Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media
Bhattacharya, Rabi
Ann. Appl. Probab., Tome 9 (1999) no. 1, p. 951-1020 / Harvested from Project Euclid
Consider diffusions on $\mathbb{R}^k > 1$, governed by the Itô equation $dX(t) = {b(X(t)) + \beta(X(t)/a)} dt + \sigmadB(t)$, where $b, \beta$ are periodic with the same period and are divergence free, $\sigma$ is nonsingular and a is a large integer. Two distinct Gaussian phases occur as time progresses. The initial phase is exhibited over times $1 \ll t \ll a^{2/3}$. Under a geometric condition on the velocity field $\beta$, the final Gaussian phase occurs for times $t \gg a^2(\log a)^2$, and the dispersion grows quadratically with a . Under a complementary condition, the final phase shows up at times $t \gg a^4(\log a)^2$, or $t \gg a^2 \log a$ under additional conditions, with no unbounded growth in dispersion as a function of scale. Examples show the existence of non-Gaussian intermediate phases. These probabilisitic results are applied to analyze a multiscale Fokker-Planck equation governing solute transport in periodic porous media. In case $b, \beta$ are not divergence free, some insight is provided by the analysis of one-dimensional multiscale diffusions with periodic coefficients.
Publié le : 1999-11-14
Classification:  Diffusion on a big torus,  speed of convergence to equilibrium,  initial and final Gaussian phases,  growth in dispersion,  60F60,  60J05,  60H10,  60J70
@article{1029962863,
     author = {Bhattacharya, Rabi},
     title = {Multiscale diffusion processes with periodic coefficients and an
		 application to solute transport in porous media},
     journal = {Ann. Appl. Probab.},
     volume = {9},
     number = {1},
     year = {1999},
     pages = { 951-1020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1029962863}
}
Bhattacharya, Rabi. Multiscale diffusion processes with periodic coefficients and an
		 application to solute transport in porous media. Ann. Appl. Probab., Tome 9 (1999) no. 1, pp.  951-1020. http://gdmltest.u-ga.fr/item/1029962863/