers wave numbers (e/a3)% << k << (e/a3)%,
where the processes of conductive destruction and Joule heat addition of
e2 -stuff are in competition.
The equation governing the local variation of e in Subrange II is
se_ ae
= aV20 + e (19.18)
at uj ax. j
o
362
Define the Fourier coefficient of the spatial distribution of &j(x,t) as
e1’-'- ET(k,t)dk
(19.19)
£j(x, t) eJ ~
-i k-x (19.20)
E T(k,t) e ~ ~ Zj(x,t)dx
eJ ~
(2 v)'
Employing (18.4) and (18.5), (19.18) may be put into the Fourier coeffi-
cient form
3x k’.p .(k-k’,t)x(k’,t)dk' = -akzx(k,t) + Ej(k) .(19.21)

(k,t) + i
n
k'
It is expected that \r(k')\ decreases rapidly for wave numbers k' on

the order of (e/a3)% or larger. \p^.(k)\ and \Ej(k)| both decrease at
relatively slow rates in Subrange II. Therefore the main contribution to
the integral in (19.21) will come from wave numbers k' « k or,
equivalently, k' « \k-k'\. In this case, the time derivative in (19.21)
may be neglected using the same arguments presented in Section 18 and
Appendix E. From (19.21) we then obtain
akzx(k) = -i k’.p .(k-k')x(k’)dk' + EJk) (19.22)

J /J ~ ~ - - J ~
k'
and may form the expression
a22c4 T(k)T*(k) k" p .(k-k')p*(k-k")x(k’)x*(k") dk'dk"
k'
kp .(k-k')i(k’)E*(k) dk'
3 3 ~ ~ ~ J
k'
+ i k' p*(k-k')T*(k')ET(k) dk'

m rm ~ ~ ~ J -
k'
+ EJk)E*(k) . (19.23)
J ~ d ~
The main contribution to the integrals in (19.23) will come from wave
numbers (k',k") « (\k-k’\, |k-k"\) . In this case, the statistical
363
connection between Fourier coefficients with widely separated arguments

may be neglected giving
P;j(M')P*(k-k")T(k’)^(k") = Pj(k-k')p*(k-k") Uk')T*(k")
PjCI<-k')T(k')E*(k) = Pd(k-k’)E*(k) TTIP') = 0
Pj¥¥^WlEj(k) = ptfk-kÊjfk) TTV) = 0 .
But
Pp^-Vlp^-V'l = P3-^-k')p*(k-k') t(k'-k») = Pj(k)p*(k) f>(k'-k")
by the orthogonality of the Fourier coefficients and because p.(k-k')

varies slowly compared with x(k') for k' « k.
Therefore (19.23) may be written
ot2fc4 T(k)x*(k) = p.(k)p*(k)

r3 ~ m ~
k'ckm dk’ + Ej(k)E*(k) .
k'
(19.24)
However
k'.k’ T(k’)T*(k')dk’ = \ rve;2 4.

J 3 m 3 ji
k'
t(k)T*(k) = e(k)
p.(k)p*(k) = $. (k)
3 ~ m ~ 3m ~
Ej(k)E*Ck) = d (k) ,
e =2 a (ye)2
a
Applying the relations above and averaging (19.24) over spheres in wave
space, we obtain
a2fc4 B(k) = J- E(k) ~ + 2 Dj(k) . (19.25)
However
364
, 2/3 1-5/S
E(k) = x e k
Dj(k) = M ejLn K 1+T]
so the temperature spectrum Q(k) takes the form
3 J/3 fe 17/2 + 2M e^Ln a-2 k 5+n (19.26)

Q(k) = 3 X Ea “ £
for wave numbers fc in Subrange II.
Subrange III. Subrange III extends over wave numbers (e/\3)% « k «

(e/v3)%. A process of conductive dissipation of e2 -stuff takes place in
Subrange III and at all higher wave numbers.
The equation governing the local variation of e for wave numbers k in

Subrange III is
36_ (19.27)
+ 2e 3
3t
with Fourier coefficient form
H + 1
k'.p .(k-k
3 3 ~ ~
t) xCk' ,t)dk' ak2 x(k,t) (19.28)
The time derivative in (19.28) is neglected using the arguments employed

in Subrange II. From (19.28) we then obtain
a2kh x(k)x*(k) k'.k" p .(k-k')p*(k-k”)x(k')x*(k") dk 'dk" j
k' k" (19.29)
and following the line of reasoning just used in Subrange II, we get
a2khQ(k) = 4
3
E(k)
2a
(19.30)
Therefore
£2/3 k-17/3
Q(k) = i x e a
-3 (19.31)
a
for wave numbers k in Subrange III.

365
From the fact that the temperature spectra calculated in Subranges I,

II, and III must agree, at least in order of magnitude, at the subrange
boundaries, and that main contributions to the temperature spectrum Q(k)
come from wave numbers 0 < k < (e/a3;%, we may use (18>50) tQ obtain;
Subrange I:
f«
^
k « r—)%
3 e(k) = ~ e2 l 2//3 k~S//3 (19,32)
a
Subrange II:
(~)^ « k «
3
r—3 Q(k) = [| 02 L~2/Z -c2c2]ea-lk-17/3
a X
-5 + T)
+ k (19.33)
Subrange III:
(~)k « k « (^-)% W = Cj 92 L~2/3 -o2(o2 - a3)]Ea-^k~17/3

\ v3
(19.34)
where
Gj = 2M e2Ln a-2
10 + 3r)
g2 = (e/a.3) 12
2 + 3
= e-1 a3 (e/\3) 3
The Joule heating effect on e(k) is reflected in the presence of the

k 5 + n term in (19.33). When Joule heating is neglected, (19.32) to
(19.34) with M = 0 reduce to the form of (18.55) to (18.57) with 7z| = o.

366
CO
Z2
o
£
03
>
CO

l_i
CD
r— >-
=3 O
O O
" “O
S- C
O 03
M—
NC_>
E
=3>CO
S- t—I
+J ^
U<
CD I—
Cl on
to
S-
CD CD
S- 4->
3 4-
4- > 03
--
5-
CD ^
CL
E A
CD A
<3
CO ~o
• c
CT> 03
CO
. CD
Cn N
W)®6o|
b) The case a = X >> v
The case a = x is a degeneracy of the case a » X. Kolmogoroff's

universal equilibrium range is here separated into two subranges.
Subrange I. If a = X = 6, Subrange I extends over wave numbers

367
1/L << k << re/63j%’ and no destruction of 92 -stuff takes place in this
region. The reasoning employed in the Subrange I section of the case
A applies here, and dimensional requirements lead to the temperature
spectral form
Q(k) % e9e 1/3 k~5/3 (19.35)
Subrange II. Subrange II covers wave numbers (e/b3)% << k « (e/v3)%,

and in this subrange Joule heating competes with conductive dissipation.
The Fourier coefficient equation governing the local variation of e is
written
If + i k’.p.(k-k',t)T(k’,t)dk'
v d ~
-$k2x(k,t) + E (k,t) .
~ (J ~
(19.36)
Assuming that x(k’) falls off rapidly in this subrange, the reasoning
employed in the Subrange II section of the case a » A may be applied
directly to (19.36) giving the temperature spectrum
Q(k) = |x eg0-3 z2/3 k~17^3 + 2M g-2 k~5 + n (19.37)
Matching the spectra at the boundary between Subranges I and II and

applying (18.50), we obtain:
Subrange I:
j « k « (-£-)% e(k) = j e2 l~2/z k~5/z (19.38)

L 63
Subrange II:
r-V* « k « (S-)3* e(k) = [j e2 l 2/3 6-3k~17/3

6 v3
-5 +
+ Cjk (19.39)
where
368
a2 = 2M Zj Ln r2 ,
,10 + 3t\ ,
= Te/b3; 12
The Joule heating effect on efik) is reflected in the presence of the

k~5 + n term in (19.39). When Joule heating is neglected, (19.38)jand
(19.39) with M = 0 reduce to the form of (18.90) and (18.91) with hZ = 0.
Fig. 19.4. The temperature spectrum for Joule heat eddies of various
sizes and a = A = 8 >> v (after STANISIC and COY [95])
It is seen from Figs. 19.3 and 19.4 that the addition of Joule heat
as eddies of size L » v » (\3/z)% does serve to increase the temperature
spectrum over the whole wave range. As expected, the increase in the
temperature spectrum due to Joule heat addition is greater for a = X
than for a » X.
It is of interest to compare the temperature spectral forms for the

case of a continuous production of small Joule heat eddies (Figs. 18.1
and 18.2) with the temperature spectra for the case of an intermittent
production of Joule heat eddies of various sizes (Figs. 19.3 and 19.4).
In Figs. 18.1 and 18.2, the addition of Joule heat as small eddies
takes place in the wave range (z/\3)% « k and does not affect the
369
temperature spectrum at smaller wave numbers, because the Joule heat

eddies were assumed to conform to a cascade process. Figures 19.3 and
19.4 depict an intermittent production of Joule heat eddies injected into
the wave range 1/L « k « fe/A3;^. The cascade of e2 -stuff will then
affect the temperature spectrum at all smaller wave numbers including the
region into which Joule heat was before assumed to be injected as small
eddies. Figures 18.1 and 18.2 and 19.3 and 19.4 cannot be graphically
compared on the same plot because of a lack of information on the macro¬
structure coefficient M(x,t) , which is a determining factor in the
temperature spectrum for the case of an intermittent production of Joule
heat eddies. However since a continuous production of small Joule heat
eddies adds a k term to the temperature spectrum and an intermittent
production of eddies is reflected in the addition of a k~5+r] term with
0 < n < 1, it may be concluded that the temperature spectrum under an
intermittent production of Joule heat eddies falls off more rapidly for
wave numbers beyond the convective transfer subrange than does the
temperature spectrum under a continuous production of small eddies.
19.4 Effect of Viscous Dissipation on the Temperature

Distribution
The work done in the investigation of the temperature spectrum under the
addition of Joule heat eddies of various sizes may be modified to analyze
the effect of viscous dissipation on the temperature distribution.
Consider the temperature equation
80 , 80
tx + u. t— = aV26 + e
at j dx. (19.40)
0
where e is the viscous addition term due to viscous dissipation in the

kinetic energy distribution. According to YAGLOM [106], the viscous
dissipation spectrum D^(k) has the form
D (k) = B' e2 Ly k~1+v (19.41)

£
for wave numbers 1/L « k « (e/vs)%. B' is a constant depending upon the
macrostructure of the flow, and y is the universal constant with value

y = 0.4.
0
The Kolmogoroff universal equilibrium range may be separated into two
different subranges. Convective transfer and viscous addition of e2
370
-stuff take place over wave numbers 1/L « k « (z/a3)%, while in the
range (z/u3)* « k « (z/v3)% conductive dissipation and viscous addition
are in effect.
The determination of the temperature spectrum with viscous addition is

carried out in exactly the same way as is the calculation of the spectrum
with Joule heat addition for the case a = A. In the convective transfer-
viscous addition subrange, dimensional requirements lead to the spectral
form
■1/3 k-5/3 (19.42)

B(k) n,
e9e
for wave numbers 1/L « k « (z/a3)%.
Define the Fourier coefficient of the spatial distribution of z(x,t)
as
z(x,t) = f e1-'- Ee(k,t)dk ,
E (k,t) =-—r e_1~ ~ z(x,t)dx

e ~ (2 u;3
Equation (19.40) may then be written in terms of Fourier coefficients as
9X (k,t) + i k'.p .Ck-k',t)x(k',t)dk' = - ak2x(k,t) + E (k,t)

3t 3 3
(19.43)
Operating on (19.43) in the method applied to (19.18), we obtain
Q(k) = i X e a-3 k~17/3 + 2D (k)k~4 a"2 . (19.44)

3 a £
Employing (19.41), we obtain the result
B(k) = 4 Xe a-3 k~17/3 + 2B'zHv a-2 k~5+v (19.45)

c ot
for wave numbers (c/a3)% « k « (e/v3)^.
The temperature spectrum under viscous dissipation is schematically

illustrated in Fig. 19.5.
371
(>D® 60|
Evidently, in this book theoretical analysis of temperature distribution

is limited to the wave range 1/L << k << It would be of interest
to extend mathematically the results obtained to lower and higher wave
numbers. The higher wave number range could perhaps be developed through
application of the Heisenberg theory or of a numerical experiment in
THOMAS' [106] sense.
372
20. THOMAS’ NUMERICAL EXPERIMENTS
In 1968, Thomas performed numerical experiments corresponding to the

"turbulent dynamo" behavior in the form of a statistical initial-value
problem for the one-dimensional model system mathematically analogous to
the system of equations governing fully-developed incompressible magneto¬
hydrodynamic turbulence. The results of the numerical experiments showed
the existence of "turbulent dynamo" action. Thomas' theory as presented
in his papers ([106], [107]) is developed in the main body of this section
20.1 Turbulent Dynamo Competing Processes

In the Section 13 of this book we saw that incompressible magnetohydro¬
dynamic turbulence is governed by the system of (13.1) — (13.4). These
equations written in vector form read
—[ + u • Vu - h • via = - Vw + vV2u , (20.1)
dh
-T + u • Vh - h • Vu = \V2h , (20.2)
o tZ ~ ~ ~ ~
and
V • u = 0 ; V • h = 0 . (20.3)
Clearly, the "turbulent dynamo" is included in the terms u • vh - h • Vu

of (20.2).
The first term in the competing process, given by u ■ vh, is a breaking

up or twisting of magnetic field lines, which leads to a decrease in the
local length scale of the magnetic field; hence, dissipation increases,
and therefore magnetic energy decreases.
The second term in the competing process, described by h • Vu, is a

stretching of the magnetic field lines; hence, this leads to an increase
of magnetic energy. Both competing processes are nonlinear and their
continuous play is very delicate. Closure approximations in all non¬
linear phenomena are of questionable value, since their interplay may
lead to an erroneous conclusion, as shown by STANISIC [108].
Therefore, in order to obtain some information, it is necessary to

study a simpler, but mathematically (not physically) analogous system to
373
that described by <20.1)-(20.3). The proposed one-dimensional model

system is:
9“ , „ du , 3h ifu
U + ^ - 3h ^ =
3a:2
dt + uj^~h^ (20.4)
Model equations have played an important role in the study of hydrodynamic

turbulence, as we saw in Section 10 by the use of the Burgers' equation.
The advantage of the model system (20.4) over the full magnetohydro¬
dynamic equations is great.
Firstly, the modeling equations can be integrated numerically without

approximating nonlinear terms. Secondly, by proper substitution, the
modeling system (20.4) can be reduced to an analogous system in gas
dynamics, and therefore is worth studying.
The factor 3 appears in the first of (20.4) so that the total energy
is conserved by the nonlinear "transfer" terms, as is the case with the
magnetohydrodynamic equations. To illustrate this, consider the case
where u(x,t) and h(x,t) are prescribed on a finite interval 0 < x < L
and vanish outside.
Multiplying the first of (20.4) by u, the second by h, and after

integration we obtain
_3_ , dh , ✓ 9w,2 ,
3* 4 u2dx = ~ E = 3 un — ax - v
* dt u
and
_3_
2h dx u Eh - - 3 /dh ,2 ,
n uh dx - X (20.5)
dx Hx ^
° O O
where and Eh are kinetic and magnetic energy, respectively.
Hence, the total energy E is given as
E = E + E. , (20.6)
u h
Adding (20.5) it follows that

374
,dh» 2 -1 j (20.7)
<w + (]
o
Equation (20.7) shows that in the process the nonlinear terms are lost.
Defining
g(x,t) = 3% h(x) ,
the proposed model system (20.4) is reduced to the ordinary one¬

dimensional system, namely
9m , 9m 3q 3
a — v -
91 U 9a; 9 9a;2
9h 9m = x 92h (20.9)
+ u la. _ 9
9t 9a; 3x 9a;2
The purpose of writing model (20.4) into the form of (20.9) is to point
out certain features of the model system (20.9) in the nondissipative
case.
20.2 Nondissipative Model System A. = v - 0

In this case, (20.9) reduces to
9m 9m
0
9t + u dx
• (2o-,o>
The system (20.10) has an exact analogy in gas dynamics; namely, the
equations governing isentropic flow of an inviscid polytropic gas, with
a local sound speed a, namely
9m , 9m , 2 9a „
Ji + u^+^la^= 0
9a , 9a , y-1 9m .
rr + u — + a — = 0 (20.11)
91 dx 2 9a;
375
Comparing (20.10) and (20.11) we see that they are identical with g = a
and Y = -1 (von Karman-Tsien gas), Y being the ratio of the specific
heats. The two families of characteristics of (20.11), c and c are
n . dx
C+ : dt = u + a
dx _
C a
dt (20.12)
and the corresponding Riemann invariants are
2a 2a
u + s = u -
Y-1 J " y-JZ (20.13)
In our model analogy (y = -i) we have the characteristics
dx
dt = u + 3 ’
dec
dt= u ~ 3 ■ (20.14)
(u+g) is constant along the characteristic curves = (u-g),and (u-g)

is constant along the characteristic curves ^ = (u+g).
For simple wave solutions of (20.11), i.e., solutions in which r or s

is constant, one set of characteristics consists of the straight lines.
In general these lines converge or diverge giving a compression or rare¬
faction wave. For y = -l the straight line characteristics are
parallel. Thus, for y = -l in the model system, the simple wave propagates
without distortion, i.e., the solution of the model system evolving from
the smooth initial conditions shows absence of the shock formation.
Equation (20.11) can be linearized by means of the hodograph transformation

see STANISIC [109], For y = -l, the resulting linear system is
3a; 31 3a; _ 31
dr ~ r 3r 3s _ S 3s (20.15)
These equations may be separated, yielding the simple one-dimensional wave

equation, i.e..
32a; 3 2t
= 0 = 0 (20.16)
3r3s 3r3s
376
The solution for (20.16) can be written in terms of the characteristics:
namely
t(r,s) = f(r) + k(s)
v s
x(r3s) = vf(v) + s k(s) f(Vdi - k(t\)cLt\ (20.17)
where f( ) and k( ) are arbitrary functions. THOMAS [107] has reduced

the solution to the Cauchy's problem using initial conditions
r(x,0) = §(x) = uQ(x) - gQ(x)
s(x,0) = y(x) = uq(x) + g0(%) (20.18)
wi th
u (x) = ax
o
gQ(x) = &x (20.19)
a and e are constants.
The resulting solutions are:
, , , „ r(a+$) + fa-BJ exp

l(x= *X Ta+Bl - (a-B7 exp (-2&t)
g(x,t) = gx . (20.20)
Evidently, in this case g(x,t) remains steady. However, as £-**>, we have

that u(x,t) -s- g(x,t); i.e. the solutions approach the steady state
"equipartition" solutions. If 4>(x) and 'V(x) are not monotonic functions,
the curves in the hodograph plane become multivalued functions, and the
analytical procedure in studying features of the process becomes quite
complex. For this reason, the numerical experiments with (20.4) become
more desirable.
20.3 Numerical Experiments

The main purpose of the following is to construct numerical experiments
in which we test the possibility of the "turbulent dynamo" action for the
377
model system (20.4). The experiments are in the form of a statistical

initial-value problem; i.e. at t = 0, a random initial velocity field
u(x,0) and a correspondingly weak random magnetic field h(x,0) are
prescribed on a finite interval 0 <_ x <_L. Then (20.4) are integrated
numerically on a high-speed digital computer and the resulting velocity
and magnetic fields are evaluated, along with statistical properties such
as spatial correlations, spectra energy at various times, and other
stochastic moments. The velocity and magnetic field may be considered as
being approximately spatially homogeneous (for L » d where d = —; N is
the number of equal spatial intervals).
We define the spatial correlation functions, for velocity and

magnetic field as follows:
Qu(r,t) = <u(x,t)u(x + u(x,t)u(x + r,t)dx (20.21)
Q^(r}t) = <h(x,t)h(x + r,t)> = — h(x,t)h(x + v,t)dx (20.22)
where we take u(x + v,t) = u(x + r-L,t), h(x + v,t) = h(x + r-L,t) for
L <_ x+r <_ 2L. Then, we define corresponding normalized correlation
functions R (v,t) and i?7 (r, t) as
u n
Qu(r>t)
Ru(r,t) = Qu(0,t)
Qh(r,t)
Rh(r,t) (20.23)
Qh(0,t)
Evidently kinetic and magnetic energy spectra are

CO
E (k3t) = R (v,t) cos (kr)dr

u Ju
o
R^(r,t) cos (kr)cb (20.24)

77
The corresponding normalized energy spectra are given by

378
E (k, t)
u
Eu(°,t)
Eh(k,t)
(20.25)
Fh(k,t) Eh(0,t)
The results of the experiments are illustrated in Figs. 20.1 to 20.7.
Figure 20.1 shows the time development of one set of the initial
velocity and magnetic fields for R = R^ = 20.
Note that
B-S* ; E -f
v m A
where R is the Reynolds number and Rm is the magnetic Reynolds number. It
is readily apparent that there is growth in the magnetic field. The

results for velocity correlations at a fixed time are illustrated in Fig.
20.2. This figure shows that ensemble averaging does not have a great
effect on the initial part of the correlations.
Figure 20.3 shows a) velocity and magnetic field correlations at a

fixed time; and b) the corresponding energy spectra. A smooth spectrum
function results if we assume that the correlation is identically zero
beyond the first point where it crosses the r-axis, or the first local
minimum.
Figure 20.4 and 20.5 show the time development of the kinetic and
magnetic energy for four trials with different values of R and R^. We
observe that the dynamo action occurred in all but the case R = 20,
R =0.2 (v/x = 0.01). In this case the magnetic diffusion term dominated
m
at the outset and no increase in magnetic energy resulted.
Since the total energy is freely decaying (no energy input after t = 0),
in order to see if magnetic energy approaches some steady level, we must

look at the time development of the ratio of the magnetic energy to the
total energy. This is illustrated in Fig. 20.6.
Figure 20.7 shows an example of the forms for the kinetic and magnetic
energy spectra at successive times. The curves show the increase in the
overall magnetic energy spectrum, accompanied by a decrease in the kinetic
and magnetic energy spectra at high wave numbers due to the increased
dissipation of small-scale components.
379
It should be mentioned that the magnetic energy was found to increase

at least to the equipartition level in every experiment in which r > r,
• • m
with considerable overshoot in some cases.
The two trials shown in Fig. 20.5 were the only ones for which R < R.
Therefore, we conclude that Rm > R (\ < v) is a sufficient condition for

dynamo action in the model system. Hence, the results do lend support to
the belief, based on approximate theories, that "turbulent dynamo" action
does exist in real cases, such as in interstallar gas clouds.
Fig. 20.1 Time development of a set of initial velocity and magnetic

fields (after Thomas [105])
380
Fig. 20.2 The effect of the ensemble averaging on the velocity correlation
function (after Thomas [106])
Fig. 20.3 a) Velocity and magnetic field correlation at fixed time;

b) Corresponding energy spectra F (k) (after Thomas [106])
381
Fig. 20.4 Time development of kinetic and magnetic energy (after Thomas
[106])
Fig. 20.5 Time development of kinetic and magnetic energy, normalized

by initial kinetic energy (after Thomas [106])
332
0 2 4 6 8 10 12 14 16 18 20
t
Fig. 20.6 The development of the ratio of magnetic energy to total
energy (after Thomas [106])
Fig. 20.7 Example of the time development of the kinetic and magnetic
energy spectra [both normalized by (after Thomas [106])
Appendices
Appendix A — Derivation of Correlation Equations

(13.51-13.62)
Here the details of (13.49) and (13.50) are carried out for n = 1, 2, and
Z in order to derive dynamical relations for first, second, and third
order space-time correlations between velocity and magnetic field compo¬
nents .
n = 1
Here, from (13.45),
X1 = (y (xl,tl) + z (xl, t1)

•'a ~ a
6s'(x1Jt1) y' = 0
a %
z' = 0
(A. 1)
and
+ z (xl,tl)
a ~
6s'(x^,t1)
a ~
Ky (xz,t2) ---+ 3 (x2,t2) ----)<t>

^y'^(x2,t2) 6z'^(x2,t2) y' = 0
- j (y Jx1 ,tl )y ^(x2 ,t2)ujxl ,tl )u^(x2 ,t2)
+y (x1,t1)z (x2,t2)u (xl,tl)h (x2,t2)

ot ~ P ~ Ci ~ p ~
384
+ z (xl,tl)y (x2,t2)h (xl ,tl)ujx2,t2)

a ~ p~ ot ~ p ~
+ zjx1 ,tl )z^(x2,t2)hjxl ,t1 )h^(x2 ,t2)) , (A.2)
and from (13.48)
l° = n = i w(x,t) = n (A.3)
y' = o
z' = 0
Thus, from (13.44),
= (y (xl,tl)u (xl,tl) + z (xl,tl)h (xl,tl))dx1dt1 , (A.4)

Ja~ a ~ a ~ a ~
and hence
441
. , = ltt (x,t) (A.5)
4y (x,t) a ~
ua ~
and
= i h (x,t) (A.6)
4s (x, t) a ~
a ~
A1 so,
k2 =
K2 (xl,tl;x2,t2)dx1dtldx2dt2 5 (A.7)
where K2 is given by (A.2), and hence
44>2
(y (x2,t2)u (x,t)u (x2,t2)
fiy(x,t) P ~ U ~ p ~
+ z^(x2,t2)ujx,t)h^(x2,t2))dx2dt2 , (A.8)
and
42$2
= - u (x,t)u (x,t) (A.9)
*ya(x,t)ty (x3t) - “
Similarly,
385
S2$2_ _____
tya(x,t)f>z (xat) ~ ~ ua, (A. 10)
42$2_ -— ---
f)z^(x,t)fiy^(x,t) ~ ~ a(:£,t)u^(x,t) 3 (A.11)
iS2$2
*3 (x,t)f>za(x3t) = - ha(x,t)h (x,t) . (A.12)
a ~ p ~
The use of (A.3), (A.5), (A.6), and (A.9-12) in (13.49) and (13.50)
for n = 1 directly yields (13.51) and (13.52).
n = 2
From (13.45) we have
K3 = 4 fy ---+ z (xl,tl) ---)

a ~ a -
i(yjx2,t2)—$-+ zjx2,t2) —*-

Sy'fa2,,*2,) S tz^(x2,t2)
Xfy (x3,t3) ---+ z (x3,t3) ---;$

ty'(x3st3) Y ~ 4z'(x3,t3) y' = °
Y ~ Y ~
z' = 0
= - j; (ya(xl,tl)y^(x2,t2)y^(x3,t3)ujxl,tl)u^(x2,t2)u^(x3,t3)
+ y (xl,tl)y (x2,t2)z (x3,t3)u (xl,tl)u0(x2,t2)h (x3,t3)

•'a ~ ■'S' Y~ a- S ~ y ~
+ y (xlJt1)z0(x2,t2)y (x3,t3)u (xl,tl)h0(x2,t2)u (x3,t3)

°a ~ S' •'y ~ a ~ S' Y~
+ y (xl,tl)z (x2,t2)z (x3,t3)u (xl,tl)h (x2,t2)h (x3,t3)

- g ~ Y~ a- g ~ Y~
-f 3 (xl)y0(x2,t2)y (x3,t3)h (xl,t3)u (x2,t2)u (x3,t3)

a ~ ''g ~ •'y ~ a ~ S- y ~
+ s (xl,tl)y n(x2,t2)z (x3,t3)h (xl,tl)u (x2,t2)h (x3,t3)

a ~ ‘'g ~ Y~ a ~ S' Y~
+ z (x1,tl)zn(x2,t2)y (x3,t3)h (xl,t1)h (x2,t2)u (x3,t3)

a - S~ •'y ~ a ~_S ~_Y ~
+ z^(xl,tl)z^(x2,t2)z^(x3,t3ihjx1 ,tl)h^(x2j,t2)h^(x3,t3) (A.13)
386
and from (13.48)
l1 = + z (x1,tl) -)n
4y'(xl,tl) fiz' (xl ,tl) V' = 0
•'a ~ a ~
z' = 0
= - (y (x1 ,tl)w(x,t)u (xl,tl) +z (x13t1)w(x,t)h (xlst1)).

ua ~ ~ a ~ a ~ ~ a ~
(A.14)
From (A.8) we have
3 4$2
(yR(x2,t2) gj ua(x,t)uR(cc2,t2)
31 4y (x,t)
+ z (x2,t2) -rr u (x,t)h (x2,t2))dx2dt2 , (A.15)

p ~ aU CL ~ p ~ ~
and similarly
3 4$2
(y (x2,t2) -r-r- h (x,t)ua(x2,t2)
31 4s (x,t) p ~ 0V CL ~ p ~
a ~
+ z (x2,t2) rr u (x,t)h0(x2,t2))dx2dt2 . (A.16)

B ~ 3r a - 3 ~
Next, we have
32 4$2
(x,t)ua(x2,t2)
3x„3x„ f)u (x,t)
B 6 a ~ Y Y
+ z (x2,t2) v u (x,t)h (x2,t2))dx2dt2

6 ~ 3a:. 3a; a
™ ~ P ~
Y Y
(A.17)
and similarly
32 4$2
3a: 3a:_ 4z (Ycjij (y (x2,t2) A t-■ v~ h (x,t)u (x2,t2)
3a: 3x a
B 6 a ~ Y Y
+ 3 (x2,t2) A \(z>t)\(x2,t2))te2dt2
Y Y
(A.18)
From (13.44) we have
*
$3 = K2(xl,t1;x2)t2;x33t3)dx1dt1dx2dt2dx2dt3 , (A.19)
387
where k3 is given by (A.13). Then
64>3 i
fy(x,t) 3y&(x2,t2)y (x\t*)ua(x,t)u (x*,t2)u (x3,t3)
+ ey&(x2,t2)z^(x3,t3)ujx,t)u Jx2,t2)h (x3,t3)
+ 3z&(x2,t2)zy(x3,t3)ua(x,t)h (x2,t2)h (x3,t3))dx2dt2dx3dt3 ,
(A.20)
and
62$3
tya(x,t)/)y&(x,t) (yy(x3 ,t3 )ujx,t)u&(x1t)uy(x3 ,t3 )
zy(x3,t3)ujx,t)u&(x,t)h^(x3,t3))dx3dt3 . (A.21)
Similarly,
623
fy a(x>t)fe&(x~tj = ~ 3\(yy(x'i,t3)ujx,t)h?>(x,t)uy(x3,t3)
+ zy(x3,t3)ujx,t)h^(x,t)hjx3,t3))dx3dt3 , (A.22)
S2<l>3 f -
62 (x,t)ly(x,t) = ' 1 \(yy(x\t3)ha(x,t)u (x,t)u (x3,t3)
Ot ~ p ~ *' 1
+ z (x3,t3)h (x3t)u (x,t)h (x3,t3))dx3dt3 , (A.23)

y~ ot~ p ~ y ~
and
62$3
(y (x3,t3)h (x,t)ha(x,t)u (x3,t3)
62 (xst)62a(x,t) •'y - a ~ B ~ Y ~
CL ~ p ~
+ zy(x3,t3)h^(x,t)h^(x,t)h^(x3,t3))dx3dt3 . (A.24)
From (13.47) and (A.14) we have
n1 = - (y (xl)w(x,t)u (xl,t3)
'Ja~ ~ a ~
+ 2
rv
(Tr
~
1 jt1 )w(x,t)h (x3,t3))dxldtl
~ rv ~ J ~ 9 (A.25)
388
and thus
(y (xl,tl) w(x,t)u (x1Jt1)

fr"1"
a
ua - dx ~ p ~
+ za(xl,tl) -—w(x,t)h (xl,t1))dxldtl . (A.26)

p ~ oX ~ p ~
a
Now, using (A.15-18), (A.21-24), and (A.26) in (13.49) and (13.50)

for n = 2, renaming some of the variables, and combining terms we have
(y (x2,t2) (- —- u (xl,tl)u (x2,t2)

e - gt1 01 ~ B -
-2y (ujxl,t1)u (xl,tl)u (x2,t2) - hjxl,tl)h^(xl,tl)u&(x2,t2))

ax1 a Y
+ v ——-—~ u (xl,tl)u (x2,t2) - -^—-w(xl,tl)u(x2,t2))

ax^x1 01 B 8X1
y Y a
+ z (x2,t2)(-- u (xl,tl )h (x2,t2)

6 ~ gt1 a ' B “
(u (x1,t1)u (xl,tl)h (x2,t2) - h (xl,tl)h (x1,t1)h (x2,t2))

ct~ Y ~ p ~ ci ~ Y ~ P ~
3x
+ v -u (xl,tl)h (x2,t2) w(xl,tl)h (x2 ,t2)))dx2dt2= 0 j

axW a ‘ e ~ dX
Y Y
(A.27)
and
(y (x2,t2)(-h (x1,t1)u (x2,t2)

at 1 a
- —r- (h (xl,tl)u (x2,t2)u (x2,t2) - u (x1,tl)h (x1 ,tl)u0(x2,t2))

g 1 a ~ Y~ 3 ~ a ~ y ~ 3 ~
Y
+ X —^- 'h (xl,tl)u (x2,t2))

ax1ax1 “ ' B ~
Y Y
389
+ 3 (x2,t2)(- -±- h (x1,tl)hJx2}t2)

dt1 B ~
3a.l (ha(:Zl’tl)uy(Xl>tl%(x2>t2) - ujx1 ,tl Ih^fx13tl )h&(x2,t2 ) )
+ A ' 1 1 \(xl>tl)h$(xz>t2)))fa2dt2 = 0 . (A.28)

oCC oX
Y Y
Equations (A.27) and (A.28) must also hold if the integration on x is

carried out over a region r'<r and the integration on t is carried out
over the range , t>0, since this too is a valid flow problem and
boundary conditions are not involved. Since the range of integration is
arbitrary, the integrands must equal zero in each case. But then, since
y^(x~,t-) and z^(x2,t2) are independent, the coefficients of each of these
must vanish. This results directly in (13.53) and (13.54).
n = 3
Proceeding as in the case n = 2, we find, after some renaming of

variables and combining of terms, that (13.49) and (13.50) for n = 3
yield the equations
(y (x2,t2)y (x3,t3) (- - zWx1 it1 )u^(x2,t2)u^(x3,t3)

31
(u (xl,tl)us. (xl ,tl )u xz ,-t2 )u^( x3 }t3 )

a ~ S
2 ---
+ v —--— u (xl3tl)u (x2,t2)u (x3,t3)
dxltel
0 0
“ ■ e ~ Y ~
- —— w(x3, tl )un (x2, t2 )u (x3,t3))

3X1 B - Y ~
a
390
+ 2y^(x2,t2)zy(x3,t3)(- -2j ujx1 ,tl )u^(x2 ,t2)h^(x3 ,t3)

9 ~t
- — (u (x1 ,tl)uJxl,tl)u (x2,t2)h (x3,t3)

1 a ~ o - p ~ Y ~
3a; r
o
- h (xl,tl)hJxl,tl)u (x2,t2)h (x3,t3))

a ~ 6^ p ~ Y
+ v —^—- u (xl,tl)ua(x2,t2)h (x3,t3)

« l_ 1 a ~ 3 ~ Y ~
dXfdXr
0 0
-— w(xl,tl)ua(x2,t2)h (x3,t3))
~ i p ~ y ~
dX
a
+ z (x2,t2)z (x3,t3)(-\ u (x1,t1)h (x2,t2)h (x3,t3)

e ~ y - u1 a ~ 15 ~ Y
- —— (u (xl)ujxl,tl )hJx2,t2)h (x3,t3)

3«J “ " Y ~
o
- h^(xl,tl)h&(xl,tl)h^(x2,t2)h^(x3,t3))
+ v —^-u (x1,t1)h (x2,t2)h (x3,t3)

~ B ~ Y '
o o
+ —w(x3,t3)h (x2,t2)h (x3,t3)))dx2dt2dx3dt3 = 0 } (A.29)

3*1 “ B ~ Y - "
a
(y (x2,t2)y (x3,t3)(-h (xl,tl)ua(x2,t2)u (x3,t3)

? ~ Y - u1 a ~ 6 ~ y ~
- —^-r- (h (x3,t3)u„(xl,t3)uo(x2,t2)u (x3,t3)

3a,l a ~ 6 ~ 3 - Y -
0
- u CL (x3,t3)h
~
(x3,t3)u (x2,t2)u (x3,t3)
0 ~ p ~ y ~
391
32 --
T-f ha(^l3i1)u (x2,t2)u (x3,t3))
6 6
+ ~h (x^tûJx^t^h (x3,t3)
r St1 “ 3 ~ Y ~
" ^ (h**1 ,tl )US(!Zl ’tl )u&(*2’t2)\(xJ
+ x —i—r h (xl,tl)u (x2,t2)h (x3,t3))

dx. dx. P y ~
o 6
+ Zz(x2>t2)z^>^)(- hJxl^1)\(^Z^2)\(x^t^)
V (hJxl)uJxl>tl)h (x23t2)h (x3}t3)

dxl 0 ~ 3 ~ Y ~
- ujx1 ,tl)h&(x1 ,tl)h^(x2,t2)h^(x3,t3))
02
+ x 7 r hJxl>tl)h (x2,t2)h (x'i,t'i)))dx2dt2dlx3dt'i = 0 . (A.30)
dx.dx" “ p ~ Y ~ ~ '
0 0
Using the argument as in the case n = 2 for the vanishing of the

integrand in (A.29) and (A.30), and also noting that y(x,t) and z(x,t)
are independent, we are led directly to (13.57) through (13.62).
Appendix B — Derivation of Spectrum Equations
(14.45-14.46)
From (14.42) and (14.43) we have
(r (k1,tl) ■ 6 + s (kl,tl)
“ ~ Sr'Ckl,tl) Ss' (kl,tl)
a ~
Y,(r (k2,t2) + s (k2,t2) v)4> dkldtldk2dt2

Sr'(k2jt2) Ss'(k2,t2)
P ~ r' = 0
s' = 0
(r (kl,tl)r (k2,t2)v*(kl,tl)v*(k2,t2)
+ r^(k1,tl)s^(k2, t2)v^(k1,tl)g*(k2,t2)
+ s Jkl ,tl )r ^(k2 ,t2 ) g^(kl )v*(k2 ,t2)
+ s^(k1,tl)s^(k2,t2)g^(kl,tl)g^(k2,t2))dk1dt1dk2dt2 , (B.l)
and similarly
(r (kl,k2)r (k23t2)r (k3,t3)v*(k1,t1)v*(k2,t2)v*{k3,t3)

a ~ B ~ Y~ a ~ S--’ y ~
+ r rv (k1,tl)r
~ J
(k2,t2)s v (k3,t3)v*(k1,tl)v*(k2}t2)g*(k3,t3)
R ~ ~ rv ~ R~J C7 v ~
+ r (kl,tl)s (k2,t2)r (k3,t3)v*(k1 ,tl)g*(k23t2)v*(k3,t3)

a ~ S~ y ~ a ~ °S~ Y~
+ r (kl,tl)s (k2,tz)s (k3 ,t3)v*(k} )g*(k2,t2)g*(k3,t3)

a ~ Y~ a ~ ^S~ -
393
+ SJ^1 >tX ,t3)g^(k' }tl )v^(k23t2)v*(k3 )
+ sa(k\tl )^^(k23t2)s^(k3 ,t3 )g*Jki )v^(k2,t2)g*(k3 ,t3)
+ ^(^\^)s^(kz,tz)r^(k\^)g^k\^)gl>(k23t2)v,(u^tz)
+ SJ*1>tl)8&(1$2>tZ)sy(k3>t3)g*(kl}t1)g*(k2it2)g*(k33ts)
Mkldtldk2dt2dk3dt'i .
Then, considering (14.45) for « = 2 term by term, we have
6$2
&r^(k,t) ~ ~ Jf . ---
>t2 )v*(k}t)v*(k2}t2)
+ s6 (k2,t2)v*a(k,t)g*&(k2,t2))dk2dt2 , (B.3)
2 (T, 3
6Z$
(r(k23t3)v*(kl,t)v*(k23t)v*(k33t3)
Y ot p ~ y ~
SrJkl,t)Sv^(k2,t)
+ sy(k33t3)v*(kl,t)v^(k2,t)g*(k2,t2))dk2dt2 , (B.4)
and
62$3
= - i
(r^Ck3 ,t3 )g* (kl ,t)g* (k2,t)v* (k3 ,t3 )
Y p y ~
&sa(k1,t)Ss (k2,t)
+ sy(k3,t3)g*Jk3,t)g*&(k2,t)g*(k3,t3))dk3dt3 (B.5)
Using (B.3) through (B.5) in (14.45) for n = 2 yields the equation
(ra(kl,tl)r^(k2;,t2) f^y + v|fe11 )v^(k1,tl)v*(k2,t2)

kKt1 k2,t2 U
+ ra^13t1)s&(k2,t2)(-^j + v\kl\ )v^(kl,tl)g*(k2,t2))dkldtldk2dt2

dt
394
Xfr (k3,t3)(v*(kl,tl)v*(k2,t1)v*(k3}t3)
Y ~ ct p ~ Y
- g*(^Ktl)g*(k23t1)v*(k33t3))
+ s^(k3,t3)(v^(kl,tl)v^(k2,tl)g*(k3,t3)
- g^(kl,tl)g^(k2,t1)g*(k3,t3)))dkldtldk2dk3dt3 (B.6)
In the integral on the right side of (B.6) let k = kl + k2 . After

making this substitution, we rename k ■> k1, k1 -> k3, k3 -*■ k2, and t3 -> t2.
In this form, the integrals on the left and right of (B.6) combine to
give
ra(k\tl)(r^(k2,t2))(^ + v\k'\Z)v*(kKt')v*(k2,t2)
k2[t2 “ U
kl (v*(k3,t1)v*(kl-k3,tl)v*(k2,t2)
Y a ~ Y ~ p ~
k3
- g*(k3,tl)g*(kl-k3,tl)v*(k2 3t2))dk3)
sa~ ay ~ ' 6 ~
+ s 0(k2,t2)((-^— + v|fex\2)v*(kl,t1)g*(k2,t2)
P ~ ~ a ~ P ~
k1(v*(k3 3tl)v*(kl-k3,tl)g*(k2,t2)
- g*(k3,t1)g*(k1-k3,t1)g*(k2,t2))dk3))dk1dtldk2dt2 = 0 (B.7)
To proceed further, we need the following theorem.
Theorem: if
m (k,t)n (k,t)dkdt = 0 (B.8)
for all functions m (k3t) satisfying
k m (k,t) = 0 , (B.9)
a a ~
then there exists a scalar function p(k3t) such that

395
n r^t; = k p(k, t)
(B.10)
Let qa(k3t) be an arbitrary vector function, and then let
k kn
- f~q^(k3t)) .
I£I
Then (B.9) is satisfied identically. But then
k k
ma(k,t)n^(k,t)dkdt = - -2-1 q&(k,t))n k,t)dkdt
\k\
k
qa(k,t) (n (k,t) - -2-1 n (k,t))dkdt = 0 ,
(B.ll)
\k\2 S '
and since qa(k,t) is arbitrary, this implies that
k kr
nJ^t} - = 0 3
or
Kn(k,t)
- K < ^|2 > - (B.12)
which completes the proof.
Returning to (B.7), we note that since k r (k,t) = 0 (from (14.23)),

a a ~
then, from the theorem above, it follows that
(r&(k2,t2)((-^ + v\kl\2)v*(k3,t3)v*(k2,t2)
k2'}t2 u
- i kl(v£(k33t1)v*(k1-k3}tl)v*(k2,t2)
g*(k3,tl)g*(kl-k3,tl)v*(k2,t2))dk3)
a Y ~ p ~
+ s (k2,t2)((^~ + V l^1 I )v*(kl,tl)g*(k2,t2)

c ~ a ~ p ~
- 1 k^(v*(k3 ,tl )g* (k2, t2)

396
- g*(k3,t1)g*(k1-k3,tl)g*(k2,t2))dk3))dk2dt2
~ y ~ p
= k p(kl,tl) (B.13)
or ~
Now, taking Y times each side of (B.13) and using the fact that
= 0, we have
(r^(k2,t2)(- i k k (v*(k3,t1)v*(k1-k3,t1)v*(l 2,t2)

a y a ~ y ~ p '
k2,t2 k3
- q*(k3,t1)g*(k1-k3,tl)v*(k2,t2))dk3)
ua ~ Y ~ p ~
+ sjk2,t2)(- i t2)
a y a
- g^(k3,t1)g*(kl-k3,tl )g^(k2,t2) )dk3) )dk2dt2
= \kl| g(k3,tl) (B.14)
Solving for p(kl,tl) in (B.14) and substituting in (B.13) yields the

equation
(v0(k2,t2)((—Y + v|kl|2)v*(kl,tl)v*(k2,t2)
8 - U1 ~ a ~ v ~
k2,t2
- -\ kl(v*(k3,tl)v*(kl-k3,t1)v*(k2,t2)
y a ~ y ~ ~ 8 ~
k3
- g*(k3,tl)g*(kl-k3,tl)v*Jk2,t2))dk3
3a - ~ ~ 8~
! YY
+ 1 Ya | 12
(v*(k3Jt1)v*(k1-k3,tl)vt(k2,t2)
6 - Y - ~ S ~
k3
- g*(k3 3tl)g*(k'-k3 )v*(k2}t2))dk3)

397
+ s (k2,t2)((-\ +
at va(^’tl)9^2,t2)
J ~y(K (^>tl)vy(]<1-l<3>t1)g*(k2}t2)
~ 3*a0<'i,t1)g*(k1-k\tl)g*&(k2}t1))dk'i
K -77-2(^^)v*(T^-k\^)g*(T^3t2)
£3 15 1 15 ~
- )g*(kl-k\tl)g*(k2,t2))dk3))dk2dt2
u ’ (B.15)
and since r^(k2,t2) and s^(k2,t2) are each arbitrary and independent of
each other, (B.15) leads to the pair of equations
(~+ v\kl\2) v*(k\tl)v*(k2,t2)

at1 ~ 01 ~
(v*(k'i3tl)v*(k1-k2,,tl)v*(k2,t2)
u Y ~ p ~
k3
- g*(k3,tl)g*(k1-k33t1)v*(k2:>t2))dk3
klk\
1 y 6
+ i (v*(k3, tl)v*(kl-k\ tl)v^(k2, t2)
a
k2 i^r
- g£(k3,tl)g*(kl-k3,t!)v*(k23t2))dk3
(B. 16)
and
398
(-\ + v|fe1|2'1 v^(kl ,tl) g*,(k2 ,t2)
- i k1 (v*(k3}tl)v*(kl-k3,tl)g*(k2,t2)
y a ~ Y ~ P
k3
- g*Jk 3 ,tl)g^(kl-k3 ,tl )g^(k2,t2) )dk3
klk]
+ 1i fc1 -Li- (v*(k3,tl)v*(kl-k3,t3)g*(k2,t2)
jsa lsl|2 6 - Y ~ 6
g*(k3, tl)g*(k}-k?, tl)g^(k2, t2))dk3
= 0 (B.17)
Following the same procedure as in (B.3) through (B.17) for (14.46)

w-ifch n = 2, we are led to the equations
r-i-+ x|kl\2) g*aCkl,tl)v^(k2,t2)
(g*(k3,t1)v*(k1-k3Jt1)v*(k2,t2)
~ y ~ p ~
- v*(k3,t1)g*(kl-k3,tl)v*(k2,t2))dk3
a ~ 3 ~
. klk\
1 Y 5
+ i (g*(k3}t1)v*(kl-k3, t1)v*(k2, t2)
a
k3 i^r
- v*(k3,t1)g*(k1-k3,tl)v*(k2,t2))dk3
6 ~ °y ~ ~ B~
(B.18)
a>wd
r-i-+ xlfe1!2; S'*('fe13*17gr*C?c2Jt27

at1 B
399
f l
- i
K(9^^l)v*(k^-k31tl)g*(k23t2)
k3
~ Va(^^tl)9^k1-k3^)g*(k2}t2))dk3
k'k].
.1 Y 5
+ ôj^T (e$^>tl)v*(*l-ls*,*l)g*(k2t#)
- vt(1i3^tl)9*(k1-k31t1)g*(k^1t2))dk3
~U- (B.19)
We can replace k2 by - k2 in (B.16), using the fact that v*(-k2,t2) =

v$(k2,t2) and g*(-k^t2) = g&(k2,t2), and (B.16) becomes
(~\+ vlfel|2) v*(kl,tl)vjk2,t2)

a01 ~ p ~
kJv*(k\t ')v*(k}-k33t3)vR(k2,t2)
k3
~ 9*OL(k3,t3)g*(k3-k2>t1)v&(k2,t2))dk3
klkl
K 77777 (vt^3)v*(k^-k33tl)v (k23t2)
^3 l« | r P
gUk3,t1)g*(k1-k33t1)vjk23t2))dk3
= o (B.20)
Next, replacing fe1 by - fc1 and k3 by - fe3 in (B.i6) yieids, using the
fact that v*(-k33tl) = v f/c3,*1;, etc.,
~ + V I fe1 I ) v (kl,tl )v%(k2,t2)

at1 ' 01 ~ e ~
+ i ky(va(k3,tl)v (kl-k3,tl)v*(k2,t2)
A:3
400
- gJk3,tl)g (kl-k3,tl)v*^(k2,t2))dk3
klk^ -—-
k1 (v Jk3 ,tl )v(kl-k3 ,t3 )v* (k2 ,t2)

(, “ l?M2 s “ T ' ' B
- g &(k3,tl)gy(k1-k3 }t3)v*(k2,t2))dk3
=0 . (B.21)
Then, interchanging a and B in (B.21), adding the result to (B.20),

and taking the limit as kl, k2 -> k1 and t1, t2 -> t yields the equation
r— + 2v\k\ ) v*(k,t)va(k,t)
nl “ ~ e ~
- 1 k ((v*(k3,t)v*(k-k3,t)v (k,t) - v (k3,t)v (k-k3,t)v^(k,t))

y a
k3
(g^(k3,t)g*(k-k3 3t)v&(k3t) - g&(k3,t)gy(k-k3,t)v^(k,t)))dk3
fc fc.
+ i Y i5 ((kav*(k3,t)v*(k-k3,t)v^(k,t)
fc3
- k0v,(k3,t)v (k-k3,t)v*(k,t))
M ~ y~~ a ~
- ffc g*(k3}t)g*(k-k3,t)vQ(k,t)
rS - ^y ~ ~ b~
- k^g ^(k3, t)g^(k-k3,t)v*(k3t)))dk3
= 0 . (B.22)
Using a similar procedure to that in (B.20) through (B.22), we find

that (B.17), (B.18), and (B.19) yield the following equations,
respectively.
(j^+ (v + \)\k\2) v*(k3t)g (k,t)

401
1 - 9ftdi*,t)v (k-k*}t)v*(k,t))
k3 s~
(g*(k3,t)g*(k-k33t)g^(k3t) - v&(k3 3t)g^(k-kz 3t)v^(k,t)))dk3
k k.
+ i Y >5
((kav*(k\t)v*(k-k\t)g (k,t)
- ke,96(T<3Jt)v^(k-k33t)v^(k3t))
~ (ka9l(k3,t)g*(k-k33t)g&(k3t)
- k^&(k3, t)g (k-k ^ 3, t)v* (k, t) ))dk3

= 0 , (B.23)
(Jt + (v + x)\^\2) 9*^k)v&(k,t)
- l ky((g*(k3,t)v*(k-k*3t)v (k,t) - v (k3,t)v (k-k33t)g*(k3t))

k3
(v*(k3,t)g*(k-k3,t)v (k3t) - gJk3,t)g (k-k3,t)g*(k,t)))dk3
+ i feYfe6
( (ka9t(kZ ’t)vy(k~^ >t)v
k3 l^l2
ke>v&(k3,t)v^(k-k3,t)g*(k3t)) - (kav*(k33t)g*(k-ki,t)v (k,t)
k^g&(k3,t)g^(k-k3,t)g^(k,t)))dk3
= 0 (B.24)
and
(j£ + 2\\k\2) g*(k3t)g^(k,t)

402
- i
k ((g*Jk3,t)v*(k-k3,t)gQ(k,t) - g&(k3,t)v^k-k3,t)g*(k3t)
k3
(v*(k3,t)g*(k-kz,t)g?>(k,t) - v&(k33t)g^(k-k33t)g*(k,t)))dk3
r k k
+ 1
((k g*(k3,t)v*(k-k3,t)g&(k,t) - k&g&(k3,t)v^(k-k3,t)g*(k: t))
k31
- (kav*(k33t)g*(k-k3,t)g&(k3t) - k^v&(k3 3t)g^(k-k3 3t)g*Jk3t) ) )dk3
= 0 (B.25)
Equations (B.22) through (B.25) are the required equations for the
energy spectrum tensors.
Appendix C — Fourier Transforms (18.10)
Define the Fourier coefficient G(k) by the relations
g(x) e1-'- G(k)dk

. (C.l)
k
G(k) = -ik-x ,
e ~ ~ g(x)dx (C.2)
(2-n)'
where dk - dk2dk2dkg, dx = dx2dx2dxg, and integrations are over all space.
In operational notation, (C.l) and (C.2) may be written
g(xj = F~l [G(k)] (c.3)
G(k) = F [g(x)~\ (q_4)
where F [ ] is the Fourier transform operation and F-1 [ ] is the

inversion operation.
Define
T(k) G(k-k ')H(k')dk ' (C.5)

J ~ ~ ~
k'
Taking the inverse transform of I(k) we have
i k-x
F~1iKk)'\ = { G(k-k')H(k')dk '} dk
404
G(k-k')dk) dk' (C.6)

H(k') {
k' k
Let k-k’ = k" so that
F~l[l(k)] = ~H(k’) dk' e1-'- G(k")dk"

k"
= F-1 [FrW]F_1[G('W] = h(x)g(x) (C.7)
Therefore
G(k-k ')H(k')dk' . (C.8)
The MHD temperature equation is written
ii + «. |^-= «v2e + ^ v27z2 (C. 9)

3t 3 3a:. c
Define the Fourier coefficients of the spatial distributions of u., e

and h. as
u.(x,t) = e1-’~ p .(k,t)dk = F“1[p .TfejtJ] (C.10)

0 ~ J <7
Q(x,t) = e1-'- t(k,t)dk = F~l[x(k,t)~\ (C.ll)
h^(x,t) = e1-'- q.(k,t)dk = F~l\_q .(k,t)] (C.12)

"Is *'* "* ~
It is found that
38
e1-'- ik.x(k,t)dk = F~l [ifc.xf^t,)] ,
dX . 3 ~ ~ 3 ~
3
aV2e = 31'- ^ f- afc2x (k, t) )dk = F1 [- afc2x fktj ]

405
Therefore by (C.8)
^ H“] = = kj P/k-k'st)x(k’,t)dk' ,
t
(C.13)
F [av2e] = - ak2i(k,t)
(C.14)
The Joule heating term is written
\ r6hi dhi d2h--

S/2h2 = 2 - [—- —±- + h. _ll
O L 3x . dx . % . 2 -■
3 3 9ar.
= 2 - [F-'ti^.jF-l [i^] + . (C. 15)
Taking the Fourier transform of (C.15) and using (C.8), we have
F [A v2^2] = _2 A [ (k.-k')q (k-k ' )k'.q . (k ')dk '

O J c L d d Is ~ ~ J Is ~
+ q;0<-k')k'.k'. q.fk'ldk’'] (C.16)

I* ~ ~ 3 3 i* ~ ~
= -2 - k-k’. q.(k-k’) q.(k’)dk’ .

o d d Ts ~ ~ I, ~
(C.17)
But (C.16) may also be written
F [- V27z2] = -2 A [ (k.-k’.)q.(k-k’)k'. q.(k’)dk'

a J a d d Is ~ ~ J Is ^
k’
+ q. (k') (k.-k'J (k .-k \)q. (k-k ’)dk']

i ~ 3 3 3 3 i ~ ~
k'
= -2 A [ k.k.q.(k-k')q.(k')dk’
a 3 3^^ ~ ~ ~
k.k'. q.(k-k')q.(k')dk'] (C.18)

3 3 % ~ ~ i ~ ~
406
Applying (C.17), (C.18) is written
F [- V2?z2] = -2 ^k2 qjk-k'lqjk'ldk’ - F [£ v2h2]
k'
Therefore
F V2/z2] k2 q.(k-k’)q.(k’)dk' (C.19)

^ ~ ~ L'i ~
Equation (C.9) may now be written in the Fourier coefficient form
IT *1 fc'.
3
p .(k-k',t)x(k’,t)dk’
3 ~ ~
k'
= - ak2x(k,t) - ^ k2 q ^(k-k' ,t)q!L(k’ }t)dk' (C.20)

k'
Appendix D — The Time Variation of Eq. (18.3)
Consider the problem of temperature dispersion in MHD turbulence with

R » R » Rn In the range of eddy sizes of dimension z such that
m 6
fa3/e/)% >> a » fx3/ej%, the time derivatives may be neglected in the
equation
86 , 86 ,
’rrr + u . —-= aV20
81 j dx . (D.l)
3
Applying an order of magnitude analysis to (D.l), we find that
*i %' 0 <t w •
av2e -v o (~ e;
z
where u^ is the change in velocity over the distance z. Writing (D.l)

terms of magnitudes, we obtain
i! „ - -2L e; (D.2)
8t ' Z 2
z
Denote the time scale or characteristic time of the z sized velocity

eddies as t* and note that
u
Z
(D.3)
According to theory of turbulence, we have

408
u\ = u (y)1/3 for £ » (v3/e)% (D.4)

J6 Li Li
u. = uT (L) r% for £ « (v3/c)^ (D.5)

X/ L Li
where u is the root mean-square velocity of the turbulence. By

Ii
hypothesis, dominant contributions to the second term on the left side
of (D.l) come from eddies of dimension (a3/e)% or larger, and since
a » A » v, we will take (D.4) to characterize the relevant velocity
structure.
From (D.3) and (D.4) we have
L1/}lS/S (D.6)
t*
u
£
But e may be written in the semi-empirical form
(D.7)
so that t* may be written

W£
t* -e-2/V/JJ . (D.8)
M£
Returning to (D.2), we find that
30 , 1
(D.9)
-) 0
u" (Vr
However, our range of interest is (a3/e)% » £ >> (X3/z)\ so that
i ^3 rs/s t*
£ u
and we may neglect l/t* when compared with a/£2. The time behavior of
ul
(D.9) will therefore be approximated by the relation
0 'v e (D.10)
Define the characteristic time t* of the e process as

409
o2
f* — ~_
9 a ’ (D.11)
and (D.10) gives
-t/t*
6 ^ e • (D.12)
In time t* the e process will reach e"1 of its original value and will
become approximately steady. We take time t* to have elapsed, consider
the e process to be approximately steady for eddies (a3/z)% » i »
(\3/e)%, and neglect the time derivative in (D.l).
Appendix E — The Time Variation of Eq. (18.19)
Consider the problem of temperature dispersion in MHD turbulence with

r » R » Rn. In the range of eddy sizes of dimension £ such that
me
(\3/z)% » £ » (v3/e)%, the time derivative may be neglected in the
equation
—T" + u . |—— = aV20 + ± V2h2 (E.l)

H 3 dx. a
Applying an order of magnitude analysis to (E.l), we find that
39 „ A
<7
av2e -v i-y ej
i2
1 V2h2 * o (-A- h2) ,

cl
where u is the change in turbulent velocity over distance £ and h is

i £
the change in Alfven velocity over the same distance. Writing (E.l) in
terms of magnitudes, we obtain
r— _ — (E.2)
U 1 ' £2
The Maxwell equation for the Alfven velocity (7.2 ) may be written in
vector form as
411
3/2
= V X (u X h) + \v2h
(E.3)
Estimating the order of the terms in (E.3), we find that
v x (u x h) ^ 0 (~ h%)
\v2h ^ 0 (~ hj
2 SL
An order of magnitude equation for h] can then be formed from (E.3)

and written as
d}li ,Ul A ,2
(E.4)
so that the time behavior of h2 can be said to go as
2 ÛSL/H ^/^)t
hê VI
(E.5)
Substituting (E.5) into (E.2), we obtain
36 , l a ,
(u A/l2)t
e +
i/i
(E.6)
where h is some positive constant.
It was hypothesized that dominant contributions to the second term on

the left side of (E.l) come from eddies of dimension (a3/c)% or larger
so that (as in Appendix D)
Ul = UL ^1//3 f°r £ >:> <'v3/e^ (E.7)
may be taken to characterize the relevant velocity structure. The

dominant contributions to the magnetic Alfven velocity eddies come from
eddy sizes (\3/e)% >> a, which is our range of interest.
Define the characteristic times
(E.8)
t* (E.9)
0 a
412
(E.10)
c-l/3
As was found in Appendix D, t*
u„
Since
f—»
e
r—»
e
a
we have
» 4 » £I/S f2/3 3? 4 (E.ll)

£2 £2 K.
Therefore
111
(E.12)
t* t* >> t*
0 n u„
and (E.6), which is written
i/t*)t
J_. „ K ri/tl
Tb% (W
un n h
may be approximated as
80 ^ 1 . + hl -t/1;h
(E.13)
3t * ' t* 9 + t* 6
0 n
Equation (E.13) is "solved" as
2
h
O
tt/t* - t/tp
6^0 e + (E.14)
o £ x (2.__L_j
Vh f*
n te h
But again, l/t* >> T/t* so we write (E.14) as

0
-f/fg
6^0 e +
.2
o (E.15)
n
with the last term on the right of (E.15) being left in because nothing
has been said about the magnitude of ?z2.
413
In time t* the e process will reach @-i of its original value and will
become approximately steady. We take time t* to have elapsed, consider
the process approximately steady for eddies (\3/e)% » i » and
neglect the time derivative in (E.l).
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419
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_• Mathematical Foundations of Statistical Mechanics, New
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translation of the Soviet journal), 1_, pp. 291-297 (1956)
AUTHOR INDEX
Alfven, H., 254, 410
Barazotti, A., 59, 60

Bass, J., 306
Batchelor, G.K., 3, 129, 190, 194, 306, 308, 310, 311, 316, 327
Baum, F.A., 252, 302
Betchov, R., 232, 268
Betz, A., 48, 49
Bierman, L., 308
Bineau, M., 312
Boussinesq, J., 1, 2, 40, 45
Brogren, E.W., 54, 57
Brooks, N.H., 53
Burgers, I.M., 196, 197, 206, 224, 225, 226, 232
Chandrasekhar, S., 3, 189, 193, 194, 252, 268, 269, 302, 303, 332, 344
Comte-Bellot, G., 80
Corrsin, S., 3, 311, 316
Coy, E.B., 3, 312, 319, 320, 337, 339, 352, 360, 366, 368, 371
Deissler, R.G., 269

Dryden, H.L., 143
Groves, R., 28
Gurvich, A.S., 355, 356
Heisenberg, W., 3, 161, 181, 182, 183, 187, 188, 189, 190, 192, 193 194
252, 302, 303, 306
421
Hinze, J.O., 3, 25, 191

Hopf, E., 3, 232, 233, 238, 240, 241, 249, 252, 269, 294
Hong, S.K., 80, 91
Howarth, L., 166, 168, 171, 175, 179, 258, 311
Howells, I.D., 327
Kampe de Feriet, J., 3

Kaplan, C.A., 252, 302
Khintchine, A. Ya., 157
Klebanoff, P.S., 3
Kolmogoroff, A.N., 2, 161, 163, 169, 171, 173, 174, 175, 177, 182, 183,
189, 193 , 196, 252, 301, 316, 317, 318, 322, 323, 324
325, 328 , 349, 353, 354, 355, 356, 359, 360, 361, 366
369
Kovasznay, L.S.G., 3, 168, 186, 302, 354
Kraichnan, R., 3, 176, 196, 220, 221, 224, 230, 232, 252, 257, 269, 311
Landau, L.D., 6, 354

Laufer, J., 3, 36, 37, 70
Levich, V.G., 72
Lifshitz, E.M., 6, 354
Lin, C.C., 194
Loitsyansky, I.G., 71, 268
Lumley, J.L., 80, 81, 83, 84
Martin, P.C., 232

Millikan, C.B., 80
Moffatt, H.K., 308, 316, 318, 319, 330, 332, 335, 348
Monin, A.S., 3, 232, 233, 311
Moyal, T.E., 3
Nagarajan, S., 303

Neuzgliadov, V.G., 28
Nikuradse, T., 53
Novikov, E.A., 3, 356
Obukhoff, A.M., 2, 175, 302, 311, 355

Onsager, L., 3, 161
Orr, W.MeF., 80
Pai, P.I., 36, 37, 39

Phillips, O.M., 3
422
Pohlhausen, K., 61
Pond, S., 356
Prandtl, L., 2, 40, 41, 44, 45, 46, 47, 50, 51, 53, 54, 56, 59, 71, 72,
78, 79, 81
Proudinan, L., 193, 194
Reid, W.H., 311

Richardson, L.F., 310
Richter, E., 269
Roberts, P.H., 268
Schlichting, H., 54, 232

Schluter, A., 308
Sen, N.R., 194
Siggia , E.D., 232
Sommferfeld, A., 80
Stanisic, M.M., 28, 72, 291, 309, 318, 320, 339, 352, 350, 365, 358, 371,
372, 375
Stanjukovicth, K.P., 252, 302
Stewart, R.U., 356
Tatsumi, T., 268

Taylor, G.I., 2, 46, 48, 310
Thomas, J.H., 3, 253, 291, 295, 309, 372, 376
Tien, C.L., 64, 72
Titt, E.W., 294
Townsend, A.A., 3, 327
Vanoni, V.A., 53
Volterra, V., 233
von Karman, T., 2, 48, 51, 53, 54, 61, 72, 166, 168, 172, 175, 179, 268,
311
von Weiszacker, C.P., 3, 182, 183, 184, 186, 192, 193, 196
Wasan, D.T., 64, 70, 72
Yaglom, A.M., 3, 232, 233, 311, 369

Yamamoto, G., 3
Yuan, S.W., 54, 57, 59, 60
Zubrovski, S.L., 356

SUBJECT INDEX
Additional conservation law 279, 285, 286

Alfven velocity 254, 410
Anti-symmetric 140
Autocorrelation function 109, 113, 117, 358, 359
Averaged Green's function 3, 217, 219, 221, 230, 231, 232
Averaged kinetic energy 17
Back-reaction 315
Binomial distribution 97
Borel set 96, 101
Boundary layer 4
Thickness of 61, 85
Turbulent 61, 71
Viscous sublayer 61
Brownian motion 163, 311
Bruns-Charlier series 269
Buoyancy 312
Cartesian product 94
Cauchy's problem 376
Central limit theorem 357
Central moment 99
Characteristic function 100, 237, 238, 239
Characteristic functional 237, 238, 251, 269
Characteristics 375
Closure 148, 219, 228, 265, 269
Complex frequency 6
Conditional distribution 105
424
Conditional probability 96
Conditional probability density function 105
Conditional probability mass function 105
Conduction 321, 322, 323
Conduction-dissipation subrange 323, 325
Conductivity 252, 253, 295
Continuity equation 12, 15, 75, 92, 146, 149
Convection 321, 322
Convection-transfer subrange 324
Correlation 11, 109, 113, 128, 129, 132, 133, 137, 138, 139, 140, 141,
143, 148, 151, 157
Couette flow 31, 35, 38
Covariance 113, 117, 120, 124, 128
Cross-variance 109
Deductive theory 268

Deformation rate tensor 26
Density function 109, 110
Diffusion 18
Diffusivity 254
Direct-interaction approximation 3, 209, 211, 219, 227, 228, 269
Dissipation 18, 19, 25, 181, 196, 301, 306, 307, 309, 310, 314, 315,
319, 372
Dispersion 309, 310, 314, 321
Dynamo action 251, 372, 379
Electrically conducting fluid 251, 253

Electromagnetic units 253, 312
Elementary event 95
Elliptic equations 4
Empty set 93
Energy method 4
dissipation 72
production 19
Energy spectrum density function 164
Energy spectrum tensor 131
Ensemble average 177, 199, 316
Equation of
heat conduction 18
kinetic energy 15
Equipartition of energy 252, 294, 305, 308, 376, 379
425
Ergodicity 128
Ergodic theorem 108
Eulerian approach 311
Euler's equation 24
Finite set 93
Fluctuation velocity 15, 23
Fredholm integral equation 80
Friction velocity 52, 75, 87
Functional calculus 233, 251
Fundamental invariants 139
Gaussian
density function 111
distribution 110
divergence theorem 82, 83
Heisenberg's theory 178

Hermitian symmetry 133, 158
Hopf's ^-equation 240, 262
Hydromagnetic pressure 253
Hyperbolic equations 4
Hypergeometric distribution 98
Hypothesis of similarity 169
first 170, 173
second 172, 173
Impulse response function 225

Inertial subrange 191, 308, 317, 319
Infinite set 93
Instantaneous phase 233, 234, 235
Integral length 150
Integro-differential equation 219, 232, 326
Intermittent
production 320, 369
theory 3
Isotropic turbulent flow 23
Joint characteristic function 256, 257, 258, 296

Joint characteristic functional 251, 252, 255, 256, 257, 259, 272,
287, 293, 296, 299
426
Joint orthogonal random function 283

Joint probability 103
density 103, 257, 258
distribution 106, 109
Gaussian distribution 268, 293, 296
Joule
dissipation 301, 306, 307
heat model 358
heating
conductive-dissipation subrange 340
magnetic dissipation 320, 323
process 319
subrange 329
Kernel 241, 263

Kinetic energy 373
Kolmogoroff's length 171
Lagrangian approach 311

Laminar boundary layer 63
Laufer’s experimental data 36, 37
Local homogeneity 2, 163
Local isotropy 2, 163
Lorentz force 315
Mach number 6
Magnetic
convection 319
diffusion 378
energy 373
energy spectrum 348
spectrum tensor 333
Magnetohydrodynamic turbulence 251
Marginal
distribution function 104
mass function 104
probability density function 104
Mathieu's equation 5
Maxwell's equations 254
Mean 99, 109, 117, 120
Mean deformation tensor 25
Mean energy convection 19
Mean free path 40, 294
Mean strain-rate tensor 81
427
Mixing length 2, 40, 41, 44, 45, 47, 48, 49, 51, 53, 54
Navier-Stokes equations 12, 25, 28, 66, 141, 143, 148, 176, 196 197
221 , 222, 224, 225, 230, 232, 233, 234,’315
Nondissipative model system 374
Non!inear
integral equation 192
mechanics 5
stochastic 2, 4
Normalized energy spectra 377
Nuclear fission 251
Numerical experiments 376
One-dimensional energy density function 154, 157
Parabolic equation 4
Peclet number 314
Permeability 253, 254
Perturbation part 5
Phase
distribution 234, 236
functional 236
Poiseuille flow 31, 32
Poisson distribution 97
Porous wall 53, 54
Power spectral density 115, 120, 122
Prandtl's number 6, 46, 315
Prandtl's theory 47, 51, 75
Pressure functional 240, 245, 261, 263
Principal correlations 133
Probability density 102, 108, 128
Quasi-Gaussian approximations 268, 269, 302
Random functions 4, 106, 115, 128

Random variable 93, 95, 96, 97, 99, 100, 115, 117, 126, 161, 162, 235,
237, 357
Rate of
deformation 18
diffusion 19
dissipation of kinetic energy 317
turbulent energy production 19
viscous dissipation 19, 167
428
Relative velocity 163

Reynolds'
averaging technique 10
magnetic 314
number 1, 6, 7, 9, 24, 30, 61, 72, 73, 74, 164, 169, 301, 312
314
stress tensor 14, 18, 21, 24, 26, 27, 28, 242
Riemann invariants 375
Rotation group 139
Second order weakly stationary process 112, 120

Shearing turbulence 23
Skewness factor 175
Small perturbation 4
Solenoidal field 251, 254, 259, 262, 277, 278
Space average 30
Spectral
decomposition 121
density function 116, 117, 118, 119
distribution 92
Stability 4
Stationary process 114
Stieltjes integral 108
Stochastic Fourier integral 270
Stochastic processes 92, 95
Stokes' flow 28
Stream function 48
Stress
gradient 14
invariant 23
tensor 81, 154
Taylor series 50, 185, 241, 252, 263, 264, 280, 281, 282, 287
Temperature spectrum 335, 336, 337, 339, 351, 354, 360, 361, 365, 369,
370
Theory of Invariants 138, 268
Three-dimensional spectrum function 157, 160
Total energy 373
Transfer mechanisms 180, 191, 194
Translation operator 262
Turbulent
boundary layer 59
dynamo 372
429
Uniformly distributed random variable 120

Uniqueness 4
Universal function 171
Unstable flow 9
Variance 99, 109, 113, 124, 127

Variational part 5
Viscosity 1, 92, 169, 182, 233
eddy 1, 6, 25, 40, 71, 72, 73 > 76, 77, 78, 80, 181
kinematic 197, 200, 252, 253, 295
von Karman approach 53
Vorticity 50, 149
spectrum 150
transport 46
Weak dependence principle 209, 214, 215, 216, 218, 219, 229
Weakly stationary process 112, 117, 120, 121
'
The aim of this text is to give engineers and scientists a mathe¬
matical feeling for a subject which, because of its nonlinear
character, has resisted mathematical analysis for many years.
The reader will find that besides a systematic presentation of
traditional knowledge of turbulence, the author has enhanced the
extant literature with several unorthodox touches: Kraichnan’s
theory is illuminated through its application in modeling Burger’s
equation: Hopfs <t> equations in “ordinary” turbulence are derived
and their solutions extended to two orders of approximation;
magnetohydrodynamic turbulence is exactly formulated and the
physics of “transfer” of kinetic and magnetic energy explained.
Furthermore, Heisenberg’s theory is extended to magnetohydro¬
dynamic turbulence. Finally, some thoughts on temperature dis¬
persion in magnetohydrodynamic turbulence are advanced.
ISBN 0-387-96107-0
ISBN 3-540-96107-0

Mathematical Theory of Turbulence, The - Stanisic, M. M

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niversitex

The Mathematical Theory

AMS Classification: 76Fxx, 76D05, 76E25, 60Gxx, 82A50

Library of Congress Cataloging in Publication Data

© 1985 by Springer-Verlag New York Inc.

Printed and bound by R.R. Donnelley & Sons, Harrisonburg, Virginia.

ISBN 0-387-96107-0 Springer-Verlag New York Berlin Heidelberg Tokyo

"I do not think at all that I am able to

;present here any procedure of investiga¬

tion that was not perceived long ago by

rules and ways of investigation which

are followed by able men, who in most

illusion that I shall fully succeed even

Bernard Bolzano (Wissenschaftslehre, 1929)

The following book results from a series of lectures on the mathematical

It was my aim in writing this book to give engineers and scientists

of its refractory nature this subject was categorized as one of seven

The material presented here is designed for a first graduate course

Whether a person is an experimentalist or a theoretician, he must have

Throughout, emphasis is placed on the nonlinear stochastic phenomena

I have purposely omitted many excellent experimental works such as

important studies which complement the more theoretical subject matter of

The book is divided into parts, chapters, sections, and subsections.

In the second chapter an introductory theory of random variables and

In the third chapter Kolmogoroff's, Heisenberg's, Kraichnan's, and

In the fourth chapter, particular emphasis has been placed on the

My own interest in magnetohydrodynamic turbulence began in the late

I wish to thank my students, especially Dr. John H. Thomas and Dr.

Part One — Classical Turbulence. 10

Chapter I. Turbulent Flow. 10

Part Two — Statistical Theories in Turbulence. 92

Chapter II. Fundamental Concepts . 92

7. Propagation of Correlations in Isotropic Incompressible

Chapter III. Basic Theories . 161

12. Hopf's Theory of Turbulence . 232

Chapter IV. Magnetohydrodynamic Turbulence . 251

13. Magnetohydrodynamic Turbulence by Means of

14. Wave-Number Space . 269

15. Stationary Solution for O-Equations . 291

16. Energy Spectrum . 301

17. Temperature Dispersion in Magnetohydrodynamic

18. Temperature Spectrum for Small and

19. The Temperature Spectrum for the Joule

20. Thomas' Numerical Experiments . 372

Appendix B -- Derivation of Spectrum Equations

Author Index . 420

Subject Index . 423

The main objectives of this book will be i) to investigate the physical

The theory of turbulent motion has received considerable attention in

The chaotic nature of turbulent motion could lead one to consider it

A turbulent flow field is characterized by rapid fluctuations, a fact

Turbulence sets in for various reasons. A sudden change in one of

As is the case for nonlinear stochastic phenomena, the problem of

During the fourth decade of this century, in 1935, G. Taylor and T.

The second era of turbulence starts with A.N. Kolmogoroff1s work at

ing the physics of turbulence. Kolmogoroff's outstanding works in the

lanquage of spectra is the 5/3 law. Similar results were obtained by W.

Another significant contribution in the second era came from E. Hopf,

Other significant contributors to the theory of turbulence during this

Hydromagnetic turbulence as a special case of turbulent motion has

for a fluid continuum.

Thus we begin with the non-linear Navier-Stokes equations for

where u. is the •£t*1 component of the velocity field, p is the density, y

Certain difficulties with the aforementioned system of equations are: