K. Burdzy et al., 2D BROWNIAN-MOTION IN A SYSTEM OF REFLECTING BARRIERS - EFFECTIVE DIFFUSIVITY BY A SAMPLING METHOD, Journal of physics. A, mathematical and general, 27(3), 1994, pp. 631-644
We study two-dimensional Brownian motion in an ordered periodic system
of linear reflecting barriers using the sampling method and conformal
transformations. We calculate the effective diffusivity for the Brown
ian particle. When the periods are fixed but the length of the barrier
goes to zero, the effective diffusivity in the direction perpendicula
r to the barriers differs from the standard one by a term of order eps
ilon2 where epsilon is the length of a barrier.