Passive tracer in a slowly decorrelating random flow with a large mean
Tomasz Komorowski, Lenya Ryzhik
Abstract
We consider the movement of a particle advected by a random flow of the form +δ(), with ∈d a constant drift, () -- the fluctuation -- given by a zero mean, stationary random field and δ 1 so that the drift dominates over the fluctuation. The two-point correlation matrix () of the random field decays as ||2α-2, as ||+∞ with α<1. The Kubo formula for the effective diffusion coefficient obtained in kp79 for rapidly decorrelating fields diverges when 1/2α<1. We show formally that on the time scale δ-1/α the deviation of the trajectory from its mean (t)=(t)- t converges to a fractional Brownian motion Bα(t) in this range of the exponent α. We also prove rigorously upper and lower bounds which show that [|(t)|2] converges to zero for times tδ-1/α and to infinity on time scales t δ-1/α as δ 0 when α∈(1/2,1). On the other hand, when α<1/2 non-trivial behavior is observed on the time-scale O(δ-2).
Create a lesson
Related papers
Exploring continuous beta-ensembles: A Python implementation for random matrix spectral statistics
Dorin Weissman
Mutual information-entropy plane: a new quantifier space for time series analysis
Gonzalez Acosta Gaspar, Kowalski Andrés M
Characterization of Chaotic Evolution in Quantum Systems Induced by Random Hermitian Matrices
Arkady Kurnosov, Sven Gnutzmann, Uzy Smilansky
Noise Effects on Ordinal Pattern Statistics via Majorization
Facundo Sapienza
Synchronization induces Bell violations in a model of walking droplets
Álvaro G. López, Rahil N. Valani, Yuanmei Li et al.
Identifying the structure of dynamical transitions in logistic map
Aswin Balaji, Shruti Tandon, Shwetha Viswesh et al.