Djurdjevac, Ana and Kremp, Helena and Perkowski, Nicolas (2022) Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces. Preprint arXiv . (Unpublished)
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Official URL: https://doi.org/10.48550/arXiv.2207.06395
Abstract
In this paper, we study different scaling rough path limit regimes in space and time for the Langevin dynamics on a quasi-planar fluctuating Helfrich surfaces. The convergence results of the processes were already proven in the work by Duncan, Elliott, Pavliotis and Stuart (2015). We extend this work by proving the convergence of the Itô and Stratonovich rough path lift. For the rough path limit, there appears, typically, an area correction term to the Itô iterated integrals, and in certain regimes to the Stratonovich iterated integrals. This yields additional information on the homogenization limit and enables to conclude on homogenization results for diffusions driven by the Brownian motion on the membrane using the continuity of the Itô-Lyons map in rough paths topology.
Item Type: | Article |
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Subjects: | Mathematical and Computer Sciences Mathematical and Computer Sciences > Mathematics Mathematical and Computer Sciences > Mathematics > Applied Mathematics |
Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics |
ID Code: | 3159 |
Deposited By: | Lukas-Maximilian Jaeger |
Deposited On: | 22 Aug 2024 09:32 |
Last Modified: | 22 Aug 2024 09:32 |
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