Super-diffusivity in a shear flow model from perpetual homogenization
arXiv:math/0105199 · doi:10.1007/s002200200640
Abstract
This paper is concerned with the asymptotic behavior solutions of stochastic differential equations , and . is a skew-symmetric matrix associated to a shear flow characterized by an infinite number of spatial scales , with where are smooth functions of period 1, , and grow exponentially fast with . We can show that has an anomalous fast behavior ($\E[|y_t|^2]\sim t^{1+ν}$ with ) and obtain quantitative estimates on the anomaly using and developing the tools of homogenization.