A limit shape theorem for periodic stochastic dispersion

DOI10.1002/CPA.20032zbMATH Open1058.76066arXivmath/0205033OpenAlexW2108421650WikidataQ126272337 ScholiaQ126272337MaRDI QIDQ4810487FDOQ4810487

Authors: D. Dolgopyat, Leonid Koralov, Vadim Kaloshin 

Publication date: 16 August 2004

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away from the origin, there is a measure zero set of points, which escape to infinity at the linear rate. We study the set of points visited by the original set by time t, and show that such a set, when scaled down by the factor of t, has a limiting non random shape.

Full work available at URL: https://arxiv.org/abs/math/0205033

Recommendations

• Hausdorff dimension in stochastic dispersion
• Linear bounds for stochastic dispersion.
• scientific article; zbMATH DE number 2147511
• LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL
• A WEAK LIMIT SHAPE THEOREM FOR PLANAR ISOTROPIC BROWNIAN FLOWS

zbMATH Keywords

long-time behaviorpassive scalarincompressible stochastic flow

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Diffusion and convection (76R99)

Cites Work

• Title not available (Why is that?)
• Morse Theory. (AM-51)
• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
• Flows of stochastic dynamical systems: ergodic theory
• Linear expansion of isotropic Brownian flows

Cited In (12)

• Dispersion rates under finite mode Kolmogorov flows
• Asymptotics of reachable sets of linear dynamical systems with impulsive control
• Uniform shrinking and expansion under isotropic Brownian flows
• Title not available (Why is that?)
• Relative dispersion in 2D stochastic flows
• Linear bounds for stochastic dispersion.
• Exponential growth rate for derivatives of stochastic flows
• The scaling limit behaviour of periodic stable-like processes
• Sample path properties of the stochastic flows.
• LINEAR BOUNDS AND GAUSSIAN TAILS IN A STOCHASTIC DISPERSION MODEL
• Asymptotic support theorem for planar isotropic Brownian flows
• A problem of random choice and its deterministic structure

This page was built for publication: A limit shape theorem for periodic stochastic dispersion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4810487)