Homogenization for time-dependent two-dimensional incompressible Gaussian flows

René A. Carmona; Lin Xu

doi:10.1214/aoap/1034625262

Homogenization for time-dependent two-dimensional incompressible Gaussian flows

René A. Carmona, Lin Xu

Research output: Contribution to journal › Article › peer-review

28 Scopus citations

Abstract

We consider the diffusive scaling limit for the transport of a passive scalar in a two-dimensional time-dependent incompressible Gaussian velocity field and in the presence of molecular diffusivity. We prove that homogenization holds in this limiting regime and we derive some simple properties of the effective diffusivity tensor.

Original language	English (US)
Pages (from-to)	265-279
Number of pages	15
Journal	Annals of Applied Probability
Volume	7
Issue number	1
DOIs	https://doi.org/10.1214/aoap/1034625262
State	Published - Feb 1997

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Gaussian fields
Homogenization
Lagrangian observations
Martingale central limit theorem

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10.1214/aoap/1034625262

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title = "Homogenization for time-dependent two-dimensional incompressible Gaussian flows",

abstract = "We consider the diffusive scaling limit for the transport of a passive scalar in a two-dimensional time-dependent incompressible Gaussian velocity field and in the presence of molecular diffusivity. We prove that homogenization holds in this limiting regime and we derive some simple properties of the effective diffusivity tensor.",

keywords = "Gaussian fields, Homogenization, Lagrangian observations, Martingale central limit theorem",

author = "Carmona, {Ren{\'e} A.} and Lin Xu",

year = "1997",

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doi = "10.1214/aoap/1034625262",

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T1 - Homogenization for time-dependent two-dimensional incompressible Gaussian flows

AU - Carmona, René A.

AU - Xu, Lin

PY - 1997/2

Y1 - 1997/2

N2 - We consider the diffusive scaling limit for the transport of a passive scalar in a two-dimensional time-dependent incompressible Gaussian velocity field and in the presence of molecular diffusivity. We prove that homogenization holds in this limiting regime and we derive some simple properties of the effective diffusivity tensor.

AB - We consider the diffusive scaling limit for the transport of a passive scalar in a two-dimensional time-dependent incompressible Gaussian velocity field and in the presence of molecular diffusivity. We prove that homogenization holds in this limiting regime and we derive some simple properties of the effective diffusivity tensor.

KW - Gaussian fields

KW - Homogenization

KW - Lagrangian observations

KW - Martingale central limit theorem

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M3 - Article

AN - SCOPUS:0031285163

SN - 1050-5164

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EP - 279

JO - Annals of Applied Probability

JF - Annals of Applied Probability

IS - 1

ER -

Homogenization for time-dependent two-dimensional incompressible Gaussian flows

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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