Pointwise two-scale expansion for parabolic equations with random coefficients

DOI10.1007/S00440-015-0667-ZzbMATH Open1386.35502arXiv1410.2157OpenAlexW2964210144MaRDI QIDQ328794FDOQ328794

Authors: J-C. Mourrat, Yu Gu 

Publication date: 21 October 2016

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We investigate the first-order correction in the homogenization of linear parabolic equations with random coefficients. In dimension $3$ and higher and for coefficients having a finite range of dependence, we prove a pointwise version of the two-scale expansion. A similar expansion is derived for elliptic equations in divergence form. The result is surprising, since it was not expected to be true without further symmetry assumptions on the law of the coefficients.

Full work available at URL: https://arxiv.org/abs/1410.2157

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zbMATH Keywords

central limit theoremmartingalediffusion in random environmentquantitative homogenization

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) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Processes in random environments (60K37)

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Cited In (6)

• A central limit theorem for fluctuations in 1D stochastic homogenization
• First-order expansion of homogenized coefficients under Bernoulli perturbations
• Asymptotic solutions of linear partial differential equations of first order having random coefficients
• TWO-SCALE CONVERGENCE FOR PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
• High order correctors and two-scale expansions in stochastic homogenization
• Title not available (Why is that?)

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