Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2
submitted
Publication type:
Paper in peer-reviewed journals
HAL:
arXiv:
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}, }