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

Abstract: 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 to 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 obtained by solving a one-parameter family of eigenvalue problems which we derive using two alternative approaches, one asymptotic, the other probabilistic. We emphasise the connection between large deviations and homogenisation: a perturbative solution of the eigenvalue problems reduces at leading order to the cell problem of homogenisation theory. We consider two classes of flows in some detail: shear flows and cellular flows. In both cases, large deviation generalises 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 P\'eclet number $\mathrm{Pe}$ (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 $\mathrm{Pe}$. (A companion paper, Part II, is devoted to the large-$\mathrm{Pe}$ 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.