Probability Theory and Related Fields

, Volume 112, Issue 2, pp 203–220 | Cite as

Convection–diffusion equation with space–time ergodic random flow

  • C. Landim
  • S. Olla
  • H. T. Yau
Article

Abstract.

We prove the homogenization of convection-diffusion in a time-dependent, ergodic, incompressible random flow which has a bounded stream matrix and a constant mean drift. We also prove two variational formulas for the effective diffusivity. As a consequence, we obtain both upper and lower bounds on the effective diffusivity.

Mathematics Subject Classification (1991): Primary 60K35 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • C. Landim
    • 1
  • S. Olla
    • 2
  • H. T. Yau
    • 3
  1. 1.IMPA, Estrada Dona Castorina 110, CEP 22460 Rio de Janeiro, Brazil and CNRS URA 1378, Université de Rouen, F-76128 Mont Saint Aignan, France. E-mail: landim@impa.brFR
  2. 2.Département de Mathématiques, Université de Cergy–Pontoise, 2 Av. Adolphe Chauvin, Pontoise F-95.302 Cergy–Pontoise Cedex, France and Centre de Mathématiques Appliquées, Ecole Polytechnique, F-91128 Palaiseau Cedex, France. E-mail: olla@v-cergy.frFR
  3. 3.Courant Institute, 251 Mercer Street, New York, NY 10012, USA. E-mail: yau@cims.nyu.eduUS

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