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This note is about a drift-diffusion process $X$ with a time-independent, divergence-free drift $b$, where $b$ is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the…

Probability · Mathematics 2025-11-24 Peter Morfe , Felix Otto , Christian Wagner

We investigate the transport of a passive tracer in a two-dimensional stratified random medium with flow parallel and perpendicular to the strata. Assuming a Gaussian random flow with a Gaussian correlation function, it is not only possible…

Disordered Systems and Neural Networks · Physics 2009-11-07 M. Clincy , H. Kinzelbach

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

Probability · Mathematics 2025-11-20 Peter S. Morfe , Felix Otto , Christian Wagner

The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…

Probability · Mathematics 2022-11-04 Giuseppe Cannizzaro , Levi Haunschmid-Sibitz , Fabio Toninelli

We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…

Statistical Mechanics · Physics 2014-12-11 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…

Mathematical Physics · Physics 2012-10-23 Marija Vucelja , Gregory Falkovich , Konstantin S. Turitsyn

This work investigates the long-time asymptotic behavior of a diffusing passive scalar advected by fluid flow in a straight channel with a periodically varying cross-section. The goal is to derive an asymptotic expansion for the scalar…

Fluid Dynamics · Physics 2026-04-09 Lingyun Ding

A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…

Soft Condensed Matter · Physics 2018-10-17 Kui Zhang , Katelyn P. R. Crizer , Mark H. Schoenfisch , David B. Hill , Gustavo Didier

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

Gaussian quasi-likelihood estimation of the parameter $\theta$ in the square-root diffusion process is studied under high frequency sampling. Different from the previous study of Overbeck and Ryd\'{e}n(1998) under low-frequency sampling,…

Statistics Theory · Mathematics 2022-06-24 Yuzhong Cheng , Nicole Hufnagel , Hiroki Masuda

Infrared asymptotic behaviour of a scalar field, passively advected by a random shear flow, is studied by means of the field theoretic renormalization group and the operator product expansion. The advecting velocity is Gaussian, white in…

Chaotic Dynamics · Physics 2011-12-30 N. V. Antonov , A. V. Malyshev

Recent advances in light microscopy have spawned new research frontiers in microbiology by working around the diffraction barrier and allowing for the observation of nanometric biological structures. Microrheology is the study of the…

Probability · Mathematics 2016-07-27 Gustavo Didier , Kui Zhang

The dispersion of a passive scalar by wall turbulence, in the limit of infinite Peclet number, is analyzed using frozen velocity fields from the DNS by our group. The Lagrangian trajectories of fluid particles in those fields are integrated…

Fluid Dynamics · Physics 2013-09-11 Juan C. del Alamo , Javier Jimenez

Tracer diffusion and hydrodynamic dispersion in two-dimensional fractures with self-affine roughness is studied by analytic and numerical methods. Numerical simulations were performed via the lattice-Boltzmann approach, using a new boundary…

Statistical Mechanics · Physics 2016-08-31 German Drazer , Joel Koplik

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

We investigate diffusion-driven flows in a parallel-plate channel domain with linear density stratification, which arise from the combined influence of gravity and diffusion in density-stratified fluids. We compute the time-dependent…

Fluid Dynamics · Physics 2023-04-13 Lingyun Ding , Richard M. McLaughlin

McDonald and Clerk [Phys.\ Rev.\ Research 5, 033107 (2023)] showed that for linear open quantum systems the Liouvillian spectrum is independent of the noise strength. We first make this noise-independence principle precise in continuous…

Quantum Physics · Physics 2026-01-23 Frank Ernesto Quintela Rodríguez

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

Condensed Matter · Physics 2009-10-28 D. S. Dean , I. T. Drummond , R. R. Horgan

We investigate the spreading of passive tracers in closed basins. If the characteristic length scale of the Eulerian velocities is not very small compared with the size of the basin the usual diffusion coefficient does not give any relevant…

chao-dyn · Physics 2009-10-30 V. Artale , G. Boffetta , A. Celani , M. Cencini , A. Vulpiani
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