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
Link To Document :
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