scohn_mathematical sciences_2018.pdf (765.81 kB)
On the Homogenization of Diffusions in Periodic Comb-Like Structures
In this thesis we study the homogenization of diffusions in two particular comb-like structures. In both models, the comb can be viewed as a macroscopic diffusion with
a trapping mechanism. The processes spend non-trivial amounts of time in these traps and convergence is established using martingale problems and excursion theory. The limiting process has an explicit form as time-changed Brownian motion and also as the unique solution to a certain system of SDE. The limiting macroscopic
process is also shown to be a trapped diffusion whose Kolmogorov equation has a term with fractional-time derivatives.
a trapping mechanism. The processes spend non-trivial amounts of time in these traps and convergence is established using martingale problems and excursion theory. The limiting process has an explicit form as time-changed Brownian motion and also as the unique solution to a certain system of SDE. The limiting macroscopic
process is also shown to be a trapped diffusion whose Kolmogorov equation has a term with fractional-time derivatives.
History
Date
2018-08-01Degree Type
- Dissertation
Department
- Mathematical Sciences
Degree Name
- Doctor of Philosophy (PhD)