Trapping,percolation, and anomalous diffusion of particles in a two-dimensional random field

We analyze from first principles the advection of particles in a velocity field with HamiltonianH(x, y)=¯ V ₁ y–¯ V ₂ x+W ₁ (y)-W ₂ (x), whereW _i , i=1, 2, are random functions with stationary, independent increments. In the absence of molecular diffusion, the particle dynamics are very sensitive to the streamline topology, which depends on the mean-to-fluctuations ratio=max(|¯V₁¦/; ¦¯V₂|/), with =|W ₁ |^21/2=rms fluctuations. Remarkably, the model is exactly solvable for 1 and well suited for Monte Carlo simulations for all , providing a nice setting for studying seminumerically the influence of streamline topology on large-scale transport. First, we consider the statistics of streamlines for=0, deriving power laws for p_nc(L) and (L), which are, respectively, the escape probability and the length of escaping trajectories for a box of sizeL, L » 1. We also obtain a characterization of the statistical topography of the HamiltonianH. Second, we study the large-scale transport of advected particles with > 0. For 0 < < 1, a fraction of particles is trapped in closed field lines and another fraction undergoes unbounded motions; while for 1 all particles evolve in open streamlines. The fluctuations of the free particle positions about their mean is studied in terms of the normalized variablest ^– v/2x(t)–x(t)] andt ^–v/2 y(t)-(t)]. The large-scale motions are shown to be either Fickian (=1), or superdiffusive (=3/2) with a non-Gaussian coarse-grained probability, according to the direction of the mean velocity relative to the underlying lattice. These results are obtained analytically for 1 and extended to the regime 0<<1 by Monte Carlo simulations. Moreover, we show that the effective diffusivity blows up for resonant values of ) for which stagnation regions in the flow exist. We compare the results with existing predictions on the topology of streamlines based on percolation theory, as well as with mean-field calculations of effective diffusivities. The simulations are carried out with a CM 200 massively parallel computer with 8192 SIMD processors.