We study mass preserving transport of passive tracers in the low-diffusivity limit using Lagrangian coordinates. Over finite-time intervals, the solution-operator of the nonautonomous diffusion equation is approximated by that of a time-averaged diffusion equation. We show that leading order asymptotics that hold for functions [Krol, 1991] extend to the dominant nontrivial singular value. This answers questions raised in [Karrasch & Keller, 2020]. The generator of the time-averaged diffusion/heat semigroup is a Laplace operator associated to a weighted manifold structure on the material manifold. We show how geometrical properties of this weighted manifold directly lead to physical transport quantities of the nonautonomous equation in the low-diffusivity limit.
We study the mixing and dissipation properties of the advection-diffusion equation with diffusivity $0 < κ\ll 1$ and advection by a class of random velocity fields on $\mathbb T^d$, $d=\{2,3\}$, including solutions of the 2D Navier-Stokes equations forced by sufficiently regular-in-space, non-degenerate white-in-time noise. We prove that the solution almost surely mixes exponentially fast uniformly in the diffusivity $κ$. Namely, that there is a deterministic, exponential rate (independent of $κ$) such that all mean-zero $H^1$ initial data decays exponentially fast in $H^{-1}$ at this rate wit…
We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise naturally when advection-diffusion processes are viewed in Lagrangian coordinates. We prove that as diffusivity $\varepsilon$ goes to zero, the diffusive transport out of a material set $S$ under the time-dependent, mass-preserving advection-diffusion equation with initial condition given by the characteristic function $\mathds{1}_S$, is $\sqrt{\varepsilon/π}…
We prove estimates for the stationary state $n$-point functions at zero molecular diffusivity in the Kraichnan model. This is done by proving upper bounds for the heat kernels and Green's functions of the degenerate elliptic operators $M_n$ that occur in the Hopf equations for the $n$-point functions.
We prove an upper bound for the convergence rate of the homogenization limit $ε\to 0$ for a linear transmission problem for a advection-diffusion(-reaction) system posed in areas with low and high diffusivity, where $ε$ is a suitable scale parameter. On this way, we justify the formal homogenization asymptotics obtained by us earlier by proving an upper bound for the convergence rate (a corrector estimate). The main ingredients of the proof of the corrector estimate include integral estimates for rapidly oscillating functions with prescribed average, properties of the macroscopic reconstructio…
We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.
In this paper we consider an advection-diffusion equation, in one space dimension, whose diffusivity can be negative. Such equations arise in particular in the modeling of vehicular traffic flows or crowds dynamics, where a negative diffusivity simulates aggregation phenomena. We focus on traveling-wave solutions that connect two states whose diffusivity has different signs; under some geometric conditions we prove the existence, uniqueness (in a suitable class of solutions avoiding plateaus) and sharpness of the corresponding profiles. Such results are then extended to the case of end states …
We study the Lagrangian flow associated to velocity fields arising from various models of fluid mechanics subject to white-in-time, $H^s$-in-space stochastic forcing in a periodic box. We prove that in many circumstances, these flows are chaotic, that is, the top Lyapunov exponent is strictly positive. Our main results are for the Navier-Stokes equations on $\mathbb T^2$ and the hyper-viscous regularized Navier-Stokes equations on $\mathbb T^3$ (at arbitrary Reynolds number and hyper-viscosity parameters), subject to forcing which is non-degenerate at high frequencies. As an application, we st…
We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or heat equation. By this coordinate transformation, the reversible effects of advection are separated from the irreversible joint effects of advection and diffusion. In this framework, LCSs express themselves as (boundaries of) metastable sets under the Lagrangian diffusion process.…