Weak convergence approach for parabolic equations with large, highly oscillatory, random potential

DOI10.1214/14-AIHP637MaRDI QIDQ5963218zbMATH OpenOpenAlexFDO

Authors Yu Gu, Guillaume Bal

Publication date 4 March 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.5005

zbMATH Keywords

Feynman-Kac formulaweak convergence methodsBrownian motion in random scenerylarge oscillatory potential

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order parabolic equations (35K10) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Processes in random environments (60K37)

Abstract: This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show that the random solution converges, as the correlation length of the medium tends to zero, to the deterministic solution of a homogenized equation in dimension $dgeq3$. Our derivation is based on a Feynman-Kac probabilistic representation and the Kipnis-Varadhan method applied to weak convergence of Brownian motions in random sceneries. For sufficiently mixing coefficients, we also provide an optimal rate of convergence to the homogenized limit using a quantitative martingale central limit theorem. As soon as the above integrability condition fails, the solution is expected to remain stochastic in the limit of a vanishing correlation length. For a large class of potentials given as functionals of Gaussian fields, we show the convergence of solutions to stochastic partial differential equations (SPDE) with multiplicative noise. The Feynman-Kac representation and the corresponding weak convergence of Brownian motions in random sceneries allows us to explain the transition from deterministic to stochastic limits as a function of the correlation function of the random potential.

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Cited in

(14)

• Limiting models for equations with large random potential: a review
• On the rate of convergence of solutions in domain with random multilevel oscillating boundary
• On the asymptotic behavior of solutions of the heat equation with a random, long-range correlated potential
• Defect modes for dislocated periodic media
• Homogenization of a spherical harmonics expansion model
• Homogenization with large spatial random potential
• Resonances for random highly oscillatory potentials
• Estimate of proximity of solution of the initial boundary-value problem for the parabolic equation with quick random oscillations and the solution of Itô's equation
• Homogenization of parabolic equations with large time-dependent random potential
• Rough flows and homogenization in stochastic turbulence
• Bound states for rapidly oscillatory Schrödinger operators in dimension 2
• Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
• Fluctuations of parabolic equations with large random potentials
• Convergence to SPDEs in Stratonovich form

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