Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2
soumis
Type de publication :
Article (revues avec comité de lecture)
HAL :
arXiv :
Mots clés :
Stochastic turbulence modeling; Transport equation; Stochastic PDEs; Malliavin Calculus; Fractional Brownian motion; Stationary Gaussian noise;
Résumé :
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={soumis },
month={5},
}