Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Periodic homogenization with an interface: The one-dimensional case
 
journal article

Periodic homogenization with an interface: The one-dimensional case

Hairer, Martin  
•
Manson, Charles
August 1, 2010
STOCHASTIC PROCESSES AND THEIR APPLICATIONS

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite Interface region'. The question investigated in this article is the limiting long time/large scale behaviour of such a process under diffusive rescaling. Our main result is that it converges weakly to a rescaled version of skew Brownian motion, with parameters that can be given explicitly in terms of the coefficients of the original diffusion.Our method of proof relies on the framework provided by Freidlin and Wentzell (1993) [6] for diffusion processes on a graph in order to identify the generator of the limiting process. The graph in question consists of one vertex representing the interface region and two infinite segments corresponding to the regions on either side. (C) 2010 Elsevier B.V. All rights reserved.

  • Details
  • Metrics
Type
journal article
DOI
10.1016/j.spa.2010.03.016
Web of Science ID

WOS:000279421400010

Author(s)
Hairer, Martin  
Manson, Charles
Date Issued

2010-08-01

Publisher

ELSEVIER SCIENCE BV

Published in
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume

120

Issue

8

Start page

1589

End page

1605

Subjects

NESTED FRACTALS

•

DIFFUSION

•

Homogenization

•

Interface

•

Skew Brownian motion

•

Martingale problem

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

EPSRC

EP/D071593/1

Royal Society

Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241180
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés