STOCHASTIC HOMOGENIZATION WITH SPACE-TIME ERGODIC DIVERGENCE-FREE DRIFT

被引:0
作者
Fehrman, Benjamin [1 ]
机构
[1] Univ Oxford, Math Inst, Oxford, England
关键词
Stochastic homogenization; divergence-free drift; diffusion in random environment; CENTRAL-LIMIT-THEOREM; RANDOM-WALKS; INVARIANCE-PRINCIPLE; DIFFUSION;
D O I
10.1214/23-AOP1663
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove that diffusion equations with a space-time stationary and ergodic, divergence -free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial ergodicity, the drift is only partially absorbed into the skewsymmetric part of the flux through the use of an appropriately defined stream matrix. This leaves a time -dependent, spatially -homogenous transport which, for mildly decorrelating fields, converges to a Brownian noise with deterministic covariance in the homogenization limit. The results apply to uniformly elliptic, stationary and ergodic environments in which the drift admits a suitably defined stationary and L2 -integrable stream matrix.
引用
收藏
页码:350 / 380
页数:31
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