The realizable Markovian closure. I. General theory, with application to three‐wave dynamics

Abstract

A type of eddy‐damped quasinormal Markovian (EDQNM) closure is shown to be potentially nonrealizable in the presence of linear wave phenomena. This statistical closure results from the application of a fluctuation–dissipation (FD) ansatz to the direct‐interaction approximation (DIA); unlike in phenomenological formulations of the EDQNM, both the frequency and the damping rate are renormalized. A violation of realizability can have serious physical consequences, including the prediction of negative or even divergent energies. A new statistical approximation, the realizable Markovian closure (RMC), is proposed as a remedy. An underlying Langevin equation that makes no assumption of white‐noise statistics is exhibited. Even in the wave‐free case the RMC, which is based on a nonstationary version of the FD ansatz, provides a better representation of the true dynamics than does the EDQNM closure. The closure solutions are compared numerically against the exact ensemble dynamics of three interacting waves.