• Title of article

    Periodic homogenization with an interface: The one-dimensional case

  • Author/Authors

    Hairer، نويسنده , , Martin and Manson، نويسنده , , Charles، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    17
  • From page
    1589
  • To page
    1605
  • Abstract
    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. thod 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.
  • Keywords
    homogenization , Interface , Skew Brownian motion , Martingale problem
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2010
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578305