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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2305.19293 |
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| _version_ | 1866910136632606720 |
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| author | Flandoli, Franco Russo, Francesco |
| author_facet | Flandoli, Franco Russo, Francesco |
| contents | Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain cases represents the equation for the mean value. From this equation we observe a reduced dissipation property for small times and an enhanced diffusion for large times, with respect to delta correlated noise when regularity is higher than the one of Brownian motion, a fact interpreted qualitatively here as a signature of the modified dissipation observed for 2D turbulent fluids due to the inverse cascade. We give results also for the variance of the solution and for a scaling limit of a two-component noise input. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_19293 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic transport by Gaussian noise Flandoli, Franco Russo, Francesco Probability Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain cases represents the equation for the mean value. From this equation we observe a reduced dissipation property for small times and an enhanced diffusion for large times, with respect to delta correlated noise when regularity is higher than the one of Brownian motion, a fact interpreted qualitatively here as a signature of the modified dissipation observed for 2D turbulent fluids due to the inverse cascade. We give results also for the variance of the solution and for a scaling limit of a two-component noise input. |
| title | Stochastic transport by Gaussian noise |
| topic | Probability |
| url | https://arxiv.org/abs/2305.19293 |