Abstract
The continuum limit of lattice models arising in two-dimensional turbulence is analyzed by means of the theory of large deviations. In particular, the Miller–Robert continuum model of equilibrium states in an ideal fluid and a modification of that model due to Turkington are examined in a unified framework, and the maximum entropy principles that govern these models are rigorously derived by a new method. In this method, a doubly indexed, measure-valued random process is introduced to represent the coarse-grained vorticity field. The natural large deviation principle for this process is established and is then used to derive the equilibrium conditions satisfied by the most probable macrostates in the continuum models. The physical implications of these results are discussed, and some modeling issues of importance to the theory of long-lived, large-scale coherent vortices in turbulent flows are clarified.
Similar content being viewed by others
REFERENCES
C. Boucher, R. S. Ellis, and B. Turkington, Spatializing random measures: Doubly indexed processes and the large deviation principle, Ann. Probab. 27:297–324 (1999).
H. Brands, J. Stulemeyer, and R. A. Pasmanter, A mean field prediction of the asymptotic state of decaying 2D turbulence, Phys. Fluids A 9:2815 (1997).
F. P. Bretherton and D. B. Haidvogel, Two-dimensional turbulence over topography, J. Fluid Mech. 78:129–154 (1976).
E. Caglioti, P. L. Lions, C. Marchioro, and M. Pulvirenti, A special class of stationary flows for two-dimensional Euler equations: A statistical mechanics description, Commun. Math. Phys. 143:501–525 (1992).
P. H. Chavanis and J. Sommeria, Classification of self-organized structures in two-dimensional turbulence: The case of a bounded domain, J. Fluid Mech. 314:267–297 (1996).
A. J. Chorin, Vorticity and Turbulence(Springer-Verlag, New York, 1994).
A. J. Chorin, Partition functions and equilibrium measures in two-dimensional and quasithree-dimensional turbulence, Phys. Fluids 8:2656–2660 (1996).
A. J. Chorin, A. Kast, and R. Kupferman, Optimal prediction of underresolved dynamics, Proc. Nat. Acad. Sci. USA 95:4094–4098 (1998).
A. Dembo and O. Zeitouni, Large Deviations Techniques and Their Applications(Jones & Bartlett, Boston, 1993).
J.-D. Deuschel and D. W. Stroock, Large Deviations(Academic Press, Boston, 1989).
M. DiBattista, A. Majda, and B. Turkington, Prototype geophysical vortex structures via large-scale statistical theory, Geophys. Astrophys. Fluid Dyn. 89:235–283 (1998).
R. M. Dudley, Real Analysis and Probability(Wadsworth & Brooks/Cole, Pacific Grove, California, 1989).
P. Dupuis and R. S. Ellis, A Weak Convergence Approach to the Theory of Large Deviations(Wiley, New York, 1997).
T. Eisele and R. S. Ellis, Symmetry breaking and random waves for magnetic systems on a circle, Z. Wahrsch. verw. Geb. 63:279–348 (1983).
R. S. Ellis, An overview of the theory of large deviations and applications to statistical mechanics, Scand. Actuarial J. 1:97–142 (1995).
R. S. Ellis, K. Haven, and B. Turkington, Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles, University of Massachusetts, technical report, 1999.
G. L. Eyink and H. Spohn, Negative-temperature states and large-scale, long-lived vortices in two-dimensional turbulence, J. Statist. Phys. 70:833–886 (1993).
D. Holm, J. Marsden, T. Ratiu, and A. Weinstein, Nonlinear stability of fluid and plasma equilibria, Rev. Mod. Phys. 123:1–116 (1985).
A. D. Ioffe and V. M. Tihomirov, Theory of Extremal Problems(Elsevier, North-Holland, New York, 1979).
B. Jeuttner and A. Thess, On the symmetry of self-organized structures in two-dimensional turbulence, Phys. Fluids A 7:2108–2110 (1995).
G. Joyce and D. C. Montgomery, Negative temperature states for the two-dimensional guiding center plasma, J. Plasma Phys. 10:107–121 (1973).
M. Kiessling, Statistical mechanics of classical particles with logarithmic interactions, Commun. Pure Appl. Math. 46:27–56 (1993).
R. Kraichnan, Statistical dynamics of two-dimensional flow, J. Fluid Mech. 67:155–175 (1975).
J. Lynch and J. Sethuraman, Large deviations for processes with independent increments, Ann. Probab. 15:610–627 (1987).
C. Marchioro and M. Pulvirenti, Mathematical Theory of Incompressible Nonviscous Fluids, Appl. Math. Sci., Vol. 96 (Springer-Verlag, New York, 1994).
J. C. McWilliams, The emergence of isolated coherent vortices in turbulent flow, J. Fluid Mech. 146:21–43 (1984).
J. Michel and R. Robert, Large deviations for Young measures and statistical mechanics of infinite dimensional dynamical systems with conservation law, Commun. Math. Phys. 159:195–215 (1994).
J. Miller, Statistical mechanics of Euler equations in two dimensions, Phys. Rev. Lett. 65:2137–2140 (1990).
J. Miller, P. Weichman, and M. C. Cross, Statistical mechanics, Euler's equations, and Jupiter's red spot, Phys. Rev. A 45:2328–2359 (1992).
D. Montgomery and G. Joyce, Statistical mechanics of negative temperature states, Phys. Fluids 17:1139–1145 (1974).
D. Montgomery, W. T. Matthaeus, D. Martinez, and S. Oughton, Relaxation in two dimensions and the Sinh_Poisson equation, Phys. Fluids A 4:3–6 (1992).
L. Onsager, Statistical hydrodynamics, Suppl. Nuovo Cim. 6:279–287 (1949).
R. Robert, Concentration et entropie pour les mesures d'Young, C. R. Acad. Sci. Paris Ser. I 309:757–760 (1989).
R. Robert, A maximum-entropy principle for two-dimensional perfect fluid dynamics, J. Statist. Phys. 65:531–553 (1991).
R. Robert and J. Sommeria, Statistical equilibrium states for two-dimensional flows, J. Fluid Mech. 229:291–310 (1991).
P. Santangelo, R. Benzi, and B. Legras, The generation of vortices in high-resolution, two-dimensional decaying turbulence and the influence of initial conditions on the breaking of self-similarity, Phys. Fluids A 1:1027–1034 (1989).
E. Segre and S. Kida, Late states of incompressible 2D decaying vorticity fields, Fluid Dyn. Res. 23:89–112 (1998).
J. Stoer and R. Bulirsch, Introduction to Numerical Analysis(Springer-Verlag, New York, 1980).
B. Turkington, Statistical equilibrium measures and coherent states in two-dimensional turbulence, Commun. Pure Appl. Math. 52:781–809 (1999).
B. Turkington and N. Whitaker, Statistical equilibrium computations of coherent structures in turbulent shear layers, SIAM J. Sci. Comput. 17:1414–1433 (1996).
N. Whitaker and B. Turkington, Maximum entropy states for rotating vortex patches, Phys. Fluids A 6:3963–3973 (1994).
E. Zeidler, Nonlinear Functional Analysis and Its Applications III: Variational Methods and Optimization(Springer-Verlag, New York, 1985).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Boucher, C., Ellis, R.S. & Turkington, B. Derivation of Maximum Entropy Principles in Two-Dimensional Turbulence via Large Deviations. Journal of Statistical Physics 98, 1235–1278 (2000). https://doi.org/10.1023/A:1018671813486
Issue Date:
DOI: https://doi.org/10.1023/A:1018671813486