带退化的抛物方程和扩散过程的扰动:边界问题、亚稳态和均匀化

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY Annals of Probability Pub Date : 2023-09-01 DOI:10.1214/23-aop1631
Mark Freidlin, Leonid Koralov
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引用次数: 0

摘要

我们研究在一个域的边界上停止或反射的扩散过程。假设该过程的生成器包含两个部分:在与边界正交的方向上在边界上退化的主要部分和一个小的非退化摄动。这类过程的性质决定了相应的小参数抛物方程解的稳定性。在这种情况下出现亚稳态效应:当扰动的大小趋于零时,解的渐近性取决于时间尺度。研究了具有Dirichlet边界条件和Neumann边界条件的初边值问题。我们还考虑了退化算子的周期均匀化问题。
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Perturbations of parabolic equations and diffusion processes with degeneration: Boundary problems, metastability, and homogenization
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary and a small nondegenerate perturbation. The behavior of such processes determines the stabilization of solutions to the corresponding parabolic equations with a small parameter. Metastability effects arise in this case: the asymptotics of solutions, as the size of the perturbation tends to zero, depends on the time scale. Initial-boundary value problems with both the Dirichlet and the Neumann boundary conditions are considered. We also consider periodic homogenization for operators with degeneration.
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来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
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