CONVECTION-DIFFUSION EQUATION WITH SPACE-TIME ERGODIC RANDOM FLOW

Authors
LANDIM C OLLA S YAU HT
Citation
C. Landim et al., CONVECTION-DIFFUSION EQUATION WITH SPACE-TIME ERGODIC RANDOM FLOW, Probability theory and related fields, 112(2), 1998, pp. 203-220
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
112
Issue
2
Year of publication
1998
Pages
203 - 220
Database
ISI
SICI code
0178-8051(1998)112:2<203:CEWSER>2.0.ZU;2-T
Abstract
We prove the homogenization of convection-diffusion in a time-dependen t, ergodic, incompressible random flow which has a bounded stream matr ix and a constant mean drift. We also prove two variational formulas f or the effective diffusivity. As a consequence, we obtain both upper a nd lower bounds on the effective diffusivity.