Homogenization of periodic linear degenerate PDEs
From MaRDI portal
Publication:999850
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Brownian motion (60J65) Boundary value problems for second-order elliptic equations (35J25) Initial value problems for second-order parabolic equations (35K15)
Abstract: It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of this result all rely on uniform ellipticity or hypoellipticity assumptions on the diffusion. In this paper, we considerably weaken these assumptions in order to allow for the diffusion coefficient to even vanish on an open set. As a consequence, it is no longer the case that the effective diffusivity matrix is necessarily non-degenerate. It turns out that, provided that some very weak regularity conditions are met, the range of the effective diffusivity matrix can be read off the shape of the support of the invariant measure for the periodic diffusion. In particular, this gives some easily verifiable conditions for the effective diffusivity matrix to be of full rank. We also discuss the application of our results to the homogenization of a class of elliptic and parabolic PDEs.
Recommendations
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- Periodic homogenization for hypoelliptic diffusions
- A probabilistic approach to the homogenization of divergence-form operators in periodic media
- scientific article; zbMATH DE number 2149894
- Homogenization of periodic semilinear parabolic degenerate PDEs
Cites work
- scientific article; zbMATH DE number 3907496 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3986319 (Why is no real title available?)
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 46646 (Why is no real title available?)
- scientific article; zbMATH DE number 3638903 (Why is no real title available?)
- scientific article; zbMATH DE number 2074400 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- scientific article; zbMATH DE number 883588 (Why is no real title available?)
- An extension theorem from connected sets, and homogenization in general periodic domains
- Homogenization in open sets with holes
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
- Homogenization of random degenerated nonlinear monotone operators
- Homogénéisation de problèmes elliptiques dégénérés
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
- On the Poisson equation and diffusion approximation. III
- On the homogenization of degenerate elliptic equations in divergence form
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
Cited in
(29)- Periodic homogenization for hypoelliptic diffusions
- Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
- Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients
- Stochastic homogenization of quasilinear PDEs with a spatial degeneracy
- Homogenization of periodic semilinear parabolic degenerate PDEs
- Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations
- Homogenization of a periodic degenerate semilinear elliptic PDE
- On homogenization of a diffusion perturbed by a periodic reflection invariant vector field
- Homogenization with respect to Gibbs measures for periodic drift diffusions on lattices
- scientific article; zbMATH DE number 2232269 (Why is no real title available?)
- Fast-slow stochastic dynamical system with singular coefficients
- Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
- Homogenization of diffusions on the lattice \(\mathbb Z^d\) with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincaré inequality
- Diffusion approximation for fully coupled stochastic differential equations
- scientific article; zbMATH DE number 883588 (Why is no real title available?)
- Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- A Sobolev inequality and the individual invariance principle for diffusions in a periodic potential
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
- Rough homogenisation with fractional dynamics
- Periodic homogenization of integral energies under space-dependent differential constraints
- Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
- Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
- Averaging principle and normal deviations for multiscale stochastic systems
- Convergence of solutions for the stochastic porous media equations and homogenization
- Homogenization of a multivariate diffusion with semipermeable interfaces
- Homogenization of non-symmetric jump processes
This page was built for publication: Homogenization of periodic linear degenerate PDEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q999850)
