English

Super-diffusivity in a shear flow model from perpetual homogenization

Probability 2016-08-16 v2 Mathematical Physics Analysis of PDEs math.MP

Abstract

This paper is concerned with the asymptotic behavior solutions of stochastic differential equations dyt=dωtΓ(yt)dtdy_t=d\omega_t -\nabla \Gamma(y_t) dt, y0=0y_0=0 and d=2d=2. Γ\Gamma is a 2×22\times 2 skew-symmetric matrix associated to a shear flow characterized by an infinite number of spatial scales Γ12=Γ21=h(x1)\Gamma_{12}=-\Gamma_{21}=h(x_1), with h(x1)=n=0γnhn(x1/Rn)h(x_1)=\sum_{n=0}^\infty \gamma_n h^n(x_1/R_n) where hnh^n are smooth functions of period 1, hn(0)=0h^n(0)=0, γn\gamma_n and RnR_n grow exponentially fast with nn. We can show that yty_t has an anomalous fast behavior (\E[yt2]t1+ν\E[|y_t|^2]\sim t^{1+\nu} with ν>0\nu>0) and obtain quantitative estimates on the anomaly using and developing the tools of homogenization.

Keywords

Cite

@article{arxiv.math/0105199,
  title  = {Super-diffusivity in a shear flow model from perpetual homogenization},
  author = {Gérard Ben-Arous and Houman Owhadi},
  journal= {arXiv preprint arXiv:math/0105199},
  year   = {2016}
}