Skip to main content
Log in

Derivation of Maximum Entropy Principles in Two-Dimensional Turbulence via Large Deviations

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

REFERENCES

  1. 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).

    Google Scholar 

  2. 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).

    Google Scholar 

  3. F. P. Bretherton and D. B. Haidvogel, Two-dimensional turbulence over topography, J. Fluid Mech. 78:129–154 (1976).

    Google Scholar 

  4. 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).

    Google Scholar 

  5. 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).

    Google Scholar 

  6. A. J. Chorin, Vorticity and Turbulence(Springer-Verlag, New York, 1994).

    Google Scholar 

  7. A. J. Chorin, Partition functions and equilibrium measures in two-dimensional and quasithree-dimensional turbulence, Phys. Fluids 8:2656–2660 (1996).

    Google Scholar 

  8. A. J. Chorin, A. Kast, and R. Kupferman, Optimal prediction of underresolved dynamics, Proc. Nat. Acad. Sci. USA 95:4094–4098 (1998).

    Google Scholar 

  9. A. Dembo and O. Zeitouni, Large Deviations Techniques and Their Applications(Jones & Bartlett, Boston, 1993).

    Google Scholar 

  10. J.-D. Deuschel and D. W. Stroock, Large Deviations(Academic Press, Boston, 1989).

    Google Scholar 

  11. M. DiBattista, A. Majda, and B. Turkington, Prototype geophysical vortex structures via large-scale statistical theory, Geophys. Astrophys. Fluid Dyn. 89:235–283 (1998).

    Google Scholar 

  12. R. M. Dudley, Real Analysis and Probability(Wadsworth & Brooks/Cole, Pacific Grove, California, 1989).

    Google Scholar 

  13. P. Dupuis and R. S. Ellis, A Weak Convergence Approach to the Theory of Large Deviations(Wiley, New York, 1997).

    Google Scholar 

  14. 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).

    Google Scholar 

  15. R. S. Ellis, An overview of the theory of large deviations and applications to statistical mechanics, Scand. Actuarial J. 1:97–142 (1995).

    Google Scholar 

  16. 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.

  17. 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).

    Google Scholar 

  18. D. Holm, J. Marsden, T. Ratiu, and A. Weinstein, Nonlinear stability of fluid and plasma equilibria, Rev. Mod. Phys. 123:1–116 (1985).

    Google Scholar 

  19. A. D. Ioffe and V. M. Tihomirov, Theory of Extremal Problems(Elsevier, North-Holland, New York, 1979).

    Google Scholar 

  20. B. Jeuttner and A. Thess, On the symmetry of self-organized structures in two-dimensional turbulence, Phys. Fluids A 7:2108–2110 (1995).

    Google Scholar 

  21. G. Joyce and D. C. Montgomery, Negative temperature states for the two-dimensional guiding center plasma, J. Plasma Phys. 10:107–121 (1973).

    Google Scholar 

  22. M. Kiessling, Statistical mechanics of classical particles with logarithmic interactions, Commun. Pure Appl. Math. 46:27–56 (1993).

    Google Scholar 

  23. R. Kraichnan, Statistical dynamics of two-dimensional flow, J. Fluid Mech. 67:155–175 (1975).

    Google Scholar 

  24. J. Lynch and J. Sethuraman, Large deviations for processes with independent increments, Ann. Probab. 15:610–627 (1987).

    Google Scholar 

  25. C. Marchioro and M. Pulvirenti, Mathematical Theory of Incompressible Nonviscous Fluids, Appl. Math. Sci., Vol. 96 (Springer-Verlag, New York, 1994).

    Google Scholar 

  26. J. C. McWilliams, The emergence of isolated coherent vortices in turbulent flow, J. Fluid Mech. 146:21–43 (1984).

    Google Scholar 

  27. 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).

    Google Scholar 

  28. J. Miller, Statistical mechanics of Euler equations in two dimensions, Phys. Rev. Lett. 65:2137–2140 (1990).

    Google Scholar 

  29. 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).

    Google Scholar 

  30. D. Montgomery and G. Joyce, Statistical mechanics of negative temperature states, Phys. Fluids 17:1139–1145 (1974).

    Google Scholar 

  31. 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).

    Google Scholar 

  32. L. Onsager, Statistical hydrodynamics, Suppl. Nuovo Cim. 6:279–287 (1949).

    Google Scholar 

  33. R. Robert, Concentration et entropie pour les mesures d'Young, C. R. Acad. Sci. Paris Ser. I 309:757–760 (1989).

    Google Scholar 

  34. R. Robert, A maximum-entropy principle for two-dimensional perfect fluid dynamics, J. Statist. Phys. 65:531–553 (1991).

    Google Scholar 

  35. R. Robert and J. Sommeria, Statistical equilibrium states for two-dimensional flows, J. Fluid Mech. 229:291–310 (1991).

    Google Scholar 

  36. 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).

    Google Scholar 

  37. E. Segre and S. Kida, Late states of incompressible 2D decaying vorticity fields, Fluid Dyn. Res. 23:89–112 (1998).

    Google Scholar 

  38. J. Stoer and R. Bulirsch, Introduction to Numerical Analysis(Springer-Verlag, New York, 1980).

    Google Scholar 

  39. B. Turkington, Statistical equilibrium measures and coherent states in two-dimensional turbulence, Commun. Pure Appl. Math. 52:781–809 (1999).

    Google Scholar 

  40. B. Turkington and N. Whitaker, Statistical equilibrium computations of coherent structures in turbulent shear layers, SIAM J. Sci. Comput. 17:1414–1433 (1996).

    Google Scholar 

  41. N. Whitaker and B. Turkington, Maximum entropy states for rotating vortex patches, Phys. Fluids A 6:3963–3973 (1994).

    Google Scholar 

  42. E. Zeidler, Nonlinear Functional Analysis and Its Applications III: Variational Methods and Optimization(Springer-Verlag, New York, 1985).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints 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

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1018671813486

Navigation