UNSPECIFIED. (2003) White noise limits for inertial particles in a random field. MULTISCALE MODELING & SIMULATION, 1 (4). pp. 527-553. ISSN 1540-3459

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Abstract

In this paper we present a rigorous analysis of a scaling limit related to the motion of an inertial particle in a Gaussian random field. The mathematical model comprises Stokes's law for the particle motion and an in finite dimensional Ornstein-Uhlenbeck process for the fluid velocity field. The scaling limit studied leads to a white noise limit for the fluid velocity, which balances particle inertia and the friction term. Strong convergence methods are used to justify the limiting equations. The rigorously derived limiting equations are of physical interest for the concrete problem under investigation and facilitate the study of two-point motions in the white noise limit. Furthermore, the methodology developed may also prove useful in the study of various other asymptotic problems for stochastic differential equations in infinite dimensions.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics Q Science > QC Physics
Journal or Publication Title:	MULTISCALE MODELING & SIMULATION
Publisher:	SIAM PUBLICATIONS
ISSN:	1540-3459
Date:	2003
Volume:	1
Number:	4
Number of Pages:	27
Page Range:	pp. 527-553
Identification Number:	10.1137/S1540345903421076
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/8436

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