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
S. Cohn
中科院分区:
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文献类型:
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作者:
S. Cohn

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在这篇论文中,我们研究了两个特殊梳状结构中扩散的均匀化。在这两个模型中,梳状结构可以看作是一个宏观扩散与捕获机制。该过程花费非平凡的时间在这些陷阱和收敛建立鞅问题和漂移理论。该极限过程具有显式的时变布朗运动的形式,也具有显式的时变布朗运动的形式。限制宏观过程也被证明是一个被困的扩散的Kolmogorov方程有一个长期的分数时间导数。
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.