Abstract
We study the asymptotic behavior, as ∈ goes to zero, of a passive scalar T ∈ (x,t)solution of the following advection-diffusion equation:
where v is a strictly positive diffusion constant and{V(x,t) : x ∈ ℝd, t ≥ 0 }is a mean zero homogeneous Gaussian field. We assume that the covariance is of the form
and under some mild regularity assumption on Γ, we prove that T ∈ (x,t) converges in distribution to the solution of a stochastic partial differential equation. We derive the effective diffusion coefficient from this result. This work is a generalization of previous works by Bouc-Pardoux [3] and Kushner-Huang [8] where the velocity field is of the form \(\frac{1}{ \in }V\left( {x,{{Z}_{{t/{{ \in }^{2}}}}}} \right)\) for some finite-dimensional ergodic noise process Z. Our situation is an example of infinite-dimensional noise.
This work is partially supported by a joint NSF-CNRS grant
Partially supported by ONR N00014-91-1010
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Carmona, R.A., Fouque, J.P. (1995). Diffusion-Approximation for the Advection-Diffusion of a Passive Scalar by a Space-Time Gaussian Velocity Field. In: Bolthausen, E., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications. Progress in Probability, vol 36. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7026-9_3
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DOI: https://doi.org/10.1007/978-3-0348-7026-9_3
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