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Convergence rate for homogenization of a nonlocal model with oscillating coefficients (2103.16805v1)
Published 31 Mar 2021 in math.FA
Abstract: 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.