Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the first one is the definition of a model where different space-time structures can be compared on the same ground: this is achieved by imposing the same average kinetic energy to a standard Ornstein-Uhlenbeck approximation, then taking the limit to the idealized white noise structure. The second contribution, based on the previous one, is the discovery that a mixing spatial structure with persistent FGN in the Fourier components induces a classical Brownian diffusion of passive particles, with a suitable diffusion coefficient; namely, the memory of FGN is lost in the space complexity of the velocity field.
Diffusion Properties of Small-Scale Fractional Transport Models
Cifani, Paolo
;Flandoli, Franco
2025
Abstract
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the first one is the definition of a model where different space-time structures can be compared on the same ground: this is achieved by imposing the same average kinetic energy to a standard Ornstein-Uhlenbeck approximation, then taking the limit to the idealized white noise structure. The second contribution, based on the previous one, is the discovery that a mixing spatial structure with persistent FGN in the Fourier components induces a classical Brownian diffusion of passive particles, with a suitable diffusion coefficient; namely, the memory of FGN is lost in the space complexity of the velocity field.| File | Dimensione | Formato | |
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