Spatially inhomogeneous transition probabilities as memory effects for diffusion in statistically homogeneous random velocity fields


Whenever one uses translation invariant mean Green’s functions to describe the behavior in the mean and to estimate dispersion coefficients for diffusion in random velocity fields, the spatial homogeneity of the transition probability of the transport process is implicitly assumed. This property can be proved for deterministic initial conditions if, in addition to the statistical homogeneity of the space-random velocity field, the existence of unique classical solutions of the transport equations is ensured.

When uniqueness condition fails and translation invariance of the mean Green’s function cannot be assumed, as in the case of nonsmooth samples of random velocity fields with exponential correlations, asymptotic dispersion coefficients can still be estimated within an alternative approach using the Itô equation.

Numerical simulations confirm the predicted asymptotic behavior of the coefficients, but they also show their dependence on initial conditions at early times, a signature of inhomogeneous transition probabilities.

Such memory effects are even more relevant for random initial conditions, which are a result of the past evolution of the process of diffusion in correlated velocity fields, and they persist indefinitely in case of power law correlations.

It was found that the transition probabilities for successive times can be spatially homogeneous only if a long-time normal diffusion limit exits. Moreover, when transition probabilities, for either deterministic or random initial states, are spatially homogeneous, they can be explicitly written as Gaussian distributions.


N. Suciu
-Chair for Applied Mathematics I, Friedrich-Alexander University, Erlangen-Nuremberg, Germany
-Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Cluj Napoca, Romania


Cite this paper as:

N. Suciu, Spatially inhomogeneous transition probabilities as memory effects for diffusion in statistically homogeneous random velocity fields, Phys. Rev. E, 81 (2010), 056301,
doi: 10.1103/PhysRevE.81.056301


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