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Related papers: Periodic homogenization with an interface: The mul…

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We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…

Probability · Mathematics 2009-10-05 Martin Hairer , Charles Manson

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

Probability · Mathematics 2010-05-14 Martin Hairer , Charles Manson

We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…

Probability · Mathematics 2024-02-05 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo

We investigate the behaviour of solutions of a fractional semilinear partial differential equation that models the evolution of an interface in a random medium. We show a pinning result and apply it to the related homogenizing process.

Analysis of PDEs · Mathematics 2019-03-13 Patrick Dondl , Martin Jesenko

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

Probability · Mathematics 2025-07-01 Chetan D. Pahlajani

We investigate a reaction-diffusion problem in a two-component porous medium with a nonlinear interface condition between the different components. One component is connected and the other one is disconnected. The ratio between the…

Analysis of PDEs · Mathematics 2021-12-02 Markus Gahn

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…

Probability · Mathematics 2016-09-09 Martin Hairer , Gautam Iyer , Leonid Koralov , Alexei Novikov , Zsolt Pajor-Gyulai

It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of…

Probability · Mathematics 2014-09-22 Martin Hairer , Etienne Pardoux

The thin interface limit aims at minimizing the effects arising from a numerical interface thickness, inherent in diffuse interface models of solidification and microstructure evolution such as the phase field model. While the original…

Materials Science · Physics 2020-03-18 Amol Subhedar , Peter K. Galenko , Fathollah Varnik

We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the…

Probability · Mathematics 2019-05-28 Tomasz Komorowski , Stefano Olla , Lenya Ryzhik

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

We study the mass-conserved reaction-diffusion system known as the wave-pinning model, which serves as a minimal framework for describing cell polarity. In this model, the interplay between reaction kinetics and slow diffusion forms a sharp…

Dynamical Systems · Mathematics 2026-01-09 Shunsuke Kobayashi , Koya Sakakibara , Taikei Uechi

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

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…

Probability · Mathematics 2008-08-26 Rémi Rhodes

We study the question of periodic homogenization of a variably scaled reaction-diffusion problem with non-linear drift posed for a domain crossed by a flat composite thin layer. The structure of the non-linearity in the drift was obtained…

Analysis of PDEs · Mathematics 2021-07-20 Vishnu Raveendran , Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean

We consider interface fluctuations on a two-dimensional layered lattice where the couplings follow a hierarchical sequence. This problem is equivalent to the diffusion process of a quantum particle in the presence of a one-dimensional…

Condensed Matter · Physics 2009-10-28 Ferenc Igloi , Ferenc Szalma

In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…

Probability · Mathematics 2025-12-16 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier
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