In this paper we study the convergence of stochastic processes
related to a random partial differential equation (PDE with random
coefficients) of heat equation propagation type in a Kolmogorov's random
velocity field. Then we are able to improve the results of Avellanda and Majda
in the case of "shear-flow" advection-diffusion because we prove a
convergence in law of the solution of the RPDE instead of just convergence of
the moments.
Publié le : 1998-08-14
Classification:
Scaling laws,
random media,
advection-diffusion,
stochastic processes,
35R60,
60J60,
76F10
@article{1028903445,
author = {Gaudron, Guillaume},
title = {Scaling laws and convergence for the advection-diffusion
equation},
journal = {Ann. Appl. Probab.},
volume = {8},
number = {1},
year = {1998},
pages = { 649-663},
language = {en},
url = {http://dml.mathdoc.fr/item/1028903445}
}
Gaudron, Guillaume. Scaling laws and convergence for the advection-diffusion
equation. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp. 649-663. http://gdmltest.u-ga.fr/item/1028903445/