A fractional kinetic process describing the intermediate time behaviour of cellular flows

Citation
Hairer, Martin et al., A fractional kinetic process describing the intermediate time behaviour of cellular flows, Annals of probability (Online) , 46(2), 2018, pp. 897-955
ISSN journal
2168894X
Volume
46
Issue
2
Year of publication
2018
Pages
897 - 955
Database
ACNP
SICI code
Abstract
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that start close enough to cell boundaries is a fractional kinetic process: a Brownian motion time changed by the local time of an independent Brownian motion. Our proof uses the Freidlin.Wentzell framework, and the key step is to establish an analogous averaging principle on shorter time scales. As a consequence of our main theorem, we obtain a homogenization result for the associated advection diffusion equation. We show that on intermediate time scales the effective equation is a fractional time PDE that arises in modelling anomalous diffusion.