Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

DOI10.1214/08-AIHP190zbMATH Open1207.60029OpenAlexW2044012760MaRDI QIDQ985340FDOQ985340

Authors Rémi Rhodes

Publication date 21 July 2010

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/0902.1586

zbMATH Keywords

stochastic differential equationhomogenizationdegenerate diffusionrandom mediumlocally stationary coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Processes in random environments (60K37) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Abstract: This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims to give a macroscopic approximation that takes into account the microscopic heterogeneities. This paper follows "Diffusion in a locally stationary random environment" (published in Probability Theory and Related Fields) and improves this latter work by considering possibly degenerate diffusion matrices. The geometry of the homogenized equation shows that the particle is trapped in subspace of R^d.

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Cited in

(7)

• Homogenization of periodic semilinear parabolic degenerate PDEs
• Homogenization of lateral diffusion on a random surface
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
• scientific article; zbMATH DE number 2149894 (Why is no real title available?)
• Diffusion in a locally stationary random environment
• Local densities for a class of degenerate diffusions
• Homogenization of random parabolic operators. Diffusion approximation

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