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Super-diffusivity in a shear flow model from perpetual homogenization

Gérard Ben-Arous, Houman Owhadi

math.PRarXiv:math/0105199

Abstract

This paper is concerned with the asymptotic behavior solutions of stochastic differential equations dyt=dωt -∇ Γ(yt) dt, y0=0 and d=2. Γ is a 2× 2 skew-symmetric matrix associated to a shear flow characterized by an infinite number of spatial scales Γ12=-Γ21=h(x1), with h(x1)=Σn=0∞ γn hn(x1/Rn) where hn are smooth functions of period 1, hn(0)=0, γn and Rn grow exponentially fast with n. We can show that yt has an anomalous fast behavior ([|yt|2] t1+ν with ν>0) and obtain quantitative estimates on the anomaly using and developing the tools of homogenization.

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