Stirring up trouble: Multi-scale mixing measures for steady scalar sources

The mixing efficiency of a flow advecting a passive scalar sustained by steady sources and sinks is naturally defined in terms of the suppression of bulk scalar variance in the presence of stirring, relative to the variance in the absence of stirring. These variances can be weighted at various spatial scales, leading to a family of multi-scale mixing measures and efficiencies. We derive a priori estimates on these efficiencies from the advection--diffusion partial differential equation, focusing on a broad class of statistically homogeneous and isotropic incompressible flows. The analysis produces bounds on the mixing efficiencies in terms of the Peclet number, a measure the strength of the stirring relative to molecular diffusion. We show by example that the estimates are sharp for particular source, sink and flow combinations. In general the high-Peclet number behavior of the bounds (scaling exponents as well as prefactors) depends on the structure and smoothness properties of, and length scales in, the scalar source and sink distribution. The fundamental model of the stirring of a monochromatic source/sink combination by the random sine flow is investigated in detail via direct numerical simulation and analysis. The large-scale mixing efficiency follows the upper bound scaling (within a logarithm) at high Peclet number but the intermediate and small-scale efficiencies are qualitatively less than optimal. The Peclet number scaling exponents of the efficiencies observed in the simulations are deduced theoretically from the asymptotic solution of an internal layer problem arising in a quasi-static model.Comment: 37 pages, 7 figures. Latex with RevTeX4. Corrigendum to published version added as appendix

Estimating eddy diffusivities from noisy Lagrangian observations

The problem of estimating the eddy diffusivity from Lagrangian observations in the presence of measurement error is studied in this paper. We consider a class of incompressible velocity fields for which is can be rigorously proved that the small scale dynamics can be parameterised in terms of an eddy diffusivity tensor. We show, by means of analysis and numerical experiments, that subsampling of the data is necessary for the accurate estimation of the eddy diffusivity. The optimal sampling rate depends on the detailed properties of the velocity field. Furthermore, we show that averaging over the data only marginally reduces the bias of the estimator due to the multiscale structure of the problem, but that it does significantly reduce the effect of observation error

Periodic Homogenization for Inertial Particles

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of the inertial particles is governed by an effective diffusion equation for the position variable alone. To achieve this we use a formal multiple scale expansion in the scale parameter. This expansion relies on the hypo-ellipticity of the underlying diffusion. An expression for the diffusivity tensor is found and various of its properties studied. In particular, an expansion in terms of the non-dimensional particle relaxation time $\tau$ (the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit $\tau \to 0$. This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in $\tau.$ Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations.Comment: 31 pages, 7 figures, accepted for publication in Physica D. Typos corrected. One reference adde

Resonant enhanced diffusion in time dependent flow

Explicit examples of scalar enhanced diffusion due to resonances between different transport mechanisms are presented. Their signature is provided by the sharp and narrow peaks observed in the effective diffusivity coefficients and, in the absence of molecular diffusion, by anomalous transport. For the time-dependent flow considered here, resonances arise between their oscillations in time and either molecular diffusion or a mean flow. The effective diffusivities are calculated using multiscale techniques.Comment: 18 latex pages, 11 figure