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February 27, 2019, 09:21 |
Power Spectral Density - Energy Spectrum
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#1 |
Senior Member
luca mirtanini
Join Date: Apr 2018
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Hi all,
I was looking at a result in the validation guide of fds. In particular, attached you can see the Figure 6.41 of the FDS User Guide, which is named Power spectrum. As far as I know, this figure was produced using this script. https://github.com/firemodels/fds/bl...wer_spectrum.m I have 2 doubts: 1) In the Tenneke, the Power spectral density is defined as the fourier trasform of the autocorrelation. Since the autocorrelation is u(t)*u(t')/u^2, I cannot see in this script where is the t' (time difference) in the script. 2) Furthermore I cannot understand how the attached figure "Autospectral Density" can exhibit the -5/3 scaling in the inertial subrange, since I thought that the -5/3 scaling should be seen only in the nondimensionalised kinetic Energy spectrum, as you can seen in the figure "Chapman 1979" attached. |
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February 27, 2019, 10:38 |
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#2 |
Senior Member
Lucky
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1) The autocorrelation is not just u(t)*u'(t), there is an integration from negative to positive infinity time. The autocorrelation and power spectral density form a Fourier transform pair. People often say this as a definition, but because the autocorrelation is slow to compute, no one really computes the PSD using this route. It's faster to exploit the Fourier properties. The PSD is calculated in these two lines:
Code:
u = fft(W); p = u.*conj(u)/n^2; |
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February 27, 2019, 10:55 |
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#3 | ||
Senior Member
luca mirtanini
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Quote:
Quote:
Yes! I mean that as far as I understood, the slope should be -5/3 only if normalised. |
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February 27, 2019, 11:10 |
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#4 |
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Lucky
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I have edited my original post. You won't find t' in the script because no one uses the autocorrelation to calculate the psd. They use fft and multiply it by its own conjugate.
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February 27, 2019, 11:16 |
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#5 | |
Senior Member
luca mirtanini
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Quote:
I have seen the editing of your post. What about my last question. Is it ok that thee slope is -5/3 also when the spectrum is dimensional? |
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February 27, 2019, 11:22 |
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#6 | |
Senior Member
Lucky
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Mathematically/theoretically they are identical. Numerically they are sometimes not the same because the FFT is not exactly the same as a true Fourier transform. Quote:
It is a power law and when plotted on log-log looks like lines. If you have Code:
B*y = (A*x)^n Code:
B*y =(A^n)*(x^n) |
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February 27, 2019, 14:04 |
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#7 | |
Senior Member
Filippo Maria Denaro
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Quote:
See the discussion here Energy Spectrum !!! and search for similar answer. You will find also a matlab script. |
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February 27, 2019, 15:47 |
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#8 | |
Senior Member
luca mirtanini
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Quote:
Can you tell me a reference that I can study that can explain why they are identical? |
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February 28, 2019, 04:13 |
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#9 |
Senior Member
Lucky
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See Spectral density
and Convolution Theorem The autocorrelation is a self-convolution (convolution of a signal with itself). The Fourier transform of a convolution is equivalent to the product of Fourier transforms of the individual signals. Hence, to get the power spectral density, you take the Fourier transform (or fft in this script) and multiply it by its own conjugate (because autocorrelation is self-convolution). And when you do this using a fast fourier transform, it is faster than actually calculating the autocorrelation. Just try it if you don't believe. It is night and day the difference in speed. Just take a signal of random noise and try to calculate both. Or you can use the signal as in the script. |
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February 28, 2019, 12:29 |
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#10 |
Senior Member
luca mirtanini
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Sorry but I have other questions
In the tenneke it is often cited that E is proportional to k^(-5/3). Can it be assumed that the same scaling law can be found if we have not wavenumber but frequency? If I have as output of my analysis a velocity component in 2 points of the space (instead of time as done in the power spectral density) can I produce a one-dimensional spectrum, by doing an autocorrelation? If I do the the fft of the turbulent kinetic energy do I obtain the three-dimensional spectrum? If not I cannot understand which practical calculation should I do |
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February 28, 2019, 12:38 |
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#11 | |
Senior Member
Filippo Maria Denaro
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Quote:
The frequency and the wavenumber (time or space no matter) are simply linked by k=n*2*pi/L where L is the period. If you want to perform a spectral analysis in space, you need of a complete spatial distribution, at least in one periodic direction. Only two distinct value cannot define the minimum wavelenght. No, the fft of the kinetic energy does not produce the energy spectra when you multiply the Fourier coefficient for its conjugate, it is no longer dimensionally congruent to the energy |
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March 1, 2019, 04:45 |
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#12 |
Senior Member
luca mirtanini
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1. Is F11 (as cited in the Tenneke and Lumley book, attached pages) equal to E11 (cited in the Pope book and in this paper http://storm.colorado.edu/~jweiss/50...avalli1994.pdf ) ?
2. Is F33 not cited in the Tenneke because it should be considered longitudinal as well? 3. So, is F11 related to the velocity component u (or v ) and F22 to the velocity component w? 4. I still cannot understand how, starting from the output of some velocity component device, i can obtain the 3d spectrum? Can you help telling me the step-by step procedure? |
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March 1, 2019, 05:10 |
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#13 | |
Senior Member
Filippo Maria Denaro
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Quote:
F11 is the longitudinal spectrum equivalent to E11. You can also find in literature the explicit nomenclature such as Euu, Evv, Eww. The 3D spectrum is more for theoretical study in isotropic turbulence than for practical applications. In the literature you will often find only one-dimensional spectra. |
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March 2, 2019, 12:23 |
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#14 |
Senior Member
luca mirtanini
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Hi, sorry for the new post, but I am still having a lot of doubts:
1. Which is the unit of the three-dimensional spectrum? Which is the unit of E11? 2. In order to obtain the autocorrelation of a given velocity component, I cannot simply do the FFT of v^2, isnt’ it? 3. I am studying the Pope, in order to understand how to calculate the 3d energy spectrum starting form the result a simulation done with fds. I cannot understand why, when Pope explain how to calculate it, he needs to assume the isotropic turbulence. Is it possible to calculate it without this assumption? 4. Can I calculate the spectrum just doing E(k,t) = 0.5*(e11+e22+e33)*4*PI*k^2 ? where eij is the Fourier transform of the two point velocity correlation. 5. I cannot find the theorem that state tat the autocorrelation is equal to use fft and multiply it by its own conjugate. Can you tell me the name of the theorem Last edited by lucamirtanini; March 2, 2019 at 13:32. |
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March 2, 2019, 15:27 |
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#15 | |
Senior Member
Filippo Maria Denaro
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Quote:
Have a look at this discussion https://www.researchgate.net/post/Ho...ent_flow_field some useful brief notes are here https://www.io-warnemuende.de/tl_fil...Chap4_WS08.pdf where you clearly see the dimension of the Eii(k). Specifically, you can follow exactly the use of the Fourier transform of the autocorrelation and compare to the use of the multiplication of the Fourier coefficient by its conjugate (for example this way of doing the spectral analysis is used in Matlab, see https://www.mathworks.com/help/matla...-analysis.html). |
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March 2, 2019, 15:42 |
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#16 |
Senior Member
luca mirtanini
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Thank you for the answer.
I am searching for the theorem (or explained theory) that state that the autocorrelation is equal to use fft and multiply it by its own conjugate. |
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March 2, 2019, 15:54 |
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#17 | |
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Filippo Maria Denaro
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Quote:
That is explained here https://pubweb.eng.utah.edu/~rstoll/.../Lecture04.pdf |
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March 4, 2019, 09:30 |
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#18 | |
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luca mirtanini
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Quote:
1. At which pag can I find what I've asked? 2. In the last slide states • Typically (when written as) E(k) we mean the contribution to the turbulent kinetic energy (tke)=˝(u2+v2+w2) and we would say that E(k) is the contribution to tke for motions of the scale (orsize) k . So I cannot understand why, starting from the (tke)=˝(u2+v2+w2) calculated in every point of the space, doing a fft, cannot I find E(k)? |
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March 4, 2019, 09:57 |
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#19 | |
Senior Member
Filippo Maria Denaro
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Quote:
When you look at the autocorrelations, you see each component of the main diagonal of a tensor. The total kinetic energy is the trace of such tensor. Depending on the homogeneity of the flow problem, we can analyse in separate way each contribution to the tke along wavenumber ki. That is what is explained in slide #10 and #11. |
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March 4, 2019, 10:03 |
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#20 | |
Senior Member
luca mirtanini
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Quote:
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