Brownian motion limit of random walks in symmetric non-homogeneous media

Citation
Dhu. Marchetti et R. Da Silva, Brownian motion limit of random walks in symmetric non-homogeneous media, BRAZ J PHYS, 29(3), 1999, pp. 492-509
Citations number
20
Categorie Soggetti
Physics
Journal title
BRAZILIAN JOURNAL OF PHYSICS
ISSN journal
01039733 → ACNP
Volume
29
Issue
3
Year of publication
1999
Pages
492 - 509
Database
ISI
SICI code
0103-9733(199909)29:3<492:BMLORW>2.0.ZU;2-G
Abstract
The phenomenon of macroscopic homogenization is illustrated with a simple e xample of diffusion. We examine the conditions under which a d-dimensional simple random walk in a symmetric random media converges to a Brownian moti on. For d = 1, both the macroscopic homogeneity condition and the diffusion coefficient can be read from an explicit expression for the Green's functi on. Except for this case, the two available formulas for the effective diff usion matrix kappa do not explicit show how macroscopic homogenization take s place. Using an electrostatic analogy due to Anshelevich, Khanin and Sina i [AKS], we discuss upper and lower bounds on the diffusion coefficient kap pa for d > 1.