Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

On the exit time and stochastic homogenization of isotropic diffusions in large domains

Benjamin Fehrman

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Abstract

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations of Brownian motion in dimension at least three. Furthermore, the homogenization is shown to occur with an algebraic rate. Such processes were first considered in the continuous setting by Sznitman and Zeitouni (Invent. Math. 164 (2006) 455–567), upon whose results the present work relies strongly.

Résumé

On effectue l’homogénéisation stochastique d’une certaine classe d’équations elliptiques et paraboliques. Ces équations décrivent la durée de vie, dans des domaines grands, de processus de diffusion stationnaire en environnement aléatoire qui sont des petites perturbations statistiquement isotropes du mouvement brownien, en dimension au moins trois. On démontre que l’homogénéisation a lieu à vitesse algébrique. De tels processus ont été étudiés dans un cadre continu en premier lieu par Snitzman et Zeitouni (Invent. Math. 164 (2006) 455–567), sur les résultats desquels le présent travail s’appuie fortement.

Article information

Source
Ann. Inst. H. Poincaré Probab. Statist., Volume 55, Number 2 (2019), 720-755.

Dates
Received: 27 January 2017
Revised: 1 February 2018
Accepted: 28 February 2018
First available in Project Euclid: 14 May 2019

Permanent link to this document
https://projecteuclid.org/euclid.aihp/1557820829

Digital Object Identifier
doi:10.1214/18-AIHP896

Mathematical Reviews number (MathSciNet)
MR3949951

Zentralblatt MATH identifier
07097329

Subjects
Primary: 35B27: Homogenization; equations in media with periodic structure [See also 74Qxx, 76M50] 35J25: Boundary value problems for second-order elliptic equations 35K20: Initial-boundary value problems for second-order parabolic equations 60H25: Random operators and equations [See also 47B80] 60J60: Diffusion processes [See also 58J65] 60K37: Processes in random environments

Keywords
Diffusion processes in random environment Stochastic homogenization Elliptic boundary-value problem Parabolic boundary-value problem

Citation

Fehrman, Benjamin. On the exit time and stochastic homogenization of isotropic diffusions in large domains. Ann. Inst. H. Poincaré Probab. Statist. 55 (2019), no. 2, 720--755. doi:10.1214/18-AIHP896. https://projecteuclid.org/euclid.aihp/1557820829


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