Homogenization of periodic linear degenerate PDEs
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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.
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