Passive tracer in a flow corresponding to a two dimensional stochastic Navier Stokes equations

In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier--Stokes system with a non-degenerate noise. The spectral gap property, with respect to Wasserstein metric, for such a system has been shown in [9]. In the present paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. In consequence we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process

Asymptotics of the solutions of the stochastic lattice wave equation

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds both for square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic

Long time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension

We consider the long time, large scale behavior of the Wigner transform W_\eps(t,x,k) of the wave function corresponding to a discrete wave equation on a 1-d integer lattice, with a weak multiplicative noise. This model has been introduced in Basile, Bernardin, and Olla to describe a system of interacting linear oscillators with a weak noise that conserves locally the kinetic energy and the momentum. The kinetic limit for the Wigner transform has been shown in Basile, Olla, and Spohn. In the present paper we prove that in the unpinned case there exists $\gamma_0>0$ such that for any $\gamma\in(0,\gamma_0]$ the weak limit of W_\eps(t/\eps^{3/2\gamma},x/\eps^{\gamma},k), as \eps\ll1, satisfies a one dimensional fractional heat equation $\partial_t W(t,x)=-\hat c(-\partial_x^2)^{3/4}W(t,x)$ with $\hat c>0$. In the pinned case an analogous result can be claimed for W_\eps(t/\eps^{2\gamma},x/\eps^{\gamma},k) but the limit satisfies then the usual heat equation

From a kinetic equation to a diffusion under an anomalous scaling

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), i(t), Y(t)), where (K(t), i(t)) is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance, and Y(t) is an additive functional of K(t). We prove that under an anomalous rescaling Y converges in distribution to a two-dimensional Brownian motion. As a consequence, the appropriately rescaled solution of the Boltzmann equation converges to a diffusion equation

Central Limit Theorem and recurrence for random walks in bistochastic random environments

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than the customary uniform ellipticity. Moreover, recurrence is derived for $d \le 2$.Comment: 13 pages; to appear in the special issue of J. Math. Phys. on "Statistical Mechanics on Random Structures

Cut Points and Diffusions in Random Environment

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the discrete setting providing a decoupling effect in the process. This allows us to take advantage of an ergodic structure to derive a strong law of large numbers with possibly vanishing limiting velocity and a central limit theorem under the quenched measure.Comment: 44 pages; accepted for publication in "Journal of Theoretical Probability

Nonequilibrium dynamics of a stochastic model of anomalous heat transport

We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange their momenta. In a recent paper, [S Lepri et al. J. Phys. A: Math. Theor. 42 (2009) 025001], we have studied the stationary state of this system with fixed boundary conditions, finding analytical exact expressions for the temperature profile and the heat current in the thermodynamic (continuum) limit. In this paper we extend the analysis to the evolution of the covariance matrix and to generic boundary conditions. Our main purpose is to construct a hydrodynamic description of the relaxation to the stationary state, starting from the exact equations governing the evolution of the correlation matrix. We identify and adiabatically eliminate the fast variables, arriving at a continuity equation for the temperature profile T(y,t), complemented by an ordinary equation that accounts for the evolution in the bulk. Altogether, we find that the evolution of T(y,t) is the result of fractional diffusion.Comment: Submitted to Journal of Physics A, Mathematical and Theoretica