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A multifractal formalism for vector-valued random fields based on wavelet analysis: application to turbulent velocity and vorticity 3D numerical data

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Abstract

Extreme atmospheric events are intimately related to the statistics of atmospheric turbulent velocities. These, in turn, exhibit multifractal scaling, which is determining the nature of the asymptotic behavior of velocities, and whose parameter evaluation is therefore of great interest currently. We combine singular value decomposition techniques and wavelet transform analysis to generalize the multifractal formalism to vector-valued random fields. The so-called Tensorial Wavelet Transform Modulus Maxima (TWTMM) method is calibrated on synthetic self-similar 2D vector-valued multifractal measures and monofractal 3D vector-valued fractional Brownian fields. We report the results of some application of the TWTMM method to turbulent velocity and vorticity fields generated by direct numerical simulations of the incompressible Navier–Stokes equations. This study reveals the existence of an intimate relationship \({D_{{\bf v}}(h+1)=D_{\varvec{\omega}}(h)},\) between the singularity spectra of these two vector fields which are found significantly more intermittent than previously estimated from longitudinal and transverse velocity increment statistics.

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Notes

  1. [We recall the relationship h = α − d, between the Hölder exponent h and the singularity exponent α generally obtained by box-counting techniques (D(α − d) = f(α)) (Muzy et al. 1991, Kestener and Arneodo 2004)]

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Acknowledgments

We are very endebted to E. Lévêque for allowing us to have access to his DNS numerical data and to the CNRS under GDR turbulence.

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Correspondence to Alain Arneodo.

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Kestener, P., Arneodo, A. A multifractal formalism for vector-valued random fields based on wavelet analysis: application to turbulent velocity and vorticity 3D numerical data. Stoch Environ Res Risk Assess 22, 421–435 (2008). https://doi.org/10.1007/s00477-007-0121-6

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  • DOI: https://doi.org/10.1007/s00477-007-0121-6

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