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research article

Periodic homogenization for hypoelliptic diffusions

Hairer, Martin  
•
Pavliotis, G. A.
October 1, 2004
Journal of Statistical Physics

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate in several metrics.

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