Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150): Difference between revisions
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English | Homogenization of periodic semilinear parabolic degenerate PDEs |
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Homogenization of periodic semilinear parabolic degenerate PDEs (English)
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1 July 2009
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The authors deal with the homogenization of a Cauchy problem for scalar second order semilinear parabolic equations possibly degenerating in some of the coefficients. The works goes somewhat in the spirit of the pioneering paper by Freidlin following which a linear parabolic PDE can be homogenized by probabilistic arguments based on the Feynman-Kac formula, the ergodic theorem, and the central limit theorem. Here, the authors extend to the case of semilinear equations a previous approach by Hairer and Pardoux working for linear situations. The main difficulty is provoqued by the degeneracies allowed in the diffusion matrix.
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backward stochastic differential equation
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degenerate diffusion coefficient
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Feynman-Kac formula
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