Phase Diagram for Turbulent Transport: Sampling Drift, Eddy Diffusivity and Variational Principles

We study the long-time, large scale transport in a three-parameter family of isotropic, incompressible velocity fields with power-law spectra. Scaling law for transport is characterized by the scaling exponent $q$ and the Hurst exponent $H$, as functions of the parameters. The parameter space is divided into regimes of scaling laws of different {\em functional forms} of the scaling exponent and the Hurst exponent. We present the full three-dimensional phase diagram. The limiting process is one of three kinds: Brownian motion ($H=1/2$), persistent fractional Brownian motions ($1/2<H<1$) and regular (or smooth) motion (H=1). We discover that a critical wave number divides the infrared cutoffs into three categories, critical, subcritical and supercritical; they give rise to different scaling laws and phase diagrams. We introduce the notions of sampling drift and eddy diffusivity, and formulate variational principles to estimate the eddy diffusivity. We show that fractional Brownian motions result from a dominant sampling drift

Relativistic diffusion with friction on a pseudoriemannian manifold

We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic equation. We show that the expectation value of the angular momentum and the energy grow exponentially fast. We discuss drifts leading to an equilibrium. It is shown that the diffusion process corresponding to the Juettner or quantum equilibrium distributions has a bounded expectation value of angular momentum and energy. The energy and the angular momentum tend exponentially fast to their equilibrium values. As examples we discuss a particle in a plane fronted gravitational wave and a particle in de Sitter universe. It is shown that the relativistic diffusion of momentum in de Sitter space is the same as the relativistic diffusion on the Minkowski mass-shell with the temperature proportional to the de Sitter radius.Comment: the version published in CQ

Time-averaging for weakly nonlinear CGL equations with arbitrary potentials

Consider weakly nonlinear complex Ginzburg--Landau (CGL) equation of the form: $$u_t+i(-\Delta u+V(x)u)=\epsilon\mu\Delta u+\epsilon \mathcal{P}( u),\quad x\in {R^d}\,, \quad(*)$$ under the periodic boundary conditions, where $\mu\geqslant0$ and $\mathcal{P}$ is a smooth function. Let $\{\zeta_1(x),\zeta_2(x),\dots\}$ be the $L_2$-basis formed by eigenfunctions of the operator $-\Delta +V(x)$. For a complex function $u(x)$, write it as $u(x)=\sum_{k\geqslant1}v_k\zeta_k(x)$ and set $I_k(u)=\frac{1}{2}|v_k|^2$. Then for any solution $u(t,x)$ of the linear equation $(*)_{\epsilon=0}$ we have $I(u(t,\cdot))=const$. In this work it is proved that if equation $(*)$ with a sufficiently smooth real potential $V(x)$ is well posed on time-intervals $t\lesssim \epsilon^{-1}$, then for any its solution $u^{\epsilon}(t,x)$, the limiting behavior of the curve $I(u^{\epsilon}(t,\cdot))$ on time intervals of order $\epsilon^{-1}$, as $\epsilon\to0$, can be uniquely characterized by a solution of a certain well-posed effective equation: $$u_t=\epsilon\mu\triangle u+\epsilon F(u),$$ where $F(u)$ is a resonant averaging of the nonlinearity $\mathcal{P}(u)$. We also prove a similar results for the stochastically perturbed equation, when a white in time and smooth in $x$ random force of order $\sqrt\epsilon$ is added to the right-hand side of the equation. The approach of this work is rather general. In particular, it applies to equations in bounded domains in $R^d$ under Dirichlet boundary conditions