Determinism and invariant measures for diffusing passive scalars advected by unsteady random shear flows

Abstract

Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar field at long times by using center manifold theory. We carefully compare it with existing time varying homogenization theory as well as other existing center manifold based studies, and present conditions on the flows under which our new approximations give a substantial improvement to these existing theories. A recent study [30] has shown that Gaussian random shear flows induce a deterministic effective diffusivity at long times, and explicitly calculated the invariant measure. Here, with our established asymptotic expansions, we not only concisely demonstrate those prior conclusions for Gaussian random shear flows, but also generalize the conclusions regarding determinism to a much broader class of random (non-Gaussian) shear flows. Such results are important ergodicity-like results in that they assure an experimentalist need only perform a single realization of a random flow to observe the ensemble moment predictions at long time. Monte-Carlo simulations are presented illustrating how the highly random behavior converges to the deterministic limit at long time. Counterintuitively, we present a case demonstrating that the random flow may not induce larger dispersion than its deterministic counterpart, and in turn present rigorous conditions under which a random renewing flow induces a stronger effective diffusivity.

Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process

“…For example, the diffusing diffusivity model models the diffusivity as a function of OU process [11,20,43]. The study of dynamo [4,49] and the passive-scalar decay problem [46,15,1] concerns the renewing process. The modeling of Black-Scholes market [19] involves fractional Brownian motion.…”

“…Center manifold theory is a powerful tool to handle the scalar transport problem in bounded domain [32], and to derive the self-similarity solution of stochastic nonlinear diffusion reaction equation [47]. A recent study [15] has shown that, for the scalar transport problem in channel domain, the center manifold theory yields an effective equation with variable coefficients, which yields a long time limiting distribution of the random scalar field in the white noise case. Numerical simulation showed that this approximation performs better than the result from the standard homogenization method at an intermediate time scale.…”