Diffusion Process in a Flow

P. Garbaczewski

doi:10.1103/physreve.57.569

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arXiv · chao-dyn/9706002

Diffusion Process in a Flow

P. Garbaczewski

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Abstract

We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes. We establish circumstances under which the dispersion of passive contaminants in a forced, deterministic or random, flow can be consistently interpreted as a Markovian diffusion process. In case of conservative forcing the repulsive case only, $\vec{F}=\vec{\nabla }V$ with $V(\vec{x},t)$ bounded from below, is unquestionably admitted by the compatibility conditions. A class of diffusion processes is exemplified, such that the attractive forcing is allowed as well, due to an appropriate compensation coming from the "pressure" term. The compressible Euler flows form their subclass, when regarded as stochastic processes.

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P. Garbaczewski. 1997-06-02. Diffusion Process in a Flow. https://doi.org/10.1103/physreve.57.569

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