Abstract:
Composite media plays an important role in the real world, and one of
the central problems is to understand the diffusion processes in a long
cylinder with high conductivity concentrated on a thin layer near the
boundary. Since the layer is thin and the
microscopic structure is very complicated, the amount of the
computation exceeds the capacity of a computer. The technique which
we
use to overcome this difficulty is the homogenization; namely, we
consider an ideal model and show that the stochastic process in this
ideal space well approximates the ``real one". Mathematically, this
amounts to prove the weak convergence of the Wiener measures
associated to the ``real one" to the Wiener measure on the ideal space.
The main two steps in our argumentation are: first, to
establish the convergence of the heat-semigroups which govern the
dynamics to the heat-semigroup on the ideal space; and secondly, to
show the tightness of the associated Wiener measures. The first step
identifies the limit - if it exists - and the second step verifies the
existence of the limit, and combing those two results, we deduce the
weak convergence of the Wiener measures.

