Time Scales in Homogenization of Periodic Flows with Vanishing Molecular Diffusion |
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Authors: | Albert Fannjiang |
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Institution: | Department of Mathematics, University of California, Davis, California |
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Abstract: | We study the long time transport property of conservative systems perturbed by a small white noise. We introduce the dissipation and martingale times and show how they are related to the diffusion time on which a limit theorem is valid. The limit theorem is a probabilistic version of homogenization with vanishing molecular diffusion. Examples of nontrivial time scales are given. |
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Keywords: | martingale homogenization vanishing molecular diffusion |
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