Homogenization of periodic linear degenerate PDEs

DOI10.1016/J.JFA.2008.04.014zbMATH Open1167.60015arXivmath/0702304OpenAlexW1986379750WikidataQ56894440 ScholiaQ56894440MaRDI QIDQ999850FDOQ999850

Authors: Martin Hairer, Etienne Pardoux 

Publication date: 10 February 2009

Published in: Journal of Functional Analysis (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math/0702304

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

zbMATH Keywords

Malliavin calculushomogenizationspectral gapeffective diffusivitydegenerate PDE

Mathematics Subject Classification ID

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)

Cites Work

• Title not available (Why is that?)
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Homogenization in open sets with holes
• Title not available (Why is that?)
• Title not available (Why is that?)
• An extension theorem from connected sets, and homogenization in general periodic domains
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Homogénéisation de problèmes elliptiques dégénérés
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Poisson equation and diffusion approximation. III
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Homogenization of random degenerated nonlinear monotone operators
• On the homogenization of degenerate elliptic equations in divergence form

Cited In (29)

• Rough homogenisation with fractional dynamics
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Stochastic homogenization of quasilinear PDEs with a spatial degeneracy
• Diffusion approximation for fully coupled stochastic differential equations
• Homogenization of periodic semilinear parabolic degenerate PDEs
• Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
• Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
• On homogenization of a diffusion perturbed by a periodic reflection invariant vector field
• Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
• Convergence of solutions for the stochastic porous media equations and homogenization
• Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients
• Diffusion approximation for multi-scale stochastic reaction-diffusion equations
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
• Homogenization of a periodic degenerate semilinear elliptic PDE
• A Sobolev inequality and the individual invariance principle for diffusions in a periodic potential
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
• Fast-slow stochastic dynamical system with singular coefficients
• Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
• Periodic homogenization for hypoelliptic diffusions
• Homogenization with respect to Gibbs measures for periodic drift diffusions on lattices
• Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
• Title not available (Why is that?)
• Periodic homogenization of integral energies under space-dependent differential constraints
• Homogenization of diffusions on the lattice \(\mathbb Z^d\) with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincaré inequality
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
• Homogenization of non-symmetric jump processes
• Title not available (Why is that?)
• Averaging principle and normal deviations for multiscale stochastic systems
• Homogenization of a multivariate diffusion with semipermeable interfaces

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)