1204.5900 (Tomasz Komorowski et al.)

Passive tracer in a flow corresponding to a two dimensional stochastic
Navier Stokes equations    [PDF]

Tomasz Komorowski, Szymon Peszat, Tomasz Szarek

In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier--Stokes system with a non-degenerate noise. The spectral gap property, with respect to Wasserstein metric, for such a system has been shown in [9]. In the present paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. In consequence we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process.

View original: http://arxiv.org/abs/1204.5900