Fluctuations around a homogenised semilinear random PDE

DOI10.1007/S00205-020-01574-8zbMATH Open1456.35243arXiv1911.02865OpenAlexW2983141602WikidataQ112631847 ScholiaQ112631847MaRDI QIDQ2219475FDOQ2219475

Authors: Etienne Pardoux, Martin Hairer 

Publication date: 20 January 2021

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

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.

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

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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)

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Cited In (17)

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• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Fluctuations of Random Semilinear Advection Equations
• Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials
• Diffusion approximation for multi-scale stochastic reaction-diffusion equations
• Singular limits for stochastic equations
• A priori bounds for the \(\Phi^4\) equation in the full sub-critical regime
• Semicontinuity of multifunctions and a stochastic fluid oscillator
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
• Boundary renormalisation of SPDEs
• Paracontrolled calculus and regularity structures. II
• Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
• Hairer's multilevel Schauder estimates without regularity structures
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
• Title not available (Why is that?)
• Averaging principle and normal deviations for multiscale stochastic systems

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