کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641896 1341323 2008 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment
چکیده انگلیسی

We consider a nearest neighbor, symmetric random walk on a homogeneous, ergodic random lattice ZdZd. The jump rates of the walk are independent, identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory, see [A. De Masi, P.A. Ferrari, S. Goldstein, W.D. Wick, An invariance principle for reversible Markov processes, Applications to random walks in random environments, J. Statist. Phys. 55(3/4) (1989) 787–855], asserts that the scaled trajectory of the particle satisfies the functional central limit theorem. The covariance matrix of the limiting normal distribution is called the effective diffusivity of the walk. We use the duality structure corresponding to the product Bernoulli measure to construct a numerical scheme that approximates this parameter when d⩾3d⩾3. The estimates of the convergence rates are also provided.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 213, Issue 1, 15 March 2008, Pages 186–204
نویسندگان
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