Homogenization driven by a fractional brownian motion: The shear layer case

Tomasz Komorowski, Alexei Novikov, Lenya Ryzhik

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ε (0, 1). We establish a diffusive homogenization limit for the tracer when the Hurst exponent H ε (0, 1/2). We also identify an intermediate range of times when the tracer behaves diffusively even when H ε (1/2, 1). The proof is based on an auxiliary limit theorem for an additive functional of a fractional Brownian motion.

Original languageEnglish (US)
Pages (from-to)440-457
Number of pages18
JournalMultiscale Modeling and Simulation
Issue number2
StatePublished - 2014

All Science Journal Classification (ASJC) codes

  • Chemistry(all)
  • Modeling and Simulation
  • Ecological Modeling
  • Physics and Astronomy(all)
  • Computer Science Applications


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