# Inverse cascade in two-dimensional turbulence : deviations from Gaussianity

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## Abstract

High resolution numerical simulations of stationary inverse energy cascade in two-dimensional turbulence are presented. Deviations from Gaussianity of velocity differences statistics are quantitatively investigated. The level of statistical convergence is pushed enough to permit reliable measurement of the asymmetries in the probability distribution functions of longitudinal increments and odd-order moments, which bring the signature of the inverse energy flux. Their scaling laws do not present any measurable intermittency correction. The seventh order skewness is found to increase by almost two orders of magnitude with respect to the third, thus becoming of order unity.

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The inverse energy cascade in two dimensional Navier-Stokes turbulence is one of the most important phenomena in fluid dynamics. In agreement with the remarkable prediction of R.H. Kraichnan in 1967 , the coupled constraints of energy and enstrophy conservation make the energy injected into the system flow toward the large scales. This is a basic difference with respect to 3D turbulence, where energy flows toward small scales in a direct cascade. The dynamical process of structuring and organization of the large scales by the inverse cascade is also of great interest for geophysical fluid dynamics. First numerical and experimental observations of the inverse cascade and the ensuing Kolmogorov energy spectrum were obtained in . The important point foreseen in  is that the smallness of the skewness suggests that intermittency might be weak. This conjecture was later supported by numerical simulations  and experiments  : scaling laws are compatible with dimensional predictions and both transversal and longitudinal velocity probability distribution functions (pdf’s) look not far from Gaussian. The evidence stemming from experiments and simulations is that the inverse transfer takes place via clustering of small-scale equal sign vortices. Strong deviations from Gaussianity appear if the system has a finite size and friction extracting the energy from the large scales is small (or absent). A pile-up of energy akin to the Bose-Einstein condensation takes then place in the gravest mode , large scale vortices are formed and energy spectra steeper than the Kolmogorov one are observed . Here we shall not consider the condensation phase, concentrating on the inverse cascade statistics. Theoretically, inverse cascade enjoys a great advantage with respect to the direct one : the limit of molecular viscosity $`\nu 0`$ can be taken without any harm in the equations of motion for velocity structure functions. At variance of 3D turbulence, the energy dissipation $`\nu \left(𝒗\right)^2`$ is indeed vanishing when $`\nu 0`$. The absence of dissipative anomalies is the clue for the analytical solution of inverse cascades in passive scalar advection . Intermittency was found to be absent, even though the statistics might be strongly differing from Gaussian. For 2D Navier-Stokes inverse cascade, dissipative terms can again be discarded but the situation is complicated by pressure gradients. They couple indeed the statistics of velocity differences $`\delta _r𝒗𝒗(𝒓)𝒗(\mathrm{𝟎})`$ at various $`𝒓`$’s in a non-local way. Closures on velocity increments-pressure gradients correlations have been proposed by invoking the quasi-Gaussianity of the statistics and quantitative predictions have been derived in this way . The issue of quasi-Gaussianity is however moot as deviations are intrinsically entangled to the dynamical process of inverse energy cascade. Standard calculations (see, e.g., ) permit indeed to derive the $`3/2`$ Kolmogorov law for 2D turbulence : $`S_L^{(3)}(r)=\left[\delta _r𝒗\widehat{𝒓}\right]^3=3/2ϵr`$, where $`\widehat{𝒓}=𝒓/r`$. The energy flux is denoted by $`ϵ`$ and the fact that it goes upscale reflects into the positive sign of the moment. Precise quantitative informations on the deviations from Gaussianity are however difficult to obtain. Odd-order structure functions involve for example strong cancellations between negative and positive contributions and the $`3/2`$ law itself could not be observed in previous studies, due to lack of resolution and/or statistical convergence. It is our purpose here to present the results of high-resolution numerical simulations aimed at quantitatively analyzing deviations from Gaussianity in the inverse energy cascade.

Specifically, the 2D Navier-Stokes equation for the vorticity $`\omega (𝒓,t)=\mathrm{\Delta }\psi (𝒓,t)`$ is :

$$_t\omega +J(\omega ,\psi )=\nu \mathrm{\Delta }\omega \alpha \omega \mathrm{\Delta }f,$$
(1)   
where $`\psi `$ is the stream function, the velocity $`𝒗=^{}\psi =(_y\psi ,_x\psi )`$ and $`J`$ denotes the Jacobian. The friction linear term $`\alpha \omega `$ extracts energy from the system at scales comparable to the friction scale $`\eta _{\mathrm{fr}}ϵ^{1/2}\alpha ^{3/2}`$, assuming a Kolmogorov scaling law for the velocity. To avoid Bose-Einstein condensation in the gravest mode we choose $`\alpha `$ to make $`\eta _{\mathrm{fr}}`$ sufficiently smaller than the box size. The other relevant length in the problem is the small-scale forcing correlation length $`l_f`$, bounding the inertial range for the inverse cascade as $`l_fr\eta _{\mathrm{fr}}`$. We use a Gaussian forcing with correlation function $`f(𝒓,t)f(\mathrm{𝟎},t^{})=\delta (tt^{})F(r/l_f)`$. The $`\delta `$-correlation in time ensures the exact control of the energy injection rate. The forcing space correlation should decay rapidly for $`rl_f`$ and we choose $`F(x)=F_0l_f^2\mathrm{exp}(x^2/2)`$, where $`F_0`$ is the energy input. The numerical integration of (1) is performed by a standard $`2/3`$-dealiased pseudospectral method on a doubly periodic square domain of $`N^2=2048^2`$ grid points. The viscous term in (1) has the role of removing enstrophy at scales smaller than $`l_f`$ and, as customary, it is numerically more convenient to substitute it by a hyperviscous term (of order eight in our simulations). Time evolution is obtained by a standard second-order Adams-Bashforth scheme. After the system has reached stationarity, analysis is performed over twenty snapshots of the velocity field equally spaced by one large-eddy turnover time.

Let us now discuss the results. In Fig. 1 we present the third-order longitudinal structure function $`S_L^{(3)}(r)`$ compensated by the factor $`1/(ϵr)`$, showing a neat plateau at the value $`3/2`$ – in agreement with the Kolmogorov law – over a range of almost one decade of scales. In Fig. 2 it is presented the energy spectrum $`E(k)`$, which displays a clear Kolmogorov scaling $`k^{5/3}`$, and the energy flux $`\mathrm{\Pi }(k)`$.

The Kolmogorov constant in

$$E(k)=Cϵ^{2/3}k^{5/3},$$
(2)   
is found to be $`C=6.0\pm 0.4`$ . Previous numerical simulations and experiments report values of the Kolmogorov constant $`C`$ ranging from $`5.8`$ to $`7.0`$ . The structure function constants corresponding to (2) are $`C_L^{(2)}=3C_T^{(2)}/5=\frac{\sqrt{3}\pi }{2^{5/3}\mathrm{\Gamma }(4/3)^2}C=12.9\pm 0.8`$, where the first two equalities follow from isotropy and incompressibility and

$$S_L^{(n)}(r)=\left[\delta _r𝒗\widehat{𝒓}\right]^n=C_L^{(n)}\left(ϵr\right)^{n/3}.$$
(3)   
For transverse moments, $`\widehat{𝒓}`$ is substituted in (3) by $`\widehat{𝒓}_{}`$, perpendicular to it. It is of interest to remark that longitudinal and transverse velocity increments are uncorrelated, i.e. $`S_{L,T}^{(2)}(r)=0`$. The relatively large value of $`C_L^{(2)}`$ implies a small skewness of the longitudinal velocity differences $`(3/2)/(C_L^{(2)})^{3/2}=0.03`$. Albeit the longitudinal pdf looks close to Gaussian and quite symmetric, nevertheless on a more quantitative ground asymmetries turn out to be quite strong as shown by the two curves of $`S_L^{(5)}(r)`$ and $`S_L^{(7)}(r)`$ in Fig. 3.

First, we can observe that their scaling behavior is in agreement with Kolmogorov predictions, without significant anomalous corrections. Second, the constants are $`C_L^{(5)}130`$ and $`C_L^{(7)}14000`$, giving for the hyper-skewness $`C_L^{(5)}/(C_L^{(2)})^{5/2}0.22`$ and $`C_L^{(7)}/(C_L^{(2)})^{7/2}1.8`$. The error bars can be estimated from r.m.s. fluctuations of compensated plots and for the seventh order (which is of course the most delicate) they amount to $`20\%`$. The increase of the skewness by almost two orders of magnitude from the third to the seventh order is particularly informative. Hölder inequalities apply indeed to absolute moments and odd-order moments (without absolute values as in (3)) might a priori even become smaller when their order increases. Our main motivation was precisely to find out whether odd-order moments were decreasing or increasing with the order. The answer to this question shows that hyperskewness is definitely not a “small parameter” to be used in perturbative schemes for the statistical properties of the inverse energy cascade. The predictions in , although based on a closure explictly invoking small deviations from Gaussianity, turn out to be compatible with the numerical results. This indicates that the closure is likely to be more robust and “nonperturbative” than its derivation might suggest.

Another striking evidence for the importance of the longitudinal pdf asymmetries is provided in Fig. 4.

We consider here the antisymmetric part of the pdf $`𝒫\left(\delta v_L(r)\right)𝒫\left(\delta v_L(r)\right)`$ (shown in Fig. 5) and calculate “antisymmetric structure functions” such as $`S_{}^{(4)}=_0^{\mathrm{}}u^4\left(𝒫(u)𝒫(u)\right)𝑑u`$. Both the fourth and the sixth moment have a clean Kolmogorov scaling $`S_{}^{(n)}(r)=C_{}^{(n)}\left(ϵr\right)^{n/3}`$, with $`C_{}^{(4)}/(C_L^{(2)})^20.08`$ and $`C_{}^{(6)}/(C_L^{(2)})^30.6`$. This indicates that the non-Gaussian antisymmetric part, although visually small, has imprinted all the relevant scaling informations on the inverse cascade.

From the graph in the inset of Fig. 5 it can be appreciated that the asymmetric part of the pdf has relatively consistent tails, which are the cause for the large observed values of the hyperskewness of order $`5`$ and $`7`$.

To investigate possible dependencies on the type of forcing we also performed (shorter) numerical simulations with an injection rate characterized by the spectral correlation function $`f(𝒌,t)f(𝒌^{},t^{})=\delta (tt^{})\delta (𝒌+𝒌^{})\delta (1kl_f)`$ . At variance with the former choice, this forcing is limited to a narrow bandwidth in Fourier space but its spatial correlations decay rather slowly. Odd-order structure functions and the antisymmetric part of the pdf do not show any visible dependence on the details of the energy input. Conversely, the symmetric part of the pdf of velocity differences and even order moments are more sensitive. For the forcing limited to a shell of wavenumbers, both the (symmetrized) longitudinal and the transverse pdfs are visually indistinguishable from Gaussian, as shown in Fig. 6.

Deviations of kurtosis and hyperkurtosis from their Gaussian values are small and compatible with those presented in . For the forcing localized in physical space, the far tails of the pdf at scales $`O(l_f)`$ tend to be broader. This tendency is due to the formation of small vortices of size comparable to $`l_f`$, which generate large velocity differences – especially transverse ones – across a distance of the order of their size. The effect becomes of course negligible at scales larger than $`l_f`$ but it might affect the quality and the extension of the scaling region for even order structure functions .

In conclusion, we have presented quantitative evidences for deviations from Gaussianity of the velocity increment statistics in the inverse energy cascade. Odd-order structure functions display a clean power law scaling compatible with classical Kolmogorov predictions. Numerical prefactors in adimensionalized structure functions are expected to be universal with respect to the forcing statistics and have been measured up to the seventh order. Despite the small value of the skewness, deviations have been shown to be quite strong and the hyperskewness of seventh order to be of order unity. Asymmetries in longitudinal velocity statistics should therefore be incorporated and treated systematically in theoretical models for the inverse energy cascade.

Acknowledgements. We are grateful to A. Babiano, G. Falkovich, K. Gawȩdzki, A. Mazzino, A. Pouquet, P. Tabeling and V. Yakhot for useful discussions. Support from the ESF-TAO programme (AC), from the network ”Intermittency in Turbulent systems” under contract FMRX-CT98-0175 and from INFM ”PRA TURBO” (AC and GB), is gratefully acknowledged. Numerical simulations were performed at IDRIS, under the contract No. 991226, and partially at CINECA within the project ”Lagrangian and Eulerian statistics in fully developed turbulence”.