Periodic homogenization with an interface: the one-dimensional case
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Abstract: We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under diffusive rescaling. Our main result is that it converges weakly to a rescaled version of skew Brownian motion, with parameters that can be given explicitly in terms of the coefficients of the original diffusion. Our method of proof relies on the framework provided by Freidlin and Wentzell for diffusion processes on a graph in order to identify the generator of the limiting process. The graph in question consists of one vertex representing the interface region and two infinite segments corresponding to the regions on either side.
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Cited in
(12)- Periodic homogenization with an interface: the multi-dimensional case
- Homogenization of a multivariate diffusion with semipermeable interfaces
- Homogenization of the time-dependent heat equation on planar one-dimensional periodic structures
- Periodic homogenization with an interface: the one-dimensional case
- Homogenization and localization for a 1D eigenvalue problem in a periodic medium with an interface
- Diffusion approximation for a simple kinetic model with asymmetric interface
- Periodic homogenization with an interface
- Advection-dispersion across interfaces
- Parabolic homogenization with an interface
- Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
- Some quantitative homogenization results in a simple case of interface
- Skew Brownian diffusions across Koch interfaces
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