Convergence rate for homogenization of a nonlocal model with oscillating coefficients [article]

Li Lin, Jinqiao Duan
This letter deals with homogenization of a nonlocal model with Levy-type operator of rapidly oscillating coefficients. This nonlocal model describes mean residence time and other escape phenomena for stochastic dynamical systems with non-Gaussian Levy noise. We derive an effective model with a specific convergence rate. This enables efficient analysis and simulation of escape phenomena under non-Gaussian fluctuations.
doi:10.48550/arxiv.2103.16805 fatcat:j7sw6kretvf5narptb5ml75snm