Diffusion approximation for the advection of particles in a strongly turbulent random environment
Komorowski, Tomasz
Ann. Probab., Tome 24 (1996) no. 2, p. 346-376 / Harvested from Project Euclid
In this paper we prove several theorems concerning the motion of a particle in a random environment. The trajectory of a particle is the solution of the differential equation $dx(t)/dt=V(x(t))$, where $V(x) = v + \varepsilon^{1-\alpha} F(x), \; 0\leq\alpha\leq 1,$ $v$ is a constant vector, $F$ is a mean-zero fluctuation field and $\varepsilon^{1-\alpha}$ is a parameter measuring the size of the fluctuations. We show that both in case of a motion of a single particle and of a particle system considered in the macroscopic coordinate system moving along with velocity $v$ [i.e., $x \sim (x-vt)/\varepsilon^{\alpha}, \; t\sim t/\varepsilon^2$] the diffusion approximation holds provided that $F$ is divergence free. Moreover we show how to renormalize trajectories to obtain a similar result for non-divergence-free fields. These results generalize theorems due to Khasminskii and to Kesten and Papanicolaou.
Publié le : 1996-01-14
Classification: 
@article{1042644720,
     author = {Komorowski, Tomasz},
     title = {Diffusion approximation for the advection of particles in a
			 strongly turbulent random environment},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 346-376},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1042644720}
}
Komorowski, Tomasz. Diffusion approximation for the advection of particles in a
			 strongly turbulent random environment. Ann. Probab., Tome 24 (1996) no. 2, pp.  346-376. http://gdmltest.u-ga.fr/item/1042644720/