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# Formation of large-scale semi-organized structures in turbulent convection

## I Introduction

In the last decades it has been recognized that the very high Rayleigh number convective boundary layer (CBL) has more complex nature than might be reckoned. Besides the fully organized component naturally considered as the mean flow and the chaotic small-scale turbulent fluctuations, one more type of motion has been discovered, namely, long-lived large-scale structures, which are neither turbulent nor deterministic (see, e.g., EB93 ; AZ96 ; LS80 ; H84 ; W87 ; H88 ; SS89 ; SH89 ; M91 ; Z91 ; WH92 ; WK96 ; ZGH98 ; YKH02 ). These semi-organized structures considerably enhance the vertical transports and render them essentially non-local in nature. In the atmospheric shear-free convection, the structures represent three-dimensional Benard-type cells composed of narrow uprising plumes and wide downdraughts. They embrace the entire convective boundary layer ($`2`$ km in height) and include pronounced large-scale ($`5`$ km in diameter) convergence flow patterns close to the surface (see, e.g., EB93 ; AZ96 , and references therein). In sheared convection, the structures represent CBL-scale rolls stretched along the mean wind. Life-times of the semi-organized structures are much larger than the turbulent time scales. Thus, these structures can be treated as comparatively stable, quasi-stationary motions, playing the same role with respect to small-scale turbulence as the mean flow.

In a laboratory turbulent convection several organized features of motion, such as plumes, jets, and the large-scale circulation, are known to exist. The experimentally observed large-scale circulation in the closed box with a heated bottom wall (the Rayleigh-Benard apparatus) is often called the ”mean wind” (see, e.g., KH81 ; SWL89 ; CCL96 ; AS99 ; K01 ; NSS01 ; S94 ; BBC86 , and references therein). There are several unsolved theoretical questions concerning these flows, e.g., how do they arise, and what are their characteristics and dynamics.

In spite of a number of studies, the nature of large-scale semi-organized structures is poorly understood. The Rayleigh numbers, $`\mathrm{Ra},`$ based on the molecular transport coefficients are very large (of the order of $`10^{11}10^{13}).`$ This corresponds to fully developed turbulent convection in atmospheric and laboratory flows. At the same time the effective Rayleigh numbers, $`\mathrm{Ra}^{(\mathrm{eff})},`$ based on the turbulent transport coefficients (the turbulent viscosity and turbulent diffusivity) are not high, e.g., $`\mathrm{Ra}^{(\mathrm{eff})}\mathrm{Ra}/(\mathrm{RePe}),`$ where $`\mathrm{Re}`$ and $`\mathrm{Pe}`$ are the Reynolds and Peclet numbers, respectively. They are less than the critical Rayleigh numbers required for the excitation of large-scale convection. Hence the emergence of large-scale convective flows (which are observed in the atmospheric and laboratory flows) seems puzzling.

The main goal of this study is to suggest a mechanism for excitation of large-scale circulations (large-scale convection). In particular, in the present paper we develop a new mean-field theory of turbulent convection by considering only the small-scale part of spectra as ”turbulence” and the large-scale part, as a ”mean flow”, which includes both, regular and semi-organized motions. We found a convective wind instability in a shear-free turbulent convection which results in formation of large-scale semi-organized fluid motions in the form of cells or rolls (convective wind). We determined the spatial characteristics of these motions, such as the minimum size of the growing perturbations and the size of perturbations with the maximum growth rate. In addition, we studied a convective shear instability in a sheared turbulent convection which causes a generation of convective shear waves. We analyzed the relevance of the obtained results to the turbulent convection in the atmosphere and the laboratory experiments.

Traditional theoretical models of the boundary-layer turbulence, such as the Kolmogorov-type closures and similarity theories (e.g., the Monin-Obukhov surface-layer similarity theory) imply two assumptions: (i) Turbulent flows can be decomposed into two components of principally different nature: fully organized (mean-flow) and fully turbulent flows. (ii) Turbulent fluxes are uniquely determined by the local mean gradients. For example, the turbulent flux of entropy is given by

$`s𝐮=\kappa _T\mathbf{}\overline{S}`$ (1)
(see, e.g., MY75 ), where $`\kappa _T`$ is the turbulent thermal conductivity, $`\overline{S}`$ is the mean entropy, $`𝐮`$ and $`s`$ are fluctuations of the velocity and entropy.

However, the mean velocity gradients can affect the turbulent flux of entropy. The reason is that additional essentially non-isotropic velocity fluctuations can be generated by tangling of the mean-velocity gradients with the Kolmogorov-type turbulence. The source of energy of this ”tangling turbulence” is the energy of the Kolmogorov turbulence.

In the present paper we showed that the tangling turbulence can cause formation of semi-organized structures due to excitation of large-scale instability. The tangling turbulence was introduced by Wheelon W57  and Batchelor et al. BH59  for a passive scalar and by Golitsyn G60  and Moffatt M61  for a passive vector (magnetic field). Anisotropic fluctuations of a passive scalar (e.g., the number density of particles or temperature) are generated by tangling of gradients of the mean passive scalar field with random velocity field. Similarly, anisotropic magnetic fluctuations are excited by tangling of the mean magnetic field with the velocity fluctuations. The Reynolds stresses in a turbulent flow with a mean velocity shear is another example of a tangling turbulence. Indeed, they are strongly anisotropic in the presence of shear and have a steeper spectrum $`(k^{7/3})`$ than a Kolmogorov turbulence (see, e.g., L67 ; WC72 ; SV94 ; IY02 ). The anisotropic velocity fluctuations of tangling turbulence were studied first by Lumley L67 .

This paper is organized as follows. In Section II we described the governing equations and the method of the derivations of the turbulent flux of entropy and Reynolds stresses. In Section III using the derived mean field equations we studied the large-scale instability in a shear-free turbulent convection which causes formation of semi-organized fluid motions in the form of cells. In Section IV the instability in a sheared turbulent convection is investigated and formation of large-scale semi-organized rolls is described. Application of the obtained results for the analysis of observed semi-organized structures in the atmospheric turbulent convection is discussed in Section V.

## II The governing equations and the method of the derivations

Our goal is to study the tangling turbulence, in particular, an effect of sheared large-scale motions on a developed turbulent stratified convection. To this end we consider a fully developed turbulent convection in a stratified non-rotating fluid with large Rayleigh and Reynolds numbers. The governing equations read:

$`\left({\displaystyle \frac{}{t}}+𝐯\mathbf{}\right)𝐯`$ $`=`$ $`\mathbf{}\left({\displaystyle \frac{P}{\rho _0}}\right)𝐠S+𝐟_\nu (𝐯),`$ (2)
$`\left({\displaystyle \frac{}{t}}+𝐯\mathbf{}\right)S`$ $`=`$ $`𝐯𝐍_b{\displaystyle \frac{1}{T_0}}\mathbf{}𝐅_\kappa (S),`$ (3)
where $`𝐯`$ is the fluid velocity with $`\mathbf{}𝐯=𝚲𝐯,`$ $`𝐠`$ is the acceleration of gravity, $`\rho _0𝐟_\nu (𝐯)`$ is the viscous force, $`𝐅_\kappa (S)`$ is the heat flux that is associated with the molecular heat conductivity $`\kappa ,`$ $`𝚲=\rho _0^1\mathbf{}\rho _0`$ is the density stratification scale, and $`𝐍_b=(\gamma P_0)^1\mathbf{}P_0\rho _0^1\mathbf{}\rho _0.`$ The variables with the subscript $`\mathrm{"}0\mathrm{"}`$ correspond to the hydrostatic equilibrium $`\mathbf{}P_0=\rho _0𝐠,`$ and $`T_0`$ is the equilibrium fluid temperature, $`S=P/\gamma P_0\rho /\rho _0`$ are the deviations of the entropy from the hydrostatic equilibrium value, $`P`$ and $`\rho `$ are the deviations of the fluid pressure and density from the hydrostatic equilibrium. Note that the variable $`S=\mathrm{\Theta }/\mathrm{\Theta }_0,`$ where $`\mathrm{\Theta }`$ is the potential temperature which is used in atmospheric physics. The Brunt-Väisälä frequency, $`\mathrm{\Omega }_b,`$ is determined by the equation $`\mathrm{\Omega }_b^2=𝐠𝐍_b.`$ In order to derive Eq. (2) we used an identity: $`\mathbf{}P+𝐠\rho =\rho _0[\mathbf{}(P/\rho _0)+𝐠SP𝐍_b/\rho _0],`$ where we assumed that $`|P𝐍_b/\rho _0||𝐠S|`$ and $`|P𝐍_b/\rho _0||\mathbf{}(P/\rho _0)|.`$ This assumption corresponds to a nearly isentropic basic reference state when $`𝐍_b`$ is very small. For the derivation of this identity we also used the equation for the hydrostatic equilibrium. Equations (2) and (3) are written in the Boussinesq approximation for $`\mathbf{}𝐯0.`$

### II.1 Mean field approach

We use a mean field approach whereby the velocity, pressure and entropy are separated into the mean and fluctuating parts: $`𝐯=\overline{𝐔}+𝐮,`$ $`P=\overline{P}+p,`$ and $`S=\overline{S}+s,`$ the fluctuating parts have zero mean values, $`\overline{𝐔}=𝐯,`$ $`\overline{P}=P`$ and $`\overline{S}=S.`$ Averaging Eqs. (2) and (3) over an ensemble of fluctuations we obtain the mean-field equations:

$`\left({\displaystyle \frac{}{t}}+\overline{𝐔}\mathbf{}\right)\overline{U}_i`$ $`=`$ $`_i\left({\displaystyle \frac{\overline{P}}{\rho _0}}\right)+(\mathrm{\Lambda }_j_j)u_iu_j`$ (4)
$`𝐠\overline{S}+\overline{𝐟}_\nu (\overline{𝐔}),`$
$`\left({\displaystyle \frac{}{t}}+\overline{𝐔}\mathbf{}\right)\overline{S}`$ $`=`$ $`\overline{𝐔}𝐍_b+(\mathrm{\Lambda }_i_i)su_i`$ (5)
$`{\displaystyle \frac{1}{T_0}}\mathbf{}\overline{𝐅}_\kappa (\overline{𝐔},\overline{S}),`$
where $`\rho _0\overline{𝐟}_\nu (\overline{𝐔})`$ is the mean molecular viscous force, $`\overline{𝐅}_\kappa (\overline{𝐔},\overline{S})`$ is the mean heat flux that is associated with the molecular thermal conductivity. In order to derive a closed system of the mean-field equations we have to determine the mean-field dependencies of the Reynolds stresses $`f_{ij}(\overline{𝐔},\overline{S})=u_i(t,𝐱)u_j(t,𝐱)`$ and the flux of entropy $`\mathrm{\Phi }_i(\overline{𝐔},\overline{S})=s(t,𝐱)u_i(t,𝐱).`$ To this end we used equations for the fluctuations $`𝐮(t,𝐫)`$ and $`s(t,𝐫)`$ which are obtained by subtracting equations (4) and (5) for the mean fields from the corresponding equations (2) and (3) for the total fields:

$`{\displaystyle \frac{𝐮}{t}}`$ $`=`$ $`(\overline{𝐔}\mathbf{})𝐮(𝐮\mathbf{})\overline{𝐔}\mathbf{}\left({\displaystyle \frac{p}{\rho _0}}\right)`$ (6)
$`𝐠s+𝐔_N,`$
$`{\displaystyle \frac{s}{t}}`$ $`=`$ $`𝐮(𝐍_b+\mathbf{}\overline{S})(\overline{𝐔}\mathbf{})s+S_N,`$ (7)
where $`U_N=(𝐮\mathbf{})𝐮(𝐮\mathbf{})𝐮+𝐟_\nu (𝐮)`$ and $`S_N=(𝐮\mathbf{})s(𝐮\mathbf{})s(1/T_0)\mathbf{}𝐅_\kappa (𝐮,s)`$ are the nonlinear terms which include the molecular dissipative terms.

### II.2 Method of derivations

By means of Eqs. (6) and (7) we determined the dependencies of the second moments $`f_{ij}(\overline{𝐔},\overline{S})`$ and $`\mathrm{\Phi }_i(\overline{𝐔},\overline{S})`$ on the mean-fields $`\overline{𝐔}`$ and $`\overline{S}.`$ The procedure of the derivation is outlined in the following (for details see Appendix A).

(a). Using Eqs. (6) and (7) we derived equations for the following second moments:

$`f_{ij}(𝐤)`$ $`=`$ $`\widehat{L}(u_i,u_j),\mathrm{\Phi }_i(𝐤)=\widehat{L}(s,u_i),`$ (8)
$`F(𝐤)`$ $`=`$ $`\widehat{L}(s,\omega ),G(𝐤)=\widehat{L}(\omega ,\omega ),`$ (9)
$`H(𝐤)`$ $`=`$ $`\widehat{L}(s,s),`$ (10)
where $`\widehat{L}(a,b)=a(𝐤)b(𝐤),`$ $`\omega =(\mathbf{}\times 𝐮)_z,`$ the acceleration of gravity $`𝐠`$ is directed opposite to the $`z`$ axis. Here we used a two-scale approach. This implies that we assumed that there exists a separation of scales, i.e., the maximum scale of turbulent motions $`l_0`$ is much smaller then the characteristic scale of inhomogeneities of the mean fields. Our final results showed that this assumption is indeed valid. The equations for the second moments (8)-(10) are given by Eqs. (53), (54) and (59)-(61) in Appendix A. In the derivation we assumed that the inverse density stratification scale $`\mathrm{\Lambda }^2k^2.`$

(b). The derived equations for the second moments contain the third moments, and a problem of closing the equations for the higher moments arises. Various approximate methods have been proposed for the solution of problems of this type (see, e.g., MY75 ; O70 ; Mc90 ). The simplest procedure is the $`\tau `$ approximation which was widely used for study of different problems of turbulent transport (see, e.g., O70 ; PFL76 ; KRR90 ; RK2000 ). One of the simplest procedures that allows us to express the third moments $`f_{ij}^N,`$ $`𝚽^N,\mathrm{},`$ $`H_N`$ in Eqs. (53), (54) and (61) in terms of the second moments, reads

$`A_N(𝐤)A_N^{(0)}(𝐤)`$ $`=`$ $`{\displaystyle \frac{A(𝐤)A^{(0)}(𝐤)}{\tau (k)}},`$ (11)
where the superscript $`(0)`$ corresponds to the background turbulent convection (i.e., a turbulent convection with $`_i\overline{U}_j=0),`$ and $`\tau (k)`$ is the characteristic relaxation time of the statistical moments. Note that we applied the $`\tau `$-approximation (11) only to study the deviations from the background turbulent convection which are caused by the spatial derivatives of the mean velocity. The background turbulent convection is assumed to be known.

The $`\tau `$-approximation is in general similar to Eddy Damped Quasi Normal Markowian (EDQNM) approximation. However there is a principle difference between these two approaches (see O70 ; Mc90 ). The EDQNM closures do not relax to the equilibrium, and this procedure does not describe properly the motions in the equilibrium state. Within the EDQNM theory, there is no dynamically determined relaxation time, and no slightly perturbed steady state can be approached O70 . In the $`\tau `$-approximation, the relaxation time for small departures from equilibrium is determined by the random motions in the equilibrium state, but not by the departure from equilibrium O70 . Analysis performed in O70  showed that the $`\tau `$-approximation describes the relaxation to the equilibrium state (the background turbulent convection) more accurately than the EDQNM approach.

(c). We assumed that the characteristic times of variation of the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤),\mathrm{},`$ $`H(𝐤)`$ are substantially larger than the correlation time $`\tau (k)`$ for all turbulence scales. This allowed us to determine a stationary solution for the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤),\mathrm{},`$ $`H(𝐤).`$

(d). For the integration in $`𝐤`$-space of the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤),\mathrm{},`$ $`H(𝐤)`$ we have to specify a model for the background turbulent convection. Here we used the following model of the background turbulent convection which is discussed in more details in Appendix B:

$`f_{ij}^{(0)}(𝐤)`$ $`=`$ $`f_{}[P_{ij}(𝐤)+\epsilon P_{ij}^{()}(𝐤_{})]\stackrel{~}{W}(k),`$ (12)
$`\mathrm{\Phi }_i^{(0)}(𝐤)`$ $`=`$ $`k_{}^2[k^2\mathrm{\Phi }_z^{(0)}(𝐤)e_jP_{ij}(𝐤)`$ (13)
$`+iF^{(0)}(𝐤)(𝐞\times 𝐤)_i],`$
$`\mathrm{\Phi }_z^{(0)}(𝐤)`$ $`=`$ $`\mathrm{\Phi }_z^{}\left[2\alpha 3(\alpha 1)\left({\displaystyle \frac{k_{}}{k}}\right)^2\right]\stackrel{~}{W}(k),`$ (14)
$`F^{(0)}(𝐤)`$ $`=`$ $`6if^{(0)}(𝐤)(𝚽^{}(𝐞\times 𝐤)),`$ (15)
$`G^{(0)}(𝐤)`$ $`=`$ $`(1+\epsilon )f_{}f^{(0)}(𝐤)k^2,`$ (16)
$`H^{(0)}(𝐤)`$ $`=`$ $`2H_{}\stackrel{~}{W}(k),`$ (17)
where $`\stackrel{~}{W}(k)=W(k)/8\pi k^2,`$ $`f^{(0)}(𝐤)=(k_{}/k)^2\stackrel{~}{W}(k),`$ $`\epsilon =(2/3)[𝐮_{}^2/𝐮_z^22]`$ is the degree of anisotropy of the turbulent velocity field $`𝐮=𝐮_{}+u_z𝐞,`$ $`\alpha `$ is the degree of anisotropy of the turbulent flux of entropy (see below and Appendix B), $`P_{ij}(𝐤)=\delta _{ij}k_{ij},`$ $`k_{ij}=k_ik_j/k^2,`$ $`𝐤=𝐤_{}+k_z𝐞,`$ $`k_z=𝐤𝐞,`$ $`P_{ij}^{()}(𝐤_{})=\delta _{ij}k_{ij}^{}e_{ij},`$ $`k_{ij}^{}=(𝐤_{})_i(𝐤_{})_j/k_{}^2,`$ $`e_{ij}=e_ie_j,`$ $`𝐞`$ is the unit vector directed along the $`z`$ axis. Here $`\tau (k)=2\tau _0\overline{\tau }(k),`$ $`W(k)=d\overline{\tau }(k)/dk,`$ $`\overline{\tau }(k)=(k/k_0)^{1q},`$ $`\mathrm{\hspace{0.17em}1}<q<3`$ is the exponent of the kinetic energy spectrum $`(q=5/3`$ for Kolmogorov spectrum), $`k_0=1/l_0,`$ and $`l_0`$ is the maximum scale of turbulent motions, $`\tau _0=l_0/u_0`$ and $`u_0`$ is the characteristic turbulent velocity in the scale $`l_0.`$ Motion in the background turbulent convection is assumed to be non-helical. In Eqs. (12) and (13) we neglected small terms $`O(\mathrm{\Lambda }f_{};\mathbf{}f_{})`$ and $`O(\mathrm{\Lambda }\mathrm{\Phi }^{};\mathbf{}\mathrm{\Phi }^{}),`$ respectively. Note that $`f_{ij}^{(0)}(𝐤)e_{ij}=f_{}f^{(0)}(𝐤).`$ Now we calculate $`f_{ij}^{(0)}f_{ij}^{(0)}(𝐤)𝑑𝐤`$ using Eq. (12):

$`f_{ij}^{(0)}=f_{}\left[{\displaystyle \frac{1}{3}}\delta _{ij}+{\displaystyle \frac{\epsilon }{4}}(\delta _{ij}e_{ij})\right].`$ (18)
Note that $`𝚽^{(0)}𝚽^{(0)}(𝐤)𝑑𝐤=𝚽^{}.`$ The parameter $`\alpha `$ can be presented in the form

$`\alpha `$ $`=`$ $`{\displaystyle \frac{1+\xi (q+1)/(q1)}{1+\xi /3}},`$ (19)
$`\xi `$ $`=`$ $`(l_{}/l_z)^{q1}1,`$ (20)
where $`l_{}`$ and $`l_z`$ are the horizontal and vertical scales in which the correlation function $`\mathrm{\Phi }_z^{(0)}(𝐫)=s(𝐱)𝐮(𝐱+𝐫)`$ tends to zero (see Appendix B). The parameter $`\xi `$ describes the degree of thermal anisotropy. In particular, when $`l_{}=l_z`$ the parameter $`\xi =0`$ and $`\alpha =1.`$ For $`l_{}l_z`$ the parameter $`\xi =1`$ and $`\alpha =3/(q1).`$ The maximum value $`\xi _{\mathrm{max}}`$ of the parameter $`\xi `$ is given by $`\xi _{\mathrm{max}}=q1`$ for $`\alpha =3.`$ Thus, for $`\alpha <1`$ the thermal structures have the form of column or thermal jets $`(l_{}<l_z),`$ and for $`\alpha >1`$ there exist the ‘’pancake” thermal structures $`(l_{}>l_z)`$ in the background turbulent convection. For statistically stationary small-scale turbulence the degree of anisotropy of turbulent velocity field varies in the range

$`\mathrm{min}\{{\displaystyle \frac{4(q+3)}{5(q+1)}};{\displaystyle \frac{2(19q)}{25}};{\displaystyle \frac{4}{3}}\}<\epsilon <\mathrm{}.`$ (21)
The negative (positive) degree of anisotropy $`\epsilon `$ of a turbulent velocity field corresponds to that the vertical size of turbulent eddies in the background turbulent convection is larger (smaller) than the horizontal size.

(e). In order to determine values $`f_{},`$ $`𝚽^{}`$ and $`H_{}`$ in the background turbulent convection we used balance equations (43)-(45) for the second moments (see Appendix A).

### II.3 Turbulent flux of entropy

The procedure described in this Section allows us to determine the Reynolds stresses and turbulent flux of entropy which are given by Eqs. (71) and (72) in Appendix A, where we considered the case $`\mathbf{}\overline{𝐔}=0.`$ In particular, the formula for turbulent flux of entropy reads:

$`𝚽𝚽^{}`$ $`=`$ $`[5\alpha (\mathbf{}\overline{𝐔}_{})𝚽_{_{}}^{}+(\alpha +3/2)(\overline{𝝎}\times 𝚽_{_{}}^{})`$ (22)
$`+3(\overline{𝝎}_{_{}}\times 𝚽^{})]{\displaystyle \frac{\tau _0(q+1)}{15}}+(\mathbf{}\times 𝐓)`$
$`+(𝐄\mathbf{})\overline{𝐔},`$
where $`\overline{\omega }=(\mathbf{}\times \overline{𝐔})_z,`$ $`𝚽_{_{}}^{}=\mathrm{\Phi }_z^{}𝐞,`$ $`\overline{𝝎}_{_{}}=\overline{\omega }_z𝐞,`$ $`𝐓=(2/5)\tau _0(q2)(𝚽^{}(𝐞\times \overline{𝐔}))`$ and $`𝐄=(1/5)\tau _0\{[2q2\alpha (q+1)/3]𝚽_{_{}}^{}3𝚽^{}\}.`$ It is shown below that the first and the second terms in Eq. (22) are responsible for the large-scale convective wind instability in a shear-free turbulent convection (see Section IV), while the third term in the turbulent flux of entropy (22) causes the convective shear instability (see Section V).

The turbulent flux of entropy can be obtained even from simple symmetry reasoning. Indeed, this flux can be presented as a sum of two terms: $`s𝐮=\mathrm{\Phi }_i^{}+\beta _{ijk}_j\overline{U}_k,`$ where $`𝚽^{}`$ determines the contribution of the Kolmogorov turbulence and it is independent of $`_i\overline{U}_j,`$ whereas the second term is proportional to $`_i\overline{U}_j`$ and describes the contribution of the tangling turbulence. Here $`\beta _{ijk}`$ is an arbitrary true tensor and $`\overline{𝐔}`$ is the mean velocity. Using the identity $`_j\overline{U}_i=(\delta \overline{𝐔})_{ij}(1/2)\epsilon _{ijk}\overline{\omega }_k,`$ the turbulent flux of entropy becomes

$`su_i=\mathrm{\Phi }_i^{}+\eta _{ij}\overline{\omega }_j+(\overline{𝝎}\times 𝜹)_i+\mu _{ijk}(\delta \overline{𝐔})_{jk},`$ (23)
where $`(\delta \overline{𝐔})_{ij}=(_i\overline{U}_j+_j\overline{U}_i)/2,`$ $`\overline{𝝎}=\mathbf{}\times \overline{𝐔}`$ is the mean vorticity, and $`\epsilon _{ijk}`$ is the fully antisymmetric Levi-Civita tensor. In Eq. (23), $`\eta _{ij}`$ is a symmetric pseudo-tensor, $`𝜹`$ is a true vector, $`\mu _{ijk}`$ is a true tensor symmetric in the last two indexes, $`𝚽s𝐮`$ and $`𝚽^{}`$ are true vectors. The tensors $`\eta _{ij},`$ $`\mu _{ijk}`$ and the vector $`𝜹`$ can be constructed using two vectors: $`𝚽^{}`$ and the vertical unit vector $`𝐞.`$ For example, $`\eta _{ij}=0,`$ $`𝜹=A_1𝚽^{}+A_2\mathrm{\Phi }_z^{}𝐞,`$ and $`\mu _{ijk}=A_3\mathrm{\Phi }_z^{}e_{ijk}+A_4\mathrm{\Phi }_i^{}e_{jk},`$ where $`A_k`$ are the unknown coefficients and $`e_{ijk}=e_ie_je_k.`$ This yields the following expression for the turbulent flux of entropy in a divergence-free mean velocity field:

$`𝚽`$ $`=`$ $`𝚽^{}(A_3+A_4)(\mathbf{}\overline{𝐔}_{})𝚽_{_{}}^{}`$ (24)
$`+(A_1+A_2)(\overline{𝝎}\times 𝚽_{_{}}^{})+A_1(\overline{𝝎}_{_{}}\times 𝚽^{})`$
$`A_4(\mathbf{}\overline{𝐔}_{})𝚽_{}^{}],`$
where $`\overline{𝐔}=\overline{𝐔}_{}+\overline{U}_z𝐞,`$ $`𝚽_{_{}}^{}=\mathrm{\Phi }_z^{}𝐞`$ and $`\overline{𝝎}_{_{}}=\overline{\omega }_z𝐞.`$ Equations (22) and (24) coincide if one sets $`A_1=\tau _0(q+1)/5,`$ $`A_2=\tau _0(q+1)(\alpha 3/2)/15,`$ $`A_3=\tau _0\alpha (q+1)/3,`$ and $`A_4=0.`$ Note that $`𝚽^{}=\kappa _T\mathbf{}\overline{S}\tau _0\mathrm{\Phi }_z^{}(d\overline{𝐔}^{(0)}(z)/dz),`$ $`\overline{𝐔}^{(0)}(z)`$ is the imposed horizontal large-scale flow velocity (e.g., a wind velocity).

## III Convective wind instability in a shear-free turbulent convection

In this section we studied the mean-field dynamics for a shear-free turbulent convection. We showed that under certain conditions a large-scale instability is excited, which causes formation of large-scale semi-organized structures in a turbulent convection.

The mean-field dynamics is determined by Eqs. (4) and (5). To study the linear stage of an instability we derived linearized equations for the small perturbations from the equilibrium, $`\overline{U}_z^{(1)}=\overline{U}_z\overline{U}_z^{(\mathrm{eq})},`$ $`\overline{\omega }^{(1)}=\overline{\omega }\overline{\omega }^{(\mathrm{eq})}`$ and $`\overline{S}^{(1)}=\overline{S}\overline{S}^{(\mathrm{eq})}:`$

$`\mathrm{\Delta }{\displaystyle \frac{\overline{U}_z^{(1)}}{t}}`$ $`=`$ $`{\displaystyle \frac{}{z}}(_i_jf_{ij}^{(1)})\mathrm{\Delta }(e_i_jf_{ij}^{(1)})`$ (25)
$`+g\mathrm{\Delta }_{}\overline{S}^{(1)},`$
$`{\displaystyle \frac{\overline{\omega }^{(1)}}{t}}`$ $`=`$ $`(𝐞\times \mathbf{})_i\left[_jf_{ij}^{(1)}+{\displaystyle \frac{\overline{U}_i^{(\mathrm{eq})}}{z}}\overline{U}_z^{(1)}\right],`$ (26)
$`{\displaystyle \frac{\overline{S}^{(1)}}{t}}`$ $`=`$ $`(\mathbf{}𝚽^{(1)})\left(N_b+{\displaystyle \frac{\overline{S}^{(\mathrm{eq})}}{z}}\right)\overline{U}_z^{(1)},`$ (27)
where $`f_{ij}^{(1)}=f_{ij}f_{ij}^{(0)}`$ and the Reynolds stresses $`f_{ij}`$ are given by Eqs. (71) in Appendix A, $`\mathrm{\Delta }_{}=\mathrm{\Delta }^2/z^2`$ $`𝐍_b=N_b𝐞`$ and

$`\mathbf{}𝚽^{(1)}`$ $`=`$ $`(\tau _0/30)(q+1)\{(𝚽^{}𝐞)[10\alpha \mathrm{\Delta }_{}`$ (28)
$`(8\alpha 3)\mathrm{\Delta }]\overline{U}_z^{(1)}+6((𝚽^{}\times 𝐞)\mathbf{})\overline{\omega }^{(1)}\}`$
$`\kappa _{ij}_i_j\overline{S}^{(1)},`$
$`\kappa _{ij}`$ $`=`$ $`\tau _0\delta _{}[f_{ij}^{(0)}+(1/2)g\tau _0\delta _{}(4\gamma )(e_i\mathrm{\Phi }_j^{}`$ (29)
$`+e_j\mathrm{\Phi }_i^{})].`$
Equation (29) follows from Eqs. (44) and (45).

### III.1 The growth rate of convective wind instability

Let us consider a shear-free turbulent convection $`(_i\overline{U}_j^{(0)}=0)`$ with a given vertical flux of entropy $`\mathrm{\Phi }_z^{(\mathrm{eq})}𝐞.`$ We also consider an isentropic basic reference state, i.e., we neglect terms which are proportional to $`(N_b+\overline{S}^{(\mathrm{eq})}/z)\overline{U}_z^{(1)}`$ in Eq. (27). We seek for a solution of Eqs. (25)-(27) in the form $`\mathrm{exp}(\gamma _{\mathrm{inst}}t+i𝐊𝐑),`$ where $`𝐊`$ is the wave vector of small perturbations and $`\gamma _{\mathrm{inst}}`$ is the growth rate of the instability. Thus, the growth rate of the instability is given by

$`\gamma _{\mathrm{inst}}=\nu _TK^2A[\sqrt{1+4B/A^2}1]/2,`$ (30)
where

$`A=B_1+B_2,B=\beta X(c_7c_8X)B_1B_2,`$ (31)
$`B_1=c_1+c_6Xc_3X^2,`$ $`B_2=c_4c_5X,`$ $`c_1=(q+3)/5,`$ $`c_3=\epsilon (q+3)/4,`$ $`c_4=\delta _{}(2+3\sigma ),`$ $`c_5=3\delta _{}(\sigma \epsilon /2),`$ $`c_6=\epsilon (q+5)/4,`$ $`c_7=\mu (8\alpha 3)/10,`$ $`c_8=\mu \alpha ,`$ with $`\sigma =a_{}(4\gamma )(1+\epsilon /2),`$ $`\mu =6a_{}(q+1)(1+\epsilon /2)/\delta _{},`$ $`\beta =(l_0K)^2,`$ $`X=\mathrm{sin}^2\theta ,`$ $`a_{}=2\delta _{}\mathrm{\Phi }_z^{(\mathrm{eq})}g\tau _0/f_{},`$ and $`\theta `$ is the angle between $`𝐞`$ and the wave vector $`𝐊`$ of small perturbations. Here we used that in equilibrium $`\mathrm{\Phi }_z^{(\mathrm{eq})}=\mathrm{\Phi }_z^{}.`$ When $`\beta 1`$ the growth rate of the instability is given by

$`\gamma _{\mathrm{inst}}`$ $``$ $`\nu _TK^2\sqrt{\mu \beta }|\mathrm{sin}\theta |\left[\alpha {\displaystyle \frac{3}{8}}{\displaystyle \frac{5\alpha }{4}}\mathrm{sin}^2\theta \right]^{1/2}`$ (32)
$``$ $`Ku_0.`$
Thus for large $`\beta `$ the growth rate of the instability is proportional to the wave number $`K`$ and the instability occurs when $`\alpha (5\mathrm{cos}^2\theta 1)>3/2.`$ This yields two ranges for the instability:

$`{\displaystyle \frac{3}{2(5\mathrm{cos}^2\theta 1)}}<`$ $`\alpha `$ $`<3,`$ (33)
$`{\displaystyle \frac{3}{q1}}<`$ $`\alpha `$ $`<{\displaystyle \frac{3}{2(15\mathrm{cos}^2\theta )}},`$ (34)
where we took into account that the parameter $`\alpha `$ varies in the interval $`3/(q1)<\alpha <3`$ (see Appendix B). The first range for the instability in Eq. (33) is for the angles $`3/10\mathrm{cos}^2\theta 1`$ (for $`q=5/3,`$ the aspect ratio $`0<L_z/L_{}<1.53),`$ and the second range (34) for the instability corresponds to the angles $`0\mathrm{cos}^2\theta <(3q)/10`$ (the aspect ratio $`2.55<L_z/L_{}<\mathrm{}),`$ where $`L_z/L_{}K_{}/K_z=\mathrm{tan}\theta .`$ The conditions (33) and (34) correspond to $`\mathbf{}𝚽^{(1)}<0.`$

Figure 1 demonstrates the range of parameters $`L_z/L_{}`$ and $`L/l_0`$ where the instability is excited, for different values of the parameter $`\alpha `$ (from $`4.5`$ to $`3)`$ and different values of the parameter $`\epsilon =1;\mathrm{\hspace{0.17em}0};\mathrm{\hspace{0.17em}5}`$. Here $`L1/\sqrt{L_z^2+L_{}^2}`$ and we assumed that $`a_{}=1.`$ The threshold of the instability $`L_{\mathrm{cr}}`$ depends on the parameter $`\epsilon .`$ For example, for $`\alpha =3`$ the threshold of the instability $`L_{\mathrm{cr}}`$ varies from $`3l_0`$ to $`7l_0`$ (when $`\epsilon `$ changes from $`1`$ to $`5).`$ The negative (positive) degree of anisotropy $`\epsilon `$ of turbulent velocity field corresponds to that the vertical size of turbulent eddies in the background turbulent convection is larger (smaller) than the horizontal size. The reason for the increase of the range of instability with the decrease of the degree of anisotropy $`\epsilon `$ is that the rate of dissipation of the kinetic energy of the mean velocity field decreases with decrease of $`\epsilon `$ and it causes decrease of the threshold of the instability. The instability does not occur when $`1.53<L_z/L_{}<2.55`$ for all $`\epsilon .`$

Figure 2 shows the growth rate of the instability as function of the parameter $`L/l_0`$ (FIG. 2a) and of the parameter $`L_z/L_{}`$ (FIG. 2b) for $`\epsilon =0`$ and $`\alpha =2`$ (the first range of the instability). This range of the instability corresponds to the ”pancake” thermal structures of the background turbulent convection $`(l_z/l_{}2/3`$ for $`\alpha =2).`$ The maximum of the growth rate of the instability $`(\gamma _{\mathrm{max}}0.045\tau _0^1)`$ reaches at the scale of perturbations $`L_m9.4l_0`$ (for $`L_z/L_{}0.76).`$ In this case the threshold of the instability $`L_{\mathrm{cr}}4.2l_0.`$

Figure 3 demonstrates the growth rate for the second range of the instability $`(\alpha =3).`$ Note that this range of the instability corresponds to the thermal structures of the background turbulent convection in the form of columns $`(l_z/l_{}2`$ for $`\alpha =3).`$ In contrast to the first range of the instability, the growth rate increases with $`L_z/L_{}`$ in the whole second range of the instability (see FIG. 3b).

### III.2 Mechanism of the convective wind instability

The convective wind instability results in formation of large-scale semi-organized structures in the form of cells (convective wind) in turbulent convection. The mechanism of the convective wind instability, associated with the first term $`𝚽\tau _0\alpha (\mathbf{}\overline{𝐔}_{})𝚽_{_{}}^{}`$ in the expression for the turbulent flux of entropy \[see Eq. (22)\], in the shear-free turbulent convection at $`\alpha >0`$ is as follows. Perturbations of the vertical velocity $`\overline{U}_z`$ with $`\overline{U}_z/z>0`$ have negative divergence of the horizontal velocity , i.e., $`\mathrm{div}\overline{𝐔}_{}<0`$ (provided that $`\mathrm{div}\overline{𝐔}0).`$ This results in the vertical turbulent flux of entropy $`\stackrel{~}{\mathrm{\Phi }}_z\mathrm{div}\overline{𝐔}_{}`$, and it causes an increase of the mean entropy $`(\overline{S}\beta ^{1/2}\overline{U}_z\mathrm{\Phi }^{}/u_0^2)`$ \[see Eqs. (27)-(28) and (32)\].

On the other hand, the increase of the the mean entropy increases the buoyancy force $`g\overline{S}`$ and results in the increase of the vertical velocity $`\overline{U}_z\tau _0\beta ^{1/2}g\overline{S}`$ and excitation of the large-scale instability \[see Eqs. (25) and (32)\]. Similar phenomenon occurs in the regions with $`\overline{U}_z/z<0`$ whereby $`\mathrm{div}\overline{𝐔}_{}>0.`$ This causes a downward flux of the entropy and the decrease of the mean entropy. The latter enhances the downward flow and results in the instability which causes formation of a large-scale semi-organized convective wind structure. Thus, nonzero $`\mathrm{div}\overline{𝐔}_{}`$ causes redistribution of the vertical turbulent flux of entropy and formation of regions with large vertical fluxes of entropy (see FIG. 4). This results in a formation of a large-scale circulation of the velocity field. This mechanism determines the first range for the instability.

The large-scale circulation of the velocity field causes a nonzero mean vorticity $`\overline{\omega },`$ and the second term \[proportional to $`(\alpha +3/2)(\overline{𝝎}\times 𝚽_{_{}}^{})]`$ in the turbulent flux of the entropy (22) is responsible for a formation of a horizontal turbulent flux of the entropy. This causes a decrease of the growth rate of the convective wind instability (for $`\alpha >0),`$ because it decreases the mean entropy $`\overline{S}`$ in the regions with $`\overline{U}_z/z>0.`$ The net effect is determined by a competition between these effects which are described by the first and the second terms in the turbulent flux of the entropy (22). The latter determines a lower positive limit $`\alpha _{\mathrm{min}}=3/8`$ of the parameter $`\alpha .`$

When $`\alpha <3/2`$ the signs of the first and second terms in the expression (22) for the turbulent flux of entropy change. Thus, another mechanism of the convective wind instability is associated with the second term in the expression (22) for the turbulent flux of entropy when $`\alpha <3/2.`$ This term describes the horizontal flux of the mean entropy $`𝚽_y\tau _0(\alpha +3/2)(\overline{𝝎}\times 𝚽_{_{}}^{}).`$ The latter results in the increase (decrease) of the mean entropy in the regions with upward (downward) fluid flows (see FIG. 5). On the other hand, the increase of the mean entropy results in the increase of the buoyancy force, the mean vertical velocity $`\overline{U}_z`$ and the mean vorticity $`\overline{𝝎}.`$ The latter amplifies the horizontal turbulent flux of entropy $`𝚽_y`$ and causes the large-scale convective wind instability. This mechanism determines the second range for the convective wind instability. The first term in the turbulent flux of entropy at $`\alpha <0`$ causes a decrease of the growth rate of the instability because, when $`\alpha <0,`$ it implies a downward turbulent flux of entropy in the upward flow. This decreases both, the mean entropy and the buoyancy force. Note that, when $`\alpha <3/2,`$ the thermal structure of the background turbulence has the form of a thermal column or jets: $`l_z/l_{}>3.34.`$ Even for $`\alpha <0,`$ the ratio $`l_z/l_{}>1.54.`$

## IV Convective shear instability

Let us consider turbulent convection with a linear shear $`\overline{𝐔}^{(0)}=(\lambda /\tau _0)z𝐞_y`$ and a nonzero vertical flux of entropy $`𝚽=\mathrm{\Phi }_z^{(\mathrm{eq})}𝐞,`$ where $`\lambda `$ is dimensionless parameter which characterizes the shear. We also consider an isentropic basic reference state, i.e., we neglected a term which is proportional to $`(N_b+\overline{S}^{(\mathrm{eq})}/z)\overline{U}_z^{(1)}`$ in Eq. (27). We seek for a solution of Eqs. (25)-(27) in the form $`\overline{𝐔}^{(1)}=\overline{𝐕}\mathrm{exp}(\gamma _{\mathrm{inst}}t)\mathrm{cos}(\mathrm{\Omega }t+𝐊𝐑).`$ Here, for simplicity, we study the case $`𝐊\overline{𝐔}^{(\mathrm{eq})}=0.`$

### IV.1 The growth rate of convective shear instability

Using a procedure similar to that employed for the analysis of the convective wind instability we found that the growth rate of the convective shear instability is determined by a cubic equation

$`(\stackrel{~}{\gamma }+B_3)(\stackrel{~}{\gamma }^2+A\stackrel{~}{\gamma }B)+8\beta ^2\gamma _0^3=0,`$ (35)
where $`\stackrel{~}{\gamma }=(\gamma _{\mathrm{inst}}+i\mathrm{\Omega })/\nu _TK^2,`$ $`\gamma _0=(1/2)c_9^{1/3}(\lambda X)^{2/3},`$ $`c_9=18\mu b_{}/5,`$ $`b_{}=\mathrm{\Phi }_y^{(\mathrm{eq})}(1+\epsilon /2)/(\lambda \mathrm{\Phi }_z^{(\mathrm{eq})})`$ and $`B_3=c_1+c_2X,`$ $`c_2=\epsilon (q+1)/4.`$ The growth rate of the instability for $`\beta 1`$ is given by

$`\gamma _{\mathrm{inst}}\nu _TK^2\left(\beta ^{2/3}\gamma _0+\beta ^{1/3}{\displaystyle \frac{C}{12\gamma _0}}\right),`$ (36)
where $`C=X(c_7c_8X).`$ The instability results in generation of the convective shear waves with the frequency

$`\mathrm{\Omega }\sqrt{3}\nu _TK^2\left(\beta ^{2/3}\gamma _0\beta ^{1/3}{\displaystyle \frac{C}{12\gamma _0}}\right),`$ (37)
The flow in the convective shear wave has a nonzero hydrodynamic helicity

$`\chi \overline{𝐕}(\mathbf{}\times \overline{𝐕})={\displaystyle \frac{2\lambda \mathrm{\Omega }K_x\overline{𝐕}^2}{\tau _0(\mathrm{\Omega }^2+\gamma _{\mathrm{inst}}^2)}}.`$ (38)
Therefore, for $`\lambda >0`$ the mode with $`K_x>0`$ has a negative helicity and the mode with $`K_x<0`$ has a positive helicity.

Figure 6 shows the range of parameters $`L_z/L_{}`$ and $`L/l_0`$ where the convective shear instability occurs, for $`\alpha =2,`$ $`\epsilon =0`$ and for different values of the shear $`\lambda =0.05;\mathrm{\hspace{0.17em}0.1};\mathrm{\hspace{0.17em}0.15}.`$ There are two ranges for the instability. However, even a small shear causes an overlapping of the two ranges for the instability and the increase of shear $`(\lambda )`$ promotes the convective shear instability.

Figures 7 and 8 demonstrate the growth rates of the convective shear instability and the frequencies of the generated convective shear waves for the first $`(\alpha =2)`$ and the second $`(\alpha =3)`$ ranges of the instability. The curves in FIGS. 6-8 have a point $`L_{}`$ whereby the first derivative $`d\gamma _{\mathrm{inst}}/dK`$ has a singularity. At this point there is a bifurcation which is illustrated in FIGS. 7 and 8. The growth rate of the convective shear instability is determined by the cubic algebraic equation (35). Before the bifurcation point $`(L<L_{})`$ the cubic equation has three real roots (which corresponds to aperiodic instability). After the bifurcation point $`(L>L_{})`$ the cubic equation has one real and two complex conjugate roots. When $`L>L_{}`$ the convective shear waves are generated. When the parameter $`L_z/L_{}`$ increases, the value $`L_{}`$ decreases. When $`L_z>L_{},`$ the bifurcation point $`L_{}<L_{\mathrm{cr}}.`$ For a given parameter $`L/l_0`$ there are the lower and the upper bounds for the parameter $`L_z/L_{}`$ when the convective shear instability occurs. For large enough parameter $`L=L_u`$ the upper limit of the range of the instability does not exist, e.g., for $`\lambda =0.05`$ the parameter $`L_u=47l_0`$ and for $`\lambda =0.15`$ the parameter $`L_u=13l_0.`$

Note that when $`L<L_{}`$ the convective shear waves are not generated and the properties of the convective shear instability are similar to that of the convective wind instability (compare FIG. 2b and the curve for $`L/l_0=6`$ in FIG. 8c). However for $`L>L_{}`$ these two instabilities are totally different. The properties of the convective shear instability in the first and in the second ranges of the instability are different. In particular, in the second range of the convective shear instability the growth rate monotonically increases, and the frequency of the generated convective shear waves decreases with the parameter $`L_z/L_{}.`$

### IV.2 Mechanism of convective shear instability

The mechanism of the convective shear instability associated with the last term in the expression (22) for the turbulent flux of entropy $`[𝚽\tau _0(\overline{𝝎}_{_{}}\times 𝚽^{})]`$ is as follows. The vorticity perturbations $`\overline{\omega }(\mathbf{}\times \overline{𝐔})_z`$ generate perturbations of entropy: $`\overline{S}\beta ^{1/6}(\tau _0/u_0)\mathrm{\Phi }_y^{}\lambda ^{2/3}\mathrm{exp}(i\pi /6)\overline{\omega }.`$ Indeed, consider two vortices (say, ”a” and ”b” in FIG. 9) with the opposite directions of the vorticity $`\overline{𝝎}_{_{}}.`$ The turbulent flux of entropy is directed towards the boundary between the vortices. The latter increases the mean entropy between the vortices (”a” and ”b”).

Similarly, the mean entropy between the vorticies ”b” and ”c” decreases (see FIG. 9). Such redistribution of the mean entropy causes increase (decrease) of the buoyancy force and formation of upward (downward) flows between the vortices ”a” and ”b” (”b” and ”c”): $`\overline{U}_z\beta ^{1/3}\lambda ^{2/3}g\tau _0\mathrm{exp}(i\pi /3)\overline{S}.`$ Finally, the vertical flows generate vorticity $`\overline{\omega }\beta ^{1/6}\lambda ^{1/3}\mathrm{exp}(i\pi /6)\overline{U}_z/l_0,`$ etc. This results in the excitation of the instability with the growth rate $`\gamma _{\mathrm{inst}}K^{2/3}`$ and generation of the convective shear waves with the frequency $`\mathrm{\Omega }K^{2/3}.`$ For perturbations with $`K_x=0`$ the convective shear instability does nor occur. However, for these perturbations with $`K_x=0`$ the convective wind instability can be excited (see Section III), and it is not accompanied by the generation of the convective shear waves. We considered here a linear shear for simplicity. The equilibrium is also possible for a quadratic shear, i.e., when $`\overline{𝐔}^{(0)}=\stackrel{~}{\lambda }z^2𝐞_y.`$

## V Discussion

The ”convective wind theory” of turbulent sheared convection is proposed. The developed theory predicts the convective wind instability in a shear-free turbulent convection. This instability causes formation of large-scale semi-organized fluid motions (convective wind) in the form of cells. Spatial characteristics of these motions, such as the minimum size of the growing perturbations and the size of perturbations with the maximum growth rate, are determined.

This study predicts also the existence of the convective shear instability in the sheared turbulent convection. This instability causes formation of large-scale semi-organized fluid motions in the form of rolls (sometimes visualized as the boundary layer cloud streets). These motions can exist in the form of generated convective shear waves, which have a nonzero hydrodynamic helicity. Increase of shear promotes excitation of the convective shear instability.

The proposed here theory of turbulent sheared convection distinguishes between the ”true turbulence”, corresponding to the small-scale part of the spectrum, and the ”convective wind” comprising of large-scale semi-organized motions caused by the inverse energy cascade through large-scale instabilities. The true turbulence in its turn consists of the two parts: the familiar ”Kolmogorov-cascade turbulence” and an essentially anisotropic ”tangling turbulence” caused by tangling of the mean-velocity gradients with the Kolmogorov-type turbulence. These two types of turbulent motions overlap in the maximum-scale part of the spectrum. The tangling turbulence does not exhibit any direct energy cascade.

It was demonstrated here that the characteristic length and time scales of the convective wind motions are much larger than the true-turbulence scales. This justifies separation of scales which is required for the existence of these two types of motions. It is proposed that the term turbulence (or true turbulence) be kept only for the Kolmogorov and tangling turbulence part of the spectrum. This concept implies that the convective wind (as well as semi-organized motions in other very high Reynolds number flows) should not be confused with the true turbulence. The diagram of interactions between turbulent and mean flow objects which cause the large-scale instability and formation of semi-organized structures is shown in FIG. 10.

Now let us compare the obtained results with the properties of semi-organized structures observed in the atmospheric convective boundary layer. The semi-organized structures are observed in the form of rolls (cloud streets) or three-dimensional convective cells (cloud cells). Rolls usually align along or at angles of up to $`10^{}`$ with the mean horizontal wind of the convective layer, with lengths from $`20`$ to $`200`$ km, widths from $`2`$ to $`10`$ km, and convective depths from $`2`$ to $`3`$ km AZ96 . The typical value of the aspect ratio $`L_z/L_{}0.141.`$ The ratio of the minimal size of structures to the maximum scale of turbulent motions is $`L/l_0=10100.`$ The characteristic life time of rolls varies from $`1`$ to $`72`$ hours EB93 . Rolls may occur over both, water surface and land surfaces. The suggested theory predicts the following parameters of the convective rolls: the aspect ratio $`L_z/L_{}`$ ranges from very small to $`1,`$ and $`L/l_0=10100.`$ The characteristic time of formation of the rolls $`\tau _0/\gamma _{\mathrm{inst}}`$ varies from $`1`$ to $`3`$ hours. The life time of the convective rolls is determined by a nonlinear evolution of the convective shear instability. The latter is a subject of a separate ongoing study.

Convective cells may be divided into two types: open and closed. Open-cell circulation has downward motion and clear sky in the cell center, surrounded by cloud associated with upward motion. Closed cells have the opposite circulation AZ96 . Both types of cells have diameters ranging from $`10`$ to $`40`$ km and aspect ratios $`L_z/L_{}0.051,`$ and both occur in a convective boundary layer with a depth of about $`1`$ to $`3`$ km. The ratio of the minimum size of structures to the maximum scale of turbulent motions is $`L/l_0=520.`$ The developed theory predicts the following parameters of the convective cells: the aspect ratio $`L_z/L_{}`$ ranges from very small to $`1,`$ and $`L/l_0=515.`$ The characteristic time of formation of the convective cells $`\tau _0/\gamma _{\mathrm{inst}}`$ varies from $`1`$ to $`3`$ hours. Therefore the predictions of the developed theory are in a good agreement with observations of the semi-organized structures in the atmospheric convective boundary layer. Moreover, the typical temporal and spatial scales of structures are always much larger then the turbulence scales. This justifies separation of scales which was assumed in the suggested in the theory.

###### Acknowledgements.

We have benefited from valuable suggestions made by Arkady Tsinober. The authors acknowledge useful discussions with Erland Källen and Branko Grisogono at seminar at the Meteorological Institute of Stockholm University. This work was partially supported by The German-Israeli Project Cooperation (DIP) administrated by the Federal Ministry of Education and Research (BMBF), by INTAS Program Foundation (Grants No. 00-0309 and No. 99-348), by the SIDA Project SRP-2000-036, and by the Swedish Institute Project 2570/2002 (381/N34).

## Appendix A Derivations of expressions for the Reynolds stresses and turbulent flux of entropy

Equations (2) and (3) yield the following conservation equations for the kinetic energy $`W_v=\rho _0𝐯^2/2,`$ for $`W_S=\rho _0S^2/2`$ and for $`𝐖^\mathrm{\Phi }=\rho _0S𝐯:`$

$`{\displaystyle \frac{W_v}{t}}+\mathbf{}𝐅_v`$ $`=`$ $`I_vD_v,`$ (39)
$`{\displaystyle \frac{W_S}{t}}+\mathbf{}𝐅_S`$ $`=`$ $`I_SD_S,`$ (40)
$`{\displaystyle \frac{W_i^\mathrm{\Phi }}{t}}+\mathbf{}_j𝐅_{ij}^\mathrm{\Phi }`$ $`=`$ $`I_i^\mathrm{\Phi }D_i^\mathrm{\Phi },`$ (41)
where $`I_v=\rho _0(𝐯𝐠)S,`$ $`I_S=I_v\mathrm{\Omega }_b^2/g^2,`$ and $`𝐈^\mathrm{\Phi }=\rho _0[𝐯(𝐯𝐍_b)+S^2𝐠]+(P/\rho _0)\mathbf{}(S\rho _0)`$ are the source terms in these equations, $`D_v=\rho _0(𝐯𝐟_\nu ),`$ $`D_S=\rho _0S(\mathbf{}𝐅_\kappa )`$ and $`𝐃^\mathrm{\Phi }=\rho _0S𝐟_\nu +(\rho _0/T_0)𝐯(\mathbf{}𝐅_\kappa )`$ are the dissipative terms, $`𝐅_v=𝐯(W_v+P),`$ $`𝐅_S=𝐯W_S`$ and $`𝐅_{ij}^\mathrm{\Phi }=\rho _0Sv_iv_j+SP\delta _{ij}`$ are the fluxes. Equations (39) and (40) yield conservation equation for $`W_E=W_v\mathrm{\Omega }_b^2/g^2+W_S`$

$`{\displaystyle \frac{W_E}{t}}+\mathbf{}𝐅_E`$ $`=`$ $`D_E,`$ (42)
where $`D_E=D_v\mathrm{\Omega }_b^2/g^2+D_S`$ is the dissipative term, and $`𝐅_E=𝐅_v\mathrm{\Omega }_b^2/g^2+𝐅_S`$ is the flux. Equation (42) does not have a source term, and this implies that without dissipation $`(D_E=0)`$ the value $`W_E𝑑V`$ is conserved, where in the latter formula the integration is performed over the volume. For the convection $`\mathrm{\Omega }_b^2<0`$ and, therefore, $`W_SW_v|\mathrm{\Omega }_b^2|/g^2.`$

Using Eqs. (39)-(41) we derived balance equations for the second moments. In particular, averaging Eqs. (39)-(41) over the ensemble of fluctuations and subtracting from these equations the corresponding equations for the mean fields: $`\rho _0\overline{𝐔}^2/2,`$ $`\rho _0\overline{S}^2/2,`$ $`\rho _0\overline{S}\overline{𝐔},`$ yields

$`({\displaystyle \frac{}{t}}`$ $`+`$ $`\overline{𝐔}\mathbf{})f_{pp}+2f_{ij}_j\overline{U}_i+2𝚽𝐠+{\displaystyle \frac{2}{\rho _0}}\mathbf{}𝚿_E`$ (43)
$`={\displaystyle \frac{f_{}}{\tau _0\delta _{}}}\left(1+{\displaystyle \frac{\epsilon }{2}}\right),`$
$`({\displaystyle \frac{}{t}}`$ $`+`$ $`\overline{𝐔}\mathbf{})\mathrm{\Phi }_i+(𝚽\mathbf{})\overline{U}_i+f_{ij}(𝐍_𝐛+\mathbf{}\overline{S})_j`$ (44)
$`{\displaystyle \frac{1}{2}}ge_i(4\gamma )H+{\displaystyle \frac{1}{\rho _0}}_j\mathrm{\Psi }_{ij}\left({\displaystyle \frac{\gamma P_0}{\rho _0}}\right)H(𝐍_𝐛)_i`$
$`={\displaystyle \frac{\mathrm{\Phi }_i^{}}{2\tau _0\delta _{}}}(1+\mathrm{Pr}),`$
$`({\displaystyle \frac{}{t}}`$ $`+`$ $`\overline{𝐔}\mathbf{})H+2\mathrm{\Phi }_j(𝐍_𝐛+\mathbf{}\overline{S})_j={\displaystyle \frac{H_{}}{\tau _0\delta _{}}},`$ (45)
where $`\mathrm{Pr}=\nu /\kappa `$ is the Prandtl number, $`\nu `$ is the kinematic viscosity, $`𝚿_E=\rho _0f_{pp}𝐮/2+p𝐮,`$ $`\mathrm{\Psi }_{ij}=\rho _0su_iu_j+\delta _{ij}(\gamma P_0H/2+sp),`$ and we took into account that the dissipations of energy, the flux of entropy and the second moment of entropy $`H`$ are determined by the background turbulent convection described by Eqs. (12)-(17). In derivation of Eq. (44) we used an identity $`\rho _0S\mathbf{}(P/\rho _0)\mathbf{}(\gamma P_0S^2)/2+\gamma P_0S^2𝐍_𝐛+(\gamma /21)\rho _0𝐠S^2,`$ and we assumed that $`SP/\gamma P_0,`$ i.e., we neglected fluctuations of density $`\rho /\rho _0.`$ Equations (43)-(45) allow us to determine $`f_{},`$ $`𝚽^{}`$ and $`H_{}`$ in the background turbulent convection (see below).

Using Eqs. (6) and (7) we derived equations for the following second moments:

$`f_{ij}(𝐤,𝐑)`$ $`=`$ $`u_i(𝐤,𝐑)u_j(𝐤,𝐑),`$ (46)
$`\mathrm{\Phi }_i(𝐤,𝐑)`$ $`=`$ $`s(𝐤,𝐑)u_i(𝐤,𝐑),`$ (47)
$`F(𝐤,𝐑)`$ $`=`$ $`s(𝐤,𝐑)\omega (𝐤,𝐑),`$ (48)
$`G(𝐤,𝐑)`$ $`=`$ $`\omega (𝐤,𝐑)\omega (𝐤,𝐑),`$ (49)
$`H(𝐤,𝐑)`$ $`=`$ $`s(𝐤,𝐑)s(𝐤,𝐑),`$ (50)
where $`\omega (\mathbf{}\times 𝐮)_z`$ and we use a two-scale approach, , i.e., a correlation function is written as follows

$`u_i(𝐱)u_j(𝐲)`$ $`=`$ $`{\displaystyle }u_i(𝐤_1)u_j(𝐤_2)\mathrm{exp}[i(𝐤_1𝐱`$
$`+𝐤_2𝐲)]d𝐤_1d𝐤_2`$
$`=`$ $`{\displaystyle f_{ij}(𝐤,𝐑)\mathrm{exp}(i𝐤𝐫)𝑑𝐤},`$
$`f_{ij}(𝐤,𝐑)`$ $`=`$ $`{\displaystyle u_i(𝐤+𝐊/2)u_j(𝐤+𝐊/2)}`$
$`\times \mathrm{exp}(i𝐊𝐑)d𝐊`$
(see, e.g., RS75 ; KR94 ), where $`𝐑`$ and $`𝐊`$ correspond to the large scales, and $`𝐫`$ and $`𝐤`$ to the small scales, i.e., $`𝐑=(𝐱+𝐲)/2,`$ $`𝐫=𝐱𝐲,`$ $`𝐊=𝐤_1+𝐤_2,`$ $`𝐤=(𝐤_1𝐤_2)/2.`$ This implies that we assumed that there exists a separation of scales, i.e., the maximum scale of turbulent motions $`l_0`$ is much smaller then the characteristic scale $`L`$ of inhomogeneities of the mean fields. In particular, this implies that $`rl_0R.`$ Our final results showed that this assumption is indeed valid. Now let us calculate

$`{\displaystyle \frac{f_{ij}(𝐤_1,𝐤_2)}{t}}`$ $``$ $`P_{in}(𝐤_1){\displaystyle \frac{u_n(𝐤_1)}{t}}u_j(𝐤_2)`$ (51)
$`+u_i(𝐤_1)P_{jn}(𝐤_2){\displaystyle \frac{u_n(𝐤_2)}{t}},`$
$`{\displaystyle \frac{\mathrm{\Phi }_j(𝐤_1,𝐤_2)}{t}}`$ $``$ $`s(𝐤_1)P_{jn}(𝐤_2){\displaystyle \frac{u_n(𝐤_2)}{t}}`$ (52)
$`+{\displaystyle \frac{s(𝐤_1)}{t}}u_j(𝐤_2),`$
where we multiplied equation of motion (6) rewritten in $`𝐤`$-space by $`P_{ij}(𝐤)=\delta _{ij}k_{ij}`$ in order to exclude the pressure term from the equation of motion.

Thus, equations for $`f_{ij}(𝐤,𝐑)`$ and $`𝚽(𝐤,𝐑)`$ read:

$`{\displaystyle \frac{f_{ij}(𝐤)}{t}}`$ $`=`$ $`\widehat{I}_{ijmn}f_{mn}(𝐤)+N_{ij}(𝐤),`$ (53)
$`{\displaystyle \frac{\mathrm{\Phi }_i(𝐤)}{t}}`$ $`=`$ $`\widehat{I}_{ij}\mathrm{\Phi }_j(𝐤)+M_i(𝐤),`$ (54)
where

$`\widehat{I}_{ijmn}`$ $`=`$ $`2(k_{iq}\delta _{mp}\delta _{jn}+k_{jq}\delta _{im}\delta _{pn})_p\overline{U}_q(\delta _{im}\delta _{jq}\delta _{np}`$ (55)
$`+\delta _{iq}\delta _{jn}\delta _{mp}\delta _{im}\delta _{jn}k_q{\displaystyle \frac{}{k_p}})_p\overline{U}_q,`$
$`\widehat{I}_{ij}`$ $`=`$ $`2k_{in}_j\overline{U}_n+\delta _{ij}k_n{\displaystyle \frac{}{k_m}}_m\overline{U}_n_j\overline{U}_i,`$ (56)
$`N_{ij}(𝐤)`$ $`=`$ $`ge_m[P_{im}(𝐤)\mathrm{\Phi }_j(𝐤)+P_{jm}(𝐤)\mathrm{\Phi }_i(𝐤)]`$ (57)
$`+f_{ij}^N(𝐤),`$
$`M_i(𝐤)`$ $`=`$ $`f_{mi}(𝐍_𝐛+\mathbf{}\overline{S})_m+ge_mP_{im}(𝐤)H`$ (58)
$`+\mathrm{\Phi }_i^N,`$
and hereafter we consider the case with $`\mathbf{}\overline{𝐔}=0`$ (i.e., $`\mathrm{\Lambda }=0).`$ Here $`f_{ij}^N`$ and $`\mathrm{\Phi }_i^N`$ are the third moments appearing due to the nonlinear terms. Equations (53) and (54) are written in a frame moving with a local velocity $`\overline{𝐔}`$ of the mean flow. In Eqs. (53)-(58) we neglected small terms which are of the order of $`O(^3\overline{𝐔})`$ and $`O(^2f_{ij};^2\mathrm{\Phi }_i).`$ Note that Eqs. (53)-(58) do not contain the terms proportional to $`O(^2\overline{𝐔}).`$ The first term in the RHS of Eqs. (53) and (54) depends on the gradients of the mean fluid velocity $`(_i\overline{U}_j).`$ Equations for the second moments $`G(𝐤),`$ $`F(𝐤)`$ and $`H(𝐤)`$ read:

$`{\displaystyle \frac{G(𝐤)}{t}}`$ $`=`$ $`(𝐞\times \stackrel{~}{𝐤}_1)_i(𝐞\times \stackrel{~}{𝐤}_2)_j{\displaystyle \frac{f_{ij}(𝐤)}{t}},`$ (59)
$`{\displaystyle \frac{F(𝐤)}{t}}`$ $`=`$ $`i(𝐞\times \stackrel{~}{𝐤}_1)_j{\displaystyle \frac{\mathrm{\Phi }_j(𝐤)}{t}},`$ (60)
$`{\displaystyle \frac{H(𝐤)}{t}}`$ $`=`$ $`Q(𝐤),`$ (61)
where $`Q(𝐤)=2𝚽(𝐤)(𝐍_b+\mathbf{}\overline{S})+H_N,`$ and $`H_N`$ is the third moment appearing due to the nonlinear terms, $`\stackrel{~}{𝐤}_1=𝐤(i/2)\mathbf{},`$ $`\stackrel{~}{𝐤}_2=𝐤+(i/2)\mathbf{}.`$ The terms $`𝚽`$ in the tensor $`N_{ij}(𝐤)`$ \[see Eqs. (53) and (57)\] can be considered as a stirring force for the turbulent convection. On the other hand, the terms $`(𝐍_b+\mathbf{}\overline{S})`$ in Eqs. (54), (58) and (61) are the sources of the flux of entropy $`𝚽`$ and the second moment of entropy $`H.`$ Note that a stirring force in the Navier-Stokes turbulence is an external parameter.

Since the equations for the second moments contain the third moments, a problem of closure for the higher moments arises. In this study we used the $`\tau `$ approximation \[see Eq. (11)\] which allows us to express the third moments $`f_{ij}^N,`$ $`𝚽^N`$ and $`H_N`$ in Eqs. (53), (54) and (61) in terms of the second moments. Here we define a background turbulent convection as the turbulent convection with zero gradients of the mean fluid velocity $`(_i\overline{U}_j=0)].`$ The background turbulent convection is determined by the following equations:

$`{\displaystyle \frac{f_{ij}^{(0)}(𝐤)}{t}}`$ $`=`$ $`N_{ij}^{(0)}(𝐤),`$ (62)
$`{\displaystyle \frac{\mathrm{\Phi }_i^{(0)}(𝐤)}{t}}`$ $`=`$ $`M_i^{(0)}(𝐤),`$ (63)
$`{\displaystyle \frac{H^{(0)}(𝐤)}{t}}`$ $`=`$ $`Q^{(0)}(𝐤).`$ (64)
A nonzero gradient of the mean fluid velocity results in deviations from the background turbulent convection. These deviations are determined by the following equations:

$`{\displaystyle \frac{(f_{ij}f_{ij}^{(0)})}{t}}`$ $`=`$ $`\widehat{I}_{ijmn}f_{mn}(𝐤){\displaystyle \frac{f_{ij}f_{ij}^{(0)}}{\tau (k)}},`$ (65)
$`{\displaystyle \frac{(\mathrm{\Phi }_i\mathrm{\Phi }_i^{(0)})}{t}}`$ $`=`$ $`\widehat{I}_{ij}\mathrm{\Phi }_j(𝐤){\displaystyle \frac{\mathrm{\Phi }_i\mathrm{\Phi }_i^{(0)}}{\tau (k)}},`$ (66)
$`{\displaystyle \frac{(HH^{(0)})}{t}}`$ $`=`$ $`{\displaystyle \frac{HH^{(0)}}{\tau (k)}},`$ (67)
where the deviations (caused by a nonzero gradients of the mean fluid velocity) of the functions $`N_{ij}(𝐤)N_{ij}^{(0)}(𝐤)`$ and $`M_i(𝐤)M_i^{(0)}(𝐤)`$ from the background state are described by the relaxation terms: $`(f_{ij}f_{ij}^{(0)})/\tau (k)`$ and $`(\mathrm{\Phi }_i\mathrm{\Phi }_i^{(0)})/\tau (k),`$ respectively. Similarly, the deviation $`Q(𝐤)Q^{(0)}(𝐤)`$ is described by the term $`(HH^{(0)})/\tau (k).`$ Here we assumed that the correlation time $`\tau (k)`$ is independent of the gradients of the mean fluid velocity.

Now we assume that the characteristic times of variation of the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤)`$ and $`H(𝐤)`$ are substantially larger than the correlation time $`\tau (k)`$ for all turbulence scales. This allows us to determine a stationary solution for the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤)`$ and $`H(𝐤):`$

$`f_{ij}(𝐤)`$ $`=`$ $`f_{ij}^{(0)}(𝐤)+\tau (k)\widehat{I}_{ijmn}f_{mn}^{(0)}(𝐤),`$ (68)
$`\mathrm{\Phi }_i(𝐤)`$ $`=`$ $`\mathrm{\Phi }_i^{(0)}(𝐤)+\tau (k)\widehat{I}_{ij}\mathrm{\Phi }_j^{(0)}(𝐤),`$ (69)
$`H(𝐤)`$ $`=`$ $`H^{(0)}(𝐤),`$ (70)
where we neglected the third and higher order spatial derivatives of the mean velocity field $`\overline{𝐔}.`$

For the integration in $`𝐤`$-space of the second moments $`f_{ij}(𝐤),`$ $`\mathrm{\Phi }_i(𝐤),\mathrm{},`$ $`H(𝐤,𝐑)`$ we have to specify a model for the background turbulent convection. We used the model of the background turbulent convection determined by Eqs. (12)-(17). For the integration in $`𝐤`$-space we used identities given in Appendix C. The integration in $`𝐤`$-space of Eqs. (68) and (69) yields the following equations for the Reynolds stresses and the turbulent flux of entropy:

$`f_{ij}`$ $`=`$ $`f_{ij}^{(0)}\nu _T(a_1(_i\overline{U}_j+_j\overline{U}_i)+a_2(e_i_j`$ (71)
$`+e_j_i)\overline{U}_zc_2{\displaystyle \frac{}{z}}(e_i\overline{U}_j+e_j\overline{U}_i)`$
$`+{\displaystyle \frac{\overline{U}_z}{z}}(c_3e_{ij}+a_3\delta _{ij})),`$
$`𝚽`$ $`=`$ $`𝚽^{}+{\displaystyle \frac{\tau _0}{30}}(𝚽^{}𝐞)\left({\displaystyle \frac{}{z}}(b_1\overline{U}_z𝐞+b_2\overline{𝐔})b_3\mathbf{}^{}\overline{U}_z\right)`$ (72)
$`{\displaystyle \frac{\tau _0}{5}}[2(𝚽^{}\times 𝐞)\overline{\omega }+5(𝚽^{}\mathbf{})\overline{𝐔}2(𝚽^{}\mathbf{}_{})\overline{𝐔}`$
$`+(3q)(𝐞\times \mathbf{})(𝚽^{}(𝐞\times \overline{𝐔}))`$
$`(q1)[((𝚽^{}\times 𝐞)\mathbf{})(𝐞\times \overline{𝐔})],`$
where $`\nu _T=\tau _0f_{}/6,`$ $`\overline{\omega }=(\mathbf{}\times \overline{𝐔})_z,`$ $`a_1=c_1+c_2,`$ $`a_2=\epsilon (q1)/4,`$ $`a_3=\epsilon (5q)/4,`$ $`b_1=(8\alpha 3)(q+1),`$ $`b_2=3(9q)2\alpha (q+1),`$ $`b_3=(2\alpha +3)(q+1),`$ $`c_1=(q+3)/5,`$ $`c_2=\epsilon (q+1)/4,`$ $`c_3=\epsilon (q+3)/4.`$

Equations (71) and (72) imply that there are two contributions to the Reynolds stresses and turbulent flux of entropy which correspond to two kinds of fluctuations of the velocity field. The first contribution is due to the Kolmogorov turbulence with the spectrum $`(k^q),`$ and it corresponds to the background turbulent convection. The second kind of fluctuations depends on gradients of the mean velocity field and is caused by a ”tangling” of gradients of the mean velocity field by turbulent motions. The spectrum of the tangling turbulence is $`W(k)\tau (k)k^{12q}`$ \[see Eqs. (68) and (69)\]. These fluctuations describe deviations from the background turbulent convection caused by the gradients of the mean fluid velocity field.

Now we calculate a dissipation of the kinetic energy of the mean flow $`\overline{𝐔}:`$

$`D_U(1/2)(f_{ij}f_{ij}^{(0)})(_i\overline{U}_j+_j\overline{U}_i),`$ (73)
using a general form of the velocity field $`\overline{U}_i=\overline{V}_i(t,𝐊)\mathrm{exp}(i𝐊𝐑),`$ where

$`\overline{V}_i(t,𝐊)`$ $`=`$ $`\left({\displaystyle \frac{K}{K_{}}}\right)^2[P_{ij}(𝐊)e_j\overline{V}_z(t,𝐊)`$ (74)
$`iK^2(𝐞\times 𝐊)_i\stackrel{~}{\omega }(t,𝐊)],`$
and $`\stackrel{~}{\omega }=(\mathbf{}\times \overline{𝐕})_z.`$ The result is given by

$`D_U(t,𝐊)`$ $`=`$ $`\nu _T\{b_4\left({\displaystyle \frac{K}{K_{}}}\right)^2[K^2\overline{V}_z^2(t,𝐊)+\stackrel{~}{\omega }^2(t,𝐊)]`$ (75)
$`+b_5K^2\overline{V}_z^2(t,𝐊)\},`$
where $`b_4=c_1+c_2\mathrm{sin}^2\theta `$ and $`b_5=a_2+c_3\mathrm{cos}^2\theta .`$ The function $`D_U(t,𝐊)`$ must be positive for statistically stationary small-scale turbulence. The latter is valid when $`\epsilon `$ satisfies condition (21).

## Appendix B The model of the background turbulent convection

A simple approximate model for the three-dimensional isotropic Navier-Stokes turbulence is described by a two-point correlation function of the velocity field $`f_{ij}(t,𝐱,𝐲)=u_i(t,𝐱)u_j(t,𝐲)`$ with the Kolmogorov spectrum $`W(k)k^q`$ and $`q=5/3.`$ The turbulent convection is determined not only by the turbulent velocity field $`𝐮(t,𝐱)`$ but by the fluctuations of the entropy $`s(t,𝐱).`$ This implies that for the description of the turbulent convection one needs additional correlation functions, e.g., the turbulent flux of entropy $`𝚽_i(t,𝐱,𝐲)=s(t,𝐱)u_i(t,𝐲)`$ and the second moment of the entropy fluctuations $`H(t,𝐱,𝐲)=s(t,𝐱)s(t,𝐲).`$ Note also that the turbulent convection is anisotropic.

Let us derive Eqs. (12) and (13) for the correlation functions $`f_{ij}`$ and $`𝚽_i.`$ To this end, the velocity $`𝐮_{}`$ is written as a sum of the vortical and the potential components, i.e., $`𝐮_{}=\mathbf{}\times (\stackrel{~}{C}𝐞)+\mathbf{}_{}\stackrel{~}{\varphi },`$ where $`\omega (\mathbf{}\times 𝐮)_z=\mathrm{\Delta }_{}\stackrel{~}{C},`$ $`\mathrm{\Delta }_{}\stackrel{~}{\varphi }=u_z/z,`$ $`\mathbf{}_{}=\mathbf{}𝐞(𝐞\mathbf{}).`$ Hereafter $`\mathrm{\Lambda }=0.`$ Thus, in $`𝐤`$-space the velocity $`𝐮`$ is given by

$`u_i(𝐤)`$ $`=`$ $`(k/k_{})^2[e_mP_{im}(𝐤)u_z(𝐤)i(𝐞\times 𝐤)_i\omega (𝐤)/k^2].`$
Multiplying Eq. (LABEL:C80) for $`u_i(𝐤_1)`$ by $`u_j(𝐤_2)`$ and averaging over the turbulent velocity field we obtain

$`f_{ij}^{(0)}(𝐤)`$ $`=`$ $`(k/k_{})^4[f_{}f^{(0)}(𝐤)e_{mn}P_{im}(𝐤)P_{jn}(𝐤)`$ (77)
$`+(𝐞\times 𝐤)_i(𝐞\times 𝐤)_jG^{(0)}(𝐤)/k^4],`$
where we assumed that the turbulent velocity field in the background turbulent convection is non-helical. Now we use an identity

$`(k/k_{})^2e_{mn}P_{im}(𝐤)P_{jn}(𝐤)=e_{ij}+k_{ij}^{}k_{ij}`$
$`=P_{ij}(𝐤)P_{ij}^{}(𝐤_{}),`$ (78)
which can be derived from

$`k_z(k_ze_{ij}+e_ik_j^{}+e_jk_i^{})=k_{ij}k^2k_{ij}^{}k_{}^2.`$
Here we also used the identity $`(𝐤_{}\times 𝐞)_i(𝐤_{}\times 𝐞)_j=k_{}^2P_{ij}^{()}(k_{}).`$ Substituting Eq. (78) into Eq. (77) we obtain

$`f_{ij}^{(0)}(𝐤)`$ $`=`$ $`(k/k_{})^2\{f_{}f^{(0)}(𝐤)P_{ij}(𝐤)+[G^{(0)}(𝐤)/k^2`$ (79)
$`f_{}f^{(0)}(𝐤)]P_{ij}^{}(𝐤_{})\}.`$
Thus two independent functions determine the correlation function of the anisotropic turbulent velocity field. In the isotropic three-dimensional turbulent flow $`G^{(0)}(𝐤)/k^2=f_{}f^{(0)}(𝐤)`$ and the correlation function reads

$`f_{ij}^{(0)}(𝐤)=f_{}W(k)P_{ij}(𝐤)/8\pi k^2.`$ (80)
In the isotropic two-dimensional turbulent flow $`G^{(0)}(𝐤)/k^2f_{}f^{(0)}(𝐤)`$ and the correlation function is given by

$`f_{ij}^{(0)}(𝐤)=G^{(0)}(𝐤)P_{ij}^{}(𝐤_{})/k_{}^2.`$ (81)
A simplest generalization of these correlation functions is an assumption that $`G^{(0)}(𝐤)/[k^2f_{}f^{(0)}(𝐤)]1=\epsilon =const,`$ and thus the correlation function $`f_{ij}^{(0)}(𝐤)`$ is given by Eq. (12). This correlation function can be considered as a combination of Eqs. (80) and (81) for the three-dimensional and two-dimensional turbulence. When $`\epsilon `$ depends on the wave vector $`𝐤,`$ the correlation function $`f_{ij}^{(0)}(𝐤)`$ is determined by two spectral functions.

Now we derive Eq. (13) for the turbulent flux of entropy. Multiplying Eq. (LABEL:C80) written for $`u_i(𝐤_2)`$ by $`s(𝐤_1)`$ and averaging over turbulent velocity field we obtain Eq. (13). Multiplying Eq. (13) by $`i(𝐤_{}\times 𝐞)_i`$ we get

$`F^{(0)}(𝐤)=i(𝐤_{}\times 𝐞)𝚽_{}^{(0)}(𝐤).`$ (82)
Now we assume that $`𝚽_{}^{(0)}(𝐤)𝚽_{}^{}f^{(0)}(𝐤).`$ The integration in $`𝐤`$-space in Eq. (82) yields the numerical factor in Eq. (15). Note that for simplicity we assumed that the correlation functions $`F^{(0)}(𝐤)`$ and $`f^{(0)}(𝐤)`$ have the same spectrum. If these functions have different spectra, it results only in a different value of a numerical coefficient in Eq. (15).

Now let us discuss the physical meaning of the parameter $`\alpha .`$ To this end we derived the equation for the two-point correlation function $`\mathrm{\Phi }_z^{(0)}(𝐫)=s(𝐱)𝐮(𝐱+𝐫)`$ of the turbulent flux of entropy for the background turbulent convection (which corresponds to Eq. (14) written in $`𝐤`$-space). Let us we rewrite Eq. (14) in the following form:

$`\mathrm{\Phi }_z^{(0)}(𝐤)`$ $`=`$ $`(𝚽^{}𝐞)[k^2+\mathrm{\Gamma }(𝐞𝐤)^2]\stackrel{~}{\mathrm{\Phi }}_w(k),`$ (83)
$`\stackrel{~}{\mathrm{\Phi }}_w(k)`$ $`=`$ $`(3\alpha )W(k)/8\pi k^4,`$ (84)
where $`\mathrm{\Gamma }=3(\alpha 1)/(3\alpha ).`$ The Fourier transform of Eq. (83) reads

$`\mathrm{\Phi }_z^{(0)}(𝐫)`$ $`=`$ $`(𝚽^{}𝐞)[\mathrm{\Delta }+\mathrm{\Gamma }(𝐞\mathbf{})^2]\mathrm{\Phi }_w(r),`$ (85)
where $`\mathrm{\Phi }_w(r)`$ is the Fourier transform of the function $`\stackrel{~}{\mathrm{\Phi }}_w(k).`$ Now we use the identity

$`_i_j\mathrm{\Phi }_w(r)=\psi (r)\delta _{ij}+r\psi ^{}(r)r_{ij},`$ (86)
where $`\psi (r)=r^1\mathrm{\Phi }_w^{}(r)`$ and $`\psi ^{}(r)=d\psi /dr.`$ Equations (85) and (86) yield the two-point correlation function $`\mathrm{\Phi }_z^{(0)}(𝐫):`$

$`\mathrm{\Phi }_z^{(0)}(𝐫)`$ $`=`$ $`(𝚽^{}𝐞)(\psi (r)`$ (87)
$`+r\psi ^{}(r){\displaystyle \frac{1+\mathrm{\Gamma }\mathrm{cos}^2\stackrel{~}{\theta }}{3+\mathrm{\Gamma }}}),`$
where $`\stackrel{~}{\theta }`$ is the angle between $`𝐞`$ and $`𝐫.`$ The function $`\psi (r)`$ has the following properties: $`\psi (r=0)=1`$ and $`(r\psi ^{})_{r=0}=0,`$ e.g., the function $`\psi (r)=1(r/l_0)^{q1}`$ satisfies the above properties, where $`1<q<3.`$ Thus, the two-point correlation function $`\mathrm{\Phi }_z^{(0)}(𝐫)`$ of the flux of entropy for the background turbulent convection is given by

$`\mathrm{\Phi }_z^{(0)}(𝐫)`$ $`=`$ $`(𝚽^{}𝐞)[1({\displaystyle \frac{(q1)(1+\mathrm{\Gamma }\mathrm{cos}^2\stackrel{~}{\theta })}{3+\mathrm{\Gamma }}}`$ (88)
$`+1)\left({\displaystyle \frac{r}{l_0}}\right)^{q1}].`$
Simple analysis shows that $`3/(q1)<\alpha <3,`$ where we took into account that $`\mathrm{\Phi }_z^{(0)}(𝐫)/r<0`$ for all angles $`\stackrel{~}{\theta }.`$ The parameter $`\alpha `$ can be presented as $`\alpha =[1+\xi (q+1)/(q1)]/(1+\xi /3)`$ and $`\xi =(l_{}/l_z)^{q1}1,`$ where $`l_{}`$ and $`l_z`$ are the horizontal $`(\stackrel{~}{\theta }=\pi /2)`$ and the vertical $`(\stackrel{~}{\theta }=0)`$ scales in which the correlation function $`\mathrm{\Phi }_z^{(0)}(𝐫)`$ tends to zero. The parameter $`\xi `$ describes the degree of thermal anisotropy. In particular, when $`l_{}=l_z`$ the parameter $`\xi =0`$ and $`\alpha =1.`$ For $`l_{}l_z`$ the parameter $`\xi =1`$ and $`\alpha =3/(q1).`$ The maximum value $`\xi _{\mathrm{max}}`$ of the parameter $`\xi `$ is given by $`\xi _{\mathrm{max}}=q1`$ for $`\alpha =3.`$ Thus, for $`\alpha <1`$ the thermal structures have the form of column or thermal jets $`(l_{}<l_z),`$ and $`\alpha >1`$ there exist the ‘’pancake” thermal structures $`(l_{}>l_z)`$ in the background turbulent convection.

## Appendix C The identities used for the integration in $`𝐤`$-space

To integrate over the angles in $`𝐤`$-space of Eqs. (68) and (69) we used the following identities:

$`{\displaystyle k_{ijmn}𝑑\widehat{\mathrm{\Omega }}}=(4\pi /15)\mathrm{\Delta }_{ijmn},`$
$`{\displaystyle k_{ij}\mathrm{sin}^2\theta d\widehat{\mathrm{\Omega }}}=(8\pi /15)(2\delta _{ij}e_{ij}),`$
$`{\displaystyle k_{ijmn}\mathrm{sin}^2\theta d\widehat{\mathrm{\Omega }}}=(8\pi /105)(3\mathrm{\Delta }_{ijmn}\mathrm{\Gamma }_{ijmn}),`$
$`{\displaystyle k_{ij}^{}𝑑\widehat{\mathrm{\Omega }}}=2\pi P_{ij}(𝐞),`$
$`{\displaystyle }k_{ij}^{}k_{mn}d\widehat{\mathrm{\Omega }}=(\pi /3)[P_{ij}(𝐞)(\delta _{mn}+e_{mn})`$
$`+P_{in}(𝐞)P_{mj}(𝐞)+P_{im}(𝐞)P_{nj}(𝐞)],`$
$`e_j{\displaystyle k_i^{}k_jk_{mn}k_{}^2𝑑\widehat{\mathrm{\Omega }}}=(2\pi /3)[P_{in}(𝐞)e_m+P_{im}(𝐞)e_n],`$
$`e_j{\displaystyle k_i^{}k_jk_{mn}k^2𝑑\widehat{\mathrm{\Omega }}}=(4\pi /3)[P_{in}(𝐞)e_m+P_{im}(𝐞)e_n],`$
where $`P_{ij}(𝐞)=\delta _{ij}e_{ij},`$ $`k_{ijmn}=k_ik_jk_mk_n/k^4,`$ $`d\widehat{\mathrm{\Omega }}=\mathrm{sin}\theta d\theta d\phi ,`$ and

$`\mathrm{\Delta }_{ijmn}`$ $`=`$ $`\delta _{ij}\delta _{mn}+\delta _{im}\delta _{nj}+\delta _{in}\delta _{mj},`$
$`\mathrm{\Gamma }_{ijmn}`$ $`=`$ $`\delta _{ij}e_{mn}+\delta _{im}e_{jn}+\delta _{in}e_{jm}+\delta _{jm}e_{in}`$
$`+\delta _{jn}e_{im}+\delta _{mn}e_{ij},`$
$`\gamma _{ijm}`$ $`=`$ $`\mathrm{\Delta }_{ijmn}e_n=\delta _{ij}e_m+\delta _{im}e_j+\delta _{jm}e_i,`$
$`e_m\gamma _{ijm}`$ $`=`$ $`\delta _{ij}+2e_{ij},`$
$`e_n\mathrm{\Gamma }_{ijmn}`$ $`=`$ $`\gamma _{ijm}+3e_{ijm},e_{mn}\mathrm{\Gamma }_{ijmn}=\delta _{ij}+5e_{ij},`$
$`P_{ij}(𝐤)`$ $`+`$ $`\epsilon P_{ij}^{}(𝐤_{})=(1+\epsilon )\delta _{ij}\epsilon e_{ij}k_{ij}\epsilon k_{ij}^{}.`$
The above identities allow us to calculate the following integrals (which were used for the derivation of equations for the Reynolds stresses and turbulent flux of entropy):

$`{\displaystyle }\tau (k)k_{ij}\mathrm{\Phi }_m^{(0)}(𝐤)d𝐤=(𝚽^{}𝐞)(\tau _0/30)[15\delta _{ij}e_m`$
$`+10\alpha e_{ijm}(2\alpha +3)\gamma _{ijm}+6b_{ijm}],`$
$`{\displaystyle }\tau (k)k_{mn}f_{ij}^{(0)}(𝐤)d𝐤=(f_{}\tau _0/6)[(\epsilon /4)(\mathrm{\Gamma }_{ijmn}e_{ijmn})`$
$`(1/5+\epsilon /4)\mathrm{\Delta }_{ijmn}+(1+\epsilon )\delta _{ij}\delta _{mn}`$
$`(\epsilon /2)\delta _{ij}e_{mn}\epsilon e_{ij}\delta _{mn}],`$
where

$`b_{ijm}=\delta _{ij}(\mathrm{\Phi }_{}^{})_m+[\epsilon _{iml}(𝚽^{}\times 𝐞)_j+\epsilon _{jml}(𝚽^{}\times 𝐞)_i]e_l,`$
and we used an identity $`e_q\epsilon _{pqn}(𝚽_{}\times 𝐞)_m\mathrm{\Delta }_{ijmn}=b_{ijp}.`$


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# Conservative Force Fields in Nonextensive Kinetic Theory

## Abstract

We investigate the nonextensive $`q`$-distribution function for a gas in the presence of an external field of force possessing a potential $`U(𝐫)`$. In the case of a dilute gas, we show that the power law distribution including the potential energy factor term can rigorously be deduced based on kinetic theoretical arguments. This result is significant as a preliminary to the discussion of long range interactions according to nonextensive thermostatistics and the underlying kinetic theory. As an application, the historical problem of the unbounded isothermal planetary atmospheres is rediscussed. It is found that the maximum height for the equilibrium atmosphere is $`z_{max}=K_BT/mg(1q)`$. In the extensive limit, the exponential Boltzmann factor is recovered and the length of the atmosphere becomes infinite.
Keywords: Nonextensive statistics; Kinetic theory; Power laws

In gas dynamics it is very important to investigate how the molecular motion is modified by force-fields different from those exerted by the containing vessel or even by the other particles of the gas. Particular examples are ions in an external magnetic field and a gas in the earth’s gravitational field

As widely known, a classical gas under steady state conditions and immersed in a conservative force field, $`𝐅=U(𝐫)`$, is described by a distribution function that differs from the Maxwellian velocity distribution by an extra exponential factor involving the potential energy. In this case, the total equilibrium distribution function reads

$$f(𝐫,v)=n_o\left(\frac{m}{2\pi k_BT}\right)^{3/2}\mathrm{exp}\left(\frac{\frac{1}{2}mv^2+U(𝐫)}{k_BT}\right),$$
(1)
where m is the mass of the particles, $`T`$ is the temperature and $`n_0`$ is the particle number density in the absence of the external force field. In addition, since this distribution function is normalized, it is easy to see that the number density is given by

$$n(𝐫)=n_0\mathrm{exp}\left[\frac{U(𝐫)}{k_BT}\right],$$
(2)
where the factor, $`\mathrm{exp}[U(𝐫)/k_BT]`$, which is responsible for the inhomogeneity of $`f(𝐫,v)`$, is usually called the Boltzmann factor. Expression (1) follows naturally from an integration of the collisionless Boltzmann’s equation

$$\frac{f}{t}+𝐯\frac{f}{𝐫}+\frac{𝐅}{m}\frac{f}{𝐯}=0,$$
(3)
when stationary conditions are adopted along with the assumption that the total distribution can be factored

$$f(𝐫,v)=f_0(v)\chi (𝐫),$$
(4)
where $`f_0(v)`$ represents the Maxwell equilibrium distribution function, and $`\chi (𝐫)`$ is a scalar function of $`𝐫`$. As one may show, after a simple normalization, the resulting expression for $`\chi (𝐫)`$ is exactly the Boltzmann factor for the potential energy of the external field, namely:

$$\chi (𝐫)=\mathrm{exp}\left[\frac{U(𝐫)}{k_BT}\right],$$
(5)
and combining this result with equation (4) the Boltzmann stationary distribution (1) is readily obtained.

On the other hand, recent efforts on the kinetic foundations of the $`q`$-nonextensive statistics proposed by Tsallis lead to an equilibrium velocity distribution of the form

$$f_0(v)=B_q\left[1(1q)\frac{mv^2}{2k_BT}\right]^{\frac{1}{1q}}.$$
(6)
In this expression the $`q`$-parameter quantifies the nonadditivity property of the associated gas entropy whose main effect at the level of the distribution function is to replace the standard Gaussian form by a power law. The quantity $`B_q`$ is a $`q`$-dependent normalization constant whose expression for $`1/3<q1`$ is given by

$$B_q=n(1q)^{1/2}\frac{53q}{2}\frac{3q}{2}\frac{\mathrm{\Gamma }(\frac{1}{2}+\frac{1}{1q})}{\mathrm{\Gamma }(\frac{1}{1q})}\left(\frac{m}{2\pi k_BT}\right)^{3/2},$$
(7)
which reduces to the Maxwellian result in the limit $`q=1`$. As explained in Ref., the above power law distribution can be deduced from two simple requirements: (i) isotropy of the velocity space, and (ii) a suitable nonextensive generalization of the Maxwell factorizability condition, or equivalently, the assumption that $`F(v)=f(v_x)f(v_y)f(v_z)`$. For $`q>0`$, the above distribution function satisfies a generalized H-theorem, and its reverse has also been proved, that is, the collisional equilibrium is given by the Tsallis’ q-nonextensive velocity distribution.

In the last few years, several applications of this equilibrium power law velocity distribution have been done in many disparate branches of physics \[8-14\]. It is worth notice that the widely spread belief that Tsallis equilibrium distribution cannot be applied to Hamiltonian systems seems to be a profound misunderstanding on the foundations of statistical mechanics and kinetic theory. Indeed, the BG canonical emsemble approach is valid only for sufficiently short-range interactions. It fails when gravitational or unscreened Coulombian fields are present, that is, to the class of systems where the usually assumed entropy additivity postulate is not valid. In other words, when the dynamics plays a nontrivial role, the system does not relaxes to the BG distribution, but they evolve to a non-Gaussian velocity distribution which can be fitted by the monoparametric class of Tsallis’ nonextensive statistics (for a more detailed discussion see ).

In this letter we investigate how the potential energy term can rigorously be introduced in the $`q`$-distribution with basis on the kinetic approach. More precisely, it is shown that an analytical expression for the equilibrium distribution of a dilute gas under the action of a conservative field may also be calculated as a stationary solution of the collisionless Boltzmann equation. This result is significant as a preliminary to the discussion of long range interactions according to nonextensive thermostatistics and the underlying kinetic theory. As an illustration we discuss the case of planetary atmospheres. It is found that the problem of an infinite isothermal atmosphere is naturally solved in this extended framework. For a given value of $`q<1`$, the extension of the atmosphere becomes finite and its length is uniquely determined by the temperature and mass of the molecular components.

Let us now consider a spatially inhomogeneous dilute gas supposed in equilibrium at temperature $`T`$. It is immersed in a conservative external field in such a way that $`f(r,v)d^3vd^3r`$ is the number of particles with velocity lying within a volume element $`d^3v`$ about $`𝐯`$ and positions lying within a volume element $`d^3r`$ around $`𝐫`$. In this case, we see from (7) that the stationary Boltzmann equation can be rewritten as

$$𝐯._rf\frac{1}{m}_rU._vf=0.$$
(8)
In order to introduce the nonextensive effects we first recall that the factorizability condition cannot be applied in this extended framework. This means that the standard starting assumption (see equation (4)) must be somewhat modified. In the spirit of the $`q`$-nonextensive formalism, a consistent $`q`$-generalization of (4) is

$$f(𝐫,v)=B_qe_q\left[\mathrm{ln}_q\left(\frac{f_0}{B_q}\right)+\mathrm{ln}_q\chi (𝐫)\right],$$
(9)
where $`B_q`$ is the constant expression given by (7) which has been introduced for mathematical convenience, and the functions $`q`$-exp and $`q`$-log, $`e_q(f)`$, $`\mathrm{ln}_q(f)`$, are defined by

$$e_q(f)=[1+(1q)f]^{1/1q},$$
(10)
$$\mathrm{ln}_qf=\frac{f^{1q}1}{1q}.$$
(11)
Note that in the limit $`q1`$ the above identities reproduce the usual properties of the exponential and logarithm functions. In addition, $`e_q(\mathrm{ln}_qf)=\mathrm{ln}_q(e_q(f))=f`$, and as should be expected from (9), the factored decomposition (4) is readily recovered in the extensive limit. In what follows, the properties of $`q`$-exponential and $`q`$-log differentiation

$`{\displaystyle \frac{d\mathrm{ln}_qf}{dx}}=f^q{\displaystyle \frac{df}{dx}},`$ (12)
$`{\displaystyle \frac{de_q(f)}{dx}}=e_q^q(f){\displaystyle \frac{df}{dx}},`$ (13)
will also be extensively used. In particular, for the total $`q`$-distribution (9), we obtain

$$_vf=e_q^q(x)\frac{m𝐯}{k_BT}.$$
(14)
Now, substituting $`_rf`$ and $`_vf`$ into the stationary Boltzmann equation (8), and performing the elementary calculations one obtains

$$\chi ^q\chi .d𝐫=\frac{1}{k_BT}U.d𝐫$$
(15)
the solution of which is

$$\chi (𝐫)=e_q\left(\frac{U(𝐫)}{k_BT}+C\right),$$
(16)
where $`C`$ is an arbitrary constant.

Now, inserting (16) into (9), and integrating the result in the velocity space it follows that

$$B_qe_q\left[\mathrm{ln}_q\left(\frac{f_0}{B_q}\right)\frac{U}{k_BT}+C\right]d^3v=n(𝐫).$$
(17)
Finally, by substituting the expression of $`f_0`$ and considering a region where $`U(𝐫)=0`$, one finds

$$B_qe_q\left(\frac{m𝐯^2}{2k_BT}+C\right)d^3v=n_0,$$
(18)
and from normalization condition, $`n_0=f_0(v)d^3v`$, it follows that the unique allowed value for the integration constant is $`C=0`$. Consequently, (16) becomes

$$\chi (𝐫)=e_q\left[\frac{U(𝐫)}{k_BT}\right],$$
(19)
which is the $`q`$-generalized Boltzmann factor.

Finally, inserting this result into (9), we obtain the complete $`q`$-distribution function in the presence of an external field

$$f(𝐫,v)=B_q\left[1(1q)\left(\frac{m𝐯^2}{2k_BT}+\frac{U(𝐫)}{k_BT}\right)\right]^{1/(1q)}B_qe_q(E/k_BT),$$
(20)
where $`E`$ is the total energy of the particles. It thus follows that a generalized $`q`$-exp factor for Tsallis’ nonextensive thermostatistics can exactly be deduced if the standard approach is slightly modified. The particle number density, $`n(𝐫)=f(𝐫,𝐯)d^3v`$, also becomes a function of the position given by

$$n(𝐫)=n_0\left[1(1q)\frac{U(𝐫)}{k_BT}\right]^{(53q)/2(1q)}n_0[e_q(U/k_BT)]^{\frac{53q}{2}},$$
(21)
and as should be expected, in the extensive limit ($`q1`$), the standard exponential Maxwellian expressions for $`f(𝐫,v)`$ and $`n(𝐫`$) are readily recovered.

At this point it is interesting to analyze some application of the above result. We recall that the most popular problem of a gas in a force-field is the planetary atmosphere. In the standard simplified treatment, the temperature is uniform and the tree-dimensional motion occurs under the action of a constant gravitational field $`𝐠`$ along the z-direction. Thus, each molecule has a potential energy, $`U(z)=mgz`$, so that the concentration of particles, or equivalently, the gas density ($`\rho =nm`$) is given by the familiar barometric formula (see Eq. (2)).

$$\rho (z)=\rho _0\mathrm{exp}\left[\frac{mgz}{k_BT}\right],$$
(22)
with the pressure obeying a similar exponential law in virtue of the standard equation of state for a perfect gas. The simplest conclusion based on the above expression is that an ideal isothermal atmosphere would extend to indefinite distances from the planet surface. This result disagree completely with the existing observations even by considering that the upper-most part of the earth atmosphere is nearly in thermodynamic equilibrium. Since there is no a natural boundary in this Boltzmann like picture, a possible solution to this problem is to assume that the atmospheres of the planets are actually finite, although being only in a pseudo-equilibrium state with the particles continuously streaming off into space at a very slow rate (evaporation).

How does this basic prediction is modified when an equilibrium $`q`$-distribution is assumed? The nonextensive answer to this question is immediate. The new distribution itself is given by (see (20))

$$f(𝐫,v)=B_q\left[1(1q)\left(\frac{m𝐯^2}{2k_BT}+\frac{mgz}{k_BT}\right)\right]^{1/(1q)},$$
(23)
while from (21), the matter density assumes the form

$$\rho (z)=\rho _0\left[1(1q)\frac{mgz}{k_BT}\right]^{(53q)/2(1q)}.$$
(24)
For comparison, in Fig. 1 we plot the gas density as a function of $`z`$ for some values of the $`q`$-parameter including the Boltzmannian case. Note that the standard exponential curve ($`q=1`$) is replaced by the characteristic power law behavior of Tsallis’ nonextensive framework. In a more realistic treatment, as in the case of mixed atmospheres, the above distribution (23)-(25) may separately be applied to each component. As in the Boltzmann case, heavier gases are more concentrated near the surface of the earth than the lighter ones. In particular, this means that at greater heights the fraction of oxygen is smaller than helium as compared to the corresponding fractions at the surface. Such a result remains true as long as the maximum height allowed for a given component is not attained. In fact, for values of $`q`$ smaller than unity, the positiviness of the argument appearing in the power law implies that (24) exhibits a “thermal cut-off” to the allowed values of the $`z`$-coordinate which defines the length of the atmosphere. It thus follows that the maximum height of the atmosphere (or more generally, the length of any isothermal layer) is

$$z_{max}=\frac{k_BT}{mg(1q)}.$$
(25)
We see that for given values of the temperature and $`q<1`$, the maximum height associated to a specific component is inversely proportional to its molecular mass. In table 1, we display the predicted values of $`z_{max}`$ for a temperature $`T=298,15K`$ and two different kind of gases (Oxygen and Hydrogen). In figure 1, one may see two different plots showing the finiteness of the atmosphere for values of $`q`$ smaller than unity. Note that $`z_{max}`$ increases without limit when $`q1`$ recovering the Maxwellian result. As one may check, the predicted atmosphere is infinite for all values of $`q1`$ since the matter density, as given by equation (24), does not vanish at any finite height.

The above solution to the isothermal atmosphere with infinite length resembles a similar solution proposed in galactic dynamics to the collisionless stellar isothermal sphere. In the latter case, the Maxwell-Boltzmann distribution also predicts an infinite system whose integrated density profile yields an infinite total galactic mass. This theoretical problem was also solved with help of the nonextensive power law distribution. In the case of planetary atmosphere, the nonextensive prediction of a finite length, as well as that heavier components are associated to a smaller maximum height could be tested by experiments using a mass spectrograph in atmospheric balloons.

As a conclusion, we call attention for some simple physical situations where the power law distribution (24) can play an interesting role. The first example is the question concerning the escape of molecules to infinity. This phenomenon seems to be more easily understood in this extended framework since the power law distribution naturally defines a limiting boundary frontier where the atmosphere terminates (see Table 1 and Fig. 1). We recall that in the standard treatment, the rate of loss to infinity is based on the assumption that the upper part of the atmosphere extends in isothermal equilibrium only until a certain height $`h`$. In other words, unlike in the $`q`$-nonextensive framework, there is a cut-off introduced by hand in the infinity isothermal atmosphere predicted by the Boltzmann approach. A more quantitative analysis of evaporation taking into account the earth curvature will be presented in a forthcoming communication.

Other examples of forces, like the ones involving giroscopic terms may also be trivially added to the power law distribution (24). For rotating frames with constant angular velocity, for instance, the effect is just to add the term $`1/2m\omega ^2l^2`$ to the potential energy, where $`l`$ is the perpendicular distance from the axis of rotation. As usual, this term simulates a slight change in the potential energy due to gravity.

Finally, we also remark that for colloidal particles in solutions, the gravity acts on the particles which are buoyed up by the liquid in which they are suspended. As a consequence, instead of the weight $`mg`$ the net force is $`mg(\rho _p\rho _l)/\rho _p`$, where $`\rho _p`$ and $`\rho _l`$ are the particles and liquid densities, respectively. In this case, the resulting nonextensive expression for $`n(z)`$ could experimentally be tested by repeating the experiments with colloidal suspensions as originally done by Perrin (see  and references there in). Naturally, the inclusion of other physical effects leading to independent probes of the q-statistics take even greater interest.

Acknowledgments: The authors are grateful to Odylio Aguiar for helpful discussions. This work was supported by Pronex/FINEP (No. 41.96.0908.00), Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq and CAPES (Brazilian Research Agencies).