Mathematics – Probability
Scientific paper
2010-03-21
Mathematics
Probability
19 pages, 7 figures, To appear in Bingham, N. H., and Goldie, C. M. (eds), Probability and Mathematical Genetics: Papers in Ho
Scientific paper
The volume of a Wiener sausage constructed from a diffusion process with periodic, mean-zero, divergence-free velocity field, in dimension 3 or more, is shown to have a non-random and positive asymptotic rate of growth. This is used to establish the existence of a homogenized limit for such a diffusion when subject to Dirichlet conditions on the boundaries of a sparse and independent array of obstacles. There is a constant effective long-time loss rate at the obstacles. The dependence of this rate on the form and intensity of the obstacles and on the velocity field is investigated. A Monte Carlo algorithm for the computation of the volume growth rate of the sausage is introduced and some numerical results are presented for the Taylor--Green velocity field.
Haynes Peter H.
Hoang Viet Ha
Norris James R.
Zygalakis K. C.
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