Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2

submitted
Publication type:
Paper in peer-reviewed journals
arXiv:
assets/images/icons/icon_arxiv.png 2305.19293
Keywords :
Stochastic turbulence modeling; Transport equation; Stochastic PDEs; Malliavin Calculus; Fractional Brownian motion; Stationary Gaussian noise;
Abstract:
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 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 reduced 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.
BibTeX:
@article{Fla-Rus-2200,
    author={Franco Flandoli and Francesco Russo },
    title={Reduced dissipation effect in stochastic transport by Gaussian 
           noise with regularity greater than 1/2 },
    year={submitted },
    month={5},
}