| Título: | Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows |
| Autores: |
Fannjiang, Albert; University of California, Davis Komorowski, Tomasz; UMCS |
| Fecha: | 2002-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Ornstein-Uhlenbeck flow, martingale central limit theorem, homogenization, Peclet number. 60F17, 35B27. |
| Descripción: | We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number, the laws of diffusions under the diffusive rescaling converge weakly, to the law of a Brownian motion. We also show that the effective diffusivity has a finite, nonzero limit as the molecular diffusion tends to zero. |
| Idioma: | Inglés |
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