Skip to main content
Log in

Lagrangian Dispersion in Gaussian Self-Similar Velocity Ensembles

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

Abstract

We analyze the Lagrangian flow in a family of simple Gaussian scale-invariant velocity ensembles that exhibit both spatial roughness and temporal correlations. We argue that the behavior of the Lagrangian dispersion of pairs of fluid particles in such models is determined by the scale dependence of the ratio between the correlation time of velocity differences and the eddy turnover time. For a non-trivial scale dependence, the asymptotic regimes of the dispersion at small and large scales are described by the models with either rapidly decorrelating or frozen velocities. In contrast to the decorrelated case, known as the Kraichnan model and exhibiting Lagrangian flows with deterministic or stochastic trajectories, fast separating or trapped together, the frozen model is poorly understood. We examine the pair dispersion behavior in its simplest, one-dimensional version, reinforcing analytic arguments by numerical analysis. The collected information about the pair dispersion statistics in the limiting models allows to partially predict the extent of different phases of the Lagrangian flow in the model with time-correlated velocities.

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. D. J. Amit, Field Theory, the Renormalization Group, and Critical Phenomena (World Scientific, Singapore, 1984).

    Google Scholar 

  2. N. V. Antonov, Anomalous scaling regimes of a passive scalar advected by the synthetic velocity field, Phys. Rev. E 60:6691-6707 (1999).

    Google Scholar 

  3. M. Avellaneda and A. J. Majda, Mathematical models with exact renormalization for turbulent transport, Commun. Math. Phys. 133:381-429 (1990).

    Google Scholar 

  4. M. Avellaneda and A. J. Majda, Mathematical models with exact renormalization for turbulent transport, II: Fractal interphases, non-Gaussian statistics, and sweeping effects, Commun. Math. Phys. 146:139-204 (1992).

    Google Scholar 

  5. D. Bernard, K. Gawęedzki, and A. Kupiainen, Slow modes in passive advection, J. Stat. Phys. 90:519-569 (1998).

    Google Scholar 

  6. G. Boffetta, A. Celani, A. Crisanti, and A. Vulpiani, Pair dispersion in synthetic fully developed turbulence, Phys. Rev. E 60:6734-6741 (1999).

    Google Scholar 

  7. A. Borodin and P. Salminen, Handbook of Brownian Motion: Facts and Formulae (BirkhÄuser, Boston, 1996).

    Google Scholar 

  8. L. Breiman, Probability (Addison-Wesley, Reading, MA, 1968).

    Google Scholar 

  9. M. Chertkov, G. Falkovich, I. Kolokolov, and V. Lebedev, Statistics of a passive scalar advected by a large-scale 2D velocity field: Analytic solution, Phys. Rev. E 51:5609-5627 (1995).

    Google Scholar 

  10. M. Chertkov, G. Falkovich, and V. Lebedev, Nonuniversality of the scaling exponents of a passive scalar convected by a random flow, Phys. Rev. Lett. 76:3707-3710 (1996).

    Google Scholar 

  11. M. Chertkov, I. Kolokolov, and M. Vergassola, Inverse versus direct cascades in turbulent advection, Phys. Rev. Lett. 80:512-515 (1998).

    Google Scholar 

  12. W. E and E. Vanden Eijnden, Generalized flows, intrinsic stochasticity, and turbulent transport, Proc. Natl. Acad. Sci. USA 97:8200-8205 (2000).

    Google Scholar 

  13. W. E and E. Vanden Eijnden, Turbulent Prandtl number effect on passive scalar advection, Physica D 152-153:636-645 (2001).

    Google Scholar 

  14. G. Falkovich, K. Gawęedzki, and M. Vergassola, Particles and fields in fluid turbulence, Rev. Modern Phys. 73:913-975 (2001).

    Google Scholar 

  15. A. Fannjiang, Phase diagram for turbulent transport: Sampling drift, eddy diffusivity, and variational principles, Physica D 136:145-174 (2000). Erratum: Physica D 157:166-168 (2001).

    Google Scholar 

  16. A. Fannjiang, Richardson's laws for relative dispersion in colored-noise flows with Kolmogorov-type spectra, arXiv:math-ph/0209007.

  17. A. Fannjiang, Convergence of passive scalars in Ornstein-Uhlenbeck flows to Kraichnan's model, arXiv:math-ph/0209011.

  18. A. Fannjiang, T. Komorowski, and S. Peszat, Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows, Stochastic Process. Appl. 97:171-198 (2002).

    Google Scholar 

  19. W. Feller, The parabolic differential equations and the associated semi-groups of transformations, Ann. Math. 55:468-519 (1952).

    Google Scholar 

  20. U. Frisch, A. Mazzino, and M. Vergassola, Intermittency in passive scalar advection, Phys. Rev. Lett. 80:5532-5535 (1998).

    Google Scholar 

  21. O. Gat and R. Zeitak, Multiscaling in passive scalar advection as stochastic shape dynamics, Phys. Rev. 57:5511-5519.

  22. K. Gawęedzki, Turbulent advection and breakdown of the Lagrangian flow, in Intermittency in Turbulent Flows, J. C. Vassilicos, ed. (Cambridge University Press, Cambridge, 2001), pp. 86-104.

    Google Scholar 

  23. K. Gawęedzki and P. Horvai, Sticky behavior of fluid particles in the compressible Kraichnan model, arXiv:nlin.CD/0309027.

  24. P. Horvai, Sticky behavior of fluid particles in the Kraichnan model with intermediate compressibility, in preparation.

  25. P. Horvai, T. Komorowski, and J. Wehr, in preparation.

  26. P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations (Springer, Berlin, 1992).

    Google Scholar 

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

    Google Scholar 

  28. Y. Le Jan and O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30:826-873 (2002).

    Google Scholar 

  29. Y. Le Jan and O. Raimond, Flows, coalescence and noise, arXiv:math.PR/0203221.

  30. 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 

  31. G. M. Molchan, Maximum of a fractional Brownian motion: Probabilities of small values, Commun. Math. Phys. 205:97-111 (1999).

    Google Scholar 

  32. L. Onsager, Statistical hydrodynamics, Nuovo Cimento Suppl. 2 6:279-287 (1949).

    Google Scholar 

  33. L. F. Richardson, Atmospheric diffusion shown on a distance-neighbour graph, Proc. Roy. Soc. London Ser. A 110:709-737 (1926).

    Google Scholar 

  34. E. Vanden Eijnden, Statistical description of turbulence. Application to anomalous transport in plasmas, Ph.D. thesis, UniversitÉ Libre de Bruxelles (1997).

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chaves, M., Gawedzki, K., Horvai, P. et al. Lagrangian Dispersion in Gaussian Self-Similar Velocity Ensembles. Journal of Statistical Physics 113, 643–692 (2003). https://doi.org/10.1023/A:1027348316456

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1027348316456

Navigation