Homogenization of a singular random one-dimensional PDE with time-varying coefficients
From MaRDI portal
Publication:428152
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)
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.
Recommendations
- Homogenization of a singular random one-dimensional PDE
- scientific article; zbMATH DE number 5778671
- Homogenization of parabolic equations with large time-dependent random potential
- Homogenization of random semilinear PDEs
- Homogenization for stochastic reaction-diffusion equations with singular perturbation term
- On homogenization of elliptic equations with random coefficients
- Stochastic homogenisation of singularly perturbed integral functionals
- Random homogenization of coercive Hamilton-Jacobi equations in 1d
- scientific article; zbMATH DE number 17378
Cites work
- scientific article; zbMATH DE number 5778671 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Homogenization of a singular random one-dimensional PDE
- Homogenization with large spatial random potential
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- Singular homogenization with stationary in time and periodic in space coefficients
- Stochastic calculus with anticipating integrands
Cited in
(19)- Random homogenisation of a highly oscillatory singular potential
- Approximate dynamics of a class of stochastic wave equations with white noise
- Homogenization with large spatial random potential
- Stochastic homogenization for wave equation with random potential and non-periodic coefficients
- On homogenization of space-time dependent and degenerate random flows
- Another look into the Wong-zakai theorem for stochastic heat equation
- Solving the KPZ equation
- Homogenization of a singular random one-dimensional PDE
- A class of growth models rescaling to KPZ
- Homogenization of parabolic equations with large time-dependent random potential
- Ensemble averaging for dynamical systems under fast oscillating random boundary conditions
- scientific article; zbMATH DE number 5778671 (Why is no real title available?)
- Homogenization of nonlinear dissipative hyperbolic problems exhibiting arbitrarily many spatial and temporal scales
- Scaling limits and homogenization of mixing Hamilton-Jacobi equations
- Higher order homogenization for random non-autonomous parabolic operators
- Rough flows and homogenization in stochastic turbulence
- Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
- Fluctuations of parabolic equations with large random potentials
- A Wong-Zakai theorem for stochastic PDEs
This page was built for publication: Homogenization of a singular random one-dimensional PDE with time-varying coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428152)
