A Kullback-Leibler divergence measure of intermittency: application to turbulence - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Physical Review E Année : 2018

A Kullback-Leibler divergence measure of intermittency: application to turbulence

Résumé

For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a new, and yet simple, tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the deformation of a probability density function from Gaussian at large scales to non-Gaussian at smaller scales. Our framework is based on information theory, and uses Shannon entropy and Kullback-Leibler divergence. We propose an extensive application to three-dimensional fully developed turbulence, seen here as a paradigmatic complex system where intermittency was historically defined. Moreover, the concepts of scale invariance and multifractality were extensively studied in this field and, most importantly, benchmarked. We compute our measure on experimental Eulerian velocity measurements, as well as on synthetic processes and a phenomenological model of fluid turbulence. Our approach is very general and does not require any underlying model of the system, although it can probe the relevance of such a model.
Fichier principal
Vignette du fichier
article-PRX.pdf (520.28 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01565513 , version 1 (19-07-2017)

Identifiants

Citer

Carlos Granero-Belinchon, Stephane G. Roux, Nicolas B. Garnier. A Kullback-Leibler divergence measure of intermittency: application to turbulence . Physical Review E , 2018, 97 (1), pp.013107. ⟨10.1103/PhysRevE.97.013107⟩. ⟨hal-01565513⟩
268 Consultations
351 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More