Non-Gaussian statistics, classical field theory, and realizable Langevin models
- 1 May 1996
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 53 (5) , 4865-4882
- https://doi.org/10.1103/physreve.53.4865
Abstract
The direct-interaction approximation (DIA) to the fourth-order statistic , where is a specified operator and 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 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. Sci. 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, which realizes cumulants through , by adding to the GLE a particular non-Gaussian correction. A Markovian approximation to is derived. Both and incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example.
Keywords
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