Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials

DOI10.1515/ROSE-2018-0003MaRDI QIDQ1743326zbMATH OpenOpenAlexFDO

Authors Atef Lechiheb, Ezzeddine Haouala

Publication date 13 April 2018

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.08012

zbMATH Keywords

long-range dependencefluctuation theoryHermite processesrandom homogenizationpseudo-elliptic equations

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25) Homogenization for problems in thermodynamics and heat transfer (80M40)

Abstract: This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference between the random solution and the homogenized solution, which strongly depends on the autocovariance property of the underlying random potential. It is well known that when the random potential has short-range dependence, the rescaled homogenization error converges in distribution to a stochastic integral with respect to standard Brownian motion. Here, we are interested in potentials with long-range dependence and we prove convergence to stochastic integrals with respect to Hermite process.

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Cited in

(5)

• Random homogenization and convergence to integrals with respect to the Rosenblatt process
• A central limit theorem for fluctuations in 1D stochastic homogenization
• Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
• Fluctuations of parabolic equations with large random potentials
• Fluctuations in the homogenization of semilinear equations with random potentials

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