Frozen path approximation for turbulent diffusion and fractional Brownian motion in random flows

被引：4
作者：
Fannjiang, A
Komorowski, T
机构：
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
[2] Marie Curie Sklodowska Univ, Inst Math, PL-20031 Lublin, Poland
[3] Polish Acad Sci, Inst Math, PL-00950 Warsaw, Poland
来源：
SIAM JOURNAL ON APPLIED MATHEMATICS | 2003年 / 63卷 / 06期
关键词：
turbulent transport; fractional Brownian motion; Taylor-Kubo formula;
D O I：
10.1137/S0036139998335293
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We establish the conditions for the frozen path approximation for turbulent transport in a class of nonmixing Gaussian flows with long-range correlation. We identify the regimes of fractional Brownian motion limit as well as the Brownian motion limit.
引用
收藏
页码：2042 / 2062
页数：21
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