Affordable Access

Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix

Authors
  • Rhodes, Rémi
Type
Preprint
Publication Date
Feb 10, 2009
Submission Date
Feb 10, 2009
Identifiers
arXiv ID: 0902.1586
Source
arXiv
License
Yellow
External links

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.

Report this publication

Statistics

Seen <100 times