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Dispersion in the large-deviation regime. Part 1: shear flows and periodic flows

Published online by Cambridge University Press:  19 March 2014

P. H. Haynes
Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, UK
J. Vanneste*
School of Mathematics and Maxwell Institute for Mathematical Sciences, University of Edinburgh, King’s Buildings, Edinburgh EH9 3JZ, UK
Email address for correspondence:


The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared with the molecular value. However, this description fails to capture the tails of the scalar concentration distribution in initial-value problems. To remedy this, we develop a large-deviation theory of scalar dispersion that provides an approximation to the scalar concentration valid at much larger distances away from the centre of mass, specifically distances that are $O(t)$ rather than $O(t^{1/2})$, where $t \gg 1$ is the time from the scalar release. The theory centres on the calculation of a rate function characterizing the large-time form of the scalar concentration. This function is deduced from the solution of a one-parameter family of eigenvalue problems which we derive using two alternative approaches, one asymptotic, the other probabilistic. We emphasize the connection between the large-deviation theory and the homogenization theory that is often used to compute effective diffusivities: a perturbative solution of the eigenvalue problems in the appropriate limit reduces at leading order to the cell problem of homogenization theory. We consider two classes of flows in some detail: shear flows and periodic flows with closed streamlines (cellular flows). In both cases, large deviation generalizes classical results on effective diffusivity and captures new phenomena relevant to the tails of the scalar distribution. These include approximately finite dispersion speeds arising at large Péclet number $\mathit{Pe}$ (corresponding to small molecular diffusivity) and, for two-dimensional cellular flows, anisotropic dispersion. Explicit asymptotic results are obtained for shear flows in the limit of large $\mathit{Pe}$. (A companion paper, Part 2, is devoted to the large-$\mathit{Pe}$ asymptotic treatment of cellular flows.) The predictions of large-deviation theory are compared with Monte Carlo simulations that estimate the tails of concentration accurately using importance sampling.

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