STOCHASTIC HOMOGENIZATION OF A CONVECTION-DIFFUSION EQUATION

被引:4
|
作者
Bessaih, Hakima [1 ]
Efendiev, Yalchin [2 ,3 ,4 ]
Maris, Razvan Florian [5 ]
机构
[1] Univ Wyoming, Dept Math, Laramie, WY 82071 USA
[2] Texas A&M Univ, Multiscale Modeling Lab, College Stn, TX 77843 USA
[3] Texas A&M Univ, Inst Sci Computat, College Stn, TX 77843 USA
[4] North Eastern Fed Univ, Yakutsk 677980, Russia
[5] Alexandru Ioan Cuza Univ, Fac Econ & Business Adm, Iasi 700505, Romania
关键词
diffusion convection flows; homogenization and averaging; invariant measures; AVERAGING PRINCIPLE;
D O I
10.1137/19M1302776
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the homogenization of a coupled diffusion-convection system. We consider a highly heterogeneous diffusion-convection equation in space, coupled with a stochastic differential equation with highly heterogeneous temporal scales that accounts for media change. Our main result consists of deriving the macroscale equation. We show that the resulting macroscale equation is deterministic with a nonlinear convective term. The convergence analysis involves the cell problem and the invariant measure of the stochastic differential equation. Although homogenization with changing media properties has been previously studied in other settings, this is the first result of this type, that includes a convective term. The latter makes the coupling between the homogenization and the time averaging much stronger. We show that the convergence to the limiting equation is in probability and we also find a corrector for it that gives stronger convergence.
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页码:2718 / 2745
页数:28
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