Homogenization with fractional random fields
File(s)1911.12600v1.pdf (575.28 KB)
Working paper
Author(s)
Li, Xue-Mei
Gehringer, Johann
Type
Working Paper
Abstract
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is `equivalent' to a stochastic equation driven by mixed Itô integrals and Young integrals with respect to Wiener processes and Hermite processes. Lacking other tools we use the rough path theory for proving the convergence, our main technical endeavour is on obtaining an enhanced scaling limit theorem for path integrals (Functional CLT and non-CLT's) in a strong topology, the rough path topology, which is given by a Hölder distance for stochastic processes and their lifts. In dimension one we also include the negatively correlated case, for the second order / kinetic fractional BM model we also bound the error.
Date Issued
2019-11-28
Citation
2019
Publisher
arXiv
Copyright Statement
© 2019 The Author(s)
Sponsor
Engineering and Physical Sciences Research Council
Engineering & Physical Science Research Council (EPSRC)
EPSRC
Identifier
https://arxiv.org/abs/1911.12600v1
Grant Number
EP/V026100/1
EP/V026100/1
EP/S023925/1
Subjects
fractional Brownian motion, slow-fast systems, homogenization, Hermite processes, passive tracer, random envi- ronment, functional limit theorem, rough path
Publication Status
Published