A structure-preserving scheme for computing effective diffusivity and anomalous diffusion phenomena of random flows

Abstract

This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between spatial and temporal variables for cases with anomalous diffusion phenomena. From a Lagrangian approach, we separate the corresponding stochastic differential equations (SDEs) into sub-problems and construct a one-step structure-preserving method to solve them. Then by modified equation systems, the convergence analysis in calculating the effective diffusivity is provided and compared between the structure-preserving scheme and the Euler-Maruyama scheme. Also, we provide the error estimate for the structure-preserving scheme in calculating the power law for a series of super-diffusive random flows. Finally, we calculate the effective diffusivity and anomalous diffusion phenomena for a series of 2D and 3D random fields.