Anomalous slow diffusion from perpetual homogenization

Owhadi, Houman

Ann. Probab., Tome 31 (2003) no. 1, p. 1935-1969 / Harvested from Project Euclid

Résumé

This paper is concerned with the asymptotic behavior of solutions of stochastic differential equations $dy_t=d\omega_t -\nabla V(y_t)\, dt$, $y_0=0$. When $d=1$ and V is not periodic but obtained as a superposition of an infinite number of periodic potentials with geometrically increasing periods [$V(x) = \sum_{k=0}^\infty U_k(x/R_k)$, where $U_k$ are smooth functions of period 1, $U_k(0)=0$, and $R_k$ grows exponentially fast with k] we can show that $y_t$ has an anomalous slow behavior and we obtain quantitative estimates on the anomaly using and developing the tools of homogenization. Pointwise estimates are based on a new analytical inequality for subharmonic functions. When $d\geq 1$ and V is periodic, quantitative estimates are obtained on the heat kernel of $y_t$, showing the rate at which homogenization takes place. The latter result proves Davies' conjecture and is based on a quantitative estimate for the Laplace transform of martingales that can be used to obtain similar results for periodic elliptic generators.

Détail

Publié le : 2003-10-14
Classification:  Multi-scale homogenization,  anomalous diffusion,  diffusion on fractal media,  heat kernel,  subharmonic,  exponential martingale inequality,  Davies' conjecture,  periodic operator,  60J60,  35B27,  34E13,  60G44,  60F05,  31C05