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Diffusions with Divergence Free Drifts

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Fluctuations in Markov Processes

Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 345))

Abstract

In this chapter we consider the passive tracer model. The particle trajectory is described as a diffusion whose drift coefficient is a stationary random vector field with incompressible realizations and the diffusivity matrix is an identity. This model is frequently used to describe transport phenomena in turbulent flow of fluid. We show that the central limit theorem holds for the tracer particle, provided the so called Péclet number of the flow is finite.

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Komorowski, T., Landim, C., Olla, S. (2012). Diffusions with Divergence Free Drifts. In: Fluctuations in Markov Processes. Grundlehren der mathematischen Wissenschaften, vol 345. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29880-6_11

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