Stochastic Stokes’ drift of a flexible dumbbell
نویسنده
چکیده
We consider the stochastic Stokes’ drift of a flexible dumbbell. The dumbbell consists of two isotropic Brownian particles connected by a linear string with zero natural length, and is advected by a sinusoidal wave. We find an asymptotic approximation for the Stokes’ drift in the limit of a weak wave, and find good agreement with the results of a Monte Carlo simulation. Interestingly, the dependence of the Stokes’ drift on the strength of the spring is not monotonic.
منابع مشابه
ar X iv : m at h / 06 07 70 7 v 1 [ m at h . PR ] 2 7 Ju l 2 00 6 Stochastic Stokes ’ drift with inertia
We consider both the effect of particle inertia on stochastic Stokes’ drift, and also a related process which could be considered as a crude model of stochastic Stokes’ drift driven by an eddy diffusivity. In the latter, the stochastic forcing is a stable Ornstein–Uhlenbeck process rather than Brownian motion. We show that the eddy Stokes’ drift velocity has a peak at a non-zero value of the co...
متن کاملar X iv : m at h / 06 07 70 7 v 2 [ m at h . PR ] 2 9 Ju l 2 00 6 Stochastic Stokes ’ drift with inertia
We consider both the effect of particle inertia on stochastic Stokes’ drift, and also a related process which could be considered as a crude model of stochastic Stokes’ drift driven by an eddy diffusivity. In the latter, the stochastic forcing is a stable Ornstein–Uhlenbeck process rather than Brownian motion. We show that the eddy Stokes’ drift velocity has a peak at a non-zero value of the co...
متن کاملar X iv : m at h / 06 07 70 7 v 3 [ m at h . PR ] 6 S ep 2 00 6 Stochastic Stokes ’ drift with inertia
We consider both the effect of particle inertia on stochastic Stokes’ drift, and also a related process which could be considered as a crude model of stochastic Stokes’ drift driven by an eddy diffusivity. In the latter, the stochastic forcing is a stable Ornstein–Uhlenbeck process rather than Brownian motion. We show that the eddy Stokes’ drift velocity has a peak at a non-zero value of the co...
متن کاملStochastic averaging for SDEs with Hopf Drift and polynomial diffusion coefficients
It is known that a stochastic differential equation (SDE) induces two probabilistic objects, namely a difusion process and a stochastic flow. While the diffusion process is determined by the innitesimal mean and variance given by the coefficients of the SDE, this is not the case for the stochastic flow induced by the SDE. In order to characterize the stochastic flow uniquely the innitesimal cov...
متن کاملOptimal flexible capacity in newsboy problem under stochastic demand and lead-time
In this paper, we consider a newsvendor who is going to invest on dedicated or flexible capacity, our goal is to find the optimal investment policy to maximize total profit while the newsvendor faces uncertainty in lead time and demand simultaneously. As highlighted in literature, demand is stochastic, while lead time is constant. However, in reality lead time uncertainty decreases newsvendor's...
متن کامل