Homogenization of random parabolic operators. Diffusion approximation

DOI10.1016/J.SPA.2014.12.002MaRDI QIDQ2018565zbMATH OpenOpenAlexFDO

Authors Alexandre Popier, Marina Kleptsyna, A. Piatnitski

Publication date 24 March 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.2547

zbMATH Keywords

diffusion approximationhomogenizationoperator with random coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the normalized difference between solutions of the original and the homogenized problems. The asymptotic behaviour of this difference depends crucially on the ratio between spatial and temporal scaling factors. Here we study the case of self-similar parabolic diffusion scaling.

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Cited in

(18)

• scientific article; zbMATH DE number 3865864 (Why is no real title available?)
• Homogenization of random parabolic operator with large potential.
• Symptotic decomposition of solutions to parabolic equations with a random microstructure
• Homogenization of Parabolic Equations with a Continuum of Space and Time Scales
• Homogenization of diffusion in high contrast random media and related Markov semigroups
• Homogenization of a diffusion process in a divergence-free random field
• Homogenization of non-autonomous operators of convolution type in periodic media
• On the homogenization error for a zero drift diffusion in a random medium
• Homogenization of fundamental solutions for parabolic operators involving non-self-similar scales
• Dimension reduction and homogenization of random degenerate operators. Part I
• Homogenization of elliptic difference operators
• Strong convergence to the homogenized limit of parabolic equations with random coefficients
• Higher order homogenization for random non-autonomous parabolic operators
• Homogenization of random parabolic operator with large potential
• Homogenization of random non stationary parabolic operators
• Homogenization of nonlinear random parabolic operators
• Averaging of nonstationary parabolic operators with large lower order terms
• Homogenization of nonlinear nonlocal diffusion equation with periodic and stationary structure

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