Pointwise two-scale expansion for parabolic equations with random coefficients (Q328794)

A pointwise asymptotic formula is derived for parabolic differential equations with stationary random coefficients on \(\mathbb R^d\) for \(d\geq 3.\) Let \(f\) be a bounded smooth function on \(\mathbb R^d\), and \(a: \mathbb R^d\times\Omega\to \mathbb R^{d \times d}\) be a an ergodic random field of symmetric, uniformly elliptic matrices with stationary error \(\phi : \mathbb R^d\times \Omega\to\mathbb R^d\). Then, when \(\epsilon \downarrow 0\), the solution of the random PDE \[ \partial_t u_\epsilon (t,x,\omega) = \frac 1 2 \nabla \{a(\epsilon^{-1} x, \omega)\nabla u_\epsilon(t, x,\omega)\},\;\;u_\epsilon(0,x,\omega)=f(x) \] converges to the solution \(u_{\mathrm{hom}}\) of the corresponding deterministic equation, and for any fixed \((x,t)\in \mathbb R_+\times\mathbb R^d,\) \[ u_\epsilon (t,x,\omega) -u_{\mathrm{hom}}(t,x) = \epsilon \nabla u_{\mathrm{hom}}(t,x)\cdot \phi(\epsilon^{-1}x, t) + o(\epsilon), \] where \(o(\epsilon)/\epsilon\to 0\) in \(L^1(\Omega).\)