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Introduction to turbulence/Statistical analysis

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==1 Foreword ==
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{{Introduction to turbulence menu}}
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Much of the study of turbulence requires statistics and stochastic processes, simply because the instanteous motions are too complicated to understand. This should not be taken to mean that the govering equations (usually the Navier-Stokes equations) are stochastic. Even simple non-linear equations can have deterministic solutions that look random. In other words, even though the solutions for a given set of initial and boundary conditions can be perfectly repeatable and predictable at a given time and point in space, it may be impossible to guess from the information at one point or time how it will behave at another (at least without solving the equations). Moreover, a slight change in the intial or boundary conditions may cause large changes in the solution at a given time and location; in particular, changes that we could not have anticipated.
Much of the study of turbulence requires statistics and stochastic processes, simply because the instanteous motions are too complicated to understand. This should not be taken to mean that the govering equations (usually the Navier-Stokes equations) are stochastic. Even simple non-linear equations can have deterministic solutions that look random. In other words, even though the solutions for a given set of initial and boundary conditions can be perfectly repeatable and predictable at a given time and point in space, it may be impossible to guess from the information at one point or time how it will behave at another (at least without solving the equations). Moreover, a slight change in the intial or boundary conditions may cause large changes in the solution at a given time and location; in particular, changes that we could not have anticipated.
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Most of the statistical analyses of turbulent flows are based on the idea of an ensemble average in one form or another. In some ways this is rather inconvenient, since it will be obvious from the definitions that it is impossible to ever really measure such a quantity. Therefore we will spendlast part of this chapter talking about how the kind of averages we can compute from data correspond to the hypotetical ensemble average we wish we could have measured. In later chapters we shall introduce more statistical concepts as we require them. But the concepts of this chapter will be all we need to begin a discussion of the averaged equations of motion in <font color="orange">page ???</font>
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Here will be introduced the simple idea of the ''ensemble average''
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Further details about statistical analysis in turbulence can be found in:
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Most of the statistical analyses of turbulent flows are based on the idea of an ensemble average in one form or another. In some ways this is rather inconvenient, since it will be obvious from the definitions that it is impossible to ever really measure such a quantity. Therefore we will spendlast part of this chapter talking about how the kind of averages we can compute from data correspond to the hypotetical ensemble average we wish we could have measured. In later chapters we shall introduce more statistical concepts as we require them. But the concepts of this chapter will be all we need to begin a discussion of the averaged equations of motion in Chapter 3
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==2 The ensemble and ensemble average ==
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=== The mean or ensemble average ===
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The concept of an ''ensebmble average'' is based upon the existence of independent statistical event. For example, consider a number of inviduals who are simultaneously flipping unbiased coins. If a value of one is assigned to a head and the value of zero to a tail, then the average of the numbers generated is defined as
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<table width="100%"><tr><td>
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:<math>
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X_{N}=\frac{1}{N} \sum{x_{n}}
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</math>
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</td><td width="5%">(2)</td></tr></table>
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where our <math> n </math> th flip is denoted as <math> x_{n} </math> and <math> N </math> is the total number of flips.
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Now if all the coins are the same, it doesn't really matter whether we flip one coin <math> N </math>  times, or <math> N </math>  coins a single time. The key is that they must all be ''independent events'' - meaning the probability of achieving a head or tail in a given flip must be completely independent of what happens in all the other flips. Obviously we can't just flip one coin and count it <math> N </math> times; these cleary would not be independent events
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Unless you had a very unusual experimental result, you probably noticed that the value of the <math> X_{10} </math>'s was also a random variable and differed from ensemble to ensemble. Also the greater the number of flips in the ensemle, thecloser you got  to <math>X_{N}=1/2 </math>. Obviously the bigger <math> N </math> , the less fluctuation there is in <math> X_{N} </math>
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Now imagine that we are trying to establish the nature of a random variable <math> x </math>. The <math>n</math>th ''realization'' of <math> x </math>  is denoted as <math> x_{n}</math>. The ''ensemble average'' of <math> x </math> is denoted as <math> X </math> (or <math> \left\langle x \right\rangle </math> ), and ''is defined as''
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<table width="100%"><tr><td>
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:<math>
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X = \left\langle x \right\rangle \equiv \frac{1}{N} \lim_{N \rightarrow \infty} \sum^{N}_{n=1} x_{n}
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*[[Introduction to turbulence/Statistical analysis/Ensemble average|Ensemble average]]
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** [[Introduction to turbulence/Statistical analysis/Ensemble average#Mean or ensemble average|Mean or ensemble average]]
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** [[Introduction to turbulence/Statistical analysis/Ensemble average#Fluctuations about the mean|Fluctuations about the mean]]
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** [[Introduction to turbulence/Statistical analysis/Ensemble average#Higher moments|Higher moments]]
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*[[Introduction to turbulence/Statistical analysis/Probability|Probability]]
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** [[Introduction to turbulence/Statistical analysis/Probability#Histogram and probability density function|Histogram and probability density function]]
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** [[Introduction to turbulence/Statistical analysis/Probability#Probability distribution|Probability distribution]]
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** [[Introduction to turbulence/Statistical analysis/Probability#Gaussian (or normal) distributions|Gaussian (or normal) distributions]]
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** [[Introduction to turbulence/Statistical analysis/Probability#Skewness and kurtosis|Skewness and kurtosis]]
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*  [[Introduction to turbulence/Statistical analysis/Multivariate random variables#Multivariate random vaiables|Multivariate random vaiables]]
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** [[Introduction to turbulence/Statistical analysis/Multivariate random variables#Joint pdfs and joint moments|Joint pdfs and joint moments]]
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** [[Introduction to turbulence/Statistical analysis/Multivariate random variables#The bi-variate normal (or Gaussian) distribution|The bi-variate normal (or Gaussian) distribution]]
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** [[Introduction to turbulence/Statistical analysis/Multivariate random variables#Statistical independence and lack of correlation| Statistical independence and lack of correlation]]
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*  [[Introduction to turbulence/Statistical analysis/Estimation from a finite number of realizations|Estimation from a finite number of realizations]]
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** [[Introduction to turbulence/Statistical analysis/Estimation from a finite number of realizations#Estimators for averaged quantities|Estimators for averaged quantities]]
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** [[Introduction to turbulence/Statistical analysis/Estimation from a finite number of realizations#Bias and convergence of estimators| Bias and convergence of estimators]]
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*  [[Introduction to turbulence/Statistical analysis/Generalization to the estimator of any quantity|Generalization to the estimator of any quantity]]
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</math>
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{{Turbulence credit wkgeorge}}
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</td><td width="5%">(2)</td></tr></table>
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Obviously it is impossible to obtain the ensemble average experimentally, since we can never an infinite number of independent realizations. The most we can ever obtain is the ariphmetic mean for the number of realizations we have. For this reason the arithmetic mean can also referred to as the ''estimator'' for the true mean ensemble average.
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{{Chapter navigation|Nature of turbulence|Reynolds averaged equations}}

Latest revision as of 18:06, 25 June 2007

Introduction to turbulence
Nature of turbulence
Statistical analysis
Reynolds averaged equation
Turbulence kinetic energy
Stationarity and homogeneity
Homogeneous turbulence
Free turbulent shear flows
Wall bounded turbulent flows
Study questions

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Much of the study of turbulence requires statistics and stochastic processes, simply because the instanteous motions are too complicated to understand. This should not be taken to mean that the govering equations (usually the Navier-Stokes equations) are stochastic. Even simple non-linear equations can have deterministic solutions that look random. In other words, even though the solutions for a given set of initial and boundary conditions can be perfectly repeatable and predictable at a given time and point in space, it may be impossible to guess from the information at one point or time how it will behave at another (at least without solving the equations). Moreover, a slight change in the intial or boundary conditions may cause large changes in the solution at a given time and location; in particular, changes that we could not have anticipated.

Most of the statistical analyses of turbulent flows are based on the idea of an ensemble average in one form or another. In some ways this is rather inconvenient, since it will be obvious from the definitions that it is impossible to ever really measure such a quantity. Therefore we will spendlast part of this chapter talking about how the kind of averages we can compute from data correspond to the hypotetical ensemble average we wish we could have measured. In later chapters we shall introduce more statistical concepts as we require them. But the concepts of this chapter will be all we need to begin a discussion of the averaged equations of motion in page ???

Further details about statistical analysis in turbulence can be found in:

Credits

This text was based on "Lectures in Turbulence for the 21st Century" by Professor William K. George, Professor of Turbulence, Chalmers University of Technology, Gothenburg, Sweden.

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← Nature of turbulence · Introduction to turbulence · Reynolds averaged equations →
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