Time irreversibility in reversible shell models of turbulence

Poles, shocks, and tygers: The time-reversible Burgers equation

We construct a formally time-reversible, one-dimensional forced Burgers equation by imposing a global constraint of energy conservation, wherein the constant viscosity is modified to a fluctuating state-dependent dissipation coefficient. The system exhibits dynamical properties which bear strong similarities with those observed for the Burgers equation and can be understood using the dynamics of the poles, shocks, and truncation effects, such as tygers. A complex interplay of these give rise to interesting statistical regimes ranging from hydrodynamic behavior to a completely thermalized warm phase. The end of the hydrodynamic regime is associated with the appearance of a shock in the solution and a continuous transition leading to a truncation-dependent state. Beyond this, the truncation effects such as tygers and the appearance of secondary discontinuity at the resonance point in the solution strongly influence the statistical properties. These disappear at the second transition, at which the global quantities exhibit a jump and attain values that are consistent with the establishment of a quasiequilibrium state characterized by energy equipartition among the Fourier modes. Our comparative analysis shows that the macroscopic statistical properties of the formally time-reversible system and the Burgers equation are equivalent in all the regimes, irrespective of the truncation effects, and this equivalence is not just limited to the hydrodynamic regime, thereby further strengthening the Gallavotti's equivalence conjecture. The properties of the system are further examined by inspecting the complex space singularities in the velocity field of the Burgers equation. Furthermore, an effective theory is proposed to describe the discontinuous transition.

Equivalence of nonequilibrium ensembles: Two-dimensional turbulence with a dual cascade

We examine the conjecture of equivalence of nonequilibrium ensembles for turbulent flows in two dimensions in a dual-cascade setup. We construct a formally time-reversible Navier-Stokes equation in two dimensions by imposing global constraints of energy and enstrophy conservation. A comparative study of the statistical properties of its solutions with those obtained from the standard Navier-Stokes equations clearly shows that a formally time-reversible system is able to reproduce the features of a two-dimensional turbulent flow. Statistical quantities based on one- and two-point measurements show an excellent agreement between the two systems for the inverse- and direct-cascade regions. Moreover, we find that the conjecture holds very well for two-dimensional turbulent flows with both conserved energy and enstrophy at finite Reynolds number.

Reversible Navier-Stokes equation on logarithmic lattices

The three-dimensional reversible Navier-Stokes (RNS) equations are a modification of the dissipative Navier-Stokes (NS) equations, first introduced by Gallavotti [Phys. Lett. A 223, 91 (1996)0375-960110.1016/S0375-9601(96)00729-3], in which the energy or the enstrophy is kept constant by adjusting the viscosity over time. Spectral direct numerical simulations of this model were performed by Shukla et al. [Phys. Rev. E 100, 043104 (2019)2470-004510.1103/PhysRevE.100.043104] and Margazoglou et al. [Phys. Rev. E 105, 065110 (2022)10.1103/PhysRevE.105.065110]. Here we consider a linear, forced reversible system obtained by projecting RNS equations on a log lattice rather than on a linearly spaced grid in Fourier space, as is done in regular spectral numerical simulations. We perform numerical simulations of the system at extremely large resolutions, allowing us to explore regimes of parameters that were out of reach of the direct numerical simulations of Shukla et al. Using the nondimensionalized forcing as a control parameter, and the square root of enstrophy as the order parameter, we confirm the existence of a second-order phase transition well described by a mean-field Landau theory. The log-lattice projection allows us to probe the impact of the resolution, highlighting an imperfect transition at small resolutions with exponents differing from the mean-field predictions. Our findings are in qualitative agreement with predictions of a 1D nonlinear diffusive model, the reversible Leith model of turbulence. We then compare the statistics of the solutions of RNS and NS, in order to shed light on an adaptation of the Gallavotti conjecture, in which there is equivalence of statistics between the reversible and irreversible models, to the case where our reversible model conserves either the enstrophy or the energy. We deduce the conditions in which the two are equivalent. Our results support the validity of the conjecture and represent an instance of nonequilibrium system where ensemble equivalence holds for mean quantities.

Nonequilibrium ensembles for the three-dimensional Navier-Stokes equations

At the molecular level fluid motions are, by first principles, described by time reversible laws. On the other hand, the coarse grained macroscopic evolution is suitably described by the Navier-Stokes equations, which are inherently irreversible, due to the dissipation term. Here, a reversible version of three-dimensional Navier-Stokes is studied, by introducing a fluctuating viscosity constructed in such a way that enstrophy is conserved, along the lines of the paradigm of microcanonical versus canonical treatment in equilibrium statistical mechanics. Through systematic simulations we attack two important questions: (a) What are the conditions that must be satisfied in order to have a statistical equivalence between the two nonequilibrium ensembles? (b) What is the empirical distribution of the fluctuating viscosity observed by changing the Reynolds number and the number of modes used in the discretization of the evolution equation? The latter point is important also to establish regularity conditions for the reversible equations. We find that the probability to observe negative values of the fluctuating viscosity becomes very quickly extremely small when increasing the effective Reynolds number of the flow in the fully resolved hydrodynamical regime, at difference from what was observed previously.

Constrained Reversible System for Navier-Stokes Turbulence

Following a Gallavotti's conjecture, stationary states of Navier-Stokes fluids are proposed to be described equivalently by alternative equations besides the Navier-Stokes equation itself. We discuss a model system symmetric under time reversal based on the Navier-Stokes equations constrained to keep the enstrophy constant. It is demonstrated through highly resolved numerical experiments that the reversible model evolves to a stationary state which reproduces quite accurately all statistical observables relevant for the physics of turbulence extracted by direct numerical simulations (DNS) at different Reynolds numbers. The possibility of using reversible models to mimic turbulence dynamics is of practical importance for the coarse-grained version of Navier-Stokes equations, as used in large-eddy simulations. Furthermore, the reversible model appears mathematically simpler, since enstrophy is bounded to be constant for every Reynolds number. Finally, the theoretical interest in the context of statistical mechanics is briefly discussed.

Phase transition in time-reversible Navier-Stokes equations

We present a comprehensive study of the statistical features of a three-dimensional (3D) time-reversible truncated Navier-Stokes (RNS) system, wherein the standard viscosity ν is replaced by a fluctuating thermostat that dynamically compensates for fluctuations in the total energy. We analyze the statistical features of the RNS steady states in terms of a non-negative dimensionless control parameter R_{r}, which quantifies the balance between the fluctuations of kinetic energy at the forcing length scale ℓ_{f} and the total energy E_{0}. For small R_{r}, the RNS equations are found to produce "warm" stationary statistics, e.g., characterized by the partial thermalization of the small scales. For large R_{r}, the stationary solutions have features akin to standard hydrodynamic ones: they have compact energy support in k space and are essentially insensitive to the truncation scale k_{max}. The transition between the two statistical regimes is observed to be smooth but rather sharp. Using insights from a diffusion model of turbulence (Leith model), we argue that the transition is in fact akin to a continuous second-order phase transition, where R_{r} indeed behaves as a thermodynamic control parameter, e.g., a temperature. A relevant order parameter can be suitably defined in terms of a (normalized) enstrophy, while the symmetry-breaking parameter h is identified as (one over) the truncation scale k_{max}. We find that the signatures of the phase transition close to the critical point R_{r}^{★} can essentially be deduced from a heuristic mean-field Landau free energy. This point of view allows us to reinterpret the relevant asymptotics in which the dynamical ensemble equivalence conjectured by Gallavotti [Phys. Lett. A 223, 91 (1996)PYLAAG0375-960110.1016/S0375-9601(96)00729-3] could hold true. We argue that Gallavotti's limit is precisely the joint limit R_{r}→[over >]R_{r}^{★} and h→[over >]0, with the overset symbol ">" indicating that those limits are approached from above. The limit therefore relates to the statistical features at the critical point. In this regime, our numerics indicate that the low-order statistics of the 3D RNS are indeed qualitatively similar to those observed in direct numerical simulations of the standard Navier-Stokes equations with viscosity chosen so as to match the average value of the reversible thermostat. This result suggests that Gallavotti's equivalence conjecture could indeed be of relevance to model 3D turbulent statistics, and provides a clear guideline for further numerical investigations involving higher resolutions.

Equivalence of nonequilibrium ensembles in turbulence models

Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of nonequilibrium statistical mechanics. In the case of fluid dynamical systems, one issue is to test whether different models for viscosity lead to the same macroscopic properties of the fluid systems in different regimes. Such models include, besides the standard choice of constant viscosity, cases where the time symmetry of the evolution equations is exactly preserved, as it must be in the corresponding microscopic systems, when available. Here a time-reversible dynamics is obtained by imposing the conservation of global observables. We test the equivalence of reversible and irreversible ensembles for the case of a multiscale shell model of turbulence. We verify that the equivalence is obeyed for the mean values of macroscopic observables, up to an error that vanishes as the system becomes more and more chaotic.