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.
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页码：37 / 62
页数：26
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