On diffusions in media with pockets of large diffusivity
成果类型：
Article
署名作者：
Freidlin, Mark; Koralov, Leonid; Wentzell, Alexander
署名单位：
University System of Maryland; University of Maryland College Park; Tulane University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-018-00897-8
发表日期：
2019
页码：
559-578
关键词：
摘要：
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a diffusion on the space where each of the pockets is treated as a single point, and certain conditions on the behavior of the process on the boundary of the pockets are imposed. Calculation of various probabilities and expectations related to the limiting process leads to new initial-boundary (and boundary) problems for the corresponding parabolic (and elliptic) PDEs.
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