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Simplified Models for Turbulent Diffusion.

Simplified Models for Turbulent Diffusion.

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*Corresponding author. Tel.: (212) 998-3324; fax: (212) 995-4121; e-mail: jonjon@cims.nyu.edu.
Physics Reports 314 (1999) 237}574
Simpli"ed models for turbulent di!usion:
Theory, numerical modelling, and physical phenomena
Andrew J. Majda*, Peter R. Kramer
New York University, Courant Institute, 251 Mercer Street, New York, NY 10012, USA
Received August 1998; editor: I. Procaccia
Contents
1. Introduction
240
2. Enhanced di!usion with periodic or short-
range correlated velocity"elds
243
2.1. Homogenization theory for spatio-
temporal periodic#ows
245
2.2. E!ective di!usivity in various periodic#ow
geometries
262
2.3. Tracer transport in periodic#ows at"nite
times
285
2.4. Random#ow"elds with short-range
correlations
293
3. Anomalous di!usion and renormalization for
simple shear models
304
3.1. Connection between anomalous di!usion
and Lagrangian correlations
308
3.2. Tracer transport in steady, random shear
#ow with transverse sweep
316
3.3. Tracer transport in shear#ow with
random spatio-temporal#uctuations and
transverse sweep
342

3.4. Large-scale e!ective equations for mean statistics and departures from standard eddy di!usivity theory

366
3.5. Pair-distance function and fractal
dimension of scalar interfaces
389
4. Passive scalar statistics for turbulent di!usion
in rapidly decorrelating velocity"eld models
413
4.1. De"nition of the rapid decorrelation in time
(RDT) model and governing equations
417
4.2. Evolution of the passive scalar correlation
function through an inertial range of scales 427
4.3. Scaling regimes in spectrum of#uctuations
of driven passive scalar"eld
439
4.4. Higher-order small-scale statistics of
passive scalar"eld
450
5. Elementary models for scalar intermittency
460
5.1. Empirical observations
462
5.2. An exactly solvable model displaying
scalar intermittency
463
5.3. An example with qualitative"nite-time
corrections to the homogenized limit
483
5.4. Other theoretical work concerning scalar
intermittency
488
6. Monte Carlo methods for turbulent di!usion
493
6.1. General accuracy considerations in Monte
Carlo simulations
495
6.2. Nonhierarchical Monte Carlo methods
496
6.3. Hierarchical Monte Carlo methods for
fractal random"elds
521
6.4. Multidimensional simulations
545
6.5. Simulation of pair dispersion in the inertial
range
551
7. Approximate closure theories and exactly
solvable models
559
Acknowledgements
561
References
561
0370-1573/99/$} see front matter\ue000 1999 Elsevier Science B.V. All rights reserved.
PII: S 0 3 7 0 - 1 5 7 3 ( 9 8 ) 0 0 0 8 3 - 0
Abstract

Several simple mathematical models for the turbulent di!usion of a passive scalar"eld are developed here with an emphasis on the symbiotic interaction between rigorous mathematical theory (including exact solutions), physical intuition, and numerical simulations. The homogenization theory for periodic velocity"elds and random velocity"elds with short-range correlations is presented and utilized to examine subtle ways in which the#ow geometry can in#uence the large-scale e!ective scalar di!usivity. Various forms of anomalous di!usion are then illustrated in some exactly solvable random velocity"eld models with long-range correlations similar to those present in fully developed turbulence. Here both random shear layer models with special geometry but general correlation structure as well as isotropic rapidly decorrelating models are emphasized. Some of the issues studied in detail in these models are superdi!usive and subdi!usive transport, pair dispersion, fractal dimensions of scalar interfaces, spectral scaling regimes, small-scale and large-scale scalar intermittency, and qualitative behavior over"nite time intervals. Finally, it is demonstrated how exactly solvable models can be applied to test and design numerical simulation strategies and theoretical closure approximations for turbulent di!usion.\ue000 1999 Elsevier Science B.V. All rights reserved.

PACS:47.27.Qb; 05.40.#j; 47.27.!i; 05.60.#w; 47.27.Eq; 02.70.Lq
A.J. Majda, P.R. Kramer/ Physics Reports 314 (1999) 237}574
239
1. Introduction

In this review, we consider the problem of describing and understanding the transport of some physical entity, such as heat or particulate matter, which is immersed in a#uid#ow. Most of our attention will be on situations in which the#uid is undergoing some disordered or turbulent motion. If the transported quantity does not signi"cantly in#uence the#uid motion, it is said to be passive, and its concentration density is termed apassive scalar"eld. Weak heat#uctuations in a#uid, dyes utilized in visualizing turbulent#ow patterns, and chemical pollutants dispersing in the environment may all be reasonably modelled as passive scalar systems in which the immersed quantity is transported in two ways: ordinary molecular di!usion and passive advection by its#uid environment. The general problem of describing turbulent di!usion of a passive quantity may be stated mathematically as follows:

Let*(x,t) be the velocity"eld of the#uid prescribed as a function of spatial coordinatesx and timet, which we will always take to be incompressible (\ue001'*(x,t)"0). Also letf (x,t) be a prescribed pumping (source and sink)"eld, and\u00b9\ue006(x) be the passive scalar"eld prescribed at some initial timet"0. Each may have a mixture of deterministic and random components, the latter modelling noisy#uctuations. In addition, molecular di!usion may be relevant, and is represented by a di!usivity coe$cient\ue00e. The passive scalar"eld then evolves according to the

advection}di+usion equation
R\u00b9(x,t)/Rt#*(x,t)'\ue001\u00b9(x,t)"\ue00e\ue002\u00b9(x,t)#f (x,t) ,
\u00b9(x,t"0)"\u00b9\ue006(x ) .
(1)
The central aim is to describe some desired statistics of the passive scalar"eld\u00b9(x,t) at times
t'0. For example, a typical goal is to obtain e!ective equations of motion for the mean passive
scalar density, denoted1\u00b9(x,t)2.

While the PDE in Eq. (1) is linear, the relation between the passive scalar"eld\u00b9(x,t) and the velocity"eld*(x,t) is nonlinear. The in#uence of the statistics of the random velocity"eld on the passive scalar"eld is subtle and very di$cult to analyze in general. For example, a closed equation for1\u00b9(x,t)2 typically cannot be obtained by simply averaging the equation in Eq. (1), because

1*(x,t)' \ue001\u00b9(x,t)2cannot be simply related to an explicit functional of 1\u00b9(x,t)2in general. This is
a manifestation of the`turbulence moment closure problema [227].

In applications such as the predicting of temperature pro"les in high Reynolds number turbu- lence [196,227,247,248], the tracking of pollutants in the atmosphere [78], and the estimating of the transport of groundwater through a heterogeneous porous medium [79], the problem is further complicated by the presence of a wide range of excited space and time scales in the velocity"eld, extending all the way up to the scale of observational interest. It is precisely for these kinds of problems, however, that a simpli"ed e!ective description of the evolution of statistical quantities such as the mean passive scalar density1\u00b9(x,t)2 is extremely desirable, because the range of active scales of velocity"elds which can be resolved is strongly limited even on supercomputers [154].

For some purposes, one may be interested in following the progress of a specially marked
particle as it is carried by a#ow. Often this particle is light and small enough so that its presence
A.J. Majda, P.R. Kramer/ Physics Reports 314 (1999) 237}574
240

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