Random homogenization and convergence to integrals with respect to the Rosenblatt process (Q436281)

A homogenization and corrector (random fluctuation) theory for a one-dimensional elliptic equation with highly oscillatory coefficients is developed. The equation of interest reads \[ -\frac{d}{dt}\left(a(\frac{x}{\varepsilon}, \omega)\frac{d}{dx}u_{\varepsilon}(x,\omega)\right)=f(x), \; \; x\in(0,1) \] where the coefficient \(a(x, \omega)\) is a stationary bounded with bounded inverse, random potential. Theoretical studies show that the rescaled random corrector converges in distribution to a stochastic integral with respect to the Brownian motion when the random coefficient has short-range correlation. When the random coefficient has long-range correlation, it is shown that, for a large class of random processes, the random corrector converges to a stochastic integral with respect to the fractional Brownian motion. A class of random coefficients for which the random corrector converges to a non-Gaussian limit is also constructed. For a certain class of random coefficients with long-range correlations, it is shown that the properly rescaled corrector converges in distribution in the space of continuous functions to a stochastic integral with respect to the Rosenblatt process. The paper provides a brief introduction to the Rosenblatt process and the corresponding stochastic integral.