Anomalous diffusion in fast cellular flows at intermediate time scales

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in. Various heuristics suggest that an anomalous diffusive behaviour should be observed. We prove that the variance on intermediate time scales grows like $O(\sqrt{t})$. Hence, on these time scales the effective behaviour can not be purely diffusive, and is consistent with an anomalous diffusive behaviour.Comment: 28 pages, 2 figure

The regularizing effects of resetting in a particle system for the Burgers equation

We study the dissipation mechanism of a stochastic particle system for the Burgers equation. The velocity field of the viscous Burgers and Navier-Stokes equations can be expressed as an expected value of a stochastic process based on noisy particle trajectories [Constantin and Iyer Comm. Pure Appl. Math. 3 (2008) 330-345]. In this paper we study a particle system for the viscous Burgers equations using a Monte-Carlo version of the above; we consider N copies of the above stochastic flow, each driven by independent Wiener processes, and replace the expected value with $\frac{1}{N}$ times the sum over these copies. A similar construction for the Navier-Stokes equations was studied by Mattingly and the first author of this paper [Iyer and Mattingly Nonlinearity 21 (2008) 2537-2553]. Surprisingly, for any finite N, the particle system for the Burgers equations shocks almost surely in finite time. In contrast to the full expected value, the empirical mean $\frac{1}{N}\sum_1^N$ does not regularize the system enough to ensure a time global solution. To avoid these shocks, we consider a resetting procedure, which at first sight should have no regularizing effect at all. However, we prove that this procedure prevents the formation of shocks for any $N\geq2$, and consequently as $N\to\infty$ we get convergence to the solution of the viscous Burgers equation on long time intervals.Comment: Published in at http://dx.doi.org/10.1214/10-AOP586 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quantifying the dissipation enhancement of cellular flows

We study the dissipation enhancement by cellular flows. Previous work by Iyer, Xu, and Zlato\v{s} produces a family of cellular flows that can enhance dissipation by an arbitrarily large amount. We improve this result by providing quantitative bounds on the dissipation enhancement in terms of the flow amplitude, cell size and diffusivity. Explicitly we show that the mixing time is bounded by the exit time from one cell when the flow amplitude is large enough, and by the reciprocal of the effective diffusivity when the flow amplitude is small. This agrees with the optimal heuristics. We also prove a general result relating the dissipation time of incompressible flows to the mixing time. The main idea behind the proof is to study the dynamics probabilistically and construct a successful coupling.Comment: 21 pages, 2 figure