Stochastic processes in turbulent transport

Abstract

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned from naive models of turbulent mixing that employ simple random velocity ensembles and study related stochastic processes. In the first lecture, after a brief reminder of the turbulence phenomenology, we describe the intimate relation between the passive advection of particles and fields by hydrodynamical flows. The second lecture is devoted to some useful tools of the multiplicative ergodic theory for random dynamical systems. In the third lecture, we apply these tools to the example of particle flows in the Kraichnan ensemble of smooth velocities that mimics turbulence at intermediate Reynolds numbers. In the fourth lecture, we extends the discussion of particle flows to the case of non-smooth Kraichnan velocities that model fully developed turbulence. We stress the unconventional aspects of particle flows that appear in this regime and lead to phase transitions in the presence of compressibility. The intermittency of scalar fields advected by fully turbulent velocities and the scenario linking it to hidden statistical conservation laws of multi-particle flows are briefly explained.