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Noisy spectra, long correlations, and intermittency in wave turbulence
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UNSPECIFIED. (2004) Noisy spectra, long correlations, and intermittency in wave turbulence. PHYSICAL REVIEW E, 69 (6 Part 2). -. ISSN 1063-651X
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Official URL: http://dx.doi.org/10.1103/PhysRevE.69.066608
Abstract
We study the k-space fluctuations of the wave action about its mean spectrum in the turbulence of dispersive waves. We use a minimal model based on the random phase approximation (RPA) and derive evolution equations for the arbitrary-order one-point moments of the wave intensity in the wave-number space. The first equation in this series is the familiar kinetic equation for the mean wave-action spectrum, whereas the second and higher equations describe the fluctuations about this mean spectrum. The fluctuations exhibit a nontrivial dynamics if some long coordinate-space correlations are present in the system, as it is the case in typical numerical and laboratory experiments. Without such long-range correlations, the fluctuations are trivially fixed at their Gaussian values and cannot evolve even if the wave field itself is non-Gaussian in the coordinate space. Unlike the previous approaches based on smooth initial k-space cumulants, the RPA model works even for extreme cases where the k-space fluctuations are absent or very large and intermittent. We show that any initial non-Gaussianity at small amplitudes propagates without change toward the high amplitudes at each fixed wave number. At each fixed amplitude, however, the probability distribution function becomes Gaussian at large time.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QC Physics |
| Journal or Publication Title: | PHYSICAL REVIEW E |
| Publisher: | AMERICAN PHYSICAL SOC |
| ISSN: | 1063-651X |
| Date: | June 2004 |
| Volume: | 69 |
| Number: | 6 Part 2 |
| Number of Pages: | 6 |
| Page Range: | - |
| Identification Number: | 10.1103/PhysRevE.69.066608 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/8236 |
Data sourced from Thomson Reuters' Web of Knowledge
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