On Anomalous Diffusion in the Kraichnan Model and Correlated-in-Time Variants

Abstract

We provide a concise PDE-based proof of anomalous diffusion in the Kraichan model—a stochastic, white-in-time model of passive scalar turbulence; that is, we show an exponential rate of \(L^2\) decay in expectation of a passive scalar advected by a certain white-in-time, correlated-in-space, divergence-free Gaussian field, uniform in the initial data and the diffusivity of the passive scalar. Additionally, we provide examples of correlated-in-time versions of the Kraichnan model which fail to exhibit anomalous diffusion despite their (formal) white-in-time limits exhibiting anomalous diffusion. As part of this analysis, we prove that anomalous diffusion of a scalar advected by some flow implies non-uniqueness of the ODE trajectories of that flow.