Diffusion approximation for the convection-diffusion equation with random drift

被引:0
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作者
Tomasz Komorowski
机构
[1] Mathematical Institute of the Polish Academy of Sciences,
[2] Warsaw,undefined
[3] Institute of Mathematics,undefined
[4] UMCS,undefined
[5] Lublin,undefined
[6] Poland. e-mail: komorow@golem.umcs.lublin.pl.,undefined
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Asymptotic Behavior; Random Field; Heat Equation; Constant Coefficient; Functional Space;
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摘要
We consider the asymptotic behavior of the solutions ofscaled convection-diffusion equations ∂tuɛ(t, x) = κΔx(t, x) + 1/ɛV(t/ɛ2,xɛ) ·∇xuɛ(t, x) with the initial condition uɛ(0,x) = u0(x) as the parameter ɛ↓ 0. Under the assumptions that κ > 0 and V(t, x), (t, x) ∈Rd is a d-dimensional,stationary, zero mean, incompressible, Gaussian random field, Markovian and mixing in t we show that the laws of uɛ(t,·), t≥ 0 in an appropriate functional space converge weakly, as ɛ↓ 0, to a δ-type measureconcentrated on a solution of a certain constant coefficient heat equation.
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页码:525 / 550
页数:25
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