Mathematics – Probability
Scientific paper
2012-03-22
Mathematics
Probability
26 pages, 1 figure, comments are welcome
Scientific paper
The Neumann problem with a small parameter $$(\dfrac{1}{\epsilon}L_0+L_1)u^epsilon(x)=f(x) \text{for} x\in G, .\dfrac{\partial u^\epsilon(x)}{\partial \gamma^\epsilon(x)}|_{\partial G}=0$$ is considered in this paper. The operators $L_0$ and $L_1$ are self-adjoint second order operators. We assume that $L_0$ has a non-negative characteristic form and $L_1$ is strictly elliptic. The reflection is with respect to inward co-normal unit vector $\gamma^\epsilon(x)$. The behavior of $\lim\limits_{\epsilon\downarrow 0}u^\epsilon(x)$ is effectively described via the solution of an ordinary differential equation on a tree. We calculate the differential operators inside the edges of this tree and the gluing condition at the root. Our approach is based on an analysis of the corresponding diffusion processes.
Freidlin Mark
Hu Wenqing
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