Skip to main content
Log in

Closure Approximations for Passive Scalar Turbulence: A Comparative Study on an Exactly Solvable Model with Complex Features

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

Abstract

Some standard closure approximations used in turbulence theory are analyzed by examining systematically the predictions these approximations produce for a passive scalar advection model consisting of a shear flow with a fluctuating cross sweep. This model has a general geometric structure of a jet flow with transverse disturbances, which occur in a number of contexts, and it encompasses a wide variety of possible spatio-temporal statistical structures for the velocity field, including strong long-range correlations. Even though the Eulerian and Lagrangian velocity statistics are not equal and the passive scalar statistics exhibit broader-than-Gaussian intermittency, this model is nevertheless simple enough so that many passive scalar statistics can be computed exactly and compared systematically with the predictions of the closure approximations. Our comparative study illustrates the strength and weaknesses of the closure approximations and points out the physical phenomena that these approximations are able or not able to describe properly. In particular it is shown that the direct interaction approximation (DIA), one of the most sophisticated closure approximations available, fails to reproduce adequately the statistical features of the scalar and may even lead to absdurd predictions, even though the equations it produces are rather complicated and difficult to analyze. Two alternative closure approximations, the Modified DIA (MDIA) and the Renormalized Lagrangian Approximation (RLA), with different levels of sophistication, both are simpler to use than the DIA and perform better. In particular, it is shown that both closure approximations always reproduce exactly the second order statistics for the scalar and that the MDIA is even able to capture intermittency effects.

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.

Similar content being viewed by others

REFERENCES

  1. F. S. Acton, Real Computing Made Real, Chapter 3 (Princeton University Press, Princeton, NJ, 1996).

    Google Scholar 

  2. M. Avellaneda and A. J. Majda, Mathematical models with exact renormalization for turbulent transport, Comm. Pure Appl. Math. 131:381-429 (1990).

    Google Scholar 

  3. M. Avellaneda and A. J. Majda, An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows, Comm. Math Phys. 138:339-391 (1991).

    Google Scholar 

  4. M. Avellaneda and A. J. Majda, Approximate and exact renormalization theories for a model for turbulent transport, Phys. Fluids A 4:41-56 (1992).

    Google Scholar 

  5. M. Avellaneda and A. J. Majda, Mathematical models with exact renormalization for turbulent transport, II: Fractal interfaces, non-Gaussian statistics and the sweeping effect, Comm. Pure Appl. Math. 146:139-204 (1992).

    Google Scholar 

  6. M. Avellaneda and A. J. Majda, Superdiffusion in nearly stratified flows, J. Statist. Phys. 69:689-729 (1992).

    Google Scholar 

  7. M. Avellaneda and A. J. Majda, Simple examples with features of renormalization for turbulent transport, Phil. Trans. R. Soc. Lond. A 346:205-233 (1994).

    Google Scholar 

  8. D. Bernard, K. Gaw,edzki, and A. Kupiainen, Slow modes in passive advection, J. Statist. Phys. 90:519-569 (1998).

    Google Scholar 

  9. A. Bourlioux and A. J. Majda, Elementary models with PDF intermittency for passive scalars with a mean gradient, Phys. Fluids 14:881-897 (2002).

    Google Scholar 

  10. R. C. Bourret, Stochastically perturbed fields, with applications to wave propagation in random media, Nuovo Cimento (10) 26:1-31 (1962).

    Google Scholar 

  11. A. Brissaud and U. Frisch, Solving linear stochastic differential equations, J. Math. Phys. 15:524-534 (1974).

    Google Scholar 

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

    Google Scholar 

  13. S. Corrsin, Progress report on some turbulent diffusion research, in Advances in Geophysics, Vol. 6 (Symposium on Atmospheric Diffusion and Air Pollution, Oxford, 1958), pp. 161-164 (Academic Press, New York, 1959).

    Google Scholar 

  14. G. T. Csanady, Turbulent diffusion in the environment, in Geophysics and Astrophysics Monographs, Vol. 3 (D. Reidel, Dordrecht/Boston/Lancaster/Tokyo, 1973).

    Google Scholar 

  15. G. Dagan, Theory of solute transport by groundwater, in Annual Review of Fluid Mechanics, Vol. 19 (Annual Reviews, Palo Alto, CA, 1987), pp. 183-215.

    Google Scholar 

  16. F. W. Elliott, Jr., D. J. Horntrop, and A. J. Majda, Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields, Chaos 7:39-48 (1997).

    Google Scholar 

  17. A. Erdélyi, Asymptotic Expansions, Section 2.8 (Dover Publications, New York, 1956).

    Google Scholar 

  18. A. L. Fairhall, O. Gat, V. L'vov, and I. Procaccia, Anomalous scaling in a model of passive scalar advection: Exact results, Phys. Rev. E 53:3518-3535 (1996).

    Google Scholar 

  19. A. Fannjiang and G. Papanicolaou, Diffusion in turbulence, Probab. Theory Related Fields 105:279-334 (1996).

    Google Scholar 

  20. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2, Chap. V.8, 2nd edn. (Wiley, New York/London/Sydney, 1971), p. 155.

    Google Scholar 

  21. U. Frisch and R. Bourret, Parastochastics, J. Math. Phys. 11:364-390 (1970).

    Google Scholar 

  22. I. M. Gel'fand and G. E. Shilov, Generalized Functions. Properties and Operations, Vol. 1 (Academic Press, New York, 1964).

    Google Scholar 

  23. S. Goto and S. Kida, Passive scalar spectrum in isotropic turbulence: prediction by the Lagrangian direct-interaction approximation, Phys. Fluids 11:1936-1952 (1999).

    Google Scholar 

  24. T. Gotoh, J. Nagaki, and Y. Kaneda, Passive scalar spectrum in the viscous-convective range in two-dimensional steady turbulence, Phys. Fluids 12:155-168 (2000).

    Google Scholar 

  25. H. Haken, Synergetics: An Introduction, 3rd edn. (Springer-Verlag, Berlin, 1983), Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology.

    Google Scholar 

  26. J. R. Herring and R. M. Kerr, Comparison of direct numerical simulations with predictions of two-point closures for isotropic turbulence convecting a passive scalar, J. Fluid Mech. 118:205-219 (1982).

    Google Scholar 

  27. J. R. Herring and R. H. Kraichnan, Comparison of some approximations for isotropic turbulence, in Statistical Models and Turbulence, J. Ehlers, K. Hepp, and H. A. Weidenmüller, eds., Lecture Notes in Physics, Vol. 12 (Springer-Verlag, Berlin, 1972), pp. 148-194. Proceedings of a Symposium held at the University of California, San Diego (La Jolla).

    Google Scholar 

  28. D. J. Horntrop and A. J. Majda, Subtle statistical behavior in simple models for random advection-diffusion, J. Math. Sci. Univ. Tokyo 1:1-48 (1994).

    Google Scholar 

  29. Y. Kaneda, Renormalized expansions in the theory of turbulence with the use of the Lagrangian position function, J. Fluid Mech. 107:131-145, 1981.

    Google Scholar 

  30. A. P. Kazantsev, Enhancement of a magnetic field by a conducting fluid, Sov. Phys. JETP 26:1031(1968).

    Google Scholar 

  31. V. I. Klyatskin, W. A. Woyczynski, and D. Gurarie, Short-time correlation approximations for diffusing tracers in random velocity fields: A functional approach, in Stochastic Modelling in Physical Oceanography, Progr. Probab., Vol 39 (Birkhäuser, Boston, 1996), pp. 221-269.

    Google Scholar 

  32. R. H. Kraichnan, Irreversible statistical mechanics of incompressible hydromagnetic turbulence, Phys. Rev. (2) 109:1407-1422 (1958).

    Google Scholar 

  33. R. H. Kraichnan, The structure of isotropic turbulence at very high Reynolds number, J. Fluid Mech. 5:497-543 (1959).

    Google Scholar 

  34. R. H. Kraichnan, Dynamics of nonlinear stochastic systems, J. Math. Phys. 2:124-148 (1961).

    Google Scholar 

  35. R. H. Kraichnan, Kolmogorov's hypotheses and Eulerian turbulence theory, Phys. Fluids 7:1723-1734 (1964).

    Google Scholar 

  36. R. H. Kraichnan, Lagrangian-history closure approximation for turbulence, Phys. Fluids 8:575-598 (1965).

    Google Scholar 

  37. R. H. Kraichnan, Small-scale structure of a scalar field convected by turbulence, Phys. Fluids 11:945-953 (May 1968).

    Google Scholar 

  38. R. H. Kraichnan, Turbulent diffusion: Evaluation of primitive and renormalized perturbation series by padé approximations and by expansion of stieltjes transforms into contributions from continuous orthogonal functions, in The Padé Approximant in Theoretical Physics, John L. Gammel, ed., pp. xii+378 pp., ISBN 0-12-074850-9 (Academic Press, New York, 1970), Mathematics in Science and Engineering, Vol. 71.

    Google Scholar 

  39. R. H. Kraichnan, Eulerian and Lagrangian renormalization in turbulence theory, J. Fluid Mech. 83:349-374 (1977).

    Google Scholar 

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

    Google Scholar 

  41. J. A. Krommes, Statistical descriptions and plasma physics, in Handbook of Plasma Physics, M. N. Rosenbluth and R. Z. Sagdeev, eds., Vol. 2 (North Holland-Elsevier Science Publishers, Amsterdam, New York, Oxford)

    Google Scholar 

  42. G. F. Lawler, Introduction to Stochastic Processes, Chapter 8 (Chapman & Hall, New York, 1995).

    Google Scholar 

  43. N. N. Lebedev, Special Functions & Their Applications (Dover, New York, 1972).

    Google Scholar 

  44. M. Lesieur, Turbulence in Fluids, Chapters 5.4-5.5, pp. 161-163, Number 1 in Fluid Mechanics and Its Applications, 2nd revised edn. (Kluwer, Dordrecht, 1990).

    Google Scholar 

  45. D. C. Leslie, Developments in the Theory of Turbulence, Oxford Science Publications (The Clarendon Press Oxford University Press, New York, 1983), Corrected reprint of the 1973 original.

    Google Scholar 

  46. T. C. Lipscombe, A. L. Frenkel, and D. ter Haar, On the convection of a passive scalar by a turbulent Gaussian velocity field, J. Statist. Phys. 63:305-313 (1991).

    Google Scholar 

  47. T. S. Lundgren and Y. B. Pointin, Turbulent self-diffusion, Phys. Fluids 19:355-358 (1976).

    Google Scholar 

  48. A. J. Majda, Explicit inertial range renormalization theory in a model for turbulent diffusion, J. Statist. Phys. 73:515-542 (1993).

    Google Scholar 

  49. 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 

  50. A. J. Majda and R. M. McLaughlin, The effect of mean flows on enhanced diffusivity in transport by incompressible periodic velocity fields, Stud. Appl. Math. 89:245-279 (1993).

    Google Scholar 

  51. W. D. McComb, The Physics of Fluid Turbulence, Oxford Engineering Science Series, Vol. 25 (Clarendon Press, New York, 1991).

    Google Scholar 

  52. S. A. Molchanov, Ideas in the theory of random media, Acta Applicandae Math. 22:139-282 (1991).

    Google Scholar 

  53. A. S. Monin and A. M. Yaglom, Statistical Fluid Mechanics: Mechanics of Turbulence, Vol. 1 (MIT Press, Cambridge, MA, 1975).

    Google Scholar 

  54. A. S. Monin and A. M. Yaglom, Statistical Fluid Mechanics: Mechanics of Turbulence, Vol. 2 (MIT Press, Cambridge, MA, 1975).

    Google Scholar 

  55. H. Mori, H. Fujisaka, and H. Shigematsu, A new expansion of the master equation, Progr. Theoret. Phys. 51:109-122 (1974).

    Google Scholar 

  56. K. Oelschläger, Homogenization of a diffusion process in a divergence-free random field, Ann. Probab. 16:1084-1126 (1988).

    Google Scholar 

  57. S. A. Orszag, Lectures on the statistical theory of turbulence, in Fluid Dynamics/Dynamique des fluides (École d'Été de Physique Théorique, Les Houches, 1973) (Gordon and Breach, London, 1977), pp. 235-374.

    Google Scholar 

  58. S. A. Orszag and R. H. Kraichnan, Model equations for strong turbulence in a vlasov plasma, Phys. Fluids 10:1720-1736 (1967).

    Google Scholar 

  59. G. C. Papanicolaou and S. R. S Varadhan, Boundary value problems with rapidly oscillating random coefficients, in Random Fields: Rigorous Results in Statistical Mechanics and Quantum Field Theory, J. Fritz, J. L. Lebowitz, and D. Szasz, eds., Colloquia Mathematica Societatis János Bolyai, Vol. 2 (North Holland-Elsevier Science Publishers, Amsterdam/New York/Oxford, 1979), pp. 835-873.

    Google Scholar 

  60. I. Proudman and W. H. Reid, On the decay of a normally distributed and homogeneous turbulent velocity field, Philos. Trans. Roy. Soc. London. Ser. A. 247:163-189 (1954).

    Google Scholar 

  61. A. K. Rajagopal and E. C. G. Sudarshan, Some generalizations of the Marcinkiewicz theorem and its implications to certain approximation schemes in many-particle physics, Phys. Rev. A (3) 10:1852-1857 (1974).

    Google Scholar 

  62. H. Risken, The Fokker-Planck Equation, Section 2.2, 2nd edn. (Springer-Verlag, Berlin, 1989).

    Google Scholar 

  63. P. H. Roberts, Analytical theory of turbulent diffusion, J. Fluid Mech. 11:257-283 (1962).

    Google Scholar 

  64. P. G. Saffman, An approximate calculation of the Lagrangian auto-correlation coefficient for stationary homogenous turbulence, Appl. Sci. Res. 11:245-255 (1963).

    Google Scholar 

  65. T. Tatsumi, S. Kida, and J. Mizushima, The multiple-scale cumulant expansion for isotropic turbulence, J. Fluid Mech. 85:97-142 (1978).

    Google Scholar 

  66. H. Tennekes and J. L. Lumley, A First Course in Turbulence, Chapter 8 (MIT Press, Cambridge, MA, 1972).

    Google Scholar 

  67. R. H. Terwiel, Projection operator method applied to stochastic linear differential equations, Physica 74:248-265 (1974).

    Google Scholar 

  68. N. G. van Kampen, A cumulant expansion for stochastic linear differential equations. I, II, Physica 74:215-238 (1974); N. G. van Kampen, A cumulant expansion for stochastic linear differential equations. I, II, Physica 74:239-247 (1974).

    Google Scholar 

  69. N. G. van Kampen, Stochastic differential equations, Phys. Rep. 24:171-228 (1976).

    Google Scholar 

  70. E. Vanden Eijnden, Contribution to the Statistical Theory of Turbulence: Application to Anomalous Transport in Plasmas, Ph.D. thesis, Université Libre de Bruxelles, July 1997, Faculté des Sciences, Physique Statistique.

  71. E. Vanden Eijnden, Studying random differential equations as a tool for turbulent diffusion, Phys. Rev. E 58:R5229-5232 (1998).

    Google Scholar 

  72. D. V. Widder, The Laplace Transform, Chapter V.4.3, Princeton Mathematical Series, v. 6 (Princeton University Press, Princeton, N.J., 1941).

    Google Scholar 

  73. A. M. Yaglom, Correlation Theory of Stationary and Related Random Functions. Volume I: Basic Results (Springer-Verlag, Berlin, 1987).

    Google Scholar 

  74. C. L. Zirbel and E. Çinlar, Mass transport by Brownian flows, in Stochastic Models in Geosystems, S. A. Molchanov, ed., IMA Volumes in Mathematics and Its Applications (Springer-Verlag, Berlin, 1996).

    Google Scholar 

  75. G. Zumofen, J. Klafter, and A. Blumen, Enhanced diffusion in random velocity fields, Phys. Rev. A 42:4601-4608 (1990).

    Google Scholar 

  76. R. Zwanzig, Ensemble method in the theory of irreversibility, J. Chem. Phys. 33:1338-1341 (1960

    Google Scholar 

  77. R. Zwanzig, Memory effects in irreversible thermodynamics, Phys. Rev. 124:983-992 (1961).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kramer, P.R., Majda, A.J. & Vanden-Eijnden, E. Closure Approximations for Passive Scalar Turbulence: A Comparative Study on an Exactly Solvable Model with Complex Features. Journal of Statistical Physics 111, 565–679 (2003). https://doi.org/10.1023/A:1022837913026

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1022837913026

Navigation