Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process
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Publication:6137767
DOI10.1007/S10955-023-03191-7arXiv2202.11223MaRDI QIDQ6137767FDOQ6137767
Richard M. Mclaughlin, Lingyun Ding
Publication date: 16 January 2024
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution equation for the ensemble average of the random scalar field by three different strategies, i.e., Feynman-Kac formula, the limit of Ornstein-Uhlenbeck process, and evaluating the cluster expansion of the propagator on an -simplex. With the evolution equation of ensemble average, we study the passive scalar transport problem with two different types of flows, a random periodic flow, and a random strain flow. For periodic flows, by utilizing the homogenization method, we show that the -point correlation function of the random scalar field satisfies an effective diffusion equation at long times. For the strain flow, we explicit compute the mean of the random scalar field and show that the statistics of the random scalar field have a connection to the time integral of geometric Brownian motion. Interestingly, all normalized moment (e.g., skewness, kurtosis) of this random scalar field diverges at long times, meaning that the scalar becomes more and more intermittent during its decay.
Full work available at URL: https://arxiv.org/abs/2202.11223
Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Transition to turbulence (76F06) Turbulent transport, mixing (76F25)
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