scholarly journals Averaging principle for diffusion processes via Dirichlet forms

2014 ◽  
Vol 41 (4) ◽  
pp. 1033-1063 ◽  
Author(s):  
Florent Barret ◽  
Max von Renesse
2012 ◽  
Vol 12 (01) ◽  
pp. 1150008 ◽  
Author(s):  
MARK FREIDLIN ◽  
LEONID KORALOV

Quasi-linear perturbations of a two-dimensional flow with a first integral and the corresponding parabolic PDEs with a small parameter at the second-order derivatives are considered in this paper.


1994 ◽  
Vol 115 (2) ◽  
pp. 291-303 ◽  
Author(s):  
Jun Kigami

In mathematics, analysis on fractals was originated by the works of Kusuoka [17] and Goldstein[8]. They constructed the ‘Brownian motion on the Sierpinski gasket’ as a scaling limit of random walks on the pre-gaskets. Since then, analytical structures such as diffusion processes, Laplacians and Dirichlet forms on self-similar sets have been studied from both probabilistic and analytical viewpoints by many authors, see [4], [20], [10], [22] and [7]. As far as finitely ramified fractals, represented by the Sierpinski gasket, are concerned, we now know how to construct analytical structures on them due to the results in [20], [18] and [11]. In particular, for the nested fractals introduced by Lindstrøm [20], one can study detailed features of analytical structures such as the spectral dimensions and various exponents of heat kernels by virtue of the strong symmetry of nested fractals, cf. [6] and [15]. Furthermore in [11], Kigami proposed a notion of post critically finite (p.c.f. for short) self-similar sets, which was a pure topological description of finitely ramified self-similar sets. Also it was shown that we can construct Dirichlet forms and Laplacians on a p.c.f. self-similar set if there exists a difference operator that is invariant under a kind of renormalization. This invariant difference operator was called a harmonic structure. In Section 2, we will give a review of the results in [11].


2015 ◽  
Vol 27 (6) ◽  
Author(s):  
Xin Chen ◽  
Feng-Yu Wang ◽  
Jian Wang

AbstractPerturbations of super Poincaré and weak Poincaré inequalities for Lévy type Dirichlet forms are studied. When the range of jumps is finite, our results are natural extensions to the corresponding ones derived earlier for diffusion processes; and we show that the study for the situation with infinite range of jumps is essentially different. Some examples are presented to illustrate the optimality of our results.


2017 ◽  
Vol 27 (04) ◽  
pp. 663-706 ◽  
Author(s):  
Adam Bobrowski ◽  
Bogdan Kaźmierczak ◽  
Markus Kunze

We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the limit, points in each domain are lumped into a single state of a limit Markov chain. The limit chain’s intensities are proportional to the membranes’ permeability and inversely proportional to the domains’ sizes. Analytically, the limit is an example of a singular perturbation in which boundary and transmission conditions play a crucial role. This averaging principle is strongly motivated by recent signaling pathways models of mathematical biology, which are discussed toward the end of the paper.


2003 ◽  
Vol 03 (01) ◽  
pp. 113-120 ◽  
Author(s):  
R. KHASMINSKII ◽  
F. KLEBANER

Recently an averaging principle for diffusion processes with a null-recurrent fast component without a drift term was obtained in [4]. In this note this result is widened to allow a drift in the fast component. As a corollary a new result on the homogenization for parabolic PDE's is obtained.


1989 ◽  
Vol 01 (02n03) ◽  
pp. 313-323 ◽  
Author(s):  
S. ALBEVERIO ◽  
T. HIDA ◽  
J. POTTHOFF ◽  
M. RÖCKNER ◽  
L. STREIT

It is shown that infinite dimensional Dirichlet forms as previously constructed in terms of (generalized) white noise functionals fit into the general framework of classical Dirichlet forms on topological vector spaces. This entails that all results obtained there are applicable. Admissible functionals give rise to infinite dimensional diffusion processes.


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