Autoregressive models (ARMs) can be powerful tools for quantifying uncertainty in the time averages of turbulent flow quantities. This is because ARMs are efficient estimators of the autocorrelation function (ACF) of statistically stationary turbulence processes. In this study, we demonstrate a method for order selection of ARMs that uses the integral timescale of turbulence. A crucial insight into the operating principles of the ARM in terms of the time span covered by the product of model order and spacing between samples is provided, which enables us to develop computationally efficient implementations of ARM-based uncertainty estimators. This approach facilitates the quantification of uncertainty in downsampled time series and on a series of autocorrelated batch means with minimal loss of accuracy. Furthermore, a method for estimating uncertainties in second-order moments using first-order uncertainties is discussed. These techniques are applied to the time series data of turbulent flow a) through a plane channel and b) over periodic hills. Additionally, we illustrate the potential of ARMs in generating synthetic turbulence time series. Our study presents autoregressive models as intuitive and powerful tools for turbulent flows, paving the way for further applications in the field.
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October 2024
Research Article|
October 03 2024
Autoregressive models for quantification of time-averaging uncertainties in turbulent flows
Special Collection:
Overview of Fundamental and Applied Research in Fluid Dynamics in UK
Donnatella Xavier
;
Donnatella Xavier
(Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft)
1
Department of Engineering Mechanics, KTH Royal Institute of Technology
, SE-100 44 Stockholm, Sweden
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Saleh Rezaeiravesh
;
Saleh Rezaeiravesh
(Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Supervision, Validation, Writing – review & editing)
2
Department of Mechanical and Aerospace Engineering, The University of Manchester
, M139PL Manchester, United Kingdom
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Philipp Schlatter
Philipp Schlatter
a)
(Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Supervision, Writing – review & editing)
3
Institute of Fluid Mechanics (LSTM), Friedrich–Alexander–Universität Erlangen–Nürnberg
, DE-91058 Erlangen, Germany
a)Author to whom correspondence should be addressed: [email protected]
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a)Author to whom correspondence should be addressed: [email protected]
Physics of Fluids 36, 105122 (2024)
Article history
Received:
March 31 2024
Accepted:
September 11 2024
Citation
Donnatella Xavier, Saleh Rezaeiravesh, Philipp Schlatter; Autoregressive models for quantification of time-averaging uncertainties in turbulent flows. Physics of Fluids 1 October 2024; 36 (10): 105122. https://doi.org/10.1063/5.0211541
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