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arxiv: 1607.01859 · v1 · pith:LKXLZEPGnew · submitted 2016-07-07 · 🧮 math.PR · math-ph· math.AP· math.MP

A fractional kinetic process describing the intermediate time behaviour of cellular flows

classification 🧮 math.PR math-phmath.APmath.MP
keywords timebehaviourfractionalintermediatescalesbrowniancellularequation
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This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that start close enough to cell boundaries is a fractional kinetic process: A Brownian motion time changed by the local time of an independent Brownian motion. Our proof uses the Freidlin-Wentzell framework, and the key step is to establish an analogous averaging principle on shorter time scales. As a consequence of our main theorem, we obtain a homogenization result for the associated advection-diffusion equation. We show that on intermediate time scales the effective equation is a fractional time PDE that arises in modelling anomalous diffusion.

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