Homogenization of random parabolic operators. Diffusion approximation

DOI10.1016/J.SPA.2014.12.002zbMATH Open1364.35032arXiv1307.2547OpenAlexW2107839190MaRDI QIDQ2018565FDOQ2018565

Alexandre Popier, Marina Kleptsyna, A. Piatnitski

Publication date: 24 March 2015

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

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.

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)

Cites Work

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Cited In (7)

• Homogenization of a diffusion process in a divergence-free random field
• On the homogenization error for a zero drift diffusion in a random medium
• Title not available (Why is that?)
• Higher order homogenization for random non-autonomous parabolic operators
• Dimension reduction and homogenization of random degenerate operators. Part I
• Homogenization of nonlinear nonlocal diffusion equation with periodic and stationary structure
• Homogenization of random parabolic operator with large potential.

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