Random perturbations of 2-dimensional Hamiltonian flows

被引：27

作者：

Koralov, L ^{[1
]}

机构：

[1] Princeton Univ, Dept Math, Princeton, NJ 08544 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2004年 / 129卷 / 01期

关键词：

Vector Field; Diffusion Process; Effective Diffusivity; Molecular Diffusion; Time Behavior;

D O I：

10.1007/s00440-003-0320-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the homogenized process - that is diffusion process with the constant diffusion matrix (effective diffusivity). We obtain the asymptotics of the effective diffusivity when the molecular diffusion tends to zero.

引用

页码：37 / 62

页数：26

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