Reminder - roma1.infn.itgallavot/giovanni/x2019/roma2/sem-supp… · Roma2, May 22 2019 4/23....

38
Statistical ensembles for Navier-Stokes equation Statistical properties of an Equilibrium state are obtained by several different probability distributions, e.g. canonical or microcanonical: which attribute the same average to physically interesting obervables. Reminder: The probability distr. describing a system with ρV particles in volume V can be collected in families E mc , E c ,... whose elements are parameterized by parameter E or, resp., β . 1) observables of interest are local observables O ∈O loc : O(p, q) depending on p, q only through coordinates of particles q i q with q i Λ where Λ is a volume V 2) the probability distribution µ V β ∈E c and µ V E ∈E mc are correspondent if β,E are s.t. µ V β (H V (p, q)) = E Then Roma2, May 22 2019 1/23

Transcript of Reminder - roma1.infn.itgallavot/giovanni/x2019/roma2/sem-supp… · Roma2, May 22 2019 4/23....

Page 1: Reminder - roma1.infn.itgallavot/giovanni/x2019/roma2/sem-supp… · Roma2, May 22 2019 4/23. Interesting cases arise when the system is described by equations which obey a symmetry

Statistical ensembles for Navier-Stokes equation

Statistical properties of an Equilibrium state are obtainedby several different probability distributions, e.g. canonicalor microcanonical: which attribute the same average tophysically interesting obervables. Reminder:

The probability distr. describing a system with ρV particlesin volume V can be collected in families Emc, E c, . . . whoseelements are parameterized by parameter E or, resp., β.

1) observables of interest are local observables O ∈ Oloc:O(p,q) depending on p,q only through coordinates ofparticles qi ∈ q with qi ∈ Λ where Λ is a volume ≪ V

2) the probability distribution µVβ ∈ E c and µV

E ∈ Emc arecorrespondent if β, E are s.t.

µVβ (HV (p,q)) = E

Then

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limV→∞

µVβ (O) = lim

V→∞µVE(O)

and µ’s are equivalent in the thermodynamic limit.

In case of phase transitions extra labels γ, γ are added toidentify the extremal distributions and it is possible toestablish a correspondence between the extra labels γ←→ γso that the equivalence can be equally formulated.

Is it possible a similar description of the stationary statesof nonequilibrium systems?

Think of a system whose evolution is described by anevolution eq. of u on a “phase space” M depending on aparameter R:

u = fR(u)

Typically eq. will be difficult and even existence-1-qnesswill be open problems.

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For instance consider a system of infinitely many hardspheres of given density or an incompressible 3D NS fluidwith periodic b.c.

Therefore the eq. will have to be regularized in fVR (u)

where V is a regularization parameter.

E.g. in stat. mechanics V is typically the container size:and the problem becomes finding the observables whoseaverages have a limit as V →∞. They exist and are O(u)which only depend on the points of u in a region K ≪ V ,local observables.

For the NS equation the regularization parameter could bea “UV cut-off” N . And it is natural to consider asobservables whose average admit a limit as N →∞ theO(u) which only depend on the Fourirer’s components k ofu ith |k| < K ≪ N .

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Once the class of observables is restricted it is to beexpected (?) that several equations of motion coulddescribe the stationary states of the same system.

E.g. the h.c. system can be described by the Hamilton eq.sbut also by the isothermal equations

q = p, p = −∂qV (q)− α(p,q)p

where α(p,q) is a multiplier which imposes T (p) = const.

The stationary states of the two equations will beparameterized by the energy E or by the kinetic energy T ;stationary states will be resp. δ(H(p,q)−E)dpdq or

e−β0V (q)δ(T (p)−Nβ−1)dpdq, β0 = β(1− 1

3N)

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Interesting cases arise when the system is described byequations which obey a symmetry but they arephenomenologically described by non symmetric equations(cases of spontaneously broken symmetry).

Consider, as a typical case, the Navier-Stokes equation: inthe case of the above incompressible fluid they can beregarded as Euler equations subject to a thermostatabsorbing the heat due to the viscosity: which turns theequations into time-reversal breaking ones.

A paradigmatic case is a fluid in a periodic container2/3-Dim., incompressible, at fixed forcing F (smooth,‖F‖2 = 1) and kept at const. temp. by a thermostat. todissipate heat via the force due to viscosity ν = 1

R

(consistently with incompressibility).

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NSirr: uα = −(~u · ∂)uα − ∂αp+1R∆uα + Fα, ∂αuα = 0

Velocity: ~u(x) =∑

~k 6=~0 ukik⊥

|k|eik·x, uk = u−k (NS-2D)

NS2,irr: uk =∑

k1+k2=k

(k⊥

1 ·k2)(k22−k2

1)

2|k1||k2||k|uk1uk2 − νk2uk + fk

Immagine to truncate eq. supposing |kj| ≤ V . Cut-off UV ,V , is temporarily fixed (BUT interest is on V →∞).

NS 2D becomes an ODE in a phase space MV with4V (V + 1) dimen. (In 3D O(8V 3)). Exist. & 1-ness trivialat D = 2, 3.

Remark that the map Iuα = −uα implies ISt 6= S−tI, ⇒:irreversibility.

Given init. data u, evolution t→ Stu generates a steadystate (i.e. a probability distr.) µirr,V

R on MV .Unique aside a volume 0 of u’s, for simplicity

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Likely not so at small R: “NS gauge symmetry” exists..??[1, 2, 3] As R varies the steady distr. µirr,V

R (du) form acollection E irr,V : to be named

the statistical ensemble of stationarynonequilibrium distrib. for NSirr.

And average energy ER, average dissipation EnR,Lyapunov spectra (local and global) ... will be defined, e.g.:

ER =∫MV

µirr,VR (du)||u||22, EnR =

∫MV

µirr,VR (du)||ku||22

Consider new equation, NSrev:

uk =∑

k1+k2=k

(k⊥1 · k2)(k

22 − k2

1)

2|k1||k2||k|uk1

uk2− α(u)k2uk + fk

with α such t. En(u) = ||ku||22 is exact const of motion:

α(u) =

∑k k

2F−kuk∑k k

4|uk|2e.g . D = 2

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The new equation keeps ν∑

k |k|2|uk|2 = ν·enstrophyexactly constantNew eq. is reversible: IStu = S−tIu (as α is odd).α is “a reversible viscosity”; (if D = 3 α is ∼different)Can be considered as model of “thermostat” acting on thefluid and should (?) have same effect of constant friction.

Evolution NSrev generates a family of steady states Erev,Von MV : µ

rev,VEn parameterized by the constant value of

enstrophy En =∑

k |k|2|uk|2.α(u) in NSrev will wildly fluctuate at large R (i.e. smallviscosity ν) thus “self averaging” to a const. value ν“homogenizing” the eq. into NSirr with viscosity ν.

Of course we could impose a multiplier α′(u) =∑

k fkuk∑k |k|2|uk|2

which fixes energy E =∑

k |uk|2 and obtain diff. rev. eq.

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The equivalence mechanism is suggested by analogy withStat. Mech.

(1) analog of “local observables”: functions O(u) whichdepend only on uk with |k| < K. “Locality in momentum”(2) analog of “Volume”: just the cut-off N confining the k(3) analog of the “state parameter”: the viscosity ν = 1

R

(irrev. case) or the enstrophy En (rev. case) (or energy E).

Equivalence should be obtained at N =∞ correspondingto the Thermodynamic limit V →∞.

The averages of large scale observables will tend to thesame values as R→∞ for µirr,V

R ∈ E irr,V of NSirr and for

µrev,VEn ∈ Erev,V provided, D(u) def

=∑

k k2|uk|2 is s.t.

µirr,VR (D) = En, or µrev,V

En (α) =1

R

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Remark that multiplying the NS eq. by uk and sum on k:

1

2

d

dt

k

|uk|2 = −γD(u) +W (u), γ = ν or α(u)

here D(u) = ∑k k

2|uk|2 = enstrophy andW =

∑k fku−k = work per unit time of the external force.

Hence time averaging

1

Rµirr,VR (D) = µirr,V

R (W ), µrev,VEn (α)En = µrev,V

En (W )

But W is local (as f is such) and, if the conjecture holds,has equal average under the equivalence condition: henceµirr,VR (D) = En implies the relation

limR→∞

Rµrev,VEn (α) = 1

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This becomes a first rather stringent test of the conjecture.

Since the equivalence rests on the rapid fluctuations of α(u)a second idea is that if N is kept finite then it could be,more generally if O is a large scale observable it should be:

µirr,VR (O) = µrev,V

En (O)(1+ o(1/R)) if µirr,VR (D) = En

So a different idea arises. In many phenomenological anddissipative equations of the form x = f(x)− νx + g theparameter ν can be replaced by α(x) so that x2=xonst.If for ν = 0, g = ~0 the motion is strongly chaotic then

x = f(x)− νx + g,

x = f(x)− α(x)x+ g, α(x) =g · xx2

Equivalence if ν → 0 between stationary µirrν and µrev

E if

µirrν (α) = E

What is special to NS to conj. that R→∞ is not needed?

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It is its being a scaling limit of a microscopic equationwhose evolution is certainly chaotic and reversible.

Therefore NS is different from the many phenomenologicaland dissipative equations which are not directly related tofundamental equations.

For the latter cases strong chaos is necessary if a frictionparameter is changed into a fluctuating quantity.There are many examples of phenomenological equations

(1) (highly) truncated NS equations (V <∞ fixed), [4],(2) NS with Ekman friction (−ν~u instead of ν∆~u), [5, 6],(3) Lorenz96 model, [7],(4) Shell model of turbulence, (GOY), [8]

in such equations R→∞ is necessary: and, for each ofthem, it has been tested in few cases.

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But it will be useful to pause to illustrate a few prelimnarysimulations and checks.

Unfortunately the simulations are in dimension 2 (D = 3 isat the moment beyond the available (to me) computationaltools) although present day available NS codes should beperfectly capable to perform detailed checks in rapid time.

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FigA32-19-17-11.1-detail

Fig.1-dettaglio: Running average of reversible friction

Rα(u) ≡ R2Re(f−k0

uk0)k2

0∑k k4|uk|2

, superposed to conjectured 1 and to

the fluctuating values of Rα(u). Initial transient is clear. Evol.:

NSrev, R=2048, 224 modes, Lyap. ≃ 2, x-unit = 219

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FigA32-19-17-11.1-all

Fig.1: As previous fig. but time 8 times longer: data reported

“every 10”, or black.

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FigEN32-19-17-11.1

Fig.2: NSirr: Running average of the work R∑

k F−kuk|(violet) in NSrev; and convergence to average enstrophy En

(orange straight line),blue is running average of enstrophy

∑k k

2|uk|2 in NSirr,

enstrophy fluctuations violet in NSirr: R=2048.

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Fig.3: Spectrum (local) Lyapunov V=48 modes reversible &

irreversible superposed; R=2048.

The difference can be made visible as:

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Fig.4: Relative Difference of (local) Lyap. exponents in Fig.preced. R=2048, 48 modes.

Graph of|λrev

k−λirr

k|

max(|λrev

k|,λirr

k|); Level line marks 1%.

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Fig.5: More Lyapunov spectrume in 15× 15 modes (i.e. forNS2D rever. & irrev. R = 2048, 240 modes on 213 steps.Spectra evalued every 219 integr. steps. (and averaged over200 samples).

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Fig.6: Relative difference of the (local) Lyapunov exp. of the

preceding fig. 240 modes. The line is the 4% level.

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The following Fig.7 (similar to Fig.1 but w. NSirr):

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FigA32-19-17-11.0-all

Fig.7: As Fig.1 but running average of reversible friction Rα(u)

regarded as observ. in NSirr, superposed ro value 1 and to

fluctuating values of Rα(u). An extension of conjecture since

α(u) is not local.

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The figure suggests (from the theory of Anosov systems):(1) Check the “Fluctuation Relation” in the irreversibleevollution: for the divergence (trace of the Jacobian)σ(u) = −∑

k ∂uk(uk)rev: let p (time τ average of σ

〈 σ 〉)

pdef=

1

τ

∫ τ

0

σ(u(t))

〈σ 〉irrdt,

then a theorem for Anosov systems:

Psrb(p)

Psrb(−p)= eτ 1p 〈σ 〉irr (sense of large deviat. as τ →∞)

it is a “reversibility test on the irreversible flow”

Anosov systems play the role, in chaotic dynamicsthat harmocic oscillators cover for ordered motions.They are a paradigm of chaos.

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The idea is based on Sinai (for Anosov syst.), Ruelle,Bowen (for Axioms A syst.),[9, 10, 11]

Attention on Anosov syst. leads to:

Chaotic hypothesis: An empirically chaotic evolutiontakes eventually place on a smooth surface A, “attractingsurface” in phase space and, on A, the evolution (map S orflow St) is a Anosov syst.

It is a strict and general heuristic interpretation of theoriginal ideas on turbulence phenomena, [11], see [12,endnote 18], [13, 14], [15].

BUT: various are the obstacles to its applicability andresolving them leads to new interesting problems.

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Problem: if A ⊂MV e A has lower dimension, the timereversal symmetry I cannot be applied because IA 6= A.This certainly occurs if V becaomes large enough, [16, 17].

However a further symmetry P may exist between A andIA commuting with evolution St: PSt = StP .

Then P ◦ I : A → A becomes a time reversal symmetry ofthe motion restricted to A. And there are geometricalconditions which in special cases guarantee existence of P(“Axiom C” systems, [18]).

However even supposing existence of P , still is is notpossible to apply FR because, at best, it would concern thecontraction σA(u) of A and not the σ(u) of MV .

The σ(u) riceives contributions from the exponentialapproach to A: which obviously do not contribute to σA.How to recognize such contributions ?

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Help could come from “pairing rule”Often the Lyapunov exponents (local and global) arise inpairs with almost constant average or average on a regularcurve.

In several systems the pairs have an exactly constantaverage.

An idea can be obtained from the local exponents (theeigenvalues of the simmetric part of the Jacobian matrix ofthe evolution).For instance in NS it is

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. FIGll-64-19-17-11

Fig.8: R = 2048, 960modes, local exponents ordereddecreasing: s.t. λk, 0 ≤ k < d/2,and increasing λd−k, 0 ≤ k < d/2,the line 1

2(λk + λd−1−k) and the line ≡ 0. Irreversible case

and apparent pairing rule

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The graph of the reversible exponents is again almostsuperposed to the above and the following figure gives therelative difference of the 960 correponding exponents.

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Fig.9: Relative difference|λrev

k−λirr

k|

max(|λrev

k|,|λirr

k|)between reversible

and irreversible local exp. in Fig.7. Line = 4% level.

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Fig.10: Detail of Fig.8 showing the NSirr exponents andthe line ≡ 0: it illustrates the”dimensional loss” ∼ 450

490.

R = 2048, 960 modes.

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The figures indicate:(a) revers. and irrrev. exponents are very close: but thisdoes not follow from the conject. (as the exponents arenot local observables) → suggests: possible equivalence fora larger class of observables.(b) It has been proposed that the attracting surface A hasdimension = twice the number of positive exponents: whichimplies in cases of pairing that it is twice the number ofpairs with opposite sign.

Implication: σA(u) is proportional to the total σ(u) in thecases of pairing to a constant

σA(u) = ϕσ(u), ϕ =number of opposite pairs

total number of pairs

and in the case of pairing to a more general curveσA(u) = σ(u) +

∑pairs<0(λj + λ′

j). Why?

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Idea: negative pairs correspond to the exponents associatedwith the attraction to A: hence do not count for thecomputation of σA.The FR will hold, by the C.H., but with a slope ϕ < 1:

τpϕσ, rather than τpσ : in fig. ϕ ≃ 450

490

If true: this will be a check of reversibility in NSirr.

IF FR holds, it is possible to think to one more statisticalensemble Est consisting in the stationary PDF’s for NSst

uα = −(~u · ∂)uα − ∂αp+ ν(u)∆uα + Fα, ∂αuα = 0

where ν(u) is a stochastic process (e.g. gaussian)uncorrelated but with average 〈 ν 〉 = 1

Rand with a

distribution respecting the FR (i.e. dispersion = average inthe gaussian case).

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More elaborate checks are being attempted:

(a) moments of large scale observables rev & irr

(b) local Lyap. exponents of other matrices different fromthe Jacobiank

(c) check of the fluctuation rel., particularly in the irrev.cases, which from the previous figures is shown to beaccessible already with 960 modes and R = 2048: ⇒ FRwith slope ϕ < 1 (Axiom C ?), [14, 13].

(d) More values of R and N an interesting example isFig.10 with R much larger than in the preceding cases.

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Example of moments of local observables:

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. FIGu0-64-191711-10

Fig.11: Running averages rev of |Reu11|4/〈Reu11|4 〉irr,R = 2048, 224 modes. Conjecture yields ratio tending to 1

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✠✡☛☎☛☎✁☎✁�☛✝☞��✠ ✡ ☎✌✍✎✞✕✎✞✕✎✞✕✎✞✏✆✁✑✄✞✆��✞��✟✞✝✟☞✒✓�☎✔ ✒✖✒✗✘ ✟

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Fig.12: Same running averages rev of|Reu11|4/〈Reu11|4 〉irr, for R = 2048, and their rev.fluctuations, 224 modes.

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Finally a rigorous estimate of the number N of Lyap. exp.(local and global ordered decreasing), needed so that theirsum remains > 0:

≤√2A(2π)2

√R√REn,A = 0.55..

in dimension 2, while at dimension 3 a similar estimateholds but it involves a norm different from the enstrophy.(Ruelle if d = 3 and Lieb if d = 2, 3, [19, 17]. Applied hereit would give N ∼ 2.104 for NS 2D: not accessible in thesimulations presented here but not impossible in principlewith available computers and computation methods alreadyavailable, at least if D = 2.

Finally a warning that further careful checks are required,particularly because the inspiring ideas are, to say theleast, controversial as shown by the following quote,selected among the several, from a well known treatise:

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CH is dismissed (by many) with arguments like (1999)

’More recently Gallavotti and Cohen have emphasized the“nice” properties of Anosov systems. Rather than findingrealistic Anosov examples they have instead promoted their“Chaotic Hypothesis”: if a system behaved “like” a [wildlyunphysical but well-understood] time reversible Anosovsystem there would be simple and appealing consequences,of exactly the kind mentioned above. Whether or notspeculations concerning such hypothetical Anosov systemsare an aid or a hindrance to understanding seems to be anaesthetic question., [20].

Avoiding to comment on the statement I stress thatStatistical Mechanics, from Clausius, Boltzmann andMaxwell has been a simple, surprising, consequence of the“[wildly unphysical but well-understood]” periodicityof the collective motions of 1019 gas molecules, [21].

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Quoted references

[1] C. Boldrighini and V. Franceschini.A five-dimensional truncation of the plane incompressible navier-stokes equations.Communications in Mathematical Physics, 64:159–170, 1978.

[2] D. Baive and V. Franceschini.Symmetry breaking on a model of five-mode truncated navier-stokes equations.Journal of Statistical Physics, 26:471–484, 1980.

[3] C. Marchioro.An example of absence of turbulence for any reynolds number.Communications in Mathematical Physics, 105:99–106, 1986.

[4] G. Gallavotti, L. Rondoni, and E. Segre.Lyapunov spectra and nonequilibrium ensembles equivalence in 2d fluid.Physica D, 187:358–369, 2004.

[5] G. Gallavotti.Equivalence of dynamical ensembles and Navier Stokes equations.Physics Letters A, 223:91–95, 1996.

[6] G. Gallavotti.Dynamical ensembles equivalence in fluid mechanics.Physica D, 105:163–184, 1997.

[7] G. Gallavotti and V. Lucarini.Equivalence of Non-Equilibrium Ensembles and Representation of Friction in TurbulentFlows: The Lorenz 96 Model.Journal of Statistical Physics, 156:1027–10653, 2014.

[8] L. Biferale, M. Cencini, M. DePietro, G. Gallavotti, and V. Lucarini.Equivalence of non-equilibrium ensembles in turbulence models.Physical Review E, 98:012201, 2018.

[9] Ya. G. Sinai.Markov partitions and C-diffeomorphisms.Functional Analysis and Applications, 2(1):64–89, 1968.

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[10] R. Bowen and D. Ruelle.The ergodic theory of axiom A flows.Inventiones Mathematicae, 29:181–205, 1975.

[11] D. Ruelle.Measures describing a turbulent flow.Annals of the New York Academy of Sciences, 357:1–9, 1980.

[12] G. Gallavotti and D. Cohen.Dynamical ensembles in nonequilibrium statistical mechanics.Physical Review Letters, 74:2694–2697, 1995.

[13] F. Bonetto and G. Gallavotti.Reversibility, coarse graining and the chaoticity principle.Communications in Mathematical Physics, 189:263–276, 1997.

[14] F. Bonetto, G. Gallavotti, and P. Garrido.Chaotic principle: an experimental test.Physica D, 105:226–252, 1997.

[15] D. Ruelle.Linear response theory for diffeomorphisms with tangencies of stable and unstablemanifolds. [A contribution to the Gallavotti-Cohen chaotic hypothesis].arXiv:1805.05910, math.DS:1–10, 2018.

[16] D. Ruelle.Large volume limit of the distribution of characteristic exponents in turbulence.Communications in Mathematical Physics, 87:287–302, 1982.

[17] E. Lieb.On characteristic exponents in turbulence.Communications in Mathematical Physics, 92:473–480, 1984.

[18] G. Gallavotti.Nonequilibrium and irreversibility.Theoretical and Mathematical Physics. Springer-Verlag and http://ipparco.roma1.infn.it& arXiv 1311.6448, Heidelberg, 2014.

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[19] D. Ruelle.Characteristic exponents for a viscous fluid subjected to time dependent forces.Communications in Mathematical Physics, 93:285–300, 1984.

[20] W. Hoover and C. Griswold.Time reversibility Computer simulation, and Chaos.Advances in Non Linear Dynamics, vol. 13, 2d edition. World Scientific, Singapore, 1999.

[21] G. Gallavotti.Ergodicity: a historical perspective. equilibrium and nonequilibrium.European Physics Journal H, 41,:181–259, 2016.

Also: http://arxiv.org & http://ipparco.roma1.infn.it

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