Abstract

This article analyzes the status of two classical one-particle probability density function (PDF) descriptions of the dynamics of discrete particles dispersed in turbulent flows. The first PDF formulation considers only the process made up by particle position and velocity Z(p)=(x(p),U(p)) and is represented by its PDF p(t; y(p),V(p)) which is the solution of a kinetic PDF equation obtained through a flux closure based on the Furutsu-Novikov theorem. The second PDF formulation includes fluid variables into the particle state vector, for example, the fluid velocity seen by particles Z(p)=(x(p),U(p),U(s)), and, consequently, handles an extended PDF p(t; y(p),V(p),V(s)) which is the solution of a dynamic PDF equation. For high-Reynolds-number fluid flows, a typical formulation of the latter category relies on a Langevin model for the trajectories of the fluid seen or, conversely, on a Fokker-Planck equation for the extended PDF. In the present work, a new derivation of the kinetic PDF equation is worked out and new physical expressions of the dispersion tensors entering the kinetic PDF equation are obtained by starting from the extended PDF and integrating over the fluid seen. This demonstrates that, under the same assumption of a Gaussian colored noise and irrespective of the specific stochastic model chosen for the fluid seen, the kinetic PDF description is the marginal of a dynamic PDF one. However, a detailed analysis reveals that kinetic PDF models of particle dynamics in turbulent flows described by statistical correlations constitute incomplete stand-alone PDF descriptions and, moreover, that present kinetic-PDF equations are mathematically ill posed. This is shown to be the consequence of the non-Markovian characteristic of the stochastic process retained to describe the system and the use of an external colored noise. Furthermore, developments bring out that well-posed PDF descriptions are essentially due to a proper choice of the variables selected to describe physical systems and guidelines are formulated to emphasize the key role played by the notion of slow and fast variables.

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