Schroedinger's Interpolating Dynamics and Burgers' Flows

We discuss a connection (and a proper place in this framework) of the unforced and deterministically forced Burgers equation for local velocity fields of certain flows, with probabilistic solutions of the so-called Schr\"{o}dinger interpolation problem. The latter allows to reconstruct the microscopic dynamics of the system from the available probability density data, or the input-output statistics in the phenomenological situations. An issue of deducing the most likely dynamics (and matter transport) scenario from the given initial and terminal probability density data, appropriate e.g. for studying chaos in terms of densities, is here exemplified in conjunction with Born's statistical interpretation postulate in quantum theory, that yields stochastic processes which are compatible with the Schr\"{o}dinger picture free quantum evolution.Comment: Latex file, to appear in "Chaos, Solitons and Fractals

Periodic Homogenization for Inertial Particles

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of the inertial particles is governed by an effective diffusion equation for the position variable alone. To achieve this we use a formal multiple scale expansion in the scale parameter. This expansion relies on the hypo-ellipticity of the underlying diffusion. An expression for the diffusivity tensor is found and various of its properties studied. In particular, an expansion in terms of the non-dimensional particle relaxation time $\tau$ (the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit $\tau \to 0$. This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in $\tau.$ Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations.Comment: 31 pages, 7 figures, accepted for publication in Physica D. Typos corrected. One reference adde

Burgers' Flows as Markovian Diffusion Processes

We analyze the unforced and deterministically forced Burgers equation in the framework of the (diffusive) interpolating dynamics that solves the so-called Schr\"{o}dinger boundary data problem for the random matter transport. This entails an exploration of the consistency conditions that allow to interpret dispersion of passive contaminants in the Burgers flow as a Markovian diffusion process. In general, the usage of a continuity equation $\partial_t\rho =-\nabla (\vec{v}\rho)$, where $\vec{v}=\vec{v}(\vec{x},t)$ stands for the Burgers field and $\rho$ is the density of transported matter, is at variance with the explicit diffusion scenario. Under these circumstances, we give a complete characterisation of the diffusive transport that is governed by Burgers velocity fields. The result extends both to the approximate description of the transport driven by an incompressible fluid and to motions in an infinitely compressible medium. Also, in conjunction with the Born statistical postulate in quantum theory, it pertains to the probabilistic (diffusive) counterpart of the Schr\"{o}dinger picture quantum dynamics.Comment: Latex fil

Stochastic modelling of nonlinear dynamical systems

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.Comment: in D. S. Broomhead, E. A. Luchinskaya, P. V. E. McClintock and T. Mullin, ed., "Stochaos: Stochastic and Chaotic Dynamics in the Lakes", American Institute of Physics, Woodbury, Ny, in pres

Burgers velocity fields and dynamical transport processes

We explore a connection of the forced Burgers equation with the Schr\"{o}dinger (diffusive) interpolating dynamics in the presence of deterministic external forces. This entails an exploration of the consistency conditions that allow to interpret dispersion of passive contaminants in the Burgers flow as a Markovian diffusion process. In general, the usage of a continuity equation $\partial_t\rho =-\nabla (\vec{v}\rho)$, where $\vec{v}=\vec{v}(\vec{x},t)$ stands for the Burgers field and $\rho$ is the density of transported matter, is at variance with the explicit diffusion scenario. Under these circumstances, we give a complete characterisation of the diffusive matter transport that is governed by Burgers velocity fields. The result extends both to the approximate description of the transport driven by an incompressible fluid and to motions in an infinitely compressible medium.Comment: Latex fil