SUPPLEMENTO AL VOLUME Vl, SERIE I X D E L NUOVO CIMJENTO N.

2, 1949

XIII.

Statistical Hydrodynamics. (*)

L. ONSAGEIr

New Haven, Conn.

I t is a f a m i l i a r f a c t of h y d r o d y n a m i c s , t h a n when the (( :Reynolds n u m b e r ,

exceeds a certain critical value, which depends on the t y p e of flow, no s t e a d y
flow is stable. The u n s t e a d y flow which occurs u n d e r these conditions calls
for statistical a n a l y s i s ; b u t e a r l y a t t e m p t s in this direction e n c o u n t e r e d for-
m i d a b l e difficulties. Within the last few years, however, the m o s t i m p o r t a n t
r e m a i n i n g questions concerning the s t a b i l i t y of l a m i n a r flow were settled b y
C. C. L I ~ [1], a n d a p r o m i s i n g s t a r t t o w a r d s a q u a n t i t a t i v e t h e o r y of t u r b u -
lence was a c h i e v e d b y KOL:MOGOROFF [2]. :For good m e a s u r e , KOLMOGO~OFF'S
main result was rediscovered at least twice [3], [4]. The theories involved deal
with the m e c h a n i s m of t u r b u l e n t dissipation. We shall r e t u r n to this s u b j e c t ;
it seems logical to discuss first a different, new a p p l i c a t i o n of statistics to
hydrodynamics.

Ergodic Motion of Parallel Vortices.

The f o r m a t i o n of large, isolated vortices is an e x t r e m e l y c o m m o n , y e t

spectacular p h e n o m e n o n in u n s t e a d y flow. I t s u b i q u i t y suggests an expla~-
n a t i o n on statistical grounds.
To t h a t end, we consider n parallel vortices of intensities (circulations)
k l , ..., k , in an incompressible, frictionless fluid. This essentially t w o - d i m e n -
sional s y s t e m is H a m i l t o n i a n a n d has b u t a finite n u m b e r (n) of degrees of
freedom~ so t h a t we can a p p l y the s t a n d a r d m e t h o d s of statistieM mechanics.
The equations of m o t i o n m a y be w r i t t e n in the f o r m

k i d x i / d t =- ~H/~yt ,
(1)
t k, dy,/dt = - - ~H/~x,,
where t denotes the t i m e a n d H is t h e e n e r g y integral; the infinite self-energy

(*) This paper was read on May 20th afternoon. [Editor's note.]
280 L. ONSAGER

of the individual vortices has been subtracted. In an u n b o u n d e d fluid, H has

t h e form [57 6]:
i 1
H-- Y, kikj log rii ;
(2) 2~ ;>~
I r~j=
~ (x~ - - xi) 2 + ( y ~ - yj)~

The equations of motion (1) still a p p l y when the liquid is restrained by boun-
daries, in w h i c h case the H a m i l t o n i a n (2) is modified so as to allow for image
forces, and m a y be constructed in t e r m s of the GREEN'S functions of :LAPLACE~S
equation [6].
Now let us consider the liquid enclosed b y a b o u n d a r y , so t h a t the vortices
are confined to an area A. W'e note t h a t our d y n a m i c a l system has some
unusual properties. I n effect, the x a n d y coordinates of each vortex are
canonical conjugates, so that the phase-space is identical w i t h the configu-
ration-space of the vortices:

(3) d ~ = d x l d y l ... d x , dy~ .

Moreover, this phase-space is finite

(4)
/ d~ =
(i) dxdy = A ~.

The energy can assume all values from + oo (when two vortices of the same
sign coincide) to - - o o (when two vortices of opposite sign coincide, or when
a n y one v o r t e x is located on the b o u n d a r y ) . The phase-volume which cor-
responds to energies less than a given value,

H ( x l , Yl, . . . , x . , y , ) < E ,

is a differentiable function of t h e e n e r g y :
E

9 ~

(5) H<E --co

O(-- ~) = O ;
O(+ c~) = A " .

Certainly (I)'(E) is positive for all E. Moreover, it must assume its m a x i m u m

value for some finite energy E~:
(6) O"(E~) = 0.
The t e m p e r a t u r e O ---- (I)'/O" will be positive
(7a) ~ > 1 / 0 -- O " / O ' > O,
whenever:
(7b) E < E,.,
 STATISTICAL H Y D R O D Y N A M I C S 281

but n e g a t i v e " t e m p e r a t u r e s "

(8a) 0 > 1/(9 > - - ~ ,

can and will occur if

(Sb) E > E,~ .

I n the former case, vortices of opposite sign will tend to a p p r o a c h each other.
However, if 1 / 0 < O, then vortices of the same sign will tend to cluster, - - pre-
ferably the strongest ones - - , so as to use up excess energy at the least possible
cost in terms of degrees of freedom. I t stands to reason t h a t t h e large c o m p o u n d
vortices f o r m e d in this m a n n e r will remain as the only conspicuous features
of the motion ; because the weaker vortices, free to r o a m p r a c t i c a l l y at r a n d o m ,
will yield r a t h e r erratic and disorganised contributions to the flow.
W h e n we compare our idealised model with reality, we have to a d m i t one
profound difference: the distributions of v o r t i c i t y which occur in the actual
flow of n o r m a l liquids (1) are continuous, and in two-dimensional convection
the v o r t i c i t y of e v e r y volume element of the liquid is conserved, so t h a t con-
vective processes can build vortices only in the sense of bringing together
volume elements of great initial vorticity. Thus our considerations would not
a p p l y to COUETTE flOW~where the v o r t e x density is constant, nor to :PoIsEUILL]B
flow between parallel plates, nor to a n y other case of parallel flow in which
t h e v o r t e x d e n s i t y changes m o n o t o n i c a l l y across the profile, so t h a t no re-
distribution of v o r t i c i t y is compatible with the conservation laws for energy
and inonientuni. Until recently, the predicted stability of l a m i n a r flow for
infinite REYNOLDS numbers in such cases was counted a m o n g the major puzzles
of h y d r o d y n a m i c t h e o r y ; because all t y p e s studied e x p e r i m e n t a l l y become
unstable at sufficiently high ]~:EY~OLDS numbers. The p r o b l e m was solved
when LI~ [1] showed t h a t viscosity and convection together lead to instability
even when t h e v o r t i c i t y has no e x t r e m u m in the interior of the liquid.
This digression will make it clear t h a t the present t h e o r y for the formation
of large vortices does not a p p l y to all cases of u n s t e a d y flow. As a m a t t e r
of fact, the p h e n o m e n o n is eomnion b u t not universal. I t is t y p i c a l l y asso-
ciated with separating b o u n d a r y layers, whereby the initial conditions are
not so very different from those c o n t e m p l a t e d in the t h e o r y : the vorticity is
mostly concentrated in small regions, and the initial energy is relatively high.
F r o m this cursory examination, it would seem t h a t our highly idealized
niodel has some heuristic value, although it must obviously be t a k e n with a
grain of salt at least. As a statistical model in two dimensions it is ambiguous :
what set of discrete vortices will best a p p r o x i m a t e a continuous distribution

(x) Vortices in a suprafluid are presumably quantized; the quantum of circulation

is h/m, where m is the mass of a single molecule.
282 L. ONSAGER

of v o r t i c i t y ? Kinetic considerations (or tedious solution of h y d r o d y n a m i c

equations) m a y decide this question a n d one o t h e r : h o w soon will the vortices
discover t h a t t h e r e are three dimensions r a t h e r t h a n t w o ? The l a t t e r question
is i m p o r t u n t because in three dimensions a m e c h a n i s m for c o m p l e t e dissipation
of all kinetic energy, even w i t h o u t the aid of viscosity, is available.

Turbulence.

The e n h a n c e d dissipation of e n e r g y which takes place in t u r b u l e n t motion

c a n n o t be e x p l a i n e d b y a n y m e c h a n i s m of two-dimensional convection. Accord-
ing to a well-known t h e o r e m of h y d r o d y n a m i c s , the t o t a l r a t e of dissipation
is p r o p o r t i o n a l to t h e " t o t a l v o r t i e i t y ":

(9) d Jf2l pv2dV= ~

tit [ l curl v I d V ,

where t stands for the time, -~" for the velocity, p for density a n d -f, for viscosity,
a n d t h e i n t e g r a t i o n is e x t e n d e d o v e r the entire v o l u m e of the fluid. Two-
dimensional convection, which m e r e l y redistributeg vorticity, cannot account
f o r the r a p i d dissipation which one observes.
However, as p o i n t e d out b y G. I. TAYLOR [7], convection in three dimen-
sions will t e n d to increase the t o t a l v o r t i c i t y . Since the circulation of a v o r t e x
t u b e is conserved, the v o r t i c i t y will increase whenever a v o r t e x t u b e is stretched.
:Now it is v e r y reasonable to expect t h a t a v o r t e x line - - of a n y line which is
d e f o r m e d b y the m o t i o n of the liquid - - will t e n d to increase in length as a result
of m o r e or less h a p h a z a r d motion. This process tends to m a k e the t e x t u r e
of the m o t i o n ever finer, and g r e a t l y accelerates the viscous dissipation. E x p e -
rience indicates t h a t for large REY~'OI.DS n u m b e r s the over-a]l rate of dissi-
p a t i o n is c o m p l e t e l y d e t e r m i n e d b y the i n t e n s i t y 72 t o g e t h e r with the " m a c r o -
scale " L of t h e motion, a n d t h a t the viscosity p l a y s no p r i m a r y role except
t h r o u g h the condition t h a t the ]~EY~'OLDS n u m b e r

m u s t be sufficiently large. U n d e r the circumstances, dimensional considera-

tions u n i q u e l y d e t e r m i n e the law of dissipation
d_
(11) Q =--~ v 2 = (const.) (v~)~/,/L ,

a n d this has been verified b y m a n y e x p e r i m e n t s [8]. The concept of " macro-

s c a l e " is s o m e w h a t v a g u e l y defined. I t m a y b e described in t e r m s of the
correlation b e t w e e n the fluctuations of v e l o c i t y at n e i g h b o u r i n g points in the
fluids. I f we define a correlation-function R(r) thus

(12) (~, (-~') 9 -~"(~:>"' + -~)) ~-- ~ R ( r ) ,

 STATISTICAL H Y D R O D Y N A M I C S 28~

~hen the " m a e r o s e a l e " /~ m a y be defined as the distance b e y o n d which R(r)

is less t h a n s o m e judiciously assigned value. There seems to be a general
feeling t h a t at t h e present state of our knowledge it would be p r e m a t u r e to
seek a m u c h m o r e precise definition.
Such a f a m i l i a r t y p e of t u r b u l e n c e as exists in a liquid flowing t h r o u g h a
cylindrical t u b e is neither homogeneous nor isotropic. The m e a n fluctuations
of the v e l o c i t y v a r y over the cross-section of the tube, the local macroscale
is generally c o m p a r a b l e to the distance f r o m the wall, a n d fluctuations as
well as correlations are more or less anisotropic [9]. I t is possible, however,
t o produce n e a r l y homogeneous a n d isotropic turbulence b y m e a n s of a grid
in a s t r e a m i n g gas, a n d t h e "macroscale" is then p r e d e t e r m i n e d b y the m e s h
~)f t h e grid. I n t h e following we shall assume t h a t we are dealing with this
simplest t y p e of turbulence, which has been the object of extensive experi-
m e n t a l studies.
According to the equations of m o t i o n :

I ?-~/St = - - ( ' - ~ . ~ ) - ~ - - ( 1 / p ) ~ P + (~q/p)(~" - ~ ) - ~ ;

(13) t = 0,

t h e change of the correlation-function R(r) w i t h the t i m e depends on the cor-

relations b e t w e e n the velocities a n d t h e velocity gradients a t two differeni
points, etc. F o r reasons which will be m o r e or less a p p a r e n t in the following,
a direct step-wise analysis of p o i n t - t o - p o i n t correl,ations does not seem promis-
ing, however. An a p p r o p r i a t e scheme of compulation~ quite possibly in t e r m s
of weighted averages, remains to be d e v e l o p e d . Before we can arrive at u
c o m p l e t e l y self-contained t h e o r y we shall h a v e to d e t e r m i n e somehow, f r o m
the laws of d y n a m i c s , a statistical distribution in function-space, a n d for the
t i m e being we do not k n o w enough a b o u t h o w to describe such distributions.
Some i m p o r t a n t f u n d a m e n t a l results concerning the distributions of energy
in t u r b u l e n t flow were nevertheless o b t a i n e d b y KO~0GO~OFF [2]. A fairly
e x t e n s i v e l i t e r a t u r e is available, a n d a c o m p l e t e review would be out of place
on this occasion, l~ather I shall t r y to present the m a i n line of reasoning
in t h e simplest possible terms, a l o n g w i t h some o b s e r v a t i o n s which l~ay serve
to s u p p l e m e n t previous work, either to strengthen the a r g u m e n t or to bring
out the significance of the results.
So as to give a m o r e precise m e a n i n g to the concept of " s c a l e " , we describe
the v e l o c i t y field ~ ( ~ ) b y its F o v a m a series:

(14) -~(-~) = Z -~(-~) exp (27dk. r ),

-~ --> --~
a (-- -->
k) = ( - ~ ) ) conjugate,
k

(14a) ( k . -~(k)) ~-- 0 .

I f the t o t a l v o l u m e is V, t h e n t h e r e are 4r:Vk 2 dk admissible w a v e - n u m b e r s k

284 L, ONSAGER

in t h e range of absolute values k, k ~- dk. As regards a n y a t t e m p t to b r i n g

a b o u t e q u i p a r a t i o n of the energy, each one of the _ F o ~ I E ~ coefficients in (14)
represents two degrees of f r e e d o m (not three, in view of (13a), viz. its equi-
v a l e n t (14a)), a n d since the t o t a l n u m b e r is infinite, we foresee some kind of
a " v i o l e n t c a t a s t r o p h e ". The kinetics of this process is described b y the
FOVlCIER t r a n s f o r m of (13):

(15) d-~)/dt~-27:i~,(K(k--k').k'){---~')~-(~]~)-l(-~').~)-~}--
k"

I n this n o t a t i o n the r a t e of change of the distribution of e n e r g y is described

as follows:

d I-2(k) I /dt = -- ] [2 + Z Q(k,

.-->
k"
w h e r e b y the t e r m :

(16a) Q(k, k') : ~i { ( a (k ~- k') 9 k')( a (-- k) .-~(-- k')) §

k') 9 a ( - - k')) } § (conjugate)

.--).
measures t h e net r a t e of transfer of energy from t h e w a v e - n u m b e r s -b k t o
the wave-numbers • k'. Since,
---~ --). .-..~ .--~
(17) Q(k, k') -~ Q(k', k) = O,

the energy is indeed accounted for on b o t h ends of the t r a n s a c t i o n .

We note t h a t ~ t a (k)12 is a m e a s u r e for the t o t a l energy. Moreover,
~lk>]2 I-~( ~ [2 is a m e a s u r e for the t o t a l v o r t i c i t y and for square of the o v e r -
all r a t e of d e f o r m a t i o n (practically t h e s a m e q u a n t i t y ) , and the r a t e of viscous
dissipation is p r o p o r t i o n a l to this. W e realise t h a t the viscous dissipation will
c o n s u m e t h e e n e r g y ever m o r e readily as it is r e d i s t r i b u t e d o v e r an increasing
r a n g e of w a v e - n u m b e r s .
I n order to u n d e r s t a n d the law of dissipation described b y (11), which
does not involve t h e viscosity at all, we h a v e to visualize t h e redistribution
of e n e r g y as an accelerated cascade process. I f we write t h e right m e m b e r
of (11) in t h e f o r m of a p r o d u c t :

t h e n the first f a c t o r represents t h e e n e r g y density, and m o s t of this belongs

to w a v e - n u m b e r s of t h e order 1/L. The second factor is a r a t e of shear ~ not
t h e over-all r a t e of d e f o r m a t i o n of t h e fluid, b u t o n l y t h a t p ~ r t of it which
b e l o n g s to m o t i o n on t h e largest scale. Indeed, it is not difficult to see t h a t
 STATISTICAL H Y D R O D Y N A M I C S 285

t h e modification of a s m o o t h current b y a fine-grained d i s t u r b a n c e will d e p e n d

on the t o t a l d i s p l a c e m e n t s involved, r a t h e r t h a n on the r a t e of shear.
Now we n o t e t h a t according to (16a) the exchange of e n e r g y between wave-
numbers • k and • k' depends o n l y on t h e a m p l i t u d e s - ~ which belong to
these w a v e - n u m b e r s a n d to their differences ( • k • k'). I f the latter, as
well as k itself, are of the order 1/L, t h e n k' is at most of t h e order 2/L. Similar
reasoning m a y be applied to s u b s e q u e n t steps in the redistribution process,
a n d we are led to expect a cascade such t h a t the w a v e - n u m b e r s increase t y p i -
cally in a g e o m e t r i c series, b y a f a c t o r of the order 2 per step. The energy
is reproeessed t h r o u g h a given range of w a v e - n u m b e r s m a i n l y with the aid
of velocity g r a d i e n t s which belong to w a v e - n u m b e r s of the s a m e order of
magnitude.
The empirical law (11) suggests t h a t the first few steps in t h e cascade l i m i t
the over-~ll speed of the process, which m e a n s t h a t the s u b s e q u e n t steps n m s t
be accelerated. I f so, t h e n we m a y expect t h a t the density of energy in the
l a t e r stages will be d e t e r m i n e d b y the r a t e at which energy is being h a n d e d
down a n d u l t i m a t e l y dissipated. I f we describe the distribution of energy
in isotropic t u r b u l e n c e b y the f u n c t i o n :

Os) I
l~hen
/

(lSa)
./
0

a n d if ~(k) is to be deterlnined b y the r a t e of dissipation, then the form of

the distribution follows uniquely from dimensional considerations:

(19) t)(k) = ~Q%k-% ,

where ~ is a dimensionless universal constant. S i m i l a r l y "~'e liJ~d a ~cale

d e p e n d e n t characteristic t i m e

(20) t(k) = Q-",k .

The i n t e g r a l

(21) f t(k) dk/k ~ ~ ,

1/L

converges, as r e q u i r e d b y our f u n d a m e n t a l hypothesis of an accelerated cas-

cade process. The scale-dependent coefficient of diffusion:

(22) D(k) = (const.) Y"l:'a

.... /,,
286 L. ONSAGER

a n d the corresponding modified law of brownian motion

(23) [-+
r~ - - r 1 ]2/t3 = const. ,

have been inferred long since f r o m studies of n a t u r a l turbvlence, with the aid
of c o m m o n p l a c e indicators such as a rising colunm of smoke or a pair of small
floating objects on the surface of the sea.
B y the t h e o r y of FOURIER transforms, the distribution law (19) for the
energy implies a corresponding form of the correlation-function

(24) ~R(r) = ~ - - (~/3F(2 /3) )( Qr)"t, ,

valid for distance r appreciably smaller than the macroscale L yet greater
t h a n a certain " m i c r o s c a l e '~

(25) x ~..(~lp)"/,q'~,,
where the viscous dissipation becomes d o m i n a n t . The formulas (19), (20),
(22) and (23) are of course subject to analogous limitations on b o t h ends of
Che scale.
I t is of some interest to note t h a t in principle, t u r b u l e n t dissipation as
described could take place just as readily without the final assistance b y
viscosity. I n the absence of viscosity, the s t a n d a r d proof of the conservation
of energy does n o t apply, because the velocity f e l d does not remain differen-
t i a b l e ! I n fact it is possible to show t h a t the velocity field in such " i d e a l "
turbulence c a n n o t o b e y a n y LIPSCHITZ condition of the form

(26) i --> --> + - ? ) _

~, (r, ~v' -~+r'" ) ] < (const.) r" ,
for a n y order n greater t h a n 1/3; otherwise the energy is conserved. Of
course, u n d e r the circumstances, the o r d i n a r y fornmlation of the laws of mo-
tion in t e r m s of differential equations becomes i n a d e q u a t e a n d must be replaced
b y a more general description; for example, the fornmlation (15) in terms of
FOV~IER series will do. The detailed conservation of energy (17) does not
i m p l y conservation of the t o t a l energy if the n u m b e r of steps in the cascade
is infinite, as expectedi and the double sum of Q ( k , k') converges only con-
ditionally.

BIBLIOGRAPHY

[1] C. C. L~N: Proc. Nat. Acad. Sci. U.S.A., 30, 316-324 (1944); Quarterly Appl. Math.,
3, 117-142, 218-234, 277-301 (1945, 1946).
[2] A. N. KOLMOGOROFF: C. R. Acad. Sci. U.R.S.S., 30, 301-305; ibid., 32, 16-18
(1941).
~3] L. ONSAGER: Phys. Rev., 68, 286 (1945). (Abstract).
 DISCUSSIONE E OSSERVAZIONI 287

[4] C. F. v. WEIZS;~CKER: Zeits. Physik, 124, 614; W. ttEIS]~NBERG: Zeits. -physik,

124, 628; -proc. Roy. Soc., A. 195, 402; HEISE~B~RG also refers to PRAI~DTL and
WI~.G~ARDT: Nachr. Akad. Wiss. GSttingen, Math..Phys. Kl., 1945, p. 6.
[5] M. LAGALLY: Math. Zeits., 10, 231-239 (1921).
[6] C. C. LIN: .Proc. Nat. Acad. Sci. U.S.A., 27, 570-577 (1941); On the Motion of
Vortices in two Dimensions (University of Toronto Press, 1943).
[7] G. I. TAYLOR: Journ. Aeronaut Sci., 4, 311 {1937); .Proc. Roy. Soc., A 164, 15
(1938); G. I. TAYLOR and A. E. GR]~E~ : .Proc. Roy. Sot., A. 158, 499-521 (1937).
[8] H. L. D R Y I ) ~ : Quarterly Appl. Math., 1, 7-42 (1943).
[9] ]~. B. MOlqTGOMERY: Paper presented at conference of New York Acad. Sci. in
March, 1942; a n d part of monograph on Boundary Layer Problems in the
Atmosphere and the Ocean, published in Annals N. Y. Acad. Sci.

DISCUSSIONE E OSSERVAZIO~'I

Prof. M. BORX, Edinburgh:

Asks if O~SAGER'S theory allows to calculate REYI~OLD'S number.

Prof. L. ONSAGER, -~ew Have~, Conn.:

No, the problem of the REYNOLD'S number is more complicated. Consult recent
work of C. C. LI~-.