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On the Homogenization of Diffusions in Periodic Comb-Like Structures

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thesis
posted on 2018-08-01, 00:00 authored by Samuel CohnSamuel Cohn
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.

History

Date

2018-08-01

Degree Type

  • Dissertation

Department

  • Mathematical Sciences

Degree Name

  • Doctor of Philosophy (PhD)

Advisor(s)

Gautam Iyer Robert Pego

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