Multiscale homogenization with bounded ratios and anomalous slow diffusion

DOI10.1002/CPA.10053MaRDI QIDQ4790318zbMATH OpenOpenAlexFDO

Authors Houman Owhadi, Gerard Ben Arous

Publication date 28 January 2003

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0105258, https://authors.library.caltech.edu/64736/

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Brownian motion (60J65) Basic methods in fluid mechanics (76M99) Flows in porous media; filtration; seepage (76S05)

Abstract: We show that the effective diffusivity matrix $D(V^n)$ for the heat operator $partia{l}_t-(Delta/2-abla{V}^{n}abla)$ in a periodic potential $V^n=su{m}_{k=0}^n{U}_k(x/R_k)$ obtained as a superposition of Holder-continuous periodic potentials $U_k$ (of period $$, $din{N}^{\ast }$, $U_k(0)=0$) decays exponentially fast with the number of scales when the scale-ratios $R_{k+1}/R_k$ are bounded above and below. From this we deduce the anomalous slow behavior for a Brownian Motion in a potential obtained as a superposition of an infinite number of scales: $d{y}_t=domeg{a}_t-abla{V}^{i}nfty(y_t)dt$

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Cites work

• Brownian Motion and Harmonic Analysis on Sierpinski Carpets
• scientific article; zbMATH DE number 1116602 (Why is no real title available?)
• Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus

Cited in

(8)

• Anomalous slow diffusion from perpetual homogenization.
• Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
• Brownian motion in an \(N\)-scale periodic potential
• Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
• Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows
• Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method
• Reiterated homogenization of parabolic systems with several spatial and temporal scales
• Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients

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