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Diffusion and Homogenization Limits with Separate Scales

✍ Scribed by Abdallah, Naoufel Ben; Puel, Marjolaine; Vogelius, Michael S.


Book ID
118212052
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
345 KB
Volume
10
Category
Article
ISSN
1540-3459

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We study the long time transport property of conservative systems perturbed by a small white noise. We introduce the dissipation and martingale times and show how they are related to the diffusion time on which a limit theorem is valid. The limit theorem is a probabilistic version of homogenization