Skip to main content
Log in

Self-Similar Decay in the Kraichnan Model of a Passive Scalar

  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

We study the two-point correlation function of a freely decaying scalar in Kraichnan's model of advection by a Gaussian random velocity field that is stationary and white noise in time, but fractional Brownian in space with roughness exponent 0<ζ<2, appropriate to the inertial-convective range of the scalar. We find all self-similar solutions by transforming the scaling equation to Kummer's equation. It is shown that only those scaling solutions with scalar energy decay exponent a≤(d/γ)+1 are statistically realizable, where d is space dimension and γ=2−ζ. An infinite sequence of invariants J p, p=0, 1, 2,..., is pointed out, where J 0 is Corrsin's integral invariant but the higher invariants appear to be new. We show that at least one of the invariants J 0 or J 1 must be nonzero (possibly infinite) for realizable initial data. Initial datum with a finite, nonzero invariant—the first being J p—converges at long times to a scaling solution Φ p with a=(d/γ)+p, p=0, 1. The latter belongs to an exceptional series of self-similar solutions with stretched-exponential decay in space. However, the domain of attraction includes many initial data with power-law decay. When the initial datum has all invariants zero or infinite and also it exhibits power-law decay, then the solution converges at long times to a nonexceptional scaling solution with the same power-law decay. These results support a picture of a “two-scale” decay with breakdown of self-similarity for a range of exponents (d+γ)/γ<a<(d+2)/γ, analogous to what has recently been found in the decay of Burgers turbulence.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

REFERENCES

  1. T. von Kármán and L. Howarth, On the statistical theory of isotropic turbulence, Proc. Roy. Soc. A 164:192–215 (1938).

    Google Scholar 

  2. A. S. Monin and A. M. Yaglom, Statistical Fluid Mechanics, Vol. II (The MIT Press, Cambridge, MA, 1975).

    Google Scholar 

  3. J. Krug and H. Spohn, Kinetic roughening of growing surfaces, in Solids Far From Equilibrium: Growth, Morphology and Defects, C. Godrèche, ed. (Cambridge University Press, Cambridge, 1991).

    Google Scholar 

  4. A. J. Bray, Theory of phase-ordering kinetics, Adv. Phys. 43:357–459 (1994).

    Google Scholar 

  5. S N. Gurbatov, S. I. Simdyankin, E. Aurell, U. Frisch, and G. Tóth, On the decay of Burgers turbulence, J. Fluid Mech. 344:339–374 (1997).

    Google Scholar 

  6. U. Frisch, Turbulence (Cambridge University Press, Cambridge, 1995).

    Google Scholar 

  7. R. H. Kraichnan, Small-scale structure of a scalar field convected by turbulence, Phys. Fluids 11:945–963 (1968).

    Google Scholar 

  8. R. H. Kraichnan, Anomalous scaling of a randomly advected passive scalar, Phys. Rev. Lett. 72:1016–1019 (1994).

    Google Scholar 

  9. K. Gawedzki and A. Kupiainen, Anomalous scaling of the passive scalar, Phys. Rev. Lett. 75:3834–3837 (1995).

    Google Scholar 

  10. D. Bernard, K. Gawedzki and A. Kupiainen, Anomalous scaling in the N-point functions of a passive scalar, Phys. Rev. E 54:2564–2572 (1996).

    Google Scholar 

  11. B. Shraiman and E. Siggia, Anomalous scaling of a passive scalar in turbulent flow, C. R. Acad. Sci. 321:279–284 (1995).

    Google Scholar 

  12. B. Shraiman and E. Siggia, Symmetry and scaling of turbulent mixing, Phys. Rev. Lett. 77:2463–2466 (1996).

    Google Scholar 

  13. M. Chertkov, G. Falkovich, I. Kolokolov, and V. Lebedev, Normal and anomalous scaling of the fourth-order correlation function of a randomly advected passive scalar, Phys. Rev. E 52:4924–4941 (1995).

    Google Scholar 

  14. M. Chertkov and G. Falkovich, Anomalous scaling exponents of a white-advected passive scalar, Phys. Rev. Lett. 76:2706–2709 (1996).

    Google Scholar 

  15. M. Lesieur, C. Montmory, and J.-P. Chollet, The decay of kinetic energy and temperature variance in three-dimensional isotropic turbulence, Phys. Fluids 30:1278–1286 (1987).

    Google Scholar 

  16. R. H. Kraichnan, Convection of a passive scalar by a quasi-uniform random straining field, J. Fluid Mech. 64:737 (1974).

    Google Scholar 

  17. D. T. Son, Turbulent decay of a passive scalar in the Batchelor limit: Exact results from a quantum-mechanical approach, Phys. Rev. E 59:113811–113814 (1999).

    Google Scholar 

  18. A. J. Majda and P. R. Kramer, Simplified models for turbulent diffusion: Theory, numerical modelling, and physical phenomena, Phys. Rep. 314:237–574 (1999).

    Google Scholar 

  19. L. Onsager, Statistical hydrodynamics, Nuovo Cim. 6 279–287 (1949).

    Google Scholar 

  20. A. M. Polyakov, The theory of turbulence in 2-dimensions, Nucl. Phys. B 396:367–385 (1993).

    Google Scholar 

  21. G. L. Eyink and J. Xin, in preparation.

  22. H. Kunita, Stochastic Flows and Stochastic Differential Equations (Cambridge University Press, Cambridge, 1990).

    Google Scholar 

  23. Y. Le Jan and O. Raimond, Integration of Brownian vector fields, archived as Math. Pr-9909147.

  24. N. Aronszajn and K. T. Smith, Theory of Bessel potentials, I, Ann. Inst. Fourier (Grenoble) 11:385 (1961).

    Google Scholar 

  25. A. Erdélyi (ed.), Higher Transcendental Functions, Vols. I-III, Bateman Manuscript Project (Robert E. Krieger Publishing Co., Malabar, Florida, 1953).

    Google Scholar 

  26. A. J. Majda, Eplicit inertial range renormalization theory in a model of turbulent diffusion, J. Stat. Phys. 73:515–542 (1993).

    Google Scholar 

  27. B. Shraiman and E. D. Siggia, Lagrangian path integrals and fluctuations in random flow, Phys. Rev. E 49:2912–2927 (1994).

    Google Scholar 

  28. K. Gawedzki and A. Kupiainen, Universality in turbulence: An exactly soluble model, Low-Dimensional Models in Statistical Physics and Quantum Field Theory, Proceedings of the 34 Internationale Universitätwochen fur Kern-and Teilchenphysik, Schladming, Austria, March 4-11, 1995, H. Grosse and L. Pittner, eds., Lecture Notes in Physics, Vol. 469 (Springer, Berlin, 1996). Archived as chao-dyn-9504002.

    Google Scholar 

  29. I. Proudman and W. H. Reid, On the decay of a normally distributed and homogeneous turbulent velocity field, Phil. Trans. Roy. Soc. A 247:163–189 (1954).

    Google Scholar 

  30. W. H. Reid, On the stretching of material lines and surfaces in isotropic turbulence with zero fourth cumulants, Proc. Camb. Phil. Soc. 51:350–362 (1955).

    Google Scholar 

  31. R. Wong, Asymptotic Approximations of Integrals (Academic Press, San Diego, CA, 1989).

    Google Scholar 

  32. S. Corrsin, The decay of isotropic temperature fluctuations in an isotropic turbulence, J. Aeronaut. Sci. 18:417–423 (1951).

    Google Scholar 

  33. S. Corrsin, On the spectrum of isotropic temperature fluctuations in an isotropic turbulence, J. Appl. Phys. 22:469–473 (1951).

    Google Scholar 

  34. N. Goldenfeld, Lectures on Phase Transitions and the Renormalization Group (Addison-Wesley, Reading, MA, 1992).

    Google Scholar 

  35. G. K. Batchelor, Diffusion in a field of homogeneous turbulence, II. The relative motion of particles, Proc. Camb. Philos. Soc. 48:345–362 (1952).

    Google Scholar 

  36. L. F. Richardson, Atmospheric diffusion shown on a distance-neighbor graph, Proc. Roy. Soc. A 110(756):709–737 (1926).

    Google Scholar 

  37. E. Stein and G. Weiss, Introduction to Fourier Analysis on Euclidean Spaces (Princeton University Press, Princeton, NJ, 1971).

    Google Scholar 

  38. P. Lévy, Théorie de l'Addition des Variables Aléatoires, 2nd Ed. (Gauthier-Villars, Paris, 1937).

    Google Scholar 

  39. M. E. Feldheim, Étude de la stabilitédes lois de probabilité, Thèse de la Faculté des Sciences de Paris (1937).

  40. V. M. Zolotarev, One-Dimensional Stable Distributions (American Mathematical, Society, Providence, RI, 1986).

    Google Scholar 

  41. S. Bochner, Stable laws of probability and completely monotone functions, Duke Math. J. 3:726 (1937).

    Google Scholar 

  42. R. Olshen and L. J. Savage, A generalized unimodality, J. Appl. Prob. 7:21–34 (1970).

    Google Scholar 

  43. A. Dharmadhikari and K. Joag-Dev, Unimodality, Convexity, and Applications (Academic Press, San Diego, CA, 1988).

    Google Scholar 

  44. A. Wintner, On a class of Fourier transforms, Amer. J. Math. 58:45–90 (1936).

    Google Scholar 

  45. M. Yamazato, Unimodality of infinitely divisible distribution functions of class L, Ann. Probab. 6:523–531 (1978).

    Google Scholar 

  46. S. J. Wolfe, On the unimodality of spherically symmetric stable distribution functions, J. Multivar. Anal. 5:236–242 (1975).

    Google Scholar 

  47. D. Thomson, private communication.

  48. D. Thomson, Backwards dispersion of particle pairs and decay of scalar fields in isotropic turbulence, in preparation.

  49. G. Szegö, Orthogonal Polynomials, 4th Ed. (American Mathematical Society, Providence, RI, 1975).

    Google Scholar 

  50. D. Bernard, K. Gawedzki, and A. Kupiainen, Slow modes in passive advection, J. Stat. Phys. 90:519–569 (1998).

    Google Scholar 

  51. I. I. Gihman and A. V. Skorohod, Stochastic Differential Equations (Springer-Verlag, NY, 1972).

    Google Scholar 

  52. P. G. Saffman, The large scale structure of homogeneous turbulence, J. Fluid Mech. 27:581–593 (1967).

    Google Scholar 

  53. L. G. Loitsyanskii, Some basic laws of isotropic turbulent flow, Trudy Tsentr. Aero. Giedrodin. Inst. 440:3–23 (1939).

    Google Scholar 

  54. G. Eyink and D. Thomson, Free decay of turbulence and breakdown of self-similarity, submitted to Phys. Fluids. Archived as chao-dyn-9908006.

  55. M. Conti, B. Meerson, and P. V. Sasorov, Breakdown of scale invariance in the phase ordering of fractal clusters, Phys. Rev. Lett. 80:4683–4696 (1998).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Eyink, G.L., Xin, J. Self-Similar Decay in the Kraichnan Model of a Passive Scalar. Journal of Statistical Physics 100, 679–741 (2000). https://doi.org/10.1023/A:1018675525647

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1018675525647

Navigation