Event Detail

Event Type: 
Probability Seminar
Wednesday, February 1, 2006 - 07:00
Kidder 280

Speaker Info


Solute transport in a medium with sharp discontinuities in the diffusion coefficient is studied via the identification of the associated stochastic process: skew diffusion. The model sheds light on the physical microscopic movement of solute particles in the presence of membranes, and connects back with the macroscopical PDE formulation via classic theory. Some interesting probabilistic properties and constructions of skew diffusion are discussed. The results are applied to a classic homogenization problem in layered medium.