Digital Commons at Loyola Marymount University and Loyola Law School
Abstract
We introduce a class of random velocity fields on the periodic lattice and in discrete time having a certain hidden Markov structure. The generalized Lagrangian velocity (the velocity field as viewed from the location of a single moving particle) has similar hidden Markov structure, and its law is found explicitly. Its rate of convergence to equilibrium is studied in small numerical examples and in rigorous results giving absolute and relative bounds on the size of the second–largest eigenvalue modulus. The effect of molecular diffusion on the rate of convergence is also investigated; in some cases it slows convergence to equilibrium. After repeating the velocity field periodically throughout the integer lattice, it is shown that, with the usual diffusive rescaling, the single–particle motion converges to Brownian motion in both compressible and incompressible cases. An exact formula for the effective diffusivity is given and numerical examples are shown
