Lie symmetry analysis of the Lundgren-Monin-Novikov equations for multi-point probability density functions of turbulent flow

Published in Journal of Physics A, 2017 by Waclawczyk, Grebenev & Oberlack.

This study faces three shortcomings: (1) Their analysis misses a very central aspect of the LMN equations which thus, opposite to their claim, makes their Lie-group symmetry results incomplete. (2) The statements on the constraints regarding the infinite-dimensional symmetry groups are misleading. (3) The particular scaling symmetry originating solely from the linearity of the LMN hierarchy is nonphysical in that it violates the classical principle of cause and effect. This fact was proven analytically in a rigorous manner in 2014: https://doi.org/10.1103/PhysRevE.92.067001, https://arxiv.org/abs/1412.6949, https://arxiv.org/abs/1412.3061, https://arxiv.org/abs/1602.08039.

Details on (1): The LMN equations are always accompanied by at least five physical constraints in order to guarantee their solutions to be physical. These are the four well-known and so-called non-negativity, normalization, coincidence and separation constraints, and a fifth one, not so well-known, but an equally important constraint, the conditional constraint first derived by Ievlev in 1970 (see relation 2.6 in https://link.springer.com/article/10.1007/BF01015004) and then later also discussed in Monin & Yaglom (see relation 19.139 in https://books.google.de/books?id=6xPEAgAAQBAJ). However, for some unknown reason, the present symmetry analysis of Oberlack et al. only considers the first two constraints, while the three remaining constraints are not included. A cardinal mistake, because when included into the symmetry finding process these constraints will ultimately break certain symmetries. For example, as has been clearly shown and discussed in Sec.II in https://doi.org/10.1103/PhysRevE.92.067001, the scaling symmetry $X=X_*+X_{**}$ (Eqs.47-48) in the present study is incompatible to the separation constraint and thus violates one of the most intuitive physical constraints of the LMN equations. In other words, the particular transformation $X=X_*+X_{**}$ is not admitted as a symmetry by the physical LMN equations (which also includes all constraints) — a vital result not obtained in the present study, rendering their symmetry analysis thus as incomplete.

Details on (2): Not explicitly referred to as such, the infinite-dimensional symmetry group $X_{**}$ (Eq.48) is nothing else but the superposition principle of the unclosed first order equation (Eq.3) of the linear LMN hierarchy. By definition, a superposition symmetry is built up by translation operators in the dependent variables with coefficients being the solutions of the considered linear system of equations. But for unclosed systems such a symmetry is of no value, since it is not clear how to generate solutions without modelling the system. Hence, their result that the coefficients $b^0_{(1)}$ and $b^0_{(2)}$ of the symmetry $X_{**}$ must be "solutions" of the unclosed Eq.3 is misleading. Obviously, to guess a solution for the lowest order equation is not the method of choice, since there is no guarantee a priori that, firstly, this guess is consistent also for all higher order equations and, secondly, that this guess in the end represents a physical solution matching the DNS data. The chance is practically zero to analytically guess such a correct solution. Hence, the symmetry $X_{**}$ is of no value for further investigations, and surely will also break as soon as the truncated Eq.3 is modelled, since any appropriate model will definitely be non-linear.

Details on (3): Even when ignoring the above fact (1), as has been done in the present study, the scaling symmetry $X=X_*+X_{**}$ (Eqs.47-48) is unphysical per se in violating the causality principle of classical mechanics. This symmetry, which has its origin solely from the linear structure of the LMN equations, clearly leads to wrong and misleading conclusions in turbulence, in particular when used further to generate statistical scaling laws. This fact has been proven analytically in a rigorous manner and visualized several times by comparing such generated scaling laws to DNS data for different flow configurations, always with the clear result that a strong mismatch is constantly observed. For more details, please see: https://arxiv.org/abs/1412.3061, https://arxiv.org/abs/1606.08396, https://www.researchgate.net/publication/311285232, https://www.researchgate.net/publication/286732368.

Essentially, this scaling symmetry $X=X_*+X_{**}$ is a physically spurious symmetry simply due to the fact of not providing in the performed symmetry analysis for the (coarse-grained) LMN equations the necessary statistical link to the underlying (fine-grained) Navier-Stokes equations. Because including this link will break this symmetry (see Sec.I in https://doi.org/10.1103/PhysRevE.92.067001) and thus will not give rise to such an unphysical symmetry in the first place, showing again that in turbulence it is necessary to reveal all information available and not to hide it in some benefiting way in order to be able to announce some "progress" which, in the end, then turns out to be misleading.

Conclusion: Considering the above facts (1)-(3), the only symmetries left for further analysis are the classical symmetries $X_1-X_{12}$ (Eqs.41-46) of the Navier-Stokes equations when formulated statistically in the framework of the LMN equations. But this is not new and also not a surprising result as this is to be expected. The two "new" infinite-dimensional groups $X_*$ (Eq.47) and $X_{**}$ (Eq.48), however, are broken and thus not available anymore to serve the unrealistic expectation that a "non-Gaussian solution for the tails of pdf's could be derived based on the symmetries of the corresponding LMN equations for velocity differences" (p.11). This expectation, which in the present study is directly linked to the expectation in trying to grasp the "phenomenon of internal intermittency of turbulence" (p.11) with the help of symmetries, is unrealistic in so far as intermittency has the well-known property to rather break than to restore symmetries, not only on the fine grained (fluctuating) but also on the coarse-grained (averaged) level. And since the available symmetries $X_1-X_{12}$ (excluding the broken symmetries $X_*$ and $X_{**}$ from this set due to the facts (1)-(3) discussed above) collectively only form a finite and not an infinite-dimensional Lie-algebra, they are more prone to be broken in a turbulent and intermittent flow, thus favoring the situation of symmetry breaking, where inside this finite algebra, obviously, a noncompact group as that of scale invariance is again more prone to be broken than a compact group as that of rotation invariance and so on.

Note: This comment refers to the "Accepted Manuscript" published online on 24 February 2017

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