Fluctuations around a homogenised semilinear random PDE

DOI10.1007/S00205-020-01574-8MaRDI QIDQ2219475zbMATHOpenAlexWikidataFDO

Authors Etienne Pardoux, Martin Hairer

Publication date 20 January 2021

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.02865

zbMATH Keywords

central limit theoremcentred Ornstein-Uhlenbeck processhighly oscillating random potentialnon-centred Gaussian process

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Initial-boundary value problems for second-order parabolic equations (35K20) Semilinear parabolic equations (35K58) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

Abstract: We consider a semilinear parabolic partial differential equation in $mathbf{R}_{+}imes[0,1{]}^d$, where $d=1,2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the amplitude of the oscillations has the right size compared to its typical spatiotemporal scale, then the solution of our equation converges to the solution of a deterministic homogenised parabolic PDE, which is a form of law of large numbers. Our main interest is in the associated central limit theorem. Namely, we study the limit of a properly rescaled difference between the initial random solution and its LLN limit. In dimension $d=1$, that rescaled difference converges as one might expect to a centred Ornstein-Uhlenbeck process. However, in dimension $d=2$, the limit is a non-centred Gaussian process, while in dimension $d=3$, before taking the CLT limit, we need to subtract at an intermediate scale the solution of a deterministic parabolic PDE, subject (in the case of Neumann boundary condition) to a non-homogeneous Neumann boundary condition. Our proofs make use of the theory of regularity structures, in particular of the very recently developed methodology allowing to treat parabolic PDEs with boundary conditions within that theory.

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Cited in

(18)

• Paracontrolled calculus and regularity structures. II
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Hairer's multilevel Schauder estimates without regularity structures
• Diffusion approximation for multi-scale stochastic reaction-diffusion equations
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
• Semicontinuity of multifunctions and a stochastic fluid oscillator
• scientific article; zbMATH DE number 4058569 (Why is no real title available?)
• Fluctuations of Random Semilinear Advection Equations
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
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