Fractional Brownian Motion Limit for a Model of Turbulent Transport

Fractional Brownian Motions and Enhanced Diffusion in a Unidirectional Wave-Like Turbulence

We study transport in random undirectional wave-like velocity fields with nonlinear dispersion relations. For this simple model, we have several interesting findings: (1) In the absence of molecular diffusion the entire family of fractional Brownian motions (FBMs), persistent or anti-persistent, can arise in the scaling limit. (2) The infrared cutoff may alter the scaling limit depending on whe...

Fractional Brownian Motions in a Limit of Turbulent Transport

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Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Modeling turbulent wave-front phase as a fractional Brownian motion: a new approach.

We introduce a new, general formalism to model the turbulent wave-front phase by using fractional Brownian motion processes. Moreover, it extends results to non-Kolmogorov turbulence. In particular, generalized expressions for the Strehl ratio and the angle-of-arrival variance are obtained. These are dependent on the dynamic state of the turbulence.