On the symmetry properties of a random passive scalar with and without boundaries, and their connection between hot and cold states

TL;DR

This paper investigates the symmetry properties and probability distribution evolution of a passive scalar in shear flows, introducing a new Monte Carlo method to analyze hot and cold state behaviors with and without boundaries.

Contribution

It develops a novel, rapidly convergent Monte Carlo method for analyzing the PDF evolution of passive scalars, and explores symmetry and skewness changes in different boundary conditions.

Findings

Symmetry properties of the scalar's PDF are characterized for different initial conditions.

The new Monte Carlo method accurately captures the full evolution of the scalar's distribution.

Boundary conditions significantly influence the long-term skewness and leaning states of the scalar.

Abstract

We consider the evolution of a decaying passive scalar in the presence of a gaussian white noise fluctuating linear shear flow known as the Majda Model. We focus on deterministic initial data and establish the symmetry properties of the evolving point wise probability measure for the random scalar. We identify, for both point line source initial data, regions in the x-y plane outside of which the PDF skewness is sign definite for all time, while inside these regions we observe multiple sign changes corresponding to exchanges in symmetry between hot and cold leaning states using exact representation formula for the PDF at the origin, and away from the origin, using numerical evaluation of the exact available Mehler kernels for the scalars statistical moments. A new, rapidly convergent Monte-Carlo method is developed, dubbed Direct Monte-Carlo (DMC), using the random Green's functions allowing for the fast construction of the PDF for single point statistics, and multi-point statistics natural for full Monte-Carlo simulations of the underlying stochastic differential equations (FMC). This new method demonstrates the full evolution of the PDF from short times, to its long time, limiting and collapsing universal distribution at arbitrary points in the plane. Further, this method provides a strong benchmark for FMC and we document numbers of field realization criteria for the FMC to faithfully compute this complete dynamics. Armed with this benchmark, we apply the FMC to a channel with a no-flux boundary condition enforced on a channel and observe a dramatically different long time state resulting from the wall. In particular, the channel case collapsing invariant measure has negative skewness, with random states heavily leaning heavily towards the hot state, in stark contrast to free space, where the limiting skewness is positive, with its states leaning heavily towards the cold state.