English

Perturbations of Parabolic Equations and Diffusion Processes with Degeneration: Boundary Problems, Metastability, and Homogenization

Analysis of PDEs 2023-04-11 v3 Probability

Abstract

We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary and a small non-degenerate perturbation. The behavior of such processes determines the stabilization of solutions to the corresponding parabolic equations with a small parameter. Metastability effects arise in this case: the asymptotics of solutions, as the size of the perturbation tends to zero, depends on the time scale. Initial-boundary value problems with both the Dirichlet and the Neumann boundary conditions are considered. We also consider periodic homogenization for operators with degeneration.

Keywords

Cite

@article{arxiv.2112.14224,
  title  = {Perturbations of Parabolic Equations and Diffusion Processes with Degeneration: Boundary Problems, Metastability, and Homogenization},
  author = {Mark Freidlin and Leonid Koralov},
  journal= {arXiv preprint arXiv:2112.14224},
  year   = {2023}
}