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  4. PERIODIC HOMOGENIZATION WITH AN INTERFACE: THE MULTI-DIMENSIONAL CASE
 
journal article

PERIODIC HOMOGENIZATION WITH AN INTERFACE: THE MULTI-DIMENSIONAL CASE

Hairer, Martin  
•
Manson, Charles
March 1, 2011
ANNALS OF PROBABILITY

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under diffusive resealing. It is clear that outside of the interface, the limiting process must behave like Brownian motion, with diffusion matrices given by the standard theory of homogenization. The interesting behavior therefore occurs on the interface. Our main result is that the limiting process is a semimartingale whose bounded variation part is proportional to the local time spent on the interface. The proportionality vector can have nonzero components parallel to the interface, so that the limiting diffusion is not necessarily reversible. We also exhibit an explicit way of identifying its parameters in terms of the coefficients of the original diffusion.Similarly to the one-dimensional case, our method of proof relies on the framework provided by Freidlin and Wentzell [Ann. Probab. 21 (1993) 2215-2245] for diffusion processes on a graph in order to identify the generator of the limiting process.

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Type
journal article
DOI
10.1214/10-AOP564
Web of Science ID

WOS:000288299600010

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

2011-03-01

Publisher

INST MATHEMATICAL STATISTICS

Published in
ANNALS OF PROBABILITY
Volume

39

Issue

2

Start page

648

End page

682

Subjects

AVERAGING PRINCIPLE

•

DIFFUSION-PROCESSES

•

RANDOM ENVIRONMENT

•

COEFFICIENTS

•

Periodic homogenization

•

interface

•

skew Brownian motion

•

local time

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

EPSRC

EP/D071593/1

Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241206
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