Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

DOI10.4310/CMS.2016.V14.N2.A2zbMATH Open1337.60195arXiv1502.04440OpenAlexW2964289863MaRDI QIDQ259352FDOQ259352

Nikola Sandrić, Guodong Pang

Publication date: 11 March 2016

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Abstract: In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and central limit theorem for the evolution process of the tracked fluid particle in the cases when the driving process: (i) has periodic coefficients, (ii) is ergodic or (iii) is a class of L'evy processes. The presented results generalize the classical and well-known results for fluid flows driven by elliptic diffusion processes.

Full work available at URL: https://arxiv.org/abs/1502.04440

Recommendations

• A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
• An invariance principle for diffusion in turbulence
• Diffusion in turbulence
• Motion in a Gaussian incompressible flow
• Ergodic properties of a model for turbulent dispersion of inertial particles

zbMATH Keywords

ergodicitycentral limit theoremjumps[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]diffusionlaw of large numbersFeller processfluid particlesemi-martingale characteristicsturbulent fluid

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Applications of stochastic analysis (to PDEs, etc.) (60H30) Turbulence (76F99)

Cited In (4)

• Periodic homogenization of a Lévy-type process with small jumps
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Ergodicity of Lévy-Type Processes
• On sub-geometric ergodicity of diffusion processes

This page was built for publication: Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q259352)