Related papers: Periodic homogenization with an interface
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…
In this paper, we study the homogenization of a diffusion process with jumps, that is, Feller process generated by an integro-differential operator. This problem is closely related to the problem of homogenization of boundary value problems…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Reaction-diffusion models with nonlocal constraints naturally arise as limiting cases of coupled bulk-surface models of intracellular signalling. In this paper, a minimal, mass-conserving model of cell-polarization on a curved membrane is…
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wentzell and central limit theorem (homogenization) limits…
We further study the interfaces arising in a situation of inhomogeneity. More precisely, we identify a characteristic length for the gradient percolation model, that enables us to tighten previous estimates established for it. This allows…
This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…
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…
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…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
We aim at understanding transport in porous materials including regions with both high and low diffusivities. For such scenarios, the transport becomes structured (here: {\em micro-macro}). The geometry we have in mind includes regions of…
We consider the homogenisation of a coupled reaction-diffusion process in a porous medium with evolving microstructure. A concentration-dependent reaction rate at the interface of the pores with the solid matrix induces a…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…