Fluctuations of parabolic equations with large random potentials

DOI10.1007/S40072-014-0040-8MaRDI QIDQ2340313zbMATH OpenOpenAlexFDO

Authors Yu Gu, Guillaume Bal

Publication date 16 April 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.0238

zbMATH Keywords

martingaleweak convergenceBrownian motionquantitative homogenizationlarge random potentials

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Heat equation (35K05) Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Processes in random environments (60K37)

Abstract: In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a quantitative martingale central limit theorem, we derive the asymptotic distribution of the rescaled error between heterogeneous and homogenized solutions under different assumptions in dimension $dgeq3$. The results depend highly on whether a stationary corrector exits.

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Cited in

(18)

• Limiting models for equations with large random potential: a review
• Limiting distribution of elliptic homogenization error with periodic diffusion and random potential
• scientific article; zbMATH DE number 906985 (Why is no real title available?)
• Defect modes for dislocated periodic media
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Homogenization with large spatial random potential
• Scaling limit of fluctuations in stochastic homogenization
• Resonances for random highly oscillatory potentials
• Weak convergence approach for parabolic equations with large, highly oscillatory, random potential
• Fluctuations around a homogenised semilinear random PDE
• A central limit theorem for fluctuations in 1D stochastic homogenization
• Homogenization of parabolic equations with large time-dependent random potential
• Fluctuations of Random Semilinear Advection Equations
• Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials
• Bound states for rapidly oscillatory Schrödinger operators in dimension 2
• Corrector analysis of a heterogeneous multi-scale scheme for elliptic equations with random potential
• Pointwise two-scale expansion for parabolic equations with random coefficients
• Fluctuations in the homogenization of semilinear equations with random potentials

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