Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows

Albert Fannjiang (University of California, Davis)
Tomasz Komorowski (UMCS)


We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number, the laws of diffusions under the diffusive rescaling converge weakly, to the law of a Brownian motion. We also show that the effective diffusivity has a finite, nonzero limit as the molecular diffusion tends to zero.

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Pages: 1-22

Publication Date: May 31, 2002

DOI: 10.1214/EJP.v7-119


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