Faculty in  Mathematical  Finance             Math Finance Home Conferences Seminars People Open Positions Contact Probability and Computational Finance Seminar Gautam Iyer Carnegie Mellon University Title: Anomalous diffusion of tracer particles in fast cellular flows. Abstract: It is well known that a diffusive tracer particle in the presence of an array of strong opposing vortices (aka cellular flow) behaves like an effective Brownian motion on long time scales. On intermediate time scales, however, a robust anomalous diffusive behaviour was numerically observed by W. Young. This talk is a first step towards understanding this anomalous behaviour. We will show that the variance of the particle behaves like $O(\sqrt{t})$ on intermediate'' time scales; in contrast, the long time behaviour of the variance is like $O(t)$. This is joint work with A. Novikov.Date: Monday, September 22, 2014Time: 5:00 pmLocation: Porter Hall 226CSubmitted by:  Dmitry Kramkov