论文标题

随机标量场的相关函数随着迅速波动的高斯过程而演变

Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process

论文作者

Bronski, Jared C., Ding, Lingyun, McLaughlin, Richard M.

论文摘要

我们考虑一个标量字段,该标量磁场由对流扩散方程(或更通用的进化方程)具有迅速波动的高斯分布式随机系数。在白噪声限制中,我们通过三种不同的策略(即Feynman-Kac公式,Ornstein-Uhlenbeck过程的极限)得出了随机标量场的集合平均值的闭合进化方程,并评估了在$ n $ n $ simplex上传播器的群集扩展。随着整体平均值的演化方程式,我们研究了两种不同类型的流,随机周期性流量和随机应变流动的被动标量传输问题。对于周期性流,通过利用均质化方法,我们表明随机标量场的$ n $点相关函数长期满足有效的扩散方程。对于应变流量,我们明确计算随机标量场的平均值,并表明随机标量场的统计数据与几何布朗运动的时间积分有连接。有趣的是,所有归一化的力矩(例如,偏度,峰度)长期存在,这意味着标量在衰减过程中变得越来越间歇。

We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution equation for the ensemble average of the random scalar field by three different strategies, i.e., Feynman-Kac formula, the limit of Ornstein-Uhlenbeck process, and evaluating the cluster expansion of the propagator on an $n$-simplex. With the evolution equation of ensemble average, we study the passive scalar transport problem with two different types of flows, a random periodic flow, and a random strain flow. For periodic flows, by utilizing the homogenization method, we show that the $N$-point correlation function of the random scalar field satisfies an effective diffusion equation at long times. For the strain flow, we explicit compute the mean of the random scalar field and show that the statistics of the random scalar field have a connection to the time integral of geometric Brownian motion. Interestingly, all normalized moment (e.g., skewness, kurtosis) of this random scalar field diverges at long times, meaning that the scalar becomes more and more intermittent during its decay.

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