ON THE HOMOGENIZATION OF DIFFUSIONS IN PERIODIC COMB-LIKE STRUCTURES
ON THE HOMOGENIZATION OF DIFFUSIONS IN PERIODIC COMB-LIKE STRUCTURES
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关于周期性梳状结构中扩散的均匀化
DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
S. Cohn
中科院分区:
文献类型:
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作者:
S. Cohn
In this thesis we study the homogenization of diffusions in two particular comb-like structures. In both models, the comb can be viewed as a macroscopic diffusion with a trapping mechanism. The processes spend non-trivial amounts of time in these traps and convergence is established using martingale problems and excursion theory. The limiting process has an explicit form as time-changed Brownian motion and also as the unique solution to a certain system of SDE. The limiting macroscopic process is also shown to be a trapped diffusion whose Kolmogorov equation has a term with fractional-time derivatives.