Anomalous diffusion in comb-shaped domains and graphs
Abstract
In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the teeth vanish at the same rate. The limiting process exhibits an anomalous diffusive behavior and can be described as a Brownian motion time-changed by the local time of an independent sticky Brownian motion. In the two dimensional setting the main technical step is an oscillation estimate for a Neumann problem, which we prove here using a probabilistic argument. In the one dimensional setting we provide both a direct SDE proof, and a proof using the trapped Brownian motion framework in Ben Arous \etal (Ann.\ Probab.\ '15).
Cite
@article{arxiv.1809.01601,
title = {Anomalous diffusion in comb-shaped domains and graphs},
author = {Samuel Cohn and Gautam Iyer and James Nolen and Robert L. Pego},
journal= {arXiv preprint arXiv:1809.01601},
year = {2019}
}
Comments
47 pages, 4 figures