Abstract
This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that start close enough to cell boundaries is a fractional kinetic process: a Brownian motion time changed by the local time of an independent Brownian motion. Our proof uses the Freidlin-Wentzell framework, and the key step is to establish an analogous averaging principle on shorter time scales. As a consequence of our main theorem, we obtain a homogenization result for the associated advection diffusion equation. We show that on intermediate time scales the effective equation is a fractional time PDE that arises in modelling anomalous diffusion.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 897-955 |
| Number of pages | 59 |
| Journal | Annals of Probability |
| Volume | 46 |
| Issue number | 2 |
| DOIs | |
| State | Published - Mar 1 2018 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
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