We introduce a novel way to extract information from turbulent datasets by applying an Auto Regressive Moving Average (ARMA) statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded time series to a discrete version of a stochastic differential equation which is able to describe the correlation structure in the dataset. We introduce a new index Υ that measures the difference between the resulting analysis and the Obukhov model of turbulence, the simplest stochastic model reproducing both Richardson law and the Kolmogorov spectrum. We test the method on datasets measured in a von Kármán swirling flow experiment. We found that the ARMA analysis is well correlated with spatial structures of the flow, and can discriminate between two different flows with comparable mean velocities, obtained by changing the forcing. Moreover, we show that the Υ is highest in regions where shear layer vortices are present, thereby establishing a link between deviations from the Kolmogorov model and coherent structures. These deviations are consistent with the ones observed by computing the Hurst exponents for the same time series. We show that some salient features of the analysis are preserved when considering global instead of local observables. Finally, we analyze flow configurations with multistability features where the ARMA technique is efficient in discriminating different stability branches of the system.
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October 2014
Research Article|
October 06 2014
Modelling and analysis of turbulent datasets using Auto Regressive Moving Average processes
Davide Faranda;
Davide Faranda
a)
1Laboratoire SPHYNX, Service de Physique de l'Etat Condensé, DSM,
CEA Saclay
, CNRS URA 2464, 91191 Gif-sur-Yvette, France
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Flavio Maria Emanuele Pons;
Flavio Maria Emanuele Pons
2Dipartimento di Scienze Statistiche,
Universitá di Bologna
, Via delle Belle Arti 41, 40126 Bologna, Italy
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Bérengère Dubrulle;
Bérengère Dubrulle
1Laboratoire SPHYNX, Service de Physique de l'Etat Condensé, DSM,
CEA Saclay
, CNRS URA 2464, 91191 Gif-sur-Yvette, France
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François Daviaud;
François Daviaud
1Laboratoire SPHYNX, Service de Physique de l'Etat Condensé, DSM,
CEA Saclay
, CNRS URA 2464, 91191 Gif-sur-Yvette, France
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Brice Saint-Michel;
Brice Saint-Michel
3Institut de Recherche sur les Phénomènes Hors Equilibre,
Technopole de Chateau Gombert
, 49 rue Frédéric Joliot Curie, B.P. 146, 13 384 Marseille, France
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Éric Herbert;
Éric Herbert
4Université Paris Diderot - LIED - UMR 8236,
Laboratoire Interdisciplinaire des Énergies de Demain
, Paris, France
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Pierre-Philippe Cortet
Pierre-Philippe Cortet
5Laboratoire FAST, CNRS,
Université Paris-Sud
, France
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a)
Electronic mail: davide.faranda@cea.fr
Physics of Fluids 26, 105101 (2014)
Article history
Received:
March 25 2014
Accepted:
September 16 2014
Citation
Davide Faranda, Flavio Maria Emanuele Pons, Bérengère Dubrulle, François Daviaud, Brice Saint-Michel, Éric Herbert, Pierre-Philippe Cortet; Modelling and analysis of turbulent datasets using Auto Regressive Moving Average processes. Physics of Fluids 1 October 2014; 26 (10): 105101. https://doi.org/10.1063/1.4896637
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