Fluctuations of parabolic equations with large random potentials

DOI10.1007/S40072-014-0040-8zbMATH Open1319.35313arXiv1312.0238OpenAlexW2080616722MaRDI QIDQ2340313FDOQ2340313

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)

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.

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

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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)

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Cited In (18)

• A central limit theorem for fluctuations in 1D stochastic homogenization
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Fluctuations of Random Semilinear Advection Equations
• Fluctuations in 1D stochastic homogenization of pseudo-elliptic equations with long-range dependent potentials
• Homogenization of parabolic equations with large time-dependent random potential
• Bound states for rapidly oscillatory Schrödinger operators in dimension 2
• Fluctuations around a homogenised semilinear random PDE
• Resonances for random highly oscillatory potentials
• Pointwise two-scale expansion for parabolic equations with random coefficients
• Scaling limit of fluctuations in stochastic homogenization
• Title not available (Why is that?)
• Limiting distribution of elliptic homogenization error with periodic diffusion and random potential
• Defect modes for dislocated periodic media
• Weak convergence approach for parabolic equations with large, highly oscillatory, random potential
• Corrector analysis of a heterogeneous multi-scale scheme for elliptic equations with random potential
• Homogenization with large spatial random potential
• Fluctuations in the homogenization of semilinear equations with random potentials
• Limiting models for equations with large random potential: a review

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