Stochastic homogenization with space-time ergodic divergence-free drift

Abstract

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial ergodicity, the drift is only partially absorbed into the skew-symmetric part of the flux through the use of an appropriately defined stream matrix. This leaves a time-dependent, spatially-homogenous transport which, for mildly decorrelating fields, converges to a Brownian noise with deterministic covariance in the homogenization limit. The results apply to uniformly elliptic, stationary and ergodic environments in which the drift admits a suitably defined stationary and L2-integrable stream matrix.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…