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The existence of the effective diffusivity tensor for diffusions with incompressible mixing drifts

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EN
Abstrakty
EN
In the present article we consider a model of motion of a passive tracer particle under a random, non-steady (time dependent), incompressible velocity flow in a medium with positive molecular diffusivity. We show the existence of the effective diffusivity tensor for the flow provided that its relaxation time is sufficiently small. In contrast to the previous papers [23], [6], [20] we do not assume the existence of the stationary and integrable stream matrix for the flow.
Słowa kluczowe
Rocznik
Strony
337--355
Opis fizyczny
Bibliogr. 29 poz.
Twórcy
  • Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland
  • Institute of Mathematics, UMCS, Lublin, Poland
autor
  • Institute of Mathematics, UMCS, Lublin, Poland
Bibliografia
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  • [3] R. Bradley, A caution on mixing conditions for random fields, Statist. Probab. Lett. 8 (1989), pp. 489-491.
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  • [5] G. Da Prato and J. Zabczyk, Ergodicity for Infinite Dimensional Systems, Cambridge Univ. Press, Cambridge 1996.
  • [6] A. Fannjiang and T. Komorowski, An invariance principle for diffusions in turbulence, Ann. Probab. 27 (1999), pp. 751-781.
  • [7] A. Fannjiang and T. Komorowski, Turbulent diffusions in Markovian flows, Ann. Appl. Probab. 9 (1999), pp. 591-610.
  • [8] A. Fannjiang and T. Komorowski, Homogenization regime for a class of Ornstein-Uhlenbeck fields, Elect. J. Probab. 7, artykuł #20 (2002), pp. 1-22.
  • [9] A. Fannjiang and T. Komorowski, Diffusive and non-diffusive limits of transport in non-mixing flows, SIAM J. Appl. Math. 62 (2002), pp. 909-923.
  • [10] C. A. Fannjiang and G. C. Papanicolaou, Diffusion in turbulence, Probab. Theory Related Fields 105 (1996), pp. 279-334.
  • [11] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. I, Wiley, New York-London 1961.
  • [12] U. Frisch, Turbulence, Cambridge Univ. Press, 1996.
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  • [16] R. Z. Khasminskii, A limit theorem for solutions of differential equations with a random right hand hide, Theory Probab. Appl. 11 (1966), pp. 390-406.
  • [17] T. Komorowski, Diffusion approximation for the advection of particles in a strongly turbulent random environment, Ann. Probab. 24 (1996), pp. 346-376.
  • [18] T. Komorowski and G. Krupa, On the existence of invariant measure for Lagrangian velocity in compressible environments, J. Statist. Phys. 106 (2002), pp. 635-651. Erratum: J. Statist. Phys. 109 (2002), p. 341.
  • [19] T. Komorowski and G. Krupa, A note on an application of the Lasota-York Fixed Point Theorem in the turbulent transport problem, Bull. Polish Acad. Sci. (to appear).
  • [20] T. Komorowski and S. Olla, On homogenization of time dependent random flows, Probab. Theory Related Fields 121 (2001), pp. 98-116.
  • [21] T. Komorowski and S. Olla, On the superdiffusive behavior of passive tracer with a Gaussian drift, J. Statist. Phys. 108 (2002), pp. 647-668.
  • [22] S. Kozlov, The Averaging of Random Operators, Mat. Sb. 109 (1979), pp. 188-202.
  • [23] C. Landim, S. Olla and H. T. Yau Convection-diffusion equation with space-time ergodic random flow, Probab. Theory Related Fields 112 (1998), pp. 203-220.
  • [24] J. L. Lumley, The Mathematical Nature of the Problem of Relating Lagrangian and Eulerian Statistical Functions in Turbulence, Mécanique de la Turbulence, Coll. Int. du CNRS à Marseille, éd. du CNRS, Paris 1962.
  • [25] G. C. Papanicolaou and S. R. S. Varadhan, Boundary value problems with rapidly oscillating random coefficients, in: Random Fields, J. Fritz and J. L. Lebowitz (Eds.), Colloq. Math. Soc. János Bolyai 27 (1979), pp. 835-873.
  • [26] S. C. Port and C. Stone, Random measures and their application to motion in an incompressible fluid, J. Appl. Probab. 13 (1976), pp. 499-506.
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  • [28] L. Shen, On ballistic diffusions in random environment, Ann. Inst. H. Poincaré, PR 39 (2003), pp. 839-876.
  • [29] O. Zeitouni, Lecture notes on random walks in random environments, 2001, preprint available at: http://www-ee.technion.ac.il/zeitouni/ps/notes1.ps.
Typ dokumentu
Bibliografia
Identyfikator YADDA
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