A CLT for degenerate diffusions with periodic coefficients, and\n application to homogenisation of linear PDEs

2021/02/09 by Nikola Sandrić, Sandrić, Nikola, Ivana Valentić +1
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #Nonlinear Partial Differential Equations

paper · pdf · doi:10.48550/arxiv.2102.04935

Abstract

In this article, we obtain a functional CLT for a class of degenerate\ndiffusion processes with periodic coefficients, thus generalizing the already\nclassical results in the context of uniformly elliptic diffusions. As an\napplication, we also discuss periodic homogenization of a class of linear\ndegenerate elliptic and parabolic PDEs.\n

Related

• Periodic homogenization of a class of weakly coupled systems of linear PDEs
• From Domain Decomposition to Homogenization Theory
• Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients
• Lectures on Periodic Homogenization of Elliptic Systems
• Donati representation theorem for periodic functions in relation to homogenization theory