Homogenization of a singular random one-dimensional PDE

DOI10.1214/07-AIHP134zbMATH Open1172.74043arXiv0806.2518MaRDI QIDQ731685FDOQ731685

Authors: Bogdan Iftimie, A. Piatnitski, Etienne Pardoux 

Publication date: 8 October 2009

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

Abstract: This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.

Full work available at URL: https://arxiv.org/abs/0806.2518

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zbMATH Keywords

convergencestochastic homogenizationrandom limit dynamicsrandom mixing coefficients

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10)

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Cited In (11)

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• Homogenization of random functionals on solutions of stochastic equations
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• On the asymptotic behavior of solutions of the heat equation with a random, long-range correlated potential
• Random homogenisation of a highly oscillatory singular potential
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• Stochastic model reduction: convergence and applications to climate equations
• Homogenization of a singular random one-dimensional PDE with time-varying coefficients

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