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Passive Scalar Intermittency, Eigenvalue Asymptotics,Passive Scalar Intermittency, Eigenvalue Asymptotics, Large Deviations and Small Ball Estimates for Fractional Brownian Motions
Applied Math| Speaker: | Jared Bronski, University of Illinois, Urbana-Champaign |
| Location: | 693 Kerr |
| Start time: | Thu, Jan 10 2002, 4:10PM |
Description
Intermittency is one of the important phenomena in turbulence. Simply put
intermittency is the fact that the probability distribution functions
(PDF's) for quantities transported by a turbulent flow are asymptotically
broad - wider than a Gaussian distribution. We present some work
(with R.M. McLaughlin (UNC)) on a model of passive scalar intermittency
originally due to Majda: \[ T_t = \gamma(t) x \frac{\partial T}{\partial y} + \D\elta
T \] where $\gamma(t)$ is a random process, and $T$ is a passive scalar
(for instance a dye) which is advected by the random (shear) flow. Majda was
able to explicitly calculate moments of the distribution of the scalar
$T$. McLaughlin and B. were able to calculate the large $N$ asymptotics
of the moments of the distribution and, by a large deviations/Tauberian
type argument calculate the distribution of the quantity $T$. I will also
talk about some recent work on a generalization of this model. A similar
calculation can be done for this generalized model, which involves
calculating the asymptotics of a certain compact eigenvalue problem. As a
by-product of this calculation one finds the (previously unknown) optimal
constants in a certain probabilistic "small ball" estimate for the
probability that a fractional Brownian motion stays in a small ball in $L_2$.
Note the irregular schedule.
Cookies and coffee @ 693 Kerr
