Homogenization of periodic linear degenerate PDEs
نویسندگان
چکیده
It is well-known under the name of ‘periodic homogenization’ that, under a centering condition of the drift, a periodic diffusion process on R converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of this result all rely on uniform ellipticity or hypoellipticity assumptions on the diffusion. In this paper, we considerably weaken these assumptions in order to allow for the diffusion coefficient to even vanish on an open set. As a consequence, it is no longer the case that the effective diffusivity matrix is necessarily non-degenerate. It turns out that, provided that some very weak regularity conditions are met, the range of the effective diffusivity matrix can be read off the shape of the support of the invariant measure for the periodic diffusion. In particular, this gives some easily verifiable conditions for the effective diffusivity matrix to be of full rank. We also discuss the application of our results to the homogenization of a class of elliptic and parabolic PDEs.
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(a) LERSTAD, UFR S.A.T, Université Gaston Berger, BP 234, Saint-Louis, SENEGAL. email : [email protected] (b) CEREMADE, Université Paris-Dauphine, Place du maréchal De Lattre de Tassigny, 75775 Paris cedex 16, FRANCE. email : [email protected] (c) CMI, LATP-UMR 6632, Université de Provence, 39 rue F. Joliot Curie, 13453 Marseille cedex 13, FRANCE. email : [email protected] Abstr...
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