English

Homogenization of lateral diffusion on a random surface

Probability 2014-02-03 v2

Abstract

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle undergoing Brownian motion on the surface viewed as a projection on the underlying plane. By formulating the problem as a diffusion in a random medium, we are able to use known results from the theory of stochastic homogenization of SDEs to show that, in the limit of small scale fluctuations, the diffusion process behaves quantitatively like a Brownian motion with constant diffusion tensor DD. While DD will not have a closed-form expression in general, we are able to derive variational bounds for the effective diffusion tensor, and using a duality transformation argument, obtain a closed form expression for DD in the special case where DD is isotropic. We also describe a numerical scheme for approximating the effective diffusion tensor and illustrate this scheme with two examples.

Keywords

Cite

@article{arxiv.1401.5689,
  title  = {Homogenization of lateral diffusion on a random surface},
  author = {A. B. Duncan},
  journal= {arXiv preprint arXiv:1401.5689},
  year   = {2014}
}

Comments

25 pages, 7 figures

R2 v1 2026-06-22T02:52:18.984Z