From averaging to homogenization in cellular flows -- an exact description of the transition

DOI10.1214/15-AIHP690MaRDI QIDQ503079zbMATH OpenOpenAlexFDO

Authors Martin Hairer, Leonid Koralov, Zsolt Pajor-Gyulai

Publication date 11 January 2017

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.0982

zbMATH Keywords

Brownian motionstream functiondiffusion on graphsLévy-type downcrossing representation

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Asymptotic behavior of solutions to PDEs (35B40) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Integral representations of solutions to PDEs (35C15) Boundary value problems for second-order elliptic equations (35J25)

Abstract: We consider a two-parameter averaging-homogenization type elliptic problem together with the stochastic representation of the solution. A limit theorem is derived for the corresponding diffusion process and a precise description of the two-parameter limit behavior for the solution of the PDE is obtained.

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