Regularity of the effective diffusivity of random diffusion with respect to anisotropy coefficient

• Autorzy: M. Cudna , T. Komorowski
• Języki publikacji: EN

Abstrakty

EN

We show that the effective diffusivity of a random diffusion with a drift is a continuous function of the drift coefficient. In fact, in the case of a homogeneous and isotropic random environment the function is $C^{∞}$ smooth outside the origin. We provide a one-dimensional example which shows that the diffusivity coefficient need not be differentiable at 0.

Kategorie tematyczne

• 60F17: Functional limit theorems; invariance principles
• 60G44: Martingales with continuous parameter
• 35B27: Homogenization; equations in media with periodic structure

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2008
• Tom: 189
• Numer: 3
• Strony: 269-286

Daty

wydano

2008

Twórcy

autor

M. Cudna

• Institute of Mathematics, UMCS, Pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland

autor

T. Komorowski

• Institute of Mathematics, UMCS, Pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland
• Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-956 Warszawa, Poland

Identyfikatory

DOI

10.4064/sm189-3-5