Farrell, B. F., & Ioannou, P. J. (2014). Statistical State Dynamics: a new perspective on turbulence in shear flow. arXiv , 1412.8290v1.Abstract

Traditionally, single realizations of the turbulent state have been the object of study in shear  flow
turbulence. When a statistical quantity was needed it was obtained from a spatial, temporal or
ensemble average of sample realizations of the turbulence. However, there are important advantages
to studying the dynamics of the statistical state (the SSD) directly. In highly chaotic systems
statistical quantities are often the most useful and the advantage of obtaining these statistics directly
from a state variable is obvious. Moreover, quantities such as the probability density function (pdf)
are often dicult to obtain accurately by sampling state trajectories even if the pdf is stationary.
In the event that the pdf is time dependent, solving directly for the pdf as a state variable is the
only alternative. However, perhaps the greatest advantage of the SSD approach is conceptual:
adopting this perspective reveals directly the essential cooperative mechanisms among the disparate
spatial and temporal scales that underly the turbulent state. While these cooperative mechanisms
have distinct manifestation in the dynamics of realizations of turbulence both these cooperative
mechanisms and the phenomena associated with them are not amenable to analysis directly through
study of realizations as they are through the study of the associated SSD. In this review a selection
of example problems in the turbulence of planetary and laboratory
ows is examined using recently
developed SSD analysis methods in order to illustrate the utility of this approach to the study of
turbulence in shear  flow.

Constantinou, N. C., Farrell, B. F., & Ioannou, P. J. (2014). Emergence and equilibration of jets in beta-plane turbulence. J. Atmos. Sci. , 71 (5), 1818-1842.Abstract

Stochastic structural stability theory (S3T) provides analytical methods for understanding the emergence and equilibration of jets from the turbulence in planetary atmospheres based on the dynamics of the statistical mean state of the turbulence closed at second order. Predictions for formation and equilibration of turbulent jets made using S3T are critically compared with results of simulations made using the associated quasi-linear and nonlinear models. S3T predicts the observed bifurcation behavior associated with the emergence of jets, their equilibration, and their breakdown as a function of parameters. Quantitative differences in bifurcation parameter values be- tween predictions of S3T and results of nonlinear simulations are traced to modification of the eddy spectrum which results from two processes: nonlinear eddy-eddy interactions and formation of discrete nonzonal struc- tures. Remarkably, these nonzonal structures, which substantially modify the turbulence spectrum, are found to arise from S3T instability. Formation as linear instabilities and equilibration at finite amplitude of multiple equilibria for identical parameter values in the form of jets with distinct meridional wavenumbers is verified, as is the existence at equilibrium of finite-amplitude nonzonal structures in the form of nonlinearly modified Rossby waves. When zonal jets and nonlinearly modified Rossby waves coexist at finite amplitude, the jet structure is generally found to dominate even if it is linearly less unstable. The physical reality of the manifold of S3T jets and nonzonal structures is underscored by the existence in nonlinear simulations of jet structure at subcritical S3T parameter values that are identified with stable S3T jet modes excited by turbulent fluctuations.

Farrell, B. F., & Ioannou, P. J. (2012). Dynamics of streamwise rolls and streaks in wall-bounded shear flow. J. Fluid Mech. , 708, 149-196.Abstract

Streamwise rolls and accompanying streamwise streaks are ubiquitous in wall-bounded shear flows, both in natural settings, such as the atmospheric boundary layer, as well as in controlled settings, such as laboratory experiments and numerical simulations. The streamwise roll and streak structure has been associated with both transition from the laminar to the turbulent state and with maintenance of the turbulent state. This close association of the streamwise roll and streak structure with the transition to and maintenance of turbulence in wall-bounded shear flow has engendered intense theoretical interest in the dynamics of this structure. In this work, stochastic structural stability theory (SSST) is applied to the problem of understanding the dynamics of the streamwise roll and streak structure. The method of analysis used in SSST comprises a stochastic turbulence model (STM) for the dynamics of perturbations from the streamwise-averaged flow coupled to the associated streamwise-averaged flow dynamics. The result is an autonomous, deterministic, nonlinear dynamical system for evolving a second-order statistical mean approximation of the turbulent state. SSST analysis reveals a robust interaction between streamwise roll and streak structures and turbulent perturbations in which the perturbations are systematically organized through their interaction with the streak to produce Reynolds stresses that coherently force the associated streamwise roll structure. If a critical value of perturbation turbulence intensity is exceeded, this feedback results in modal instability of the combined streamwise roll/streak and associated turbulence complex in the SSST system. In this instability, the perturbations producing the destabilizing Reynolds stresses are predicted by the STM to take the form of oblique structures, which is consistent with observations. In the SSST system this instability exists together with the transient growth process. These processes cooperate in determining the structure of growing streamwise roll and streak. For this reason, comparison of SSST predictions with experiments requires accounting for both the amplitude and structure of initial perturbations as well as the influence of the SSST instability. Over a range of supercritical turbulence intensities in Couette flow, this instability equilibrates to form finite amplitude time-independent streamwise roll and streak structures. At sufficiently high levels of forcing of the perturbation field, equilibration of the streamwise roll and streak structure does not occur and the flow transitions to a time-dependent state. This time-dependent state is self-sustaining in the sense that it persists when the forcing is removed. Moreover, this self-sustaining state rapidly evolves toward a minimal representation of wall-bounded shear flow turbulence in which the dynamics is limited to interaction of the streamwise-averaged flow with a perturbation structure at one streamwise wavenumber. In this minimal realization of the self-sustaining process, the time-dependent streamwise roll and streak structure is maintained by perturbation Reynolds stresses, just as is the case of the time-independent streamwise roll and streak equilibria. However, the perturbation field is maintained not by exogenously forced turbulence, but rather by an endogenous and essentially non-modal parametric growth process that is inherent to time-dependent dynamical systems.

Farrell, B. F., & Ioannou, P. J. (2009). A Theory of Baroclinic Turbulence. J. Atmos. Sci. , 66, 2445-2454 . J. Atmos. Sci.Abstract

Understanding the physical mechanism maintaining fluid turbulence remains a fundamental theoretical problem. The two-layer model is an analytically and computationally simple system in which the dynamics of turbulence can be conveniently studied; in this work, a maximally simplified model of the statistically steady turbulent state in this system is constructed to isolate and identify the essential mechanism of turbulence. In this minimally complex turbulence model the effects of nonlinearity are parameterized using an energetically consistent stochastic process that is white in both space and time, turbulent fluxes are obtained using a stochastic turbulence model (STM), and statistically steady turbulent states are identified using stochastic structural stability theory (SSST). These turbulent states are the fixed-point equilibria of the nonlinear SSST system. For parameter values typical of the midlatitude atmosphere, these equilibria predict the emergence of marginally stable eddy-driven baroclinic jets. The eddy variances and fluxes associated with these jets and the power-law scaling of eddy variances and fluxes are consistent with observations and simulations of baroclinic turbulence. This optimally simple model isolates the essential physics of baroclinic turbulence: maintenance of variance by transient perturbation growth, replenishment of the transiently growing subspace by nonlinear energetically conservative eddy-eddy scattering, and equilibration to a statistically steady state of marginal stability by a combination of nonlinear eddy-induced mean jet modification and eddy dissipation. These statistical equilibrium states provide a theory for the general circulation of baroclinically turbulent planetary atmospheres.

Farrell, B. F., & Ioannou, P. J. (2009). Emergence of Jets from Turbulence in the Shallow-Water Equations on an Equatorial Beta-plane. J. Atmos. Sci. , 66, 3197-3207 . J. Atmos. Sci.Abstract

Coherent jets, such as the Jovian banded winds, are  prominent feature of rotating turbulence. Shallow water turbulence models capture the essential mechanism of jet formation, which is systematic eddy momentum flux directed up the mean velocity gradient. Understanding how the systematic eddy flux convergence is maintained and how the mean zonal flow and the eddy field mutually adjust to produce the observed jet structure constitutes a fundamental theoretical problem. In this work shallow-water equatorial beta plane model implementation of stochastic structural stability theory (SSST) is used to study the mechanism of zonal jet formation. In SSST a stochastic model for the ensemble-mean turbulent eddy fluxes is coupled with an equation for the mean jet dynamics to produce a nonlinear model of the mutual adjustment between the field of turbulent eddies and the zonal jets. In a weak turbulence, and for parameters appropriate to Jupiter, both prograde and retrograde equatorial jets are found to be stable solutions of the SST system, but only the prograde equatorial jet remains stable strong turbulence. In addition to the equatorial jet, multiple midlatitude zonal jets are also maintained in these stable equilibria. These midlatitude jets have structure and spacing in agreement with observed zonal jets and exhibit the observed robust reverals in sign of both absolute and potential vorticity gradient.

Farrell, B. F., & Ioannou, P. J. (2009). A Stochastic Structural Stability Theory model of the drift wave-zonal flow system. Physics of Plasmas , 16, 112903 . American Institute of Physics.Abstract

A remarkable phenomenon in turbulent flows is the spontaneous emergence of coherent large spatial scale zonal jets. In this work a comprehensive theory for the interaction of jets with turbulence, stochastic structural stability theory, is applied to the problem of understanding the formation and maintenance of the zonal jets that are crucial for enhancing plasma confinement in fusion devices.

Farrell, B. F., & Ioannou, P. J. (2008). The Stochastic Parametric Mechanism for Growth of Wind-Driven Surface Water Waves. J. Phys. Ocean , 38, 862-879.Abstract

Theoretical understanding of the growth of wind-driven surface water waves has been based on two distinct mechanisms: growth due to random atmospheric pressure fluctuations unrelated to wave amplitude and growth due to wave coherent atmospheric pressure fluctuations proportional to wave amplitude. Wave-independent random pressure forcing produces wave growth linear in time, while coherent forcing proportional to wave amplitude produces exponential growth. While observed wave development can be parameterized to fit these functional forms and despite broad agreement on the underlying physical process of momentum transfer from the atmospheric boundary layer shear flow to the water waves by atmospheric pressure fluctuations, quantitative agreement between theory and field observations of wave growth has proved elusive. Notably, wave growth rates are observed to exceed laminar instability predictions under gusty conditions. In this work, a mechanism is described that produces the observed enhancement of growth rates in gusty conditions while reducing to laminar instability growth rates as gustiness vanishes. This stochastic parametric instability mechanism is an example of the universal process of destabilization of nearly all time-dependent flows.

Farrell, B. F., & Ioannou, P. J. (2008). Formation of Jets by Baroclinic Turbulence. In (65th ed., pp. 3353-3375) . J. Atmos. Sci.Abstract

Turbulent fluids are frequently observed to spontaneously self-organize into large spatial-scale jets; geophysical examples of this phenomenon include the Jovian banded winds and the earth’s polar-front jet. These relatively steady large-scale jets arise from and are maintained by the smaller spatial- and temporal- scale turbulence with which they coexist. Frequently these jets are found to be adjusted into marginally stable states that support large transient growth. In this work, a comprehensive theory for the interaction of jets with turbulence, stochastic structural stability theory (SSST), is applied to the two-layer baroclinic model with the object of elucidating the physical mechanism producing and maintaining baroclinic jets, understanding how jet amplitude, structure, and spacing is controlled, understanding the role of parameters such as the temperature gradient and static stability in determining jet structure, understanding the phe- nomenon of abrupt reorganization of jet structure as a function of parameter change, and understanding the general mechanism by which turbulent jets adjust to marginally stable states supporting large transient growth. When the mean thermal forcing is weak so that the mean jet is stable in the absence of turbulence, jets emerge as an instability of the coupled system consisting of the mean jet dynamics and the ensemble mean eddy dynamics. Destabilization of this SSST coupled system occurs as a critical turbulence level is exceeded. At supercritical turbulence levels the unstable jet grows, at first exponentially, but eventually equilibrates nonlinearly into stable states of mutual adjustment between the mean flow and turbulence. The jet structure, amplitude, and spacing can be inferred from these equilibria.

With weak mean thermal forcing and weak but supercritical turbulence levels, the equilibrium jet structure is nearly barotropic. Under strong mean thermal forcing, so that the mean jet is unstable in the absence of turbulence, marginally stable highly nonnormal equilibria emerge that support high transient growth and produce power-law relations between, for example, heat flux and temperature gradient. The origin of this power-law behavior can be traced to the nonnormality of the adjusted states.

As the stochastic excitation, mean baroclinic forcing, or the static stability are changed, meridionally confined jets that are in equilibrium at a given meridional wavenumber abruptly reorganize to another meridional wavenumber at critical values of these parameters.

The equilibrium jets obtained with this theory are in remarkable agreement with equilibrium jets ob- tained in simulations of baroclinic turbulence, and the phenomenon of discontinuous reorganization of confined jets has important implications for storm-track reorganization and abrupt climate change.

Farrell, B. F., & Ioannou, P. J. (2007). Structure and Spacing of Jets in Barotropic Turbulence. J. Atmos. Sci. , 64, 3652-3665 . J. Atmos. Sci.Abstract

Turbulent flows are often observed to be organized into large-spatial-scale jets such as the familiar zonal 
jets in the upper levels of the Jovian atmosphere. These relatively steady large-scale jets are not forced 
coherently but are maintained by the much smaller spatial- and temporal-scale turbulence with which they 
coexist. The turbulence maintaining the jets may arise from exogenous sources such as small-scale convec-
tion or from endogenous sources such as eddy generation associated with baroclinic development processes 
within the jet itself. Recently a comprehensive theory for the interaction of jets with turbulence has been 
developed called stochastic structural stability theory (SSST). In this work SSST is used to study the 
formation of multiple jets in barotropic turbulence in order to understand the physical mechanism produc-
ing and maintaining these jets and, specifically, to predict the jet amplitude, structure, and spacing. These 
jets are shown to be maintained by the continuous spectrum of shear waves and to be organized into stable 
attracting states in the mutually adjusted mean flow and turbulence fields. The jet structure, amplitude, and 
spacing and the turbulence level required for emergence of jets can be inferred from these equilibria. For 
weak but supercritical turbulence levels the jet scale is determined by the most unstable mode of the SSST 
system and the amplitude of the jets at equilibrium is determined by the balance between eddy forcing and 
mean flow dissipation. At stronger turbulence levels the jet amplitude saturates with jet spacing and 
amplitude satisfying the Rayleigh-Kuo stability condition that implies the Rhines scale. Equilibrium jets 
obtained with the SSST system are in remarkable agreement with equilibrium jets obtained in simulations 
of fully developed -plane turbulence.

Heifetz, E., & Farrell, B. F. (2007). Generalized Stability of Non-Geostophic Shear Flow. Part II: Intermediate Richardson Number Regime. J. Atmos. Sci. , 64, 4366–4382 . J. Atmos. Sci.Abstract

This work continues the generalized stability theory (GST) analysis of baroclinic shear flow in the primitive equations (PE), focusing on the regime in which the mean baroclinic shear and the stratification are of the same order. The Eady model basic state is used and solutions obtained using the PE are compared to quasigeostrophic (QG) solutions.

Similar optimal growth is obtained in the PE and QG frameworks for eddies with horizontal scale equal 
to or larger than the Rossby radius, although PE growth rates always exceed QG growth rates. The primary 
energy growth mechanism is the conventional baroclinic conversion of mean available potential energy to 
perturbation energy mediated by the eddy meridional heat flux. However, for eddies substantially smaller 
than the Rossby radius, optimal growth rates in the PE greatly exceed those found in the QG. This 
enhanced growth rate in the PE is dominated by conversion of mean kinetic energy to perturbation kinetic 
energy mediated by the vertical component of zonal eddy momentum flux. This growth mechanism is 
filtered in QG. In the intermediate Richardson number regime mixed Rossby-gravity modes are nonor-
thogonal in energy, and these participate in the process of energy transfer from the barotropic source in the 
mean shear to predominantly baroclinic waves during the transient growth process.

The response of shear flow in the intermediate Richardson number regime to spatially and temporally uncorrelated stochastic forcing is also investigated. It is found that a comparable amount of shear turbulent variance is maintained in the rotational and mixed Rossby-gravity modes by such unbiased forcing suggesting that any observed dominance of rotational mode energy arises from restrictions on the effective forcing and damping.

Farrell, B. F., & Ioannou, P. J. (2006). Approximating Optimal State Estimation., Predictability of Weather and Climate. In T. Palmer & R. Hagedorn (Ed.), (pp. 181-216) . Cambridge University Press, Cambridge.Abstract

Minimising forecast error requires accurately specifying the initial state from which 
the forecast is made by optimally using available observing resources to obtain the 
most accurate possible analysis. The Kalman filter accomplishes this for linear sys-
tems and experience shows that the extended Kalman filter also performs well in 
non-linear systems. Unfortunately, the Kalman filter and the extended Kalman filter 
require computation of the time dependent error covariance matrix which presents 
a daunting computational burden. However, the dynamically relevant dimension of 
the forecast error system is generally far smaller than the full state dimension of the 
forecast model which suggests the use of reduced order error models to obtain near 
optimal state estimators. A method is described and illustrated for implementing a 
Kalman filter on a reduced order approximation of the forecast error system. This 
reduced order system is obtained by balanced truncation of the Hankel operator repre-
sentation of the full error system. As an example application a reduced order Kalman 
filter is constructed for a time-dependent quasi-geostrophic storm track model. The 
accuracy of the state identification by the reduced order Kalman filter is assessed 
and comparison made with the state estimate obtained by the full Kalman filter and 
with the estimate obtained using an approximation to 4D-Var. The accuracy assess-
ment is facilitated by formulating the state estimation methods as observer systems. 
A practical approximation to the reduced order Kalman filter that utilises 4D-Var 
algorithms is examined

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