On homogenization of space-time dependent degenerate random flows
نویسنده
چکیده
We study a diffusion with time-dependent random coefficients. The diffusion coefficient is allowed to degenerate. We prove an invariance principle when this diffusion is supposed to be controlled by another one with time independent coefficients.
منابع مشابه
On homogenization of space-time dependent and degenerate random flows
We study a diffusion with random, time dependent coefficients. Moreover, the diffusion coefficient is allowed to degenerate. We prove the invariance principle when this diffusion is supposed to be controlled by another one with time independent coefficients.
متن کاملOn homogenization of space-time dependent and degenerate random flows II
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one...
متن کاملStochastic homogenization of viscous superquadratic Hamilton–Jacobi equations in dynamic random environment
We study the qualitative homogenization of second-order Hamilton–Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient), we establish a homogenization result and characterize the effective Hamiltonian for arbitrary (possibly degenerate) elliptic diffusion matrices. The result extends p...
متن کاملA PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...
متن کاملTime-Dependent Real-Space Renormalization Group Method
In this paper, using the tight-binding model, we extend the real-space renormalization group method to time-dependent Hamiltonians. We drive the time-dependent recursion relations for the renormalized tight-binding Hamiltonian by decimating selective sites of lattice iteratively. The formalism is then used for the calculation of the local density of electronic states for a one dimensional quant...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2008