Homogenization of a diffusion process in a divergence-free random field
We study the homogenization problem for a diffusion process in a divergence-free random drift field. In particular, in case of a small Gaussian field we derive an asymptotic expansion of the effective diffusion matrix in terms of its spectral density.
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1988
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| In: |
The annals of probability
Year: 1988, Jahrgang: 16, Heft: 3, Pages: 1084-1126 |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176991679 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1214/aop/1176991679 Verlag, Volltext: http://projecteuclid.org/euclid.aop/1176991679 
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| Verfasserangaben: | by Karl Oelschläger |
MARC
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| 520 | |a We study the homogenization problem for a diffusion process in a divergence-free random drift field. In particular, in case of a small Gaussian field we derive an asymptotic expansion of the effective diffusion matrix in terms of its spectral density. | ||
| 650 | 4 | |a asymptotic expansion | |
| 650 | 4 | |a effective diffusion matrix | |
| 650 | 4 | |a Homogenization | |
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