Homogenization of a singular random one-dimensional PDE with time-varying coefficients

DOI10.1214/11-AOP650zbMATH Open1255.60108arXiv0912.5277MaRDI QIDQ428152FDOQ428152

Authors: Etienne Pardoux, A. Piatnitski 

Publication date: 19 June 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous rapidly oscillating function of both temporal and spatial variables then, under proper mixing assumptions, the limit equation is deterministic and the convergence in probability holds. To the contrary, for the potential having a microstructure only in one of these variables, the limit problem is stochastic and we only prove the convergence in law.

Full work available at URL: https://arxiv.org/abs/0912.5277

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zbMATH Keywords

stochastic homogenizationconvergence in probabilityrandom operatorslarge potential

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Random operators and equations (aspects of stochastic analysis) (60H25) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10)

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Cited In (19)

• Solving the KPZ equation
• Title not available (Why is that?)
• Homogenization of parabolic equations with large time-dependent random potential
• Homogenization of a singular random one-dimensional PDE
• Homogenization of nonlinear dissipative hyperbolic problems exhibiting arbitrarily many spatial and temporal scales
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
• Another look into the Wong-zakai theorem for stochastic heat equation
• Random homogenisation of a highly oscillatory singular potential
• Higher order homogenization for random non-autonomous parabolic operators
• A Wong-Zakai theorem for stochastic PDEs
• Stochastic homogenization for wave equation with random potential and non-periodic coefficients
• Rough flows and homogenization in stochastic turbulence
• On homogenization of space-time dependent and degenerate random flows
• Approximate dynamics of a class of stochastic wave equations with white noise
• Homogenization with large spatial random potential
• Scaling limits and homogenization of mixing Hamilton-Jacobi equations
• Ensemble averaging for dynamical systems under fast oscillating random boundary conditions
• Fluctuations of parabolic equations with large random potentials
• A class of growth models rescaling to KPZ

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