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.
2025
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore MATH-03/B - Probabilità e statistica matematica
Fractional Brownian Motion; Hurst Exponent; Ornstein-Uhlenbeck; Stochastic Fluid Particles; Stochastic Transport
   Noise in Fluids
   NoisyFluid
   European Commission
   101053472
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/163643
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