January 2024 Stochastic homogenization with space-time ergodic divergence-free drift
Benjamin Fehrman
Author Affiliations +
Ann. Probab. 52(1): 350-380 (January 2024). DOI: 10.1214/23-AOP1663

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.

Funding Statement

The author acknowledges financial support from the Engineering and Physical Sciences Research Council of the United Kingdom through the EPSRC Early Career Fellowship EP/V027824/1.

Acknowledgments

The author would like to thank the two anonymous referees for their excellent comments which have substantially improved the quality of the paper.

Citation

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Benjamin Fehrman. "Stochastic homogenization with space-time ergodic divergence-free drift." Ann. Probab. 52 (1) 350 - 380, January 2024. https://doi.org/10.1214/23-AOP1663

Information

Received: 1 October 2022; Revised: 1 August 2023; Published: January 2024
First available in Project Euclid: 29 January 2024

Digital Object Identifier: 10.1214/23-AOP1663

Subjects:
Primary: 35B27 , 35B53 , 60F17 , 76M50
Secondary: 35B65 , 60H25

Keywords: Diffusion in random environment , divergence-free drift , Stochastic homogenization

Rights: Copyright © 2024 Institute of Mathematical Statistics

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Vol.52 • No. 1 • January 2024
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