HOMOGENIZATION OF A SINGULAR RANDOM ONE-DIMENSIONAL PDE WITH TIME-VARYING COEFFICIENTS

被引:17
|
作者
Pardoux, Etienne [1 ]
Piatnitski, Andrey [2 ]
机构
[1] Univ Provence, CMI, F-13453 Marseille 13, France
[2] Narvik Univ Coll, N-8505 Narvik, Norway
来源
ANNALS OF PROBABILITY | 2012年 / 40卷 / 03期
关键词
Stochastic homogenization; random operator; large potential;
D O I
10.1214/11-AOP650
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we study the homogenization of a nonautonomous 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 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 have convergence in law.
引用
收藏
页码:1316 / 1356
页数:41
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