Analysis of a stratified Kraichnan flow
From MaRDI portal
Publication:2024506
DOI10.1214/20-EJP524zbMath1462.60087arXiv1711.01650MaRDI QIDQ2024506
Davar Khoshnevisan, Jingyu Huang
Publication date: 4 May 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.01650
stochastic partial differential equationspassive scalar transportKraichnan modelmacroscopic multifractals
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37) PDEs with randomness, stochastic partial differential equations (35R60) Fractals (28A80)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the chaotic character of the stochastic heat equation. II
- Enhanced dissipation, hypoellipticity, and anomalous small noise inviscid limits in shear flows
- Some examples of application of the metric entropy method
- Intermittency in passive scalar decay
- A Wong-Zakai theorem for stochastic PDEs
- Stochastic heat equation driven by fractional noise and local time
- Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
- Diffusion processes with generators of generalized divergence form
- The Brunn-Minkowski inequality in Gauss space
- On the \(L^p\) norms of stochastic integrals and other martingales
- A class of approximations of Brownian motion
- The problem of moments and the Majda model for scalar intermittency
- Self-similar decay in the Kraichnan model of a passive scalar
- The stochastic heat equation: Feynman-Kac formula and intermittence.
- Convergence of passive scalar fields in Ornstein-Uhlenbeck flows to Kraichnan's model
- Integration of Brownian vector fields.
- Rigorous estimates of the tails of the probability distribution function for the random linear shear model.
- On the relation between ordinary and stochastic differential equations
- On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
- Explicit inertial range renormalization theory in a model for turbulent diffusion
- Extrapolation and interpolation of quasi-linear operators on martingales
- L\({}^ p\) estimates on iterated stochastic integrals
- The Malliavin Calculus and Related Topics
- Functional Integration and Partial Differential Equations. (AM-109)
- Defining Fractal Subsets of Z d
- Martingale Transforms
- Fractional dimension of sets in discrete spaces
- The random uniform shear layer: An explicit example of turbulent diffusion with broad tail probability distributions
- A Discrete Fractal in ℤ 1 +
- Parabolic Anderson problem and intermittency
- Passive Scalars in Turbulent Flows
- Non-Gaussian invariant measures for the Majda model of decaying turbulent transport
- Turbulent mixing of a passive scalar
- On the stochastic heat equation with spatially-colored random forcing
- Stochastic Equations in Infinite Dimensions
- Longtime Behavior for Mutually Catalytic Branching with Negative Correlations
- Small-Scale Structure of a Scalar Field Convected by Turbulence
- Scalar intermittency and the ground state of periodic Schrödinger equations
- A course on rough paths. With an introduction to regularity structures
- Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions