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# The Scalings of Scalar Structure Functions in a Velocity Field with Coherent Vortical Structures

## I Introduction

The theory of turbulent passive scalars has received much attention recently. The mixing of a scalar field $`\theta `$ in a velocity field $`𝐯`$ is governed by the advection-diffusion equation

$$_t\theta (𝐱,t)+𝐯(𝐱,t)\theta (𝐱,t)=\kappa ^2\theta (𝐱,t)+f(𝐱,t)$$
(1)
where $`\kappa `$ denotes the molecular diffusivity of the scalar $`\theta `$ and $`f(𝐱,t)`$ is an external source ( forcing) driving the scalar. The mixing of a scalar field $`\theta `$ is characterised by its structure functions $`S_p[\theta (𝐱+𝐫)\theta (𝐱)]^p=(\delta \theta (𝐫))^p`$ for any number $`p`$. If we want to find $`S_p`$ then we need models of the velocity field $`𝐯`$.

The model which has attracted much attention recently is the Kraichnan model where the velocity field $`𝐯`$ is considered to be incompressible, statistically isotropic, white-noise in time($`\delta `$-correlated) and Gaussian. Furthermore it has homogeneous increments with power law spatial correlations

$`[v_i(𝐫,t)v_i(0,0)][v_j(𝐫,t)v_j(0,0)]=`$ (2)
$`2\delta (t)r^h\left[(h+d1)\delta _{ij}h{\displaystyle \frac{r_ir_j}{r^2}}\right]`$ (3)
(4)
where the scaling exponent $`h]0,2[`$ and $`d`$ is the dimension of space so that $`i,j=1,2,\mathrm{},d`$. The above tensorial structure of the velocity field is in conformity with incompressibility. The Kraichnan model also assumes a forcing $`f(𝐱,t)`$ in (1) that is an independent Gaussian random field with zero mean. The forcing is white in time and its covariance is assumed to be a real, smooth, positive-definite function with rapid decay in space so that the forcing is homogeneous, isotropic and takes place on the integral scale $`L`$. The generic scaling behaviour of the structure function $`S_pr^{\zeta _p}`$, $`rL`$, of passive scalars in the Kraichnan model was established in. The scaling exponents of this formalism are of the form $`\zeta _p=\zeta _p(d,h,p)`$ where $`h[0,2]`$ is the H$`\ddot{o}`$lder exponent in (4). In the context of this model Balkovsky and Lebedev  and Chertkov used the instantonic formalism in a $`d`$\- dimensional space to find the scaling exponents for large $`p`$. It was also shown in the instantonic formalism that $`lim_p\mathrm{}\zeta _p\frac{d(2h)^2}{8h}`$ which is independent of $`p`$. The scaling exponents were also calculated using other techniques in the limits $`h0`$, $`d\mathrm{}`$ and $`p\mathrm{}`$, and a $`2h`$ expansion of $`\zeta _p`$ was proposed in . It was found that $`\zeta _p`$ does depend on $`p`$ for small values of $`p`$ in the Kraichnan model.

Our work lies in the opposite extreme of the Kraichnan model. We work in the regime where we have a persistent vortical velocity field frozen in time in two dimensions. The important differences between this model and the Kraichnan model are in the structure of the velocity field infinitely correlated in time in this model but delta correlated in time in the Kraichnan model; and vortical in space in this model, but Gaussian in the Kraichnan model. In this model, the velocity field is that of spatially distributed noninteracting two dimensional vortices with compact structure. We consider the spatial distribution of vortices to be dilute in that they are far from each other and therefore maintain their structure and spatial position for an indefinite period. We also consider this distribution to be homogeneous and isotropic and the velocity field to be incompressible, that is $`𝐯=0`$. The model of the velocity field considered here is an artificial model of planar homogeneous turbulence where the emphasis is on the coherent vortex aspect of the flow. In order of presentation, the first aim of this model is to demonstrate that in the case of the unforced scalar ($`f=0`$ in 1) we can quantify the statistics of the turbulent scalar field in terms of the scalar’s spiral geometry generated by the coherent vortical structures in the flow(sections III and IV). The second aim is to derive the Batchelor $`k^1`$ power spectrum and all the corresponding structure functions for the scalar field in the case where the scalar is forced and in a statistically steady state (section V). Such a spectrum has been recently observed by Jullien et. al., in a 2-D turbulent flow with well defined, albeit short lived, coherent vortical structures.

In the next section we discuss the scenario of a decaying scalar field in an isolated vortex. In section III, we define structure functions and calculate the spectrum of higher order correlation functions for a single spiral created by a single vortex and decaying by the action of molecular diffusion. In section IV we generalise our analysis to many non-interacting vortices and calculate the scalings of the structure functions of the decaying scalar field. In section V we calculate the generalised power spectra and the corresponding structure functions of statistically stationary scalar spirals by applying the time-average operation approach of Lundgren. In section VI we discuss the phenomenology behind the $`k^1`$ scalings of the generalised power spectra. Section VII contains conclusions, discussion and the obtainment of the $`(k\mathrm{ln}k)^1`$ scalings of the generalised power spectra in smooth chaotic flows.

## II Passive scalar in a planar vortex

The advection of a decaying passive scalar field by a single planar vortex has been studied by Flohr and Vassilicos. We use the formulation used in  namely:

$$_t\theta +\mathrm{\Omega }(r)_\varphi \theta =\kappa ^2\theta $$
(5)
where $`_t={\displaystyle \frac{}{t}}`$ and $`_\varphi ={\displaystyle \frac{}{\varphi }}`$ and $`\mathrm{\Omega }(r)=\mathrm{\Omega }_0\left(\frac{r}{L}\right)^s`$ and $`L`$ is the maximum distance of the scalar interface from the centre of the vortex. This equation describes the advection and diffusion of a scalar field $`\theta `$ in the azimuthal plane $`𝐫=(r,\varphi )`$ by a steady vortex with azimuthal velocity component $`u_\varphi (r)=r\mathrm{\Omega }(r)=L\mathrm{\Omega }_0\left(\frac{r}{L}\right)^{1s}`$ and vanishing radial and axial velocity components. Direct Numerical Simulations and experiments in the laboratory have demonstrated the existence and importance of coherent vortices in two-dimensional turbulence and in two-component turbulence in stably-stratified flow with and without rotation of the reference frame . Note that axial velocity fields of the form $`u_\varphi (r)=L\mathrm{\Omega }_0\left(\frac{r}{L}\right)^{1s}`$ have been used in  and that their large wavenumber energy spectrum has the form $`E(k)k^{5+2s}`$ for $`1/2<s<2`$ with the appropriate large scale bound. We choose $`s1`$ to ensure that $`u_\varphi (r)`$ does not increase with increasing $`r`$ and $`s<2`$ to ensure that the energy spectrum is steeper than $`k^1`$. The initial scalar field $`\theta _0=\theta (𝐱,t=0)`$ is characterised by a regular interface between $`\theta _00`$ and $`\theta _0=0`$ with minimal distance $`r_0`$ and maximal $`L`$ from the rotation axis. By regular structure we mean that the interface has no irregularities on scales smaller than $`L`$. Nothing else needs to be specified about the initial scalar field $`\theta _0(𝐱)`$. Such a patchy initial condition where all the non-zero scalar is confined within a regular interface mimics well initial conditions in certain laboratory experiments where scalar is injected in the flow in the form of blobs(e.g. ).

As time proceeds, the patch winds around the vortex and builds up a spiral structure and decays due to diffusion. The characteristic time $`\mathrm{\Omega }_0^1`$ is the inverse angular velocity of the vortex at $`L`$. This defines a Péclet number $`Pe=\mathrm{\Omega }_0L^2\kappa ^1`$. We non-dimensionalise equation (5) by using the following transformations

$`L^1rr,\mathrm{\Omega }_0tt,\mathrm{\Omega }_0^1\mathrm{\Omega }(r)\mathrm{\Omega }(r),L^2^2^2,`$

and equation (5) takes the form

$$_t\theta +\mathrm{\Omega }(r)_\varphi \theta =\frac{1}{Pe}^2\theta .$$
(6)
In the non dimensionalised variables we have $`\mathrm{\Omega }(r)=r^s`$, and $`r_0`$ represents $`r_0/L`$ since $`L=1`$. Considering finite diffusivity $`\kappa `$, the form of the general solution of the evolution equation(6) for any initial field $`\theta _0`$ in the limit of large $`t`$, ie. $`t1`$, is the following

$`\theta (𝐫,t)`$ $`=`$ $`{\displaystyle \underset{n}{}}f_n(r,t)e^{in(\varphi \mathrm{\Omega }(r)t)}`$ (7)
$`f_n(r,t)`$ $`=`$ $`f_n(r,0)e^{[\frac{1}{3}n^2\mathrm{\Omega }^^2Pe^1t^3]}`$ (8)
where $`r=𝐫`$ and $`\varphi `$ is the azimuthal angle and $`n`$ is an integer. $`\mathrm{\Omega }^{}`$ is the derivative of $`\mathrm{\Omega }`$ with respect to $`r`$. The angular Fourier coefficients $`f_n(r,t)`$ are time dependent and the initial condition is fully specified by $`f_n(r,0)`$. We do not go in to the details of the solution of (5) which can be found in .

## III Structure Functions of Passive Decaying Scalar in one Vortex

In this work we concentrate in finding the scaling properties of the structure functions of the scalar field in a planar turbulence consisting of coherent vortices. The two point equal time $`p`$-th order structure function is defined as follows

$`𝒮_p(r,t)`$ $`=`$ $`\overline{[\theta (𝐱+𝐫,t)\theta (𝐱,t)]^p}`$ (10)
$`=`$ $`\overline{[\delta \theta (𝐫,t)]^p}.`$ (11)
$`S_p`$ depends only on the magnitude of the distance between two points, when the ensemble average is taken over an isotropic and homogeneous distribution of the scalar field. The overbar denotes ensemble averaging and the brackets imply space averaging ($`\mathrm{}d^2𝐱`$).

Let us first calculate $`[\delta \theta (𝐫,t)]^p`$ for one 2-D vortex. We use the binomial expansion as follows

$`[\theta (𝐱+𝐫,t)\theta (𝐱,t)]^p`$ (13)
$`=\theta ^p(𝐱+𝐫,t)+(1)^p\theta ^p(𝐱,t)`$ (14)
$`+{\displaystyle \underset{q=1}{\overset{p1}{}}}C_{qp}(1)^q\theta ^{pq}(𝐱+𝐫,t)\theta ^q(𝐱,t)`$ (15)
(16)
where $`C_{qp}`$ is the binomial coefficient of the expansion. In order to calculate $`[\delta \theta (𝐫,t)]^p`$ we first determine

$$\theta ^q(𝐱,t)\theta ^{pq}(𝐱+𝐫,t)=B_{pq}(𝐫,t)$$
(17)
which is the $`q`$-th term in the binomial expansion of $`(\delta \theta (𝐫))^p`$ as shown in (16). Now we write the above as

$$\frac{1}{L_A^2}d^2𝐱\theta ^q(𝐱,t)\theta ^{pq}(𝐱+𝐫,t)=B_{pq}(𝐫,t)$$
(18)
where $`L_A`$ is a large scale over which the spatial average may be calculated. The Fourier transform of equation (18) is given by

$$\widehat{F}_{pq}(𝐤,t)=\frac{1}{2\pi }e^{i𝐤𝐫}B_{pq}(𝐫,t)d^2𝐫.$$
(19)
Substituting (18) in (19) and after some standard manipulations we get

$`\widehat{F}_{pq}(𝐤,t)=`$ $`{\displaystyle \frac{1}{2\pi L_A^2}}{\displaystyle \theta ^q(𝐱,t)e^{i𝐤𝐱}d^2𝐱}`$ (21)
$`\times {\displaystyle }\theta ^{pq}(𝐱^{},t)e^{i𝐤𝐱^{}}d^2𝐱^{}.`$
Now if we integrate (LABEL:Ft2) over a circular shell in $`k`$ space we get

$$F_{pq}(k,t)=_0^{2\pi }𝑑A(k)\widehat{F}_{pq}(𝐤,t)$$
(23)
where $`dA(k)kd\varphi _k`$, $`k=|𝐤|`$ and $`\varphi _k`$ is the angle of $`𝐤`$. $`F_{pq}(k,t)`$ could be called the generalised power spectrum of the scalar field in Fourier space. Substituting (LABEL:soln1) and (LABEL:Ft2) in (23) we get the following

$`F_{pq}(k,t)`$ (24)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}{\displaystyle 𝑑A(k)}`$ (25)
$`\times {\displaystyle }d^2𝐱e^{i𝐤𝐱}\left\{{\displaystyle \underset{n}{}}f_n(x,t)e^{[in(\varphi \mathrm{\Omega }(x)t)]}\right\}^q`$ (26)
$`\times {\displaystyle }d^2𝐱^{}e^{i𝐤𝐱^{}}\left\{{\displaystyle \underset{m}{}}f_m(x^{},t)e^{[im(\varphi ^{}\mathrm{\Omega }(x^{})t)]}\right\}^{pq}`$ (27)
(28)
where $`x=|𝐱|`$ and $`x^{}=|𝐱^{}|`$. After some standard manipulations (28) leads to

$`F_{pq}(k,t)`$ (34)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}{\displaystyle k𝑑\varphi _k𝑑xxJ_n(kx)2\pi (i)^ne^{in\varphi _k}}`$
$`\times {\displaystyle \underset{n,n_1,n_2\mathrm{}n_{q1}}{}}f_{n_1}f_{n_2}\mathrm{}f_{nn_1\mathrm{}n_{q1}}e^{in\mathrm{\Omega }(x)t}`$
$`\times {\displaystyle }dx^{}x^{}e^{im\varphi _k}J_m^{}(kx^{})2\pi (i)^m`$
$`\times {\displaystyle \underset{m,m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{mm_1\mathrm{}m_{pq1}}`$
$`\times e^{im\mathrm{\Omega }(x^{})t}`$
(35)
where we have changed summation variables in accordance with the following conditions

$`n=n_1+n_2+n_3\mathrm{}n_q`$ (36)
$`\mathrm{and}`$ $`m=m_1+m_2+m_3+\mathrm{}m_{pq}.`$ (37)
All the $`f_n`$’s and $`f_m`$’s are functions of time $`t`$ and of $`x`$ and $`x^{}`$ respectively. $`J_n(kx)`$ is the Bessel function which has been substituted in place of the integral representation

$$_0^{2\pi }e^{in\varphi }e^{ikxcos(\varphi \varphi _k)}𝑑\varphi =2\pi (i)^ne^{in\varphi _k}J_n(kx).$$
(39)
After integrating (35) with respect to $`\varphi _k`$ and summing over $`m`$ we get the following relation

$`F_{pq}(k,t)`$ (45)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}{\displaystyle 𝑑xkxJ_n(kx)2\pi (i)^n}`$
$`\times {\displaystyle \underset{n,n_1,n_2\mathrm{}n_{q1}}{}}f_{n_1}f_{n_2}\mathrm{}f_{nn_1\mathrm{}n_{q1}}e^{in\mathrm{\Omega }(x)t}`$
$`\times {\displaystyle }dx^{}x^{}J_n^{}(kx^{})2\pi (i)^n`$
$`\times {\displaystyle \underset{m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{nm_1\mathrm{}m_{pq1}}`$
$`\times e^{in\mathrm{\Omega }(x^{})t}.`$
(46)
We now have two cases to study (see figure 1). In case I the vortex centre is outside the scalar patch and its nearest distance to the scalar interface is $`r_0`$. In Case II the centre of the vortex is inside the scalar patch and its nearest distance to the scalar interface is $`r_0`$. In view of the above we can write (46) as

$`F_{pq}(k,t)`$ (47)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}\left[{\displaystyle _0^{r_0}}+{\displaystyle _{r_0}^{\mathrm{}}}\right]dxkxJ_n(kx)2\pi (i)^n`$ (48)
$`\times {\displaystyle \underset{n,n_1,n_2\mathrm{}n_{q1}}{}}f_{n_1}f_{n_2}\mathrm{}f_{nn_1\mathrm{}n_{q1}}e^{in\mathrm{\Omega }(x)t}`$ (49)
$`\times \left[{\displaystyle _0^{r_0}}+{\displaystyle _{r_0}^{\mathrm{}}}\right]dx^{}x^{}J_n^{}(kx^{})2\pi (i)^n`$ (50)
$`\times {\displaystyle \underset{m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{nm_1\mathrm{}m_{pq1}}`$ (51)
$`\times e^{in\mathrm{\Omega }(x^{})t}.`$ (52)
(53)
In (53) we have four terms of the form as shown below

$`{\displaystyle _0^{r_0}}𝑑x{\displaystyle _0^{r_0}}𝑑x^{}(\mathrm{})+{\displaystyle _0^{r_0}}𝑑x{\displaystyle _{r_0}^{\mathrm{}}}𝑑x^{}(\mathrm{})`$ (54)
$`+{\displaystyle _{r_0}^{\mathrm{}}}𝑑x{\displaystyle _0^{r_0}}𝑑x^{}(\mathrm{})+{\displaystyle _{r_0}^{\mathrm{}}}𝑑x{\displaystyle _{r_0}^{\mathrm{}}}𝑑x^{}(\mathrm{})`$ (55)
(56)
with the integrands denoted by $`(\mathrm{})`$ being the same as (53) for all the terms of the above. For case I, terms containing $`_0^{r_0}(\mathrm{})`$ are zero since $`f_n=0`$ in the regime $`0<x<r_0`$ for all n, even for $`n=0`$, since there is no scalar patch in the region $`0<x<r_0`$. Therefore contributions only come from the term

$`{\displaystyle _{r_0}^{\mathrm{}}}𝑑xx{\displaystyle _{r_0}^{\mathrm{}}}𝑑x^{}x^{}(\mathrm{}).`$

For case II we can legitimately replace $`\theta `$ by $`\theta f_0`$ and get the same result as in case I. Hence the only contributing term is the following

$`F_{pq}(k,t)`$ (57)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}{\displaystyle _{r_0}^{\mathrm{}}}𝑑xkxJ_n(kx)2\pi (i)^n`$ (58)
$`\times {\displaystyle \underset{n,n_1,n_2\mathrm{}n_{q1}}{}}f_{n_1}f_{n_2}\mathrm{}f_{nn_1\mathrm{}n_{q1}}e^{in\mathrm{\Omega }(x)t}`$ (59)
$`\times {\displaystyle _{r_0}^{\mathrm{}}}dx^{}x^{}J_n^{}(kx^{})2\pi (i)^n`$ (60)
$`\times {\displaystyle \underset{m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{nm_1\mathrm{}m_{pq1}}`$ (61)
$`\times e^{in\mathrm{\Omega }(x^{})t}.`$ (62)
It is because $`f_0`$ decays with a time scale which is much larger than the decay time of the non-zero harmonics that $`f_0`$ is considered to be a constant and therfore subtracted away from the $`\theta `$ in case II. The same reasoning can be applied for case I. Hence all the $`n_i`$’s and $`m_i`$’s are non-zero in the above equation and in the rest of the paper .

To take into account the fact that diffusion gradually wipes out the spiral structure of the scalar field near the vortex centre (a fact not taken in to account in  where the spiral structure is assumed to exist wholly intact until finally destroyed by viscosity), we follow Flohr and Vassilicos and define a critical radius $`\rho `$ which gives a measure of this diffused region. This critical radius is defined in the limit $`Pe\mathrm{}`$ for times $`tPe^{1/3}`$ which are such that

$`f_n(r,t)=f_n(r,0)forr\rho `$

but

$`|f_n(r,t)||f_n(r,0)|forr\rho see(\text{LABEL:soln1}).`$

Hence, we set $`\frac{1}{3}n^2\mathrm{\Omega }^2(\rho )Pe^1t^3=1`$ which implies

$`\rho (t)=\left[{\displaystyle \frac{1}{3}}n^2s^2Pe^1t^3\right]^{\frac{1}{2(s+1)}}.`$

This critical radius is time-dependent and grows with time. It can be thought of as a diffusive length scale over which the harmonics in $`n`$ have diffused and the spiral structure has been smeared out.

In view of the above, the integrals in (62) can be further divided as

$`{\displaystyle _{r_0}^{\mathrm{}}}𝑑x={\displaystyle _{r_0}^\rho }𝑑x+{\displaystyle _\rho ^{\mathrm{}}}𝑑x.`$

The only significantly non-zero contribution comes from the range $`\rho <x<1`$ in the integrals and similarly for $`x^{}`$. Hence we get the following

$`F_{pq}(k,t)`$ (63)
$`={\displaystyle \frac{1}{(2\pi L_A^2)}}{\displaystyle _\rho ^{\mathrm{}}}𝑑xkxJ_n(kx)2\pi (i)^n`$ (64)
$`\times {\displaystyle \underset{n,n_1,n_2\mathrm{}n_{q1}}{}}f_{n_1}f_{n_2}\mathrm{}f_{nn_1\mathrm{}n_{q1}}e^{in\mathrm{\Omega }(x)t}`$ (65)
$`\times {\displaystyle _\rho ^{\mathrm{}}}dx^{}x^{}J_n^{}(kx^{})2\pi (i)^n`$ (66)
$`\times {\displaystyle \underset{m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{nm_1\mathrm{}m_{pq1}}`$ (67)
$`\times e^{in\mathrm{\Omega }(x^{})t}`$ (68)
Now for large $`kx`$, ie. $`kx1`$, we can use the asymptotic expansion for the Bessel function

$$J_n(kx)\left(\frac{1}{2\pi kx}\right)^{\frac{1}{2}}\left[(i)^{n+\frac{1}{2}}e^{ikx}+(i)^{n+\frac{1}{2}}e^{ikx}\right].$$
(69)
This is appropriate for our analysis if the Fourier modes are to resolve at the very least the distance $`r_0`$ from the centre of the vortex to the scalar patch interface i.e $`1<kr_0`$. After substituting (69) in (68) we use the method of stationary phase to evaluate the integrals where the phase is given by

$$\mathrm{\Phi }=kxn\mathrm{\Omega }(x)t.$$
(70)
The approximation for a general integral of this type is known to be

$`I(x)`$ $`=`$ $`{\displaystyle _a^b}f(t)exp[ix\mathrm{\Psi }(t)]𝑑t`$ (71)
$``$ $`\sqrt{{\displaystyle \frac{\pi }{2x\mathrm{\Psi }^{\prime \prime }(t^{})}}}f(t^{})exp[ix\mathrm{\Psi }(t^{})\pm \pi /4]`$ (72)
where $`t^{}`$ is the t where the derivative of the phase is zero. The condition of stationary phase gives

$$0=\mathrm{\Phi }^{}=kn\mathrm{\Omega }^{}(x_n)t$$
(74)
which picks out points $`x_n`$ where the contribution to the integral is maximum. Finally what we get is

$`F_{pq}(k,t)`$ (78)
$`{\displaystyle \underset{n,n_1\mathrm{}n_{q1}}{}}{\displaystyle \frac{2\pi k}{n|\mathrm{\Omega }^{\prime \prime }(x_n)|t}}`$
$`\times \left({\displaystyle \frac{x_n}{2\pi k}}\right)f_{n_1}f_{n_2}\mathrm{}f_{nn_1n_2\mathrm{}n_{q1}}`$
$`\times {\displaystyle \underset{m_1,m_2\mathrm{}m_{pq1}}{}}f_{m_1}f_{m_2}\mathrm{}f_{nm_1m_2\mathrm{}m_{pq1}}`$
where $`f_n=f_n(x_n,0)`$ and similarly for $`f_m`$. Now from the condition of stationary phase (74) we can find

$$x_n=\left(\frac{snt}{k}\right)^{\frac{1}{s+1}}$$
(80)
where we have used $`\mathrm{\Omega }(r)=r^s`$. The stationary phase contributes only when $`\rho <x_n<1`$ because the spiral structure only exists in that range of distances from the centre of the vortex. The relation between the fractal co-dimension (Kolmogorov capacity) $`D`$ of the scalar spiral and the power law of the decay of the azimuthal velocity of the vortex is,

$$D=\frac{s}{s+1}.$$
(81)
This $`D`$ is such that $`1/2<D<2/3`$ because $`1<s<2`$ and gives a measure of the space-filling property of the spiral. Hence after doing the summations in (LABEL:Ft9) we can show that the power spectrum $`F_{pq}(k,t)`$ scales like

$`F_{pq}(k,t)`$ (82)
$`k^{(32D)}t^{2(1D)}[\mathrm{const}+\mathrm{higher}\mathrm{order}\mathrm{terms}]`$ (83)
(84)
in the limit $`Pe\mathrm{}`$ and in the range $`t<k<\sqrt{\frac{Pe}{t}}`$ for times $`1tPe^{1/3}`$ which is the range of times for which the scalar patch has a well-defined spiral structure in the range of wavenumbers $`t<k<\sqrt{\frac{Pe}{t}}`$(obtained from $`\rho <x_n<1`$). The higher order terms are functions of $`k/t`$, and decay faster than $`(k/t)^1`$ in the range $`t<k<\sqrt{\frac{Pe}{t}}`$, and can therefore be neglected.

We notice that as time runs forward the spiral range $`\left(t<k<\sqrt{\frac{Pe}{t}}\right)`$ shifts to higher values of $`k`$ which is solely due to the vortex continuously wrapping the scalar field in to finner and finner spirals thus generating scales which have higher wavenumbers. This range also shrinks as it shifts to higher values of $`k`$ because of the action of diffusion. In the next section we generalise our results to the case of multiple spirals generated by a dilute collection of noninteracting vortices which may be representative of a turbulent velocity field with coherent vortical structure, perhaps obtained in the experiments of Jullien et al..

## IV Structure functions of passive decaying scalar in a flow consisting of many identical non-interacting vortices

All the analysis in this section is carried out in dimensionalised variables so we invert the transformations of section II. Let us consider many non interacting vortices randomly distributed over 2-D space and sufficiently far apart so that we can safely describe the velocity field in terms of compact vortical structures characterised by

$`\mathrm{\Omega }(x)=\mathrm{\Omega }_0\left({\displaystyle \frac{x}{L}}\right)^s\mathrm{if}{\displaystyle \frac{x}{L}}1`$

$`\mathrm{\Omega }(x)=0\mathrm{if}{\displaystyle \frac{x}{L}}>1`$

where the $`x`$’s are measured from the centre of each vortex at $`𝐱_m`$ for all $`m`$ and

$$min|𝐱_m𝐱_n|L;\mathrm{for}\mathrm{all}\mathrm{m}\mathrm{and}\mathrm{n}.$$
(85)
For the calculation of the generalised power spectrum and structure functions we need only to consider the scalar patches within a distance $`L`$ of each vortex because these scalar patches acquire a spiral structure and thereby dominate the scaling of the structure functions. The scalar field at distances larger than $`L`$ from all vortices contributes an $`𝒪(r/L)`$ term to the structure function for $`rL`$ because the interfacial structure of the scalar field far from the vortices remain regular. As we show in this section, this term is negligible in the $`r/L1`$ limit compared to the $`r`$-dependence of the structure functions caused by the scalar spiral structures around the vortices. It is therefore sufficient to consider that $`\theta (𝐱,t)`$ consists only of the local scalar fields $`\theta _m(𝐱𝐱_m,t)`$ in the vicinity of vortices labelled $`m`$ and write

$`\theta (𝐱,t)={\displaystyle \underset{m}{}}\theta _m(𝐱𝐱_m,t).`$ (86)
Every scalar spiral in the right hand side of (86) is localised within a distance $`L`$ of $`𝐱_m`$ and the condition (85) ensures that they do not overlap each other.

Now we can generalise (LABEL:Ft2) to include the effect of many non-interacting vortices with non-overlapping scalar spirals as shown below

$`\widehat{F}_{pq}(𝐤,t)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi L_A^2}}{\displaystyle \underset{m}{}}{\displaystyle \theta _m^q(𝐱,t)e^{i𝐤𝐱}d^2𝐱}`$ (88)
$`\times {\displaystyle }\theta _m^{pq}(𝐱^{},t)e^{i𝐤𝐱^{}}d^2𝐱^{}.`$
Since the integrals are independent of the $`m`$’s we can take them out of the sum. Hence we get the same result as in (84) multiplied by the number of vortices per unit area, that is

$$F_{pq}(k,t)(kL)^{(32D)}(\mathrm{\Omega }_0t)^{2(1D)}\underset{m}{}\frac{1}{2\pi L_A^2}.$$
(89)
This asymptotic relation is valid when $`\mathrm{\Omega }_0t<kL<\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}`$ which is found from the condition $`\rho <x_n<l`$ in dimensionalised form and $`1\mathrm{\Omega }_0tPe^{1/3}`$ in the limit $`Pe\mathrm{}`$.

Assuming the distribution of the scalar spirals over the two dimensional space to be homogeneous and isotropic, the power spectrum $`F_{pq}(k,t)=2\pi k\overline{\widehat{F}_{pq}(𝐤,t)}`$ where the bar implies ensemble averaging over the distribution of many spirals (because vortices are non-interacting and spirals are therefore statistically independent from each other, it does make sense for the average over space already included in the definition of $`\widehat{F}_{pq}(𝐤,t)`$ to be taken over an idealised space where there is only one spiral, and for the ensemble average to be taken over the distribution of many spirals). From (16) we can show that for a homogenous distribution of scalar spirals the odd order structure functions vanish. Only the even order structure functions do not vanish, that is for $`p=even`$. Hence from(LABEL:stfunc)

$`𝒮_p(r,t)`$ $`=`$ $`\overline{[\theta (𝐱+𝐫,t)\theta (𝐱,t)]^p}`$ (90)
$`=`$ $`\overline{[\delta \theta (𝐫,t)]^p}`$ (91)
$``$ $`{\displaystyle \left(2\underset{q=1}{\overset{p1}{}}C_{qp}e^{i𝐤𝐫}\right)\overline{\widehat{F}_{pq}(𝐤,t)}k𝑑k𝑑\varphi }`$ (92)
$``$ $`{\displaystyle \left(1e^{i𝐤𝐫}\right)F_{pq}(k,t)𝑑k𝑑\varphi }`$ (93)
$``$ $`{\displaystyle (1J_0(kr))F_{pq}(k,t)𝑑k}`$ (94)
where $`J_0(kr)`$ is same as (39) with $`n=0`$. After substituting (89) in (LABEL:stfunc2) and integrating we find

$`𝒮_p(r,t)\left({\displaystyle \frac{r}{L}}\right)^{2(1D)}(\mathrm{\Omega }_0t)^{2(1D)}`$ (96)
$`\mathrm{in}\mathrm{the}\mathrm{ranges}{\displaystyle \frac{1}{\mathrm{\Omega }_0t}}>{\displaystyle \frac{r}{L}}>\sqrt{{\displaystyle \frac{\mathrm{\Omega }_0t}{Pe}}}`$ (97)
$`\mathrm{and}1\mathrm{\Omega }_0tPe^{1/3}.`$ (98)
## V Structure functions of statistically stationary passive scalar

To achieve a statistically stationary passive scalar field we may imagine that, as scalar patches take spiral shapes and decay, more scalar patches are introduced in to the flow as may well happen in an experimental setup in the laboratory. This procedure soon leads to a situation where many scalar spirals coexist in the flow all in different stages of their evolution. Assuming the rate of regular injection of the scalar blobs to balance exactly the rate of scalar dissipation, we can expect to have a statistically stationary scalar field. In this case, the averaging over many spirals in different stages of their evolution (which is involved in the calculation of the generalised power spectra and structure functions) may be assumed, in the spirit of Lundgren, to be equivalent to averaging over the life-time of a single spiral. Hence, to obtain the generalised power spectra of the statistically stationary scalar we average the previous section’s results over time in the range $`1<\mathrm{\Omega }_0t<Pe^{1/3}`$, which represents the life time of the spirals. The spiral structure lies in the range $`\rho <x_n<L`$ which implies $`\mathrm{\Omega }_0t<kL<\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}`$. This spiral range of wavenumbers together with the time range of the spiral gives the range of $`\mathrm{\Omega }_0t`$ over which we can average for a given value of $`kL`$. This leads to a time averaged $`F_{pq}(k,t)`$ which takes the form

$`F_{pq}(k)`$ $``$ $`(kL)^1`$ (99)
$`\mathrm{where}`$ $`1<kL<Pe^{1/3},`$ (100)
$`F_{pq}(k)(kL)^{(76D)}Pe^{2(1D)}`$ (101)
$`\mathrm{where}`$ $`Pe^{1/3}<kL<Pe^{1/2}.`$ (102)
(100) and (102) are the result of averaging (89) over the time ranges $`1<\mathrm{\Omega }_0t<kL`$ and $`1<\mathrm{\Omega }_0t<\frac{Pe}{(kL)^2}`$ respectively. These time ranges are determined by the respective wavenumber ranges in (100) and (102). Finally (100) and (102) give the following structure functions

$`𝒮_p(r)constant+\mathrm{ln}\left({\displaystyle \frac{r}{LPe^{1/3}}}\right)`$ (103)
$`\mathrm{where}LPe^{1/3}<r<L,`$ (104)
$`𝒮_p(r)`$ $``$ $`\left({\displaystyle \frac{r}{LPe^{1/3}}}\right)^{6(1D)}`$ (105)
$`\mathrm{where}`$ $`LPe^{1/2}<r<LPe^{1/3}.`$ (106)
In (104) and (106) $`𝒮_p(r)`$ is a time average of $`𝒮_p(r,t)`$ in (98). Note that $`\zeta _p=0`$ with a logarithmic correction in the range $`LPe^{1/3}<r<L`$ and that $`\zeta _p=6(1D)]2,3[`$ in the dissipative range $`LPe^{1/2}<r<LPe^{1/3}`$.

The structure functions $`𝒮_p(r)`$ are not time-dependent and may be interpreted as characterising a scalar field in a statistically steady state achieved with an external large-scale source of scalar (scalar forcing). This scalar forcing may consist of regularly placing in the flow scalar blobs with large-scale smooth interfacial structure. In the spirit of Birkhoff’s Ergodic theorem  we should expect Lundgren’s time average assumption to be relevant for the calculation of structure functions when the scalar field is statistically stationary.

## VI Phenomenology

In this section we extract the phenomenology underlying the calculations and results of the previous sections and show that the essential ingredient of this phenomenology are the locality of scalar inter-scale transfer (108) and the Lundgren time-averaging operation. Indeed, as we show in this section, (100) and (102) can be retrieved by a simple phenomenological argument based on these two ingredients.

Let us return to the time-dependent wind-up of scalar spirals. As time proceeds, ie. as $`\mathrm{\Omega }_0t\mathrm{\Omega }_0(t+\delta t)`$, then $`kLkL+L\delta k`$ because of the differential rotation(which amounts to local shear) in every steady vortex and the entire scalar spectrum is shifted towards higher wavenumbers with time (see Figure 2). That is to say that the shearing advection to which the scalar patches are subjected in every steady vortex is such that the generalised power spectra obey

$`F_{pq}(kL+\delta kL,\mathrm{\Omega }_0t+\mathrm{\Omega }_0\delta t)d(kL+\delta kL)`$ (107)
$`=F_{pq}(kL,\mathrm{\Omega }_0t)d(kL)`$ (108)
The amount of scalar variance in the wavenumber band $`d(kL)`$ around wavenumber $`kL`$ is simply transported to wavenumber band $`d(kL+\delta kL)`$ around wavenumber $`kL+\delta kL`$ after an incremental time duration $`\mathrm{\Omega }_0\delta t`$ (see Figure 2). As shown in, the distance $`l`$ between consecutive coils of the scalar spiral in every vortex at a distance $`r`$ from the centre scales as

$$ł\frac{L}{\mathrm{\Omega }_0t}\left(\frac{r}{L}\right)^{1+1/s}.$$
(109)
Letting time vary by a small amount $`\delta t`$, the distance between two coils changes by

$`{\displaystyle \frac{\delta l}{l}}{\displaystyle \frac{\delta t}{t}}`$

the minus sign indicating that $`l`$ is decreasing. Identifying $`k`$ with $`\frac{2\pi }{l}`$ for the purpose of equation (108) so that $`\frac{\delta k}{k}=\frac{\delta l}{l}`$, it follows that (108) becomes

$`F_{pq}[kL\left(1+{\displaystyle \frac{\delta t}{t}}\right),\mathrm{\Omega }_0t\left(1+{\displaystyle \frac{\delta t}{t}}\right)]dkL\left(1+{\displaystyle \frac{\delta t}{t}}\right)`$ (110)
$`=F_{pq}(kL,\mathrm{\Omega }_0t)d(kL).`$ (111)
The solution of this equation is

$$F_{pq}(kL,\mathrm{\Omega }_0t)=L(kL)^1_{pq}\left(\frac{\mathrm{\Omega }_0t}{kL}\right)$$
(112)
where $`_{pq}`$ are arbitrary dimensionless functions. As indicated in figure 2 this form of the generalised spectra is valid in the limit $`Pe\mathrm{}`$ and in the wavenumber range $`\mathrm{\Omega }_0tkL\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}`$ and time range $`1\mathrm{\Omega }_0tPe^{1/3}`$. Note that $`1\mathrm{\Omega }_0tPe^{1/3}\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}Pe^{1/2}`$. The inverse of $`\mathrm{\Omega }_0t`$ represents the decaying outer length-scale of the spiral range and the inverse of $`\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}`$ represents the growing micro-scale of diffusive attrition. A wavenumber in the range $`1kLPe^{1/3}`$ during the time-period $`1\mathrm{\Omega }_0tPe^{1/3}`$ does not have the time to be affected by diffusive attrition and only receives scalar variance activity from lower wavenumbers until $`\mathrm{\Omega }_0t=kL`$. We therefore refer to $`1kLPe^{1/3}`$ as the advective wavenumber range. The time averaged generalised power spectra in this range are given by

$$F_{pq}(kL)=\frac{1}{kL1}_1^{kL}d(\mathrm{\Omega }_0t)L(kL)^1_{pq}\left(\frac{\mathrm{\Omega }_0t}{kL}\right)$$
(113)
and $`_{pq}`$ must be increasing functions of $`\frac{\mathrm{\Omega }_0t}{kL}`$ because the differential rotation’s shearing process causes the power spectra to shift from small to large wavenumbers (see figure 2). Hence we retrieve (100), i.e.

$`F_{pq}(kL)(kL)^1`$

in the advective range $`1kLPe^{1/3}`$ which is well defined in the limit $`Pe\mathrm{}`$.

In the advective-diffusive range $`Pe^{1/3}kLPe^{1/2}`$ a wavenumber $`kL`$ experiences the advection process from $`\mathrm{\Omega }_0t=1`$ until $`kL=\sqrt{\frac{Pe}{\mathrm{\Omega }_0t}}`$ when molecular diffusion sets in. Hence the time averaged generalised power spectra are given by

$$F_{pq}(kL)=\frac{1}{\frac{Pe}{kL^2}1}_1^{\frac{Pe}{kL^2}}d(\mathrm{\Omega }_0t)L(kL)^1_{pq}\left(\frac{\mathrm{\Omega }_0t}{kL}\right)$$
(114)
in the advective diffusive range and using $`_{pq}\left(\frac{\mathrm{\Omega }_0t}{kL}\right)\left(\frac{\mathrm{\Omega }_0t}{kL}\right)^{2(1D)}`$ (see (89)) we retrieve (102), i.e.

$`F_{pq}(kL)Pe^{2(1D)}(kL)^{7+6D}`$

in the advective-diffusive range $`Pe^{1/3}kLPe^{1/2}`$ which is well defined in the limit $`Pe\mathrm{}`$. Note that the diffusive micro-length-scale $`LPe^{1/2}`$ is the Taylor microscale of the scalar field (first introduced by Corrsin in 1951). Note also that $`76D]3,4[`$ and that the experimental results of  seem to show a steeper power-law wavenumber spectrum at wavenumbers larger than where the $`k^1`$ spectrum is observed.

## VII Conclusions and Discussion

In a two-dimensional isotropic and homogeneous collection of non-interacting compact and time-independent singular vortices with a large-wavenumber energy spectrum $`E(k)k^\alpha `$ with $`1<\alpha 3`$, the structure functions of an advected and freely decaying scalar field have the following scaling behaviour in the limit where $`Pe\mathrm{}`$

$$𝒮_p(r,t)\left(\frac{r}{L}\mathrm{\Omega }_0t\right)^{2(1D)}$$
(115)
where $`\sqrt{\frac{\mathrm{\Omega }_0t}{Pe}}\frac{r}{L}\frac{1}{\mathrm{\Omega }_0t}`$ and $`1\mathrm{\Omega }_0tPe^{1/3}`$, and the fractal co-dimension $`D`$ of the scalar interfaces is such that $`1/2D<2/3`$.

By applying the Lundgren time-average assumption we obtain predictions for the structure functions of a statistically stationary scalar field in the same 2-D velocity field and the same limit $`Pe\mathrm{}`$

$$𝒮_p(r)constant+\mathrm{ln}\left(\frac{r}{LPe^{1/3}}\right)$$
(116)
in the range $`LPe^{1/3}rL`$ and

$$𝒮_p(r)\left(\frac{r}{LPe^{1/3}}\right)^{6(1D)}$$
(117)
in the range $`LPe^{1/2}rLPe^{1/3}`$. The logarithmic term in (116) corresponds to $`k^1`$ generalised power spectra. It may be worth mentioning that the 2-D velocity fields of Holzer and Siggia where they observe a well-defined $`k^1`$ scalar power spectrum are replete with spiral scalar structures.

Predictions of $`k^1`$ scalar power spectra in the limit $`Pe\mathrm{}`$ have been made for scalar fields in smooth (ie. at least everywhere continuous and differentiable ) homogeneous and isotropic random velocity field with arbitrary dimensionality and time dependence by Chertkov et. al. who generalised and unified the results of Batchelor and Kraichnan . Experimental investigations of the high Péclet number $`k^1`$ scalar power spectrum have been inconclusive in 3-D turbulent flows even though Prasad and Sreenivasan have claimed such a spectrum in a 3-D wake . However $`k^1`$ scalar power spectra have been observed at high Péclet numbers in numerical simulations of scalar fields in 2-D and 3-D chaotic flows  and in 2-D velocity fields obeying the stochastically forced Euler equation restricted to a narrow band of small (integral scale) wavenumbers . More recently, $`k^1`$ scalar power spectra have been observed at $`Pe=10^7`$ in 2-D or quasi 2-D statistically stationary turbulent flows in the same range where the velocity field’s energy spectrum is $`k^3`$ by Jullien et al. who have also observed logarithmic scalings in that range for all order structure functions (similarly to (116), but without the ability to establish the $`LPe^{1/3}`$ scaling factor and range). The theory of Chertkov et al. does not apply to this experiment because homogeneous and isotropic random velocity fields which are everywhere continuous and differentiable have energy spectra steeper than $`k^4`$ (see Appendix). The present paper’s theory, however, applies when the energy spectrum scales as $`k^\alpha `$ with $`1<\alpha 3`$ but is limited to time-independent velocity fields. Nevertheless the phenomenology developed in section VI also holds for time-dependent velocity fields and we now apply and generalise it to spatially smooth chaotic flows (and also, by the way, to frozen straining velocity field structures).

The starting point of our phenomenology is the locality of transfer (108). Pedrizzetti and Vassilicos  have shown that inter-scale transfer in 2-D compact vortices is indeed local at a given scale when velocity gradients do not vary much in physical space over that scale. This is the case in the 2-D axisymmetric vortices considered in this paper but also in spatially smooth velocity fields. In a spatially smooth chaotic flow the distance $`l`$ between successive folds of the scalar interface decays exponentially as determined by the largest positive Lyapunov exponent $`\lambda `$, ie. $`l(t)e^{\lambda t}`$ which implies $`\frac{\delta l}{l}\lambda \delta t`$. Applying the locality of transfer property we get

$`F_{pq}(k(1+\lambda \delta t),t+\delta t)dk(1+\lambda \delta t)`$ (118)
$`=F_{pq}(k,t)dk`$ (119)
the solution of which is

$$F_{pq}(k,t)=k^1_{pq}\left(\frac{e^{\lambda t}}{k}\right).$$
(120)
This form of the generalised spectra is valid for $`Pe\mathrm{}`$ and as long as $`1<e^{\lambda t}<k`$, so that applying Lundgren’s time-average operation from $`t=0`$ to $`t=\lambda ^1\mathrm{ln}k`$ gives

$`F_{pq}(k)`$ $`=`$ $`k^1{\displaystyle \frac{\lambda }{\mathrm{ln}k}}{\displaystyle _0^{\frac{\mathrm{ln}k}{\lambda }}}_{pq}\left({\displaystyle \frac{e^{\lambda t}}{k}}\right)𝑑t`$ (121)
$``$ $`[k\mathrm{ln}k]^1`$ (122)
because $`_{pq}`$ is an increasing function of $`\frac{e^{\lambda t}}{k}`$. Power spectra of scalar fields in spatially smooth chaotic flows are believed to scale as $`k^1`$ in the limit $`Pe\mathrm{}`$  but our theory predicts $`(k\mathrm{ln}k)^1`$. This is a small correction to the spectrum but an exponentially large correction to the scalar variance in the limit $`Pe\mathrm{}`$.

## VIII Acknowledgments

MAIK and JCV acknowledge support from EPSRC grant GR/K50320 and from EC TMR Research network on intermittency in turbulent systems. MAIK also wishes to thank the Cambridge Commonwealth Trust, Wolfson College, Cambridge and DAMTP for financial support while this work was being completed. JCV acknowledges support from the Royal Society.

## IX Appendix

For a statistically homogeneous velocity field with velocity components $`u_i(𝐱)`$ we can define a correlation function

$`R_{ij}(𝐫)=\overline{u_i(𝐱)u_j(𝐱+𝐫)}`$

and its Fourier transform

$`\mathrm{\Phi }_{ij}(𝐤)={\displaystyle \frac{1}{(2\pi )^2}}{\displaystyle 𝑑𝐫R_{ij}(𝐫)e^{i𝐤𝐫}}.`$

Incompressibility ($`𝐮=0`$) and statistical isotropy of a two-component or 2-D velocity field $`u_i(𝐱)`$, $`i=1,2`$, imply

$`\mathrm{\Phi }_{ij}(𝐤)=\left(\delta _{ij}{\displaystyle \frac{k_ik_j}{k^2}}\right){\displaystyle \frac{E(k)}{\pi k}}`$

where the average kinetic energy per unit mass of the velocity field is $`E=_0^{\mathrm{}}𝑑kE(k),k|𝐤|`$; $`E(k)`$ is the energy spectrum of the velocity field.

One dimensional energy spectra are defined as follows

$`\varphi _{ij}(k_1)={\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}R_{ij}(r_1,0)e^{ik_1r_1}𝑑r_1`$

which, because of isotropy, are completely characterised by a single component, say $`\varphi _{11}(k_1)`$.

From the above and a few standard manipulations one can get

$`{\displaystyle _1^{\mathrm{}}}𝑑x{\displaystyle \frac{\sqrt{x^21}}{\pi x^2}}{\displaystyle \frac{E(xk_1)}{\varphi _{11}(k_1)}}={\displaystyle \frac{1}{2}}`$

and in a range of wavenumbers where both $`E(k)`$ and $`\varphi _{11}(k_1)`$ are monotonically decreasing functions of $`k`$ and $`k_1`$ respectively, it follows that $`E(k)k^p`$ if and only if $`\varphi _{11}(k_1)k_1^p`$.

The pivotal assumption in  is that the velocity field $`u_i(𝐱)`$ is Taylor-expandable up to at least first derivative terms everywhere in physical space. In particular, this means that $`u_1(x_1,0)`$ is differentiable with respect to $`x_1`$ everywhere on the $`x_1`$ axis. If the first derivative of $`u_1(x_1,0)`$ with respect to $`x_1`$ is also continuous everywhere along the $`x_1`$ axis then the Fourier transform $`\widehat{u}_1(k_1)`$ of $`u_1(x_1,0)`$ must decay faster than $`k_1^2`$ . If, however, the first derivative of $`u_1(x_1,0)`$ is not everywhere continuous, then it is discontinuous either on a set of well-separated points or on a more pathological set of points which accumulate (and are therefore not well-separated) in a fractal-like or in a spiral-like manner . In the case where discontinuities in the derivative field of $`u_1(x_1,0)`$ are well-separated, $`\widehat{u}_1(k_1)`$ decays as $`k_1^2`$ because the Fourier transform of well-separated discontinuities between which the field is continuous decays as $`k_1^1`$ and the Fourier transform of the derivative of $`u_1(x_1,0)`$ is equal to $`ik_1\widehat{u}_1(k_1)`$. In the other case where discontinuities are not well-separated and accumulate, the decay of $`\widehat{u}_1(k_1)`$ can be anywhere between $`k_1^1`$ and $`k_1^2`$ , but in this case $`u_1(x_1,0)`$ cannot be considered to be differentiable at those points where discontinuities of its derivative accumulate.

In conclusion, the differentiability of the velocity field everywhere in physical space implies that $`\widehat{u}_1(k_1)`$ must decay at least as $`k_1^2`$ and therefore $`\varphi _{11}(k_1)|\widehat{u}_1(k_1)|^2𝒪(k_1^4)`$ which in turn implies $`E(k)𝒪(k^4)`$.

The condition $`E(k)𝒪(k^3)`$ stated in the conclusion of  guarantees that the strain field is large-scale but not that the velocity field is differentiable. The spectral condition required to use the pivotal assumption of differentiability in  should in fact be $`E(k)𝒪(k^4)`$.


text:
# Chandra, GLAST, and the Galactic Center

## 1 Introduction

In roughly spherical accretion flows, be it Bondi (1952) or advection-dominated accretion flows (ADAFs; Rees et al. 1982, Narayan & Yi 1994), the protons have temperatures comparable to their gravitational potential energy. Close to the black hole, a significant number of protons are energetic enough to exceed the threshold for the production of pions in proton-proton collisions. Neutral pions quickly decay to produce gamma-rays. It has long been recognized that this is a plausible source of gamma-ray emission from spherical accretion flows (Shvartsman 1971; Dahlbacka, Chapline, & Weaver 1974; Colpi, Maraschi, & Treves 1986; Mahadevan, Narayan, & Krolik 1997).

In this paper we place the expected gamma-ray emission from spherical accretion flows on firmer observational ground by relating it to the more readily observable x-ray emission produced by thermal bremsstrahlung. A simple and relatively universal relationship between the two fluxes exists because both are produced by two-body processes. This is discussed in the next section (§2). We then apply these considerations to Sgr A\*, the supermassive black hole at the center of our galaxy (§3). In §4 we briefly summarize our results.

## 2 The Gamma-ray to X-ray Luminosity Ratio

We first give a simple calculation of the gamma-ray to x-ray luminosity ratio assuming self-similar scalings for the density and temperature of the flow and a thermal distribution of protons. We then discuss the uncertainties introduced by these approximations.

We take the temperature and number density of the flow to be

$$\theta _p=\theta _0r^1\mathrm{and}n=n_0r^a,$$
(1)
where $`\theta _p=kT_p/m_pc^2`$ is the dimensionless proton temperature, $`r`$ is the radius in the flow in units of the Schwarzschild radius ($`R_S`$), and $`n_0`$ is the normalization of the density, which depends on, e.g., the black hole mass, the accretion rate, and the viscosity parameter $`\alpha `$. For $`\theta _0=0.15`$, the proton temperature profile is that of non-relativistic Bondi accretion with an adiabatic index of $`\gamma =5/3`$;222Relativistic corrections are small. comparable maximal temperatures and identical radial scalings occur in relativistic Bondi accretion (Shapiro 1973) and ADAFs (Narayan & Yi 1995). The electron temperature profile is rather uncertain; fortunately we will only need the electron temperature at large radii, r
>103
>𝑟superscript103r\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}}10^{3}, where the flow is well approximated as one temperature. In equation (1) we allow the radial density profile to differ from the canonical Bondi value of $`a=3/2`$; recent work on ADAFs has shown that much smaller values, e.g., $`a=1/2`$, may be appropriate (see §2.2).

The number of $`100`$ Mev gamma-rays produced per second and per cm3 is given by $`n^2R(\theta _p)`$, where $`R(\theta _p)`$ is the reaction coefficient for thermal protons of temperature $`\theta _p`$. At $`\theta _p0.15`$, $`R(\theta _p)`$ can be approximated by $`R(\theta _p)R_0(\theta _p/0.15)^3`$, where $`R_02\times 10^{17}`$ cm3 s-1 (see Fig. 3 of Dermer 1986); for θp
<0.05
<subscript𝜃𝑝0.05\theta_{p}\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}}0.05, $`R(\theta _p)`$ decreases much more rapidly than $`\theta _p^3`$. Integrating over the flow, the photon luminosity in $`100`$ Mev gamma-rays is

$$N_\gamma =4\pi R_S^3n_0^2_1^{\mathrm{}}\left(\frac{dr}{r}\right)R(\theta )r^{32a}\frac{2\pi }{a}R_S^3n_0^2R_0.$$
(2)
Spherical accretion flows produce x-rays by thermal bremsstrahlung and by Comptonizing synchrotron photons. We are interested in very low luminosity systems where the former is expected to dominate. Thermal bremsstrahlung emission can also be expressed using a reaction coefficient. The number of x-rays of frequency $`\nu `$ produced per second and per cm3 is given by $`n^2R_\nu (\theta _e)`$, where $`R_\nu (\theta _e)\beta \theta _e^{1/2}\mathrm{exp}[h\nu /kT_e]`$ and $`\beta 1.3\times 10^{16}`$ cm3 s-1 (e.g., Rybicki & Lightman 1979). Integrating over the flow, the photon luminosity in x-rays of frequency $`\nu `$ is

$$N_X=4\pi R_S^3n_0^2\beta _1^{\mathrm{}}\left(\frac{dr}{r}\right)r^{32a}\theta _e^{1/2}\mathrm{exp}[h\nu /kT_e].$$
(3)
Equation (3) shows that at a frequency $`\nu `$ the x-ray emission is dominated by the largest radius which satisfies kTe
>hν
>𝑘subscript𝑇𝑒𝜈kT_{e}\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}}h\nu. This is because $`r^3n^2T_e^{1/2}`$ increases with increasing radius. We focus on x-ray emission at $`10`$ keV which is dominated by emission from $`r10^310^4`$. At these radii the flow is quite accurately approximated as one-temperature so we can substitute $`T_e=T_p`$ ($`\theta _e=m_p\theta _p/m_e`$) into equation (3) and perform the integral

$$N_X\frac{4\pi }{3.52a}R_S^3n_0^2\beta ^{}\theta _0^{1/2}r_\nu ^{3.52a},$$
(4)
where $`r_\nu =\theta _0/\theta _\nu `$, $`\theta _\nu =h\nu /m_pc^2`$, and $`\beta ^{}=\beta (m_e/m_p)^{1/2}3\times 10^{18}`$ cm3 s-1.

Combining equations (2) and (4), the ratio of the gamma-ray luminosity at energy $`E_\gamma 100`$ MeV to the x-ray luminosity at energy $`E_X`$ is given by

$$\frac{L_\gamma }{L_X}\left(\frac{E_\gamma }{E_X}\right)\left(\frac{3.52a}{a}\right)r_\nu ^{2a3.5}30\left(\frac{10\mathrm{keV}}{E_X}\right)^{1/2},$$
(5)
where the last approximation takes $`a=3/2`$.

Equation (5) shows that, for the self-similar analysis of this subsection, the gamma-ray to x-ray luminosity ratio of the flow depends only on the radial density profile. Since both pion decay and bremsstrahlung involve two-body processes the luminosity ratio from any spherical shell depends only on the local temperature(s). The radial density profile enters because pions are only produced in interesting numbers very close to the black hole while the x-ray luminosity primarily originates from rather large radii. For $`a=3/2`$, equation (5) predicts $`L_\gamma 30L_X`$, an observationally interesting number (§3), while for $`a=1/2`$, the predicted gamma-ray luminosity is certainly undetectable, $`L_\gamma 10^5L_X`$.

### 2.1 Uncertainties in Bondi-like models ($`a=3/2`$)

Several models of quasi-spherical accretion (Bondi, ADAF) predict a nearly free-fall radial velocity and, as a consequence, $`a=3/2`$. In this case, the primary uncertainty in the $`L_\gamma /L_X`$ estimate of the previous section is the proton temperature: $`\theta _p`$ could be smaller than $`0.1`$ near the black hole. A priori this is quite worrying because of the strong temperature dependence of the pion reaction rate.

We do not believe that this uncertainty poses a serious threat to the estimate of equation (5). Relativistic corrections to the classical Bondi solution are small (Shapiro 1973). As we explain below, the corrections due to rotation in the ADAF solution are relatively small as well.

In principle, ADAF models can have low proton temperatures near the event horizon (e.g., θp
<0.03
<subscript𝜃𝑝0.03\theta_{p}\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr} }}}0.03). The low-temperature solutions, however, require small values of the dimensionless viscosity $`\alpha `$, while numerical simulations and theoretical arguments (see §2.2) show that canonical ADAF models are only realizable if $`\alpha `$ is relatively large, roughly α
>0.1
>𝛼0.1\alpha\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}}0.1.

For large $`\alpha `$ equation (1) is a reasonable approximation of even general relativistic calculations of the structure of ADAFs (Gammie & Popham 1998, Popham & Gammie 1998; hereafter GP).333This is not true for small $`\alpha `$ (e.g., Narayan, Kato, & Honma 1997). For non-rotating black holes and α
>0.1
>𝛼0.1\alpha\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}}0.1, for example, our temperature profiles match those of GP very well;444GP consider several adiabatic indices for the flow; we compare only with $`\gamma 5/3`$, appropriate for a flow dominated by the energy density of the nearly non-relativistic protons. they find maximal temperatures of $`\theta _p0.1`$, consistent with our value. For rapidly spinning black holes, their temperatures are yet higher, reaching $`\theta _p0.3`$. In addition, the density profile given by equation (1) is a reasonable approximation of the global calculations for large $`\alpha `$. Self-similar solutions predict radial velocities $`\alpha c_s`$, where $`c_s`$ is the sound speed of the gas. At small radii, however, the accreting gas must pass through a sonic point on its way into the black hole. For large $`\alpha `$ the “natural” radial velocity of the flow is of order the sound speed, so little deviation from self-similarity is required to match onto the sonic transition.

To test the estimate of equation (5) we calculated the expected gamma-ray to x-ray luminosity ratio using several of GP’s models and found generally good agreement. For a non-rotating black hole and an accretion flow with $`\alpha 0.3`$, for example, the more detailed calculation yields $`L_\gamma 10L_X`$ for $`E_X=10`$ keV, in reasonable agreement with equation (5).

It is also important to emphasize that gamma-ray emission from pion decay is unlikely to be as sensitive to temperature as suggested by the simple thermal model we have considered. The collisionless plasmas of interest should efficiently accelerate protons to relativistic energies; in this case the total gamma-ray luminosity varies only linearly with changes in the thermal energy of the protons since there are always a substantial number of protons above the pion production threshold (see Mahadevan et al. 1997).555Gruzinov & Quataert (1999) describe a proton heating model which yields very little proton acceleration. However, if shocks or reconnection events occur in the accretion flow, a fraction of protons should be accelerated.

Equation (5) predicts a detectable gamma-ray flux only if $`a3/2`$. The above considerations suggest that equation (5) should be a good approximation in this limit.

### 2.2 Non Bondi-like accretion models ($`a<3/2`$)

Modern theories and numerical simulations of quasi-spherical accretion flows suggest that the mean infall velocity can deviate substantially from the free-fall value, resulting in $`a<3/2`$. There are three scenarios: convection-dominated accretion flows (CDAFs), winds, and turbulent heat conduction.

CDAF: Two independent groups have performed numerical simulations of quasi-spherical non-radiating accretion flows with small values of the viscosity parameter (Stone, Pringle, & Begelman 1999; Igumenshchev & Abramowicz 1999). They both find $`a=1/2`$ rather than $`a=3/2`$. Narayan, Igumenshchev, & Abramowicz (2000) and Quataert & Gruzinov (2000) have explained this in terms of a CDAF. In such a flow angular momentum is efficiently transported inwards by strong radial convection. This nearly cancels the outward transport by magnetic fields, leading to a substantially suppressed accretion rate and a much flatter radial density profile.

Winds: For large α
>0.1
>𝛼0.1\alpha\mathrel{\mathchoice{\vbox{\offinterlineskip\halign{$\m@th\displaystyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\textstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}{\vbox{\offinterlineskip\halign{$\m@th\scriptscriptstyle\hfil#\hfil$\cr>\crcr\sim\crcr} }}}0.1, CDAFs do not appear to be found in numerical simulations (Igumenshchev & Abramowicz 1999); this is because the infall time of the gas is shorter than the convective turnover time, so convection is less dynamically important. For large $`\alpha `$, however, $`a`$ may differ from $`3/2`$ for a different physical reason; strong outflows may drive away most of the accreting mass (Blandford & Begelman 1999; Igumenshchev & Abramowicz 1999).

Turbulent heat conduction: Conduction preheats the infalling gas, reducing the accretion rate and flattening the density profile (Gruzinov 1999).

## 3 Application to the Galactic Center

Chandra observations of the Galactic Center detect a point source coincident with the non-thermal radio source Sgr A\* to within $`0.5^{\prime \prime }10^5R_S`$. Its $`0.110`$ keV luminosity is $`L_X4\times 10^{33}`$ ergs s-1 (Baganoff et al. 2000). It is very plausible that this represents the first x-ray detection of the supermassive black hole at the center of our galaxy.

It is natural to interpret Chandra’s detection as thermal bremsstrahlung from large radii in the accretion flow. As shown in §2, such emission would arise from $`r10^4`$; the density required to match the observed luminosity is then $`4\times 10^3`$ cm-3. The corresponding accretion rate is $`10^5`$ $`M_{}`$ yr-1, if the radial velocity of the gas is of order the sound speed. This is in good agreement with estimates based on the mass-losing stars in the central parsec of the Galactic Center (e.g., Coker & Melia 1997; Quataert, Narayan, & Reid 1999). The bremsstrahlung interpretation predicts the absence of short timescale variability in the observed x-rays (since the emission arises from large radii). It can also be tested by looking for x-ray line emission in deeper Chandra exposures (Narayan & Raymond 1999).

EGRET observations of the Galactic Center region detect a source (2EG 1746-2852) with $`L_\gamma 10^{36}`$ ergs s-1 and a power law spectrum extending from $`100`$ MeV to $`10`$ GeV (Merck et al. 1996); it appears to be point like within the $`1^o`$ resolution of the instrument. Mahadevan et al. (1997) interpreted this emission as arising from an ADAF around the black hole at the Galactic Center. In their more comprehensive models of Sgr A\*, however, Narayan et al. (1998) were unable to produce gamma-ray emission at the required levels and satisfy other observational constraints. Moreover, the observed spectrum of 2EG 1746-2852 looks very similar to that expected from cosmic rays colliding with a dense cloud of molecular hydrogen.

Our calculation in §2 predicts the expected gamma-ray luminosity from the accretion flow given the x-ray luminosity in thermal bremsstrahlung. We believe that the Chandra observations of the Galactic Center provide this thermal bremsstrahlung luminosity. With this normalization, equation (5) predicts $`L_\gamma 10^{35}`$ ergs s-1 for $`a=3/2`$. This is well above the $`2\times 10^{33}`$ ergs s-1 detection threshold of the forthcoming Gamma-ray Large Area Space Telescope (GLAST).666see http://glast.gsfc.nasa.gov/SRD In addition, GLAST’s angular resolution is expected to be significantly better than that of EGRET (for, among other things, the express purpose of identifying unidentified EGRET sources). GLAST will therefore likely have the capability of distinguishing a gamma-ray counterpart of Sgr A\* (if it indeed exists) from 2EG 1746-2852.

## 4 Discussion

We have argued that the ratio of the $`100`$ MeV gamma-ray luminosity to the $`10`$ keV x-ray luminosity of a spherical accretion flow depends primarily on its radial density profile (where $`nr^a`$). In particular, for canonical spherical accretion flow models with $`a=3/2`$, $`L_\gamma 30L_X`$; for $`a<3/2`$, $`L_\gamma L_X`$.

Our analysis predicts the $`100`$ MeV gamma-ray luminosity expected from the accretion flow onto the supermassive black hole at the center of our galaxy (§3): $`L_\gamma 10^{35}`$ ergs s-1 if $`a=3/2`$ while $`L_\gamma 10^{29}`$ ergs s-1 if $`a=1/2`$. For $`a=3/2`$, this estimate is nearly two orders of magnitude above the detection threshold of the GLAST telescope. We expect, however, that no gamma-rays will be observed coincident with the black hole, supporting theoretical suggestions (see §2.2) that the density profile in spherical accretion flows is significantly flatter than the canonical $`r^{3/2}`$ profile.

###### Acknowledgements.

We thank Charles Gammie and Bob Popham for the use of their global models of ADAFs, Fred Baganoff for information about Chandra observations of the Galactic Center, and John Bahcall for discussions and comments. EQ is supported by NASA through Chandra Fellowship PF9-10008, awarded by the Chandra X–ray Center, which is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS 8-39073. AG was supported by the W. M. Keck Foundation and NSF PHY-9513835.