Homogenization of an advection equation with locally stationary random coefficients (Q2415298)
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English | Homogenization of an advection equation with locally stationary random coefficients |
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Homogenization of an advection equation with locally stationary random coefficients (English)
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21 May 2019
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In this work, the advection equation \[ \partial_tu_\varepsilon(t,x)+\frac{1}{\varepsilon}V\big(\frac{t}{\varepsilon^2},\frac{x}{\varepsilon}\big)\cdot\nabla_xu_\varepsilon(t,x)=0 \] with final condition is solved approximately for the passive scalar field \(u_\epsilon(t,x)\) when \(\epsilon\to0\) and the well-chosen advection velocity field \(V\), incompressible and random, ``homogenizes'' in the following sense. Assuming \(V\) is a ``slowly-varying'' \(d\)-dimensional Gaussian vector, specifically defined by Ornstein-Uhlenbeck processes, then the random characteristics are well-defined and converge in law to diffusion processes. This is the main Theorem, which is proved here in details when \(d=2\) based on a representation for the oscillating random characteristics. Note that after proving the tightness of the latter, the limit diffusion process are explicited using correctors.
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