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# Equations Relating Structure Functions of all Orders

## 1 Introduction

Kolmogorov’s (1941) equation and Yaglom’s equation were the first two equations of the “dynamic theory” of the local structure of turbulence. The name “dynamic theory” was originated by Monin & Yaglom (1975) (their Sec. 22) to mean the derivation of equations relating structure functions by use of the Navier-Stokes equation and/or the scalar conservation equation, and the investigation of the resulting statistical equations. Monin & Yaglom (1975) pointed out that the dynamic theory gives important relationships among structure functions, and that these relationships provide extensions of predictions based on dimensional analysis. Theoretical studies (Lindborg 1996; Hill 1997a) clarified the assumptions that are the basis of Kolmogorov’s equation and give equations that are valid for anisotropic and locally homogeneous turbulence as well as for the case of local isotropy and local homogeneity. Antonia et al. (1983) and Chambers & Antonia (1984) used experimental data to study of the balance of the classic equations of Kolmogorov and Yaglom. There is renewed interest in examining the balance of those equations using both experimental and DNS data and in generalizing the equations to cases of inhomogeneous, nonstationary, and anisotropic turbulence (Lindborg 1999; Danaila et al., 1999a,b,c; Antonia et al. 2000). Whereas Kolmogorov’s (1941) equation relates 2nd- and 3rd-order velocity structure functions, the next-order dynamic equation relates 3rd- and 4th-order structure functions and a pressure-gradient, velocity-velocity structure function. The balance of that next-order equation has been examined by means of experimental and DNS data; this showed the behavior of the pressure-gradient, velocity-velocity structure function (Hill & Boratav 2001). There is now interest in dynamic-theory equations of arbitrarily high order $`N`$ (Yakhot 2001). Such equations relate velocity structure functions of order $`N`$ and $`N+1`$ and other statistics. Those equations are given in this paper.

Using the assumptions of local homogeneity, local isotropy and the Navier-Stokes equation, Yakhot (2001) derived the equation for the characteristic function of the probability distribution of two-point velocity differences. He uses that equation to derive higher-order dynamic equations. Equations for arbitrarily high-order structure functions can be obtained by repeated application of his differentiation procedure. Yakhot (2001) studies the inertial-range, deduces a closure, and thereby determines the inertial-range scaling exponents of velocity structure functions. Yakhot’s study is the first to make significant use of dynamic-theory equations to determine scaling exponents.

The purposes and theoretical method of the present paper differ from those of Yakhot (2001), but one purpose is to verify Yakhot’s equations from our distinctly different derivation. That verification is given in Sec. 5. In Sec. 2, exact statistical equations relating velocity structure functions of any order are derived from the Navier-Stokes equation. “Exact” means that no assumptions are made other than the assumption that the Navier-Stokes equation and incompressibility are accurate. Since the equations are exact, they apply to any flow, including laminar flow and inhomogeneous and anisotropic turbulent flow. The exact statistical equations can be used to verify DNS computations and detect their limitations. New experimental methods of Dahm and colleagues (Su & Dahm 1996) can also be tested. For example, if DNS data are used to evaluate the exact statistical equations, then the equations should balance to within numerical precision, otherwise a computational problem is indicated. In Sec. 3, statistical equations valid for locally homogeneous and anisotropic turbulence are obtained from the exact equations; those equations can be used with DNS or experimental (Su & Dahm 1996) data to study the approach to local homogeneity of a particular flow. This can be done by quantifying the terms that are neglected when passing from exact equations to the locally homogeneous case, and by quantifying changes in the retained terms as local homogeneity is approached when the spatial separation vector is decreased. In Sec. 4, statistical equations valid for locally isotropic and locally homogeneous turbulence are obtained from those for the locally homogeneous case. The approach to local isotropy can be studied by means analogous to the above described evaluation of local homogeneity. Such studies might shed light on the observed persistence of anisotropy (Pumir & Shraiman 1995; Shen & Warhaft 2000). All dynamic-theory equations are now available to extend the above-mentioned previous studies of the balance of dynamic-theory equations.

Incompressibility requires that the different components of the second-order velocity structure function have the same scaling exponent in the inertial range. The same is true for the third-order structure function. However, at fourth and higher order there is no such requirement. There have been many studies of the possibility that the inertial-range scaling exponents of the various structure-function components are unequal (e.g., Chen et al. 1997; Boratav & Pelz 1997; Boratav 1997; Grossmann et al. 1997; van de Water & Herweijer 1999; Camussi & Benzi 1997; Dhruva et al. 1997; Antonia et al. 1998; Kahaleras et al. 1996; Noullez et al. 1997; Nelkin 1999; Zhou & Antonia 2000; Kerr et al. 2001). The usefulness of applying the higher-order dynamic-theory equations to those investigations is considered in Sec. 6.

Derivation of the equations produces substantial mathematical detail. Matrix-based algorithms are invented such that the isotropic formulas for the divergence and Laplacian of isotropic tensors of any order can be generated by computer. The details of this mathematics are available and are herein referred to as the Archive.111The document “Mathematics of structure-function equations of all orders” by R. J. Hill is available from the editorial archive of the Journal of Fluid Mechanics and at xxx.lanl.gov.

## 2 Exact two-point equations

The Navier-Stokes equation for velocity component $`u_i(𝐱,t)`$ is

$$_tu_i(𝐱,t)+u_n(𝐱,t)_{x_n}u_i(𝐱,t)=_{x_i}p(𝐱,t)+\nu _{x_n}_{x_n}u_i(𝐱,t),$$
(1)
and the incompressibility condition is $`_{x_n}u_n(𝐱,t)=0`$. In (1), $`p(𝐱,t)`$ is the pressure divided by the density (density is constant), $`\nu `$ is kinematic viscosity, and $``$ denotes partial differentiation with respect to its subscript variable. Summation is implied by repeated Roman indices. Consider another point $`𝐱^{}`$ such that $`𝐱^{}`$ and $`𝐱`$ are independent variables. For brevity, let $`u_i=u_i(𝐱,t)`$, $`u_i^{}=u_i(𝐱^{},t)`$, etc. Require that $`𝐱`$ and $`𝐱^{}`$ have no relative motion. Then $`_{x_i}u_j^{}=0`$, $`_{x_i^{}}u_j=0`$, etc., and $`_t`$ is performed with both $`𝐱`$ and $`𝐱^{}`$ fixed. The change of independent variables from $`𝐱`$ and $`𝐱^{}`$ to the sum and difference independent variables is:

$$𝐗\left(𝐱+𝐱^{}\right)/2\text{ and }𝐫𝐱𝐱^{},\text{and define }r\left|𝐫\right|.$$
(2)
The relationship between the partial derivatives is

$$_{x_i}=_{r_i}+\frac{1}{2}_{X_i}\text{ , }_{x_i^{}}=_{r_i}+\frac{1}{2}_{X_i}\text{ , }_{X_i}=_{x_i}+_{x_i^{}}\text{ , }_{r_i}=\frac{1}{2}\left(_{x_i}_{x_i^{}}\right).$$
(3)
The change of variables organizes the equations in a revealing way because of the following properties. In the case of homogeneous turbulence, $`_{X_i}`$ operating on a statistic produces zero because that derivative is the rate of change with respect to the place where the measurement is performed. Consider a term in an equation composed of $`_{X_i}`$ operating on a statistic. For locally homogeneous turbulence, that term becomes negligible as $`r`$ is decreased relative to the integral scale. For the homogeneous and locally homogeneous cases, the statistical equations retain their dependence on $`𝐫`$, which is the displacement vector of two points of measurement. Subtracting (1) at $`𝐱^{}`$ from (1) at $`𝐱`$, performing the change of variables (2), and using (3) gives

$`_tv_i+U_n_{X_n}v_i+v_n_{r_n}v_i`$ $`=`$ $`P_i+\nu \left(_{x_n}_{x_n}v_i+_{x_n^{}}_{x_n^{}}v_i\right),`$ (4)
$`\text{where }v_i`$ $``$ $`u_iu_i^{},U_n\left(u_n+u_n^{}\right)/2,`$
$`\text{and }P_i`$ $``$ $`_{x_i}p_{x_i^{}}p^{}.`$ (5)
Now multiply (4) by the product $`v_jv_k\mathrm{}v_l`$ which contains $`N1`$ factors of velocity difference, each factor having a distinct index. Sum the $`N`$ equations as required to produce symmetry under interchange of each pair of indices, excluding the summation index $`n`$. French braces, i.e., $`\{\}`$, denote the sum of all terms of a given type that produce symmetry under interchange of each pair of indices. The differentiation chain rule gives

$`\left\{v_jv_k\mathrm{}v_l_tv_i\right\}`$ $`=`$ $`_t\left(v_jv_k\mathrm{}v_lv_i\right),`$ (6)
$`\left\{v_jv_k\mathrm{}v_lU_n_{X_n}v_i\right\}`$ $`=`$ $`U_n_{X_n}\left(v_jv_k\mathrm{}v_lv_i\right)=_{X_n}\left(U_nv_jv_k\mathrm{}v_lv_i\right),`$ (7)
$`\left\{v_jv_k\mathrm{}v_lv_n_{r_n}v_i\right\}`$ $`=`$ $`v_n_{r_n}\left(v_jv_k\mathrm{}v_lv_i\right)=_{r_n}\left(v_nv_jv_k\mathrm{}v_lv_i\right).`$ (8)
The right-most expressions in (7) and (8) follow from the incompressibility property obtained from (3) and the fact that $`_{x_i}u_j^{}=0`$, $`_{x_i^{}}u_j=0`$; namely, $`_{X_n}U_n=0,_{X_n}v_n=0,_{r_n}U_n=0,_{r_n}v_n=0`$. The viscous term in (4) produces $`\nu \left\{v_jv_k\mathrm{}v_l\left(_{x_n}_{x_n}v_i+_{x_n^{}}_{x_n^{}}v_i\right)\right\}`$; this expression is treated in the Archive. Thereby

$`_t\left(v_j\mathrm{}v_i\right)+_{X_n}\left(U_nv_j\mathrm{}v_i\right)+_{r_n}\left(v_nv_j\mathrm{}v_i\right)=`$
$`\left\{v_j\mathrm{}v_lP_i\right\}+2\nu \left[\left(_{r_n}_{r_n}+{\displaystyle \frac{1}{4}}_{X_n}_{X_n}\right)\left(v_j\mathrm{}v_i\right)\left\{v_k\mathrm{}v_le_{ij}\right\}\right],`$ (9)
$$\text{where }e_{ij}\left(_{x_n}u_i\right)\left(_{x_n}u_j\right)+\left(_{x_n^{}}u_i^{}\right)\left(_{x_n^{}}u_j^{}\right)=\left(_{x_n}v_i\right)\left(_{x_n}v_j\right)+\left(_{x_n^{}}v_i^{}\right)\left(_{x_n^{}}v_j^{}\right).$$
(10)
The quantity $`\left\{v_j\mathrm{}v_lP_i\right\}`$ can be expressed differently on the basis that (3) allows $`P_i`$ to be written as $`P_i=_{X_i}\left(pp^{}\right)`$. The derivation is in the Archive; the alternative formula is

$$\left\{v_jv_k\mathrm{}v_lP_i\right\}=\left\{_{X_i}\left[v_jv_k\mathrm{}v_l\left(pp^{}\right)\right]\right\}2\left(N1\right)\left(pp^{}\right)\left\{\left(s_{ij}s_{ij}^{}\right)v_k\mathrm{}v_l\right\},$$
(11)
where the rate of strain tensor $`s_{ij}`$ is defined by $`s_{ij}\left(_{x_i}u_j+_{x_j}u_i\right)/2.`$

### 2.1 Hierarchy of exact statistical equations

Consider the ensemble average because it commutes with temporal and spatial derivatives. The above notation of explicit indices is burdensome. Because the tensors are symmetric, it suffices to show only the number of indices. Define the following statistical tensors which are symmetric under interchange of any pair of indices, excluding the summation index $`n`$ in the definition of $`𝐅_{\left[N+1\right]}`$:

$$𝐃_{\left[N\right]}v_j\mathrm{}v_i,𝐅_{\left[N+1\right]}U_nv_j\mathrm{}v_i,𝐓_{\left[N\right]}\left\{v_j\mathrm{}v_lP_i\right\},𝐄_{\left[N\right]}\left\{v_k\mathrm{}v_le_{ij}\right\},$$
(12)
where angle brackets $``$ denote the ensemble average, and the subscripts $`N`$ and $`N+1`$ within square brackets denote the number of indices. The left-hand side of each definition in (12) is in implicit-index notation for which only the number of indices is given; the right-hand sides in (12) are in explicit-index notation. The argument list for each tensor is understood to be $`(𝐗,𝐫,t)`$. The ensemble average of (9) is

$$_t𝐃_{\left[N\right]}+_𝐗𝐅_{\left[N+1\right]}+_𝐫𝐃_{\left[N+1\right]}=𝐓_{\left[N\right]}+2\nu \left[\left(_𝐫^2+\frac{1}{4}_𝐗^2\right)𝐃_{\left[N\right]}𝐄_{\left[N\right]}\right],$$
(13)
where, $`_𝐗𝐅_{\left[N+1\right]}_{X_n}U_nv_j\mathrm{}v_i,_𝐫𝐃_{\left[N+1\right]}_{r_n}v_nv_j\mathrm{}v_i,_𝐫^2_{r_n}_{r_n},_𝐗^2_{X_n}_{X_n}`$. The notations $`_𝐗`$, $`_𝐗^2`$, $`_𝐫`$, and $`_𝐫^2`$ are the divergence and Laplacian operators in $`𝐗`$-space and $`𝐫`$-space, respectively.

## 3 Homogeneous and locally homogeneous turbulence

Consider homogeneous turbulence and locally homogeneous turbulence; the latter applies for small $`r`$ and large Reynolds number. The variation of the statistics with the location of measurement or of evaluation is zero for the homogeneous case and is neglected for the locally homogeneous case. Since that location is $`𝐗`$, the result of $`_𝐗`$ operating on a statistic vanishes or is neglected as the case may be. Thus the terms $`_𝐗𝐅_{\left[N+1\right]}`$ and $`\frac{1}{4}_𝐗^2𝐃_{\left[N\right]}`$ are deleted in (13); then (13) becomes,

$$_t𝐃_{\left[N\right]}+_𝐫𝐃_{\left[N+1\right]}=𝐓_{\left[N\right]}+2\nu \left[_𝐫^2𝐃_{\left[N\right]}𝐄_{\left[N\right]}\right].$$
(14)
Because the $`𝐗`$-dependence is deleted, the argument list for each tensor is understood to be $`(𝐫,t)`$. Note that $`_t𝐃_{\left[N\right]}`$ is not necessarily negligible for homogeneous turbulence. The ensemble average of (11) contains $`\left\{_{X_i}\left[v_jv_k\mathrm{}v_l\left(pp^{}\right)\right]\right\}=\left\{_{X_i}v_jv_k\mathrm{}v_l\left(pp^{}\right)\right\}=\left\{0\right\}=0`$. Thus, (11) gives the alternative that

$$𝐓_{\left[N\right]}=2\left(N1\right)\left(pp^{}\right)\left\{\left(s_{ij}s_{ij}^{}\right)v_k\mathrm{}v_l\right\}.$$
(15)
One distinction between (14) and the hierarchy equations given in equations (13) and (17) by Arad et al. (1999) is that their $`t`$\- and $`𝐫`$-derivatives operate on only one velocity difference within their product of such differences, whereas the derivatives in (9) and thus in (14) operate on all $`N`$ of the velocity differences.

## 4 Isotropic and locally isotropic turbulence

Consider isotropic turbulence and locally isotropic turbulence; the latter applies for small $`r`$ and large Reynolds number. Locally isotropic flows are a subset of locally homogeneous flows (Monin & Yaglom Sec. 13.3, 1975) and similarly for the relationship between isotropic and homogeneous flows. Thus, the dynamical equations for locally isotropic and isotropic turbulence are obtained from (14) such that the variable $`𝐗`$ and the terms $`_𝐗𝐅_{\left[N+1\right]}`$ and $`\frac{1}{4}_𝐗^2𝐃_{\left[N\right]}`$ (see 13) do not appear. The tensors $`𝐃_{\left[N\right]}`$, $`𝐓_{\left[N\right]}`$, and $`𝐄_{\left[N\right]}`$ in (12) obey the isotropic formula. The Kronecker delta $`\delta _{ij}`$ is defined by $`\delta _{ij}=1`$ if $`i=j`$ and $`\delta _{ij}=0`$ if $`ij`$. Let $`\delta _{\left[2P\right]}`$ denote the product of $`P`$ Kronecker deltas having $`2P`$ distinct indices, and let $`𝐖_{\left[N\right]}\left(𝐫\right)`$ denote the product of $`N`$ factors $`\frac{r_i}{r}`$ each with a distinct index; the argument $`𝐫`$ is omitted when clarity does not suffer. Because each tensor in (12) is symmetric under interchange of any two indices, their isotropic formulas are particularly simple. Each formula is a sum of $`M+1`$ terms where $`M=N/2`$ if $`N`$ is even, and $`M=\left(N1\right)/2`$ if $`N`$ is odd. Each term is the product of a distinct scalar function with a $`𝐖_{\left[N\right]}`$ and a $`\delta _{\left[2P\right]}`$. From one term to the next a pair of indices is transferred from a $`𝐖_{\left[N\right]}`$ to a $`\delta _{\left[2P\right]}`$; examples are in the Archive. For the tensor $`𝐃_{\left[N\right]}`$, denote the $`P`$th scalar function by $`D_{N,P}(r,t)`$. The isotropic formula for $`𝐃_{\left[N\right]}`$ is

$$𝐃_{\left[N\right]}(𝐫,t)=\underset{P=0}{\overset{𝑀}{}}D_{N,P}(r,t)\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\},$$
(16)
and the isotropic formulas for $`𝐓_{\left[N\right]}`$ and $`𝐄_{\left[N\right]}`$ have the analogous notation. Recall from Sec. 2 the meaning of the notation $`\{\}`$ whereby $`\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}`$ denotes the sum of all terms of the type $`𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}`$ that produce symmetry under interchange of each pair of indices. An example is $`\left\{𝐖_{\left[1\right]}\left(𝐫\right)\delta _{\left[2\right]}\right\}=\frac{r_k}{r}\delta _{ij}+\frac{r_j}{r}\delta _{ki}+\frac{r_i}{r}\delta _{jk}`$.

A special Cartesian coordinate system simplifies the isotropic formulas. This coordinate system has the positive $`1`$-axis parallel to the direction of $`𝐫`$, and the $`2`$\- and $`3`$-axes are therefore perpendicular to $`𝐫`$. Let $`N_1`$, $`N_2`$, and $`N_3`$ be the number of indices of a component of $`𝐃_{\left[N\right]}`$ that are $`1`$, $`2`$, and $`3`$, respectively; such that $`N=N_1+N_2+N_3`$. Because of symmetry, the order of indices is immaterial so that a component of $`𝐃_{\left[N\right]}`$ can be identified by $`N_1`$, $`N_2`$, and $`N_3`$. Thus, denote a component of $`𝐃_{\left[N\right]}`$ by $`D_{[N_1,N_2,N_3]}`$ which is a function of $`𝐫`$ and $`t`$. Likewise, $`\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}_{[N_1,N_2,N_3]}`$ is a specific component of the tensor $`\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}`$. If, in (16) $`N_1`$ of the indices are assigned the value $`1`$, and $`N_2`$ and $`N_3`$ of the indices are assigned the values $`2`$ and $`3`$, respectively, then $`D_{[N_1,N_2,N_3]}`$ and $`\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}_{[N_1,N_2,N_3]}`$ will appear on the left-hand and right-hand sides of (16), respectively. The $`\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}_{[N_1,N_2,N_3]}`$ are numerical coefficients that do not depend on $`𝐫`$ because $`\frac{r_1}{r}=\frac{r}{r}=1`$, $`\frac{r_2}{r}=\frac{r_3}{r}=0`$. From the Archive, the values of the coefficients are:

$$\text{if }2P<N_2+N_3\text{ then }\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}_{[N_1,N_2,N_3]}=0,\text{ otherwise,}$$
(17)
$$\left\{𝐖_{\left[N2P\right]}\left(𝐫\right)\delta _{\left[2P\right]}\right\}_{[N_1,N_2,N_3]}=N_1!N_2!N_3!/\left[\left(N2P\right)!2^P\left(\frac{N_2}{2}\right)!\left(\frac{N_3}{2}\right)!\left(P\frac{N_2}{2}\frac{N_3}{2}\right)!\right].$$
(18)
By applying (16-18) for all combinations of indices, one can determine which components $`D_{[N_1,N_2,N_3]}`$ are zero and which are nonzero, identify $`M+1`$ linearly independent equations that determine the $`D_{N,P}`$ in terms of $`M+1`$ of the $`D_{[N_1,N_2,N_3]}`$, and find algebraic relationships between the remaining nonzero $`D_{[N_1,N_2,N_3]}`$. The derivations are in the Archive; a summary follows.

A component $`D_{[N_1,N_2,N_3]}`$ is nonzero only if both $`N_2`$ and $`N_3`$ are even, and therefore $`N_1`$ is odd if $`N`$ is odd, and $`N_1`$ is even if $`N`$ is even. Thereby, $`\left(M+1\right)\left(M+2\right)/2`$ components are nonzero. There are $`3^N`$ components of $`𝐃_{\left[N\right]}`$; thus the other $`3^N\left(M+1\right)\left(M+2\right)/2`$ components are zero.

There exist $`\left(M+1\right)M/2`$ kinematic relationships among the nonzero components of $`𝐃_{\left[N\right]}`$. For each of the $`M+1`$ cases of $`N_1`$, these relationships are expressed by the proportionality

$`D_{[N_1,2L,0]}`$ $`:`$ $`D_{[N_1,2L2,2]}:D_{[N_1,2L4,4]}:\mathrm{}:D_{[N_1,0,2L]}=`$
$`\left[\left(2L\right)!0!/L!0!\right]`$ $`:`$ $`\left[\left(2L2\right)!2!/\left(L1\right)!1!\right]:\left[\left(2L4\right)!4!/\left(L2\right)!2!\right]:\mathrm{}:\left[0!\left(2L\right)!/0!L!\right].`$
(19)
For $`N=4`$ with $`L=2`$, (19) gives $`D_{[0,4,0]}:D_{[0,2,2]}:D_{[0,0,4]}=12:4:12`$. In explicit-index notation this can be written as $`D_{2222}=3D_{2233}=D_{3333}`$, which was discovered by Millionshtchikov (1941) and is the only previously known such relationship. Now, all such relationships are known from (19).

There remain $`M+1`$ linearly independent nonzero components of $`𝐃_{\left[N\right]}`$. This must be so because there are $`M+1`$ terms in (16) and the $`M+1`$ scalar functions $`D_{N,P}`$ therein must be related to $`M+1`$ components. Consider the $`M+1`$ linearly independent equations that determine the $`D_{N,P}`$ in terms of $`M+1`$ of the $`D_{[N_1,N_2,N_3]}`$. For simplicity, the chosen components can all have $`N_3=0`$; i.e., the choice of linearly independent components can be $`D_{[N,0,0]}`$, $`D_{[N2,2,0]}`$, $`D_{[N4,4,0]}`$, $`\mathrm{}`$, $`D_{[N2M,2M,0]}`$. As described above, assigning index values in (16) results in the chosen components on the left-hand side and algebraic expressions on the right-hand side that contain the coefficients (17-18). In the Archive, those equations are expressed in matrix form and solved by matrix inversion methods. Given experimental or DNS data or a theoretical formula for the chosen components, the solution of the algebraic equations determines the functions $`D_{N,P}`$ in (16); then (16) completely specifies the tensor $`𝐃_{\left[N\right]}`$.

The matrix algorithm in the Archive is an efficient means of determining isotropic expressions for the terms $`_𝐫𝐃_{\left[N+1\right]}`$ and $`_𝐫^2𝐃_{\left[N\right]}`$ in (14). From the example for $`N=2`$ in the Archive, (14) gives the two scalar equations

$`_tD_{11}+\left(_r+{\displaystyle \frac{2}{r}}\right)D_{111}{\displaystyle \frac{4}{r}}D_{122}`$ $`=`$ $`T_{11}+2\nu \left[\left(_r^2+{\displaystyle \frac{2}{r}}_r{\displaystyle \frac{4}{r^2}}\right)D_{11}+{\displaystyle \frac{4}{r^2}}D_{22}\right]2\nu E_{11}`$ (20)
$`=`$ $`2\nu \left[_r^2D_{11}+{\displaystyle \frac{2}{r}}_rD_{11}+{\displaystyle \frac{4}{r^2}}\left(D_{22}D_{11}\right)\right]4\epsilon /3,`$
$`_tD_{22}+\left(_r+{\displaystyle \frac{4}{r}}\right)D_{122}`$ $`=`$ $`T_{22}+2\nu \left[{\displaystyle \frac{2}{r^2}}D_{11}+\left(_r^2+{\displaystyle \frac{2}{r}}_r{\displaystyle \frac{2}{r^2}}\right)D_{22}\right]2\nu E_{22}`$ (21)
$`=`$ $`2\nu \left[_r^2D_{22}+{\displaystyle \frac{2}{r}}_rD_{22}{\displaystyle \frac{2}{r^2}}\left(D_{22}D_{11}\right)\right]4\epsilon /3,`$
where use was made of the fact (Hill 1997a) that local isotropy gives $`T_{11}=T_{22}=0`$ and $`2\nu E_{11}=2\nu E_{22}=4\epsilon /3`$, where $`\epsilon `$ is the average energy dissipation rate. Since (20-21) are the same as equations (43-44) of Hill (1997a), and since Hill (1997a) shows how these equations lead to Kolmogorov’s equation and his 4/5 law, further discussion of (20-21) is unnecessary. From the example for $`N=3`$ in the Archive,

$`_tD_{111}+\left(_r+{\displaystyle \frac{2}{r}}\right)D_{1111}{\displaystyle \frac{6}{r}}D_{1122}`$ $`=`$ $`T_{111}+2\nu \left[\left(_𝐫^2𝐃\right)_{111}E_{111}\right],`$ (22)
$`_tD_{122}+\left(_r+{\displaystyle \frac{4}{r}}\right)D_{1122}{\displaystyle \frac{4}{3r}}D_{2222}`$ $`=`$ $`T_{122}+2\nu \left[\left(_𝐫^2𝐃\right)_{122}E_{122}\right],`$ (23)
$`\left(_𝐫^2𝐃\right)_{111}`$ $``$ $`\left(_r^2+{\displaystyle \frac{2}{r}}_r{\displaystyle \frac{6}{r^2}}\right)D_{111}+{\displaystyle \frac{12}{r^2}}D_{122}`$
$`=`$ $`\left({\displaystyle \frac{4}{r^2}}+{\displaystyle \frac{4}{r}}_r+_r^2\right)D_{111},`$
$`\left(_𝐫^2𝐃\right)_{122}`$ $``$ $`{\displaystyle \frac{2}{r^2}}D_{111}+\left(_r^2+{\displaystyle \frac{2}{r}}_r{\displaystyle \frac{8}{r^2}}\right)D_{122}`$ (25)
$`=`$ $`{\displaystyle \frac{1}{6}}\left({\displaystyle \frac{4}{r^2}}{\displaystyle \frac{4}{r}}_r+5_r^2+r_r^3\right)D_{111}.`$
The incompressibility condition, $`D_{122}=\frac{1}{6}\left(D_{111}+r_rD_{111}\right)`$, was used in (4-25). Since Hill & Boratav (2001) discuss these equations and evaluate them using data, further discussion of (22-25) is unnecessary.

The terms $`_t𝐃_{\left[N\right]}`$, $`𝐓_{\left[N\right]}`$, and $`2\nu 𝐄_{\left[N\right]}`$ in (14) have a repetitive structure in the isotropic equations; e.g., for $`N=4`$ the 3 equations are

$`_tD_{1111}+\left(_𝐫𝐃_{\left[5\right]}\right)_{1111}`$ $`=`$ $`T_{1111}+2\nu \left[\left(_𝐫^2𝐃_{\left[4\right]}\right)_{1111}E_{1111}\right],`$ (26)
$`_tD_{1122}+\left(_𝐫𝐃_{\left[5\right]}\right)_{1122}`$ $`=`$ $`T_{1122}+2\nu \left[\left(_𝐫^2𝐃_{[4]}\right)_{1122}E_{1122}\right],`$ (27)
$`_tD_{2222}+\left(_𝐫𝐃_{\left[5\right]}\right)_{2222}`$ $`=`$ $`T_{2222}+2\nu \left[\left(_𝐫^2𝐃_{[4]}\right)_{2222}E_{2222}\right].`$ (28)
Thus, it suffices to give the isotropic formulas for the divergence $`_𝐫𝐃_{\left[N+1\right]}`$ and Laplacian $`_𝐫^2𝐃_{\left[N\right]}`$. Table 1 gives those isotropic formulas for $`N=4`$ to $`8`$. The case $`N=8`$ was not given by Hill (2001). For $`N=4`$ and $`5`$ there are $`M+1=3`$ equations; there are $`M+1=4`$ equations for both $`N=6`$ and $`7`$; there are $`M+1=5`$ equations for $`N=8`$.

——————————————————————————————————

$$N=4$$

$`\begin{array}{c}\left(_r+\frac{2}{r}\right)D_{[5,0,0]}\frac{8}{r}D_{[3,2,0]}\\ \left(_r+\frac{4}{r}\right)D_{[3,2,0]}\frac{8}{3r}D_{[1,4,0]}\\ \left(_r+\frac{6}{r}\right)D_{[1,4,0]}\end{array}`$ $`\begin{array}{c}\left(_r^2+\frac{2}{r}_r\frac{8}{r^2}\right)D_{[4,0,0]}+\frac{24}{r^2}D_{[2,2,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{14}{r^2}\right)D_{[2,2,0]}+\frac{2}{r^2}D_{[4,0,0]}+\frac{8}{3r^2}D_{[0,4,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{4}{r^2}\right)D_{[0,4,0]}+\frac{12}{r^2}D_{[2,2,0]}\end{array}`$

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$$N=5$$

$`\begin{array}{c}\left(_r+\frac{2}{r}\right)D_{[6,0,0]}\frac{10}{r}D_{[4,2,0]}\\ \left(_r+\frac{4}{r}\right)D_{[4,2,0]}\frac{4}{r}D_{[2,4,0]}\\ \left(_r+\frac{6}{r}\right)D_{[2,4,0]}\frac{6}{5r}D_{[0,6,0]}\end{array}`$ $`\begin{array}{c}\left(_r^2+\frac{2}{r}_r\frac{10}{r^2}\right)D_{[5,0,0]}+\frac{40}{r^2}D_{[3,2,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{20}{r^2}\right)D_{[3,2,0]}+\frac{2}{r^2}D_{[5,0,0]}+\frac{8}{r^2}D_{[1,4,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{14}{r^2}\right)D_{[1,4,0]}+\frac{12}{r^2}D_{[3,2,0]}\end{array}`$

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$$N=6$$

$`\begin{array}{c}\left(_r+\frac{2}{r}\right)D_{[7,0,0]}\frac{12}{r}D_{[5,2,0]}\\ \left(_r+\frac{4}{r}\right)D_{[5,2,0]}\frac{16}{3r}D_{[3,4,0]}\\ \left(_r+\frac{6}{r}\right)D_{[3,4,0]}\frac{12}{5r}D_{[1,6,0]}\\ \left(_r+\frac{8}{r}\right)D_{[1,6,0]}\end{array}`$ $`\begin{array}{c}\left(_r^2+\frac{2}{r}_r\frac{12}{r^2}\right)D_{[6,0,0]}+\frac{60}{r^2}D_{[4,2,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{26}{r^2}\right)D_{[4,2,0]}+\frac{2}{r^2}D_{[6,0,0]}+\frac{16}{r^2}D_{[2,4,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{24}{r^2}\right)D_{[2,4,0]}+\frac{12}{r^2}D_{[4,2,0]}+\frac{12}{5r^2}D_{[0,6,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{6}{r^2}\right)D_{[0,6,0]}+\frac{30}{r^2}D_{[2,4,0]}\end{array}`$

——————————————————————————————————

$$N=7$$

$`\begin{array}{c}\left(_r+\frac{2}{r}\right)D_{[8,0,0]}\frac{14}{r}D_{[6,2,0]}\\ \left(_r+\frac{4}{r}\right)D_{[6,2,0]}\frac{20}{3r}D_{[4,4,0]}\\ \left(_r+\frac{6}{r}\right)D_{[4,4,0]}\frac{18}{5r}D_{[2,6,0]}\\ \left(_r+\frac{8}{r}\right)D_{[2,6,0]}\frac{8}{7r}D_{[0,8,0]}\end{array}`$ $`\begin{array}{c}\left(_r^2+\frac{2}{r}_r\frac{14}{r^2}\right)D_{[7,0,0]}+\frac{84}{r^2}D_{[5,2,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{32}{r^2}\right)D_{[5,2,0]}+\frac{2}{r^2}D_{[7,0,0]}+\frac{80}{3r^2}D_{[3,4,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{34}{r^2}\right)D_{[3,4,0]}+\frac{12}{r^2}D_{[5,2,0]}+\frac{36}{5r^2}D_{[1,6,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{20}{r^2}\right)D_{[1,6,0]}+\frac{30}{r^2}D_{[3,4,0]}\end{array}`$

——————————————————————————————————

$$N=8$$

$`\begin{array}{c}\left(+\frac{2}{r}\right)D_{[9,0,0]}\frac{16}{r}D_{[7,2,0]}\\ \left(+\frac{4}{r}\right)D_{[7,2,0]}\frac{8}{r}D_{[5,4,0]}\\ \left(+\frac{6}{r}\right)D_{[5,4,0]}\frac{24}{5r}D_{[3,6,0]}\\ \left(+\frac{8}{r}\right)D_{[3,6,0]}\frac{16}{7r}D_{[1,8,0]}\\ \left(+\frac{10}{r}\right)D_{[1,8,0]}\end{array}`$ $`\begin{array}{c}\left(_r^2+\frac{2}{r}_r\frac{16}{r^2}\right)D_{[8,0,0]}+\frac{112}{r^2}D_{[6,2,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{38}{r^2}\right)D_{[6,2,0]}+\frac{2}{r^2}D_{[8,0,0]}+\frac{40}{r^2}D_{[4,4,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{44}{r^2}\right)D_{[4,4,0]}+\frac{12}{r^2}D_{[6,2,0]}+\frac{72}{5r^2}D_{[2,6,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{34}{r^2}\right)D_{[2,6,0]}+\frac{30}{r^2}D_{[4,4,0]}+\frac{16}{7r^2}D_{[0,8,0]}\\ \left(_r^2+\frac{2}{r}_r\frac{8}{r^2}\right)D_{[0,8,0]}+\frac{56}{r^2}D_{[2,6,0]}\end{array}`$

——————————————————————————————————

Table 1: The isotropic formulas for $`_𝐫𝐃_{\left[N+1\right]}`$ are on the left and those for $`_𝐫^2𝐃_{\left[N\right]}`$ are on the right. Those derivatives apply to structure function equations of order $`N=4`$ to $`8`$. The case $`N=8`$ was not given by Hill (2001).

## 5 Comparison with previous results

The expression $`\left(_r+\frac{2}{r}\right)D_{111}\frac{4}{r}D_{122}`$ in (20) is the same as equation (9) of Yakhot (2001), and (41) of Hill (1997a). The expression $`\left(_r+\frac{2}{r}\right)D_{1111}\frac{6}{r}D_{1122}`$ in (22) is the same as in the equation that follows Yakhot’s eq.11 , and in equation (16) of Hill & Boratav (2001) and in equation (8) of Kurien (2001); $`\left(_r+\frac{4}{r}\right)D_{1122}\frac{4}{3r}D_{2222}`$ in (23) is the same as in equation (13) of Hill & Boratav (2001) and equation (10) of Kurien (2001). The expressions $`\left(_r+\frac{2}{r}\right)D_{[6,0,0]}\frac{10}{r}D_{[4,2,0]}`$ and $`\left(_r+\frac{6}{r}\right)D_{[2,4,0]}\frac{6}{5r}D_{[0,6,0]}`$ for the case $`N=5`$ in Table 1 are the same as in equations (9) and (10) of Kurien (2001). More generally, the isotropic formulas for $`_𝐫𝐃_{\left[N+1\right]}`$ for the case $`N_1=N`$, $`N_2=N_3=0`$ are $`\left(_r+\frac{2}{r}\right)D_{[N,0,0]}\frac{2\left(N1\right)}{r}D_{[N2,2,0]}`$ which agrees with the left-hand side of equation (7) of Yakhot (2001). The other components of $`_𝐫𝐃_{\left[N+1\right]}`$ were not given by Yakhot (2001). The expressions from the Laplacian in (20-21) are the same as in (41-42) of Hill (1997a); and (4-25) are the same as (7-8) of Hill & Boratav (2001). All of the remaining results do not appear to have been given previously. The above comparisons are sufficient to verify the matrix algorithm for generating the structure-function equations to any desired order, as well as to independently validate the derivation of Yakhot (2001).

## 6 Summary and discussion

The third paragraph of the introduction summarizes part of this paper and is not repeated here. In addition: All of the kinematic relationships (19) between components of isotropic, symmetric structure functions of arbitrary order have been identified, whereas previously only one was known. All of the components that are zero have been identified (a recent experimental evaluation of some of them is given by Kurien & Sreenivasan 2000). The kinematic relationships show that the scaling exponents of certain different components must be equal; if the exponents are not equal when evaluated using one’s data, then the kinematic relationships (19) provide a measure of either the error in the exponents or the deviation from local isotropy. The dynamic equations of order $`N`$ can be used to test the extent of a scaling range for evaluation of scaling exponents of velocity structure functions of order $`N+1`$ because the time-derivative and viscous terms should be zero in an inertial range. The graphical presentations of the balance of Kolmogorov’s equation by Antonia et al. (1983), Chambers & Antonia (1984), Danaila et al. (1999a,b), and Antonia et al. (2000) show the extent of, or deviation from, inertial-range exponents. The higher-order equations given here can be used in an analogous manner.

The energy dissipation rate $`\epsilon `$ plays an essential role at all $`r`$ in Kolmogorov’s equation. In our formulation $`\epsilon `$ arises in (20-21) from the tensor components $`2\nu E_{11}`$ and $`2\nu E_{22}`$. On the other hand, for the next-order equations (22-23) Hill (1997b) showed that the corresponding terms $`2\nu E_{111}`$ and $`2\nu E_{122}`$ are negligible in the inertial range. Yakhot (2001) shows that the components $`E_{[N,0,0]}`$ are negligible in the inertial range for all of the higher-order equations for which $`N`$ is odd. Kolmogorov’s (1941) inertial-range scaling using $`\epsilon `$ and $`r`$ as the only relevant parameters can be used to estimate the relative magnitudes of the term $`_𝐫𝐃_{\left[N+1\right]}`$ in (14) to the terms $`2\nu _𝐫^2𝐃_{\left[N\right]}`$ and $`2\nu 𝐄_{\left[N\right]}`$. Doing so, the ratio of any nonzero component of $`2\nu _𝐫^2𝐃_{\left[N\right]}`$ or $`2\nu 𝐄_{\left[N\right]}`$ to the corresponding component of $`_𝐫𝐃_{\left[N+1\right]}`$ is proportional to $`\nu /r^{4/3}\epsilon ^{1/3}=\left(r/\eta \right)^{4/3}`$, which asymptotically vanishes in the inertial range ($`\eta \left(\nu ^3/\epsilon \right)^{1/4}`$). Thus, both terms $`2\nu _𝐫^2𝐃_{\left[N\right]}`$ and $`2\nu 𝐄_{\left[N\right]}`$ are to be neglected in an inertial range if $`N>2`$.

One concludes that all equations of order higher than Kolmogorov’s equation reduce to the isotropic formula for $`_𝐫𝐃_{\left[N+1\right]}=𝐓_{\left[N\right]}`$ in the inertial range. This formula shows that $`𝐓_{\left[N\right]}`$ is at the heart of two issues that have received much attention: 1) whether or not different components of the velocity structure function $`𝐃_{\left[N+1\right]}`$ have differing exponents in the inertial range, and 2) the increasing deviation of those exponents from Kolmogorov scaling as $`N`$ increases. The physical basis for the importance of $`𝐓_{\left[N\right]}`$ is the importance of vortex tubes to the intermittency phenomenon (Pullin & Saffman 1998) combined with the fact that the pressure-gradient force is essential to the existence of vortex tubes; the pressure-gradient force prevents a vortex tube from cavitating despite the centrifugal force. Pressure gradients are the sinews of vortex tubes. Direct investigation of $`𝐓_{\left[N\right]}`$ using DNS can reveal much about the two issues.

###### Acknowledgement 1

The author thanks the organizers of the Hydrodynamics Turbulence Program held at the Institute for Theoretical Physics, University of California at Santa Barbara, whereby this research was supported in part by the National Science Foundation under grant number PHY94-07194. The author thanks Prof. Norbert Peters and Mr. Jonas Boschung who found that the Laplacians on the right side of Table 1 were in error in my original publication: Hill, R. J. 2001, Equations relating structure functions of all orders. J. Fluid Mech., vol. 434, pp. 370-388. The Laplacians in Table 1 above are correct.

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the end