Homogenization of a singular random one-dimensional PDE with time-varying coefficients
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Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10)
Abstract: The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous rapidly oscillating function of both temporal and spatial variables then, under proper mixing assumptions, the limit equation is deterministic and the convergence in probability holds. To the contrary, for the potential having a microstructure only in one of these variables, the limit problem is stochastic and we only prove the convergence in law.
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Cites work
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Cited in
(22)- Rough flows and homogenization in stochastic turbulence
- Approximate dynamics of a class of stochastic wave equations with white noise
- Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
- Another look into the Wong-zakai theorem for stochastic heat equation
- Fluctuations of parabolic equations with large random potentials
- On homogenization of space-time dependent and degenerate random flows
- Ensemble averaging for dynamical systems under fast oscillating random boundary conditions
- Homogenization with large spatial random potential
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- Solving the KPZ equation
- A class of growth models rescaling to KPZ
- Homogenization of parabolic equations with large time-dependent random potential
- Random homogenisation of a highly oscillatory singular potential
- Scaling limits and homogenization of mixing Hamilton-Jacobi equations
- Higher order homogenization for random non-autonomous parabolic operators
- Stochastic homogenization for wave equation with random potential and non-periodic coefficients
- Stochastic homogenization for two dimensional Navier-Stokes equations with random coefficients
- Convergence to SPDEs for second order evolutionary equation with singular short-range correlated potential
- Homogenization for a class stochastic partial differential equations with nonperiodic coefficients
- Homogenization of nonlinear dissipative hyperbolic problems exhibiting arbitrarily many spatial and temporal scales
- Homogenization of a singular random one-dimensional PDE
- A Wong-Zakai theorem for stochastic PDEs
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