Homogenization of a nonlinear random parabolic partial differential equation. (Q2574546)

The homogenization problem for a semilinear second order parabolic equation with random coefficients \[ \partial _ {t}u^ \varepsilon = \sum ^ {n}_ {i,j=1}\partial _ {x_ {i}}\Bigl (a_ {ij}\Bigl (\frac {x}{\varepsilon }, \xi _ {t/\varepsilon ^ 2}\Bigr )\partial _ {x_ {j}} u^ \varepsilon \Bigr ) + \frac 1{\varepsilon }g\Bigl (\frac {x}{\varepsilon }, \xi _ {t/\varepsilon ^ 2}, u^ \varepsilon \Bigr ) \quad \text{on }(0,T)\times \mathbb R^ {n} \tag{1} \] with an initial condition \(u^ \varepsilon (0,\cdot ) = u_ 0\) is studied. It is assumed that \(\xi \) is an ergodic diffusion process in \(\mathbb R^ {d}\) with a unique invariant measure \(\pi \), the matrix \(a(x,z)\) is uniformly positive definite, both the function \(a(\cdot ,z)\) and \(g(\cdot ,z,u)\) are 1-periodic, and \(\int _ {\mathbb T^ {n}}\int _ {\mathbb R^ {d}} g(x,z,u)\,\text dx\,\text d\pi (z) =0\) for all \(u\in \mathbb R\). Under suitable smoothness and growth hypotheses on \(a\), \(g\) and the coefficients of the generator of the process \(\xi \) it is proved that the laws of the solutions \(u^ \varepsilon \) to (1) converge weakly as \(\varepsilon \searrow 0\) to a unique solution of a certain stochastic parabolic equation.