Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris Dispersion

We study the long time behavior of an advection-diffusion equation with a random shear flow which depends on a stationary Ornstein-Uhlenbeck (OU) process in parallel-plate channels enforcing the no-flux boundary conditions. We derive a closed form formula for the long time asymptotics of the arbitrary N-point correlator using a ground state eigenvalue perturbation approach. In turn, appealing to the conclusion of the Hausdorff moment problem, we discover a diffusion equation with a random drift and deterministic enhanced diffusion possessing the exact same probability distribution function at long times. Such equations enjoy many ergodic properties which immediately translate to ergodicity results for the original problem. In particular, we establish that the first two Aris moments using a single realization of the random field can be used to explicitly construct all ensemble averaged moments. Also, the first two ensemble averaged moments explicitly predict any long time centered Aris moment. Such ergodic results guarantee than an experimentalist need only perform a single realizaiton to fully experience the complete ensemble statistics. We present experimental and Monte-Carlo simulations exploring the convergence of the random solutions to their deterministic limits. Laslty, We present explicit formulae for the decaying passive scalar's long time limiting probability distribution function (PDF) for different types of initial conditions.