21 research outputs found

    Spectrum of the Fokker-Planck operator representing diffusion in a random velocity field

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    We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T. Chalker and Z. J. Wang, Phys. Rev. Lett. {\bf 79}, 1797 (1997)]. We calculate analytically the ensemble-averaged one-particle Green function and the eigenvalue density for this Fokker-Planck operator, using a diagrammatic expansion developed for resolvents of non-Hermitian random operators, together with a mean-field approximation (the self-consistent Born approximation) which is well-controlled in the weak-disorder regime for dimension d>2. The eigenvalue density in the complex plane is non-zero within a wedge that encloses the negative real axis. Particle motion is diffusive at long times, but for short times we find a novel time-dependence of the mean-square displacement, t2/d \sim t^{2/d} in dimension d>2, associated with the imaginary parts of eigenvalues.Comment: 8 pages, submitted to Phys Rev

    Pricing and Design of Differentiated Services: Approximate Analysis and Structural Insights

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    Some properties of conditioned superdiffusion

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