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Non-Gaussian statistics, classical field theory, and realizable Langevin models

Technical Report ·
DOI:https://doi.org/10.2172/211662· OSTI ID:211662
The direct-interaction approximation (DIA) to the fourth-order statistic Z {approximately}{l_angle}{lambda}{psi}{sup 2}){sup 2}{r_angle}, where {lambda} is a specified operator and {psi} is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z{sub DIA} already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (``spurious vertices``) is described. It is shown how to derive an improved representation, that realizes cumulants through O({psi}{sup 4}), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z{sub DIA}{sup M} to Z{sub DIA} is derived. Both Z{sub DIA} and Z{sub DIA}{sup M} incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example.
Research Organization:
Princeton Univ., NJ (United States). Plasma Physics Lab.
Sponsoring Organization:
USDOE, Washington, DC (United States)
DOE Contract Number:
AC02-76CH03073
OSTI ID:
211662
Report Number(s):
PPPL--3153; ON: DE96007495
Country of Publication:
United States
Language:
English

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