Mathematics > Probability
[Submitted on 22 Jan 2014 (v1), last revised 30 Jan 2014 (this version, v2)]
Title:Homogenization of lateral diffusion on a random surface
View PDFAbstract:We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle undergoing Brownian motion on the surface viewed as a projection on the underlying plane. By formulating the problem as a diffusion in a random medium, we are able to use known results from the theory of stochastic homogenization of SDEs to show that, in the limit of small scale fluctuations, the diffusion process behaves quantitatively like a Brownian motion with constant diffusion tensor $D$. While $D$ will not have a closed-form expression in general, we are able to derive variational bounds for the effective diffusion tensor, and using a duality transformation argument, obtain a closed form expression for $D$ in the special case where $D$ is isotropic. We also describe a numerical scheme for approximating the effective diffusion tensor and illustrate this scheme with two examples.
Submission history
From: Andrew Bruce Duncan [view email][v1] Wed, 22 Jan 2014 14:49:11 UTC (1,461 KB)
[v2] Thu, 30 Jan 2014 22:04:47 UTC (1,461 KB)
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