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Diffusions in perforated domains with mixed boundary conditions 

Author: James P. Dunyak a
Affiliation:   a Department of Mathematics, Texas Tech University, Lubbock, TX
DOI: 10.1080/07362999808809567
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 16, Issue 5 1998 , pages 873 - 893
Formats available: PDF (English)
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Abstract

This article investigates averaging effects associated with a fine-grained boundary. A simple diffusion occurs everywhere except at a large number of small “holes” in the medium, at which an appropriately scaled mixed boundary condition is applied. The scaling considered is fitting for boundary conditions resulting from thin layer approximations in which the layer thickness scales with the diameter of the hole. Probabilistic methods associated with the Feynman-Kac formula are applied to find the limiting behavior, and the perforated domain and complex boundary condition are replaced by a straightforward attenuating term.
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