Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection (Q1804995)

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Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
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    Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection (English)
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    31 August 1995
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    A model issued from chromatography is studied. In the first part, the author considers a linear diffusion reflecting in a domain. This process evolves with non sticky reflection and is absorbed at the boundary in a certain rate with respect to local time and is desorbed at a rate in natural time. When the rates go to infinity with a converging ratio, the author proves the convergence to a diffusion with sticky reflection having this limit ratio as sojourn coefficient. This homogenization result is proved by a martingale problem formulation. In the second part, the author considers a system of mean field interacting particles with absorption and desorption, evolving globally in an angular domain. Homogenization is studied as above simultaneously as the number of particles goes to infinity. The two limits are performed at the same time, and propagation of chaos to a nonlinear diffusion with sticky reflection is obtained.
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    homogenization
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    diffusion with sticky reflection
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    martingale problem formulation
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    propagation of chaos
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