Frozen path approximation for turbulent diffusion and fractional Brownian motion in random flows

SIAM Journal on Applied Mathematics

Volumn 63, Issue 6, 2003, Pages 2042-2062

  Fannjiang, Albert ^a   Komorowski, Tomasz ^b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b MARIA CURIE SK ODOWSKA UNIVERSITY   (Poland)

^c INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Fractional Brownian motion; Taylor Kubo formula; Turbulent transport

Indexed keywords

ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CONVERGENCE OF NUMERICAL METHODS; DIFFUSION; INTEGRAL EQUATIONS; MARKOV PROCESSES; PROBABILITY DISTRIBUTIONS; TURBULENT FLOW;

FRACTIONAL BROWNIAN MOTION; FROZEN PATH APPROXIMATION; TAYLOR-KUBO FORMULA; TURBULENT TRANSPORT;

APPROXIMATION THEORY;

EID: 1642503827     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139998335293     Document Type: Article

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