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Passive tracer in a flow corresponding to two-dimensional stochastic Navier-Stokes equations
Stochastic processes
Partial differential equations
Navier-Stokes equations
n this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two-dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier–Stokes system with non-degenerate noise. The spectral gap property, with respect to the Wasserstein metric, for such a system was shown in Hairer and Mattingly (2008 Ann. Probab. 36 2050–91). In this paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. Consequently we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process.
dc.abstract.en | n this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two-dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier–Stokes system with non-degenerate noise. The spectral gap property, with respect to the Wasserstein metric, for such a system was shown in Hairer and Mattingly (2008 Ann. Probab. 36 2050–91). In this paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. Consequently we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process. | pl |
dc.affiliation | Wydział Matematyki i Informatyki : Instytut Matematyki | pl |
dc.contributor.author | Komorowski, Tomasz | pl |
dc.contributor.author | Peszat, Szymon - 242866 | pl |
dc.contributor.author | Szarek, Tomasz | pl |
dc.date.accessioned | 2014-07-15T05:30:59Z | |
dc.date.available | 2014-07-15T05:30:59Z | |
dc.date.issued | 2013 | pl |
dc.description.admin | [AB]Peszat, Szymon [SAP14014068] 50000140 | |
dc.description.number | 7 | pl |
dc.description.physical | 1999-2026 | pl |
dc.description.volume | 26 | pl |
dc.identifier.doi | 10.1088/0951-7715/26/7/1999 | pl |
dc.identifier.eissn | 1361-6544 | pl |
dc.identifier.issn | 0951-7715 | pl |
dc.identifier.uri | http://ruj.uj.edu.pl/xmlui/handle/item/17 | |
dc.language | eng | pl |
dc.language.container | eng | pl |
dc.rights.licence | bez licencji | |
dc.subject.en | Stochastic processes | pl |
dc.subject.en | Partial differential equations | pl |
dc.subject.en | Navier-Stokes equations | pl |
dc.subtype | Article | pl |
dc.title | Passive tracer in a flow corresponding to two-dimensional stochastic Navier-Stokes equations | pl |
dc.title.journal | Nonlinearity | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |