Periodic homogenization for inertial particles

DOI10.1016/J.PHYSD.2005.04.011MaRDI QIDQ2486644zbMATH OpenOpenAlexFDO

Authors Grigorios A. Pavliotis, A. M. Stuart

Publication date 5 August 2005

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0504405, https://resolver.caltech.edu/CaltechAUTHORS:20170609-143518545

zbMATH Keywords

effective diffusivity hypoellipticity inertial particle large scale and long time behaviour multiple scale expansion periodic homogenization

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Turbulent transport, mixing (76F25) Stochastic analysis applied to problems in fluid mechanics (76M35) Homogenization applied to problems in fluid mechanics (76M50) Transport processes in time-dependent statistical mechanics (82C70)

Abstract: 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

a u

(the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit

a u o 0

. This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in

a u .

Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations.

Review text

The authors consider the movement of an inertial particle, i.e. a particle with mass, in a periodic velocity field \(v\) described by the equation \[ \tau \ddot x = v(x) -\dot x + \sigma \dot \beta \tag{1} \] where \(\beta(t)\) denotes the standard Brownian motion in \({\mathbb R}^d\), \(d\geq 1\). Within a formal framework it is shown that the behaviour at large scales and long times is governed by an effective diffusion equation. Furthermore, the effective diffusivity tensor is calculated. In order to derive the effective differential equation time and space are rescaled according to \(t\to{t/ \varepsilon^2}\) and \(x\to x/\varepsilon\) modifying thereby equation (1). For the solution \(u^{\varepsilon}\) of the associated backward Kolmogorov equation a multiple scale expansion ansatz is made: \[ u^{\varepsilon}= u_{0} + \varepsilon u_{1} + \varepsilon^2 u_{2} + \ldots \] leading under appropriate conditions on the velocity field to the results. The expansion is justified by the hypoellipticity of the underlying differential equation which is proved in an appendix. The results are compared with those for a passive tracer, that is a massless particle, as well as with numerical results obtained for the Taylor-Green field \(v_{TG}\) using among other things Monte Carlo simulations. Eventually, details for special fields (incompressible fluid, potential field) and the dependence on the Stokes number \(\tau\) are discussed.

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