Convergence of BSDEs and homogenization of elliptic semilinear PDEs

被引：1

作者：

Gaudron, G ^{[1
]}

机构：

[1] INSA Toulouse, Dept Math, LSP CNRS, UMR 5583, F-31077 Toulouse 4, France

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2002年 / 20卷 / 04期

关键词：

random media; periodic media; backward stochastic differential equations; homogenization; convergence of stochastic processes; elliptic semi-linear PDEs;

D O I：

10.1081/SAP-120006108

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present a result of weak convergence for Backward Stochastic Differential Equations with a random terminal time. Then we can deduce results of homogenization for elliptic semi-linear PDES with random or periodic coefficients and whose non-linearity may have a quadratic growth in the gradient.

引用

页码：791 / 813

页数：23

共 50 条

[31] Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs
Bahian, K.
Essaky, E.
Hassani, M.
COMPTES RENDUS MATHEMATIQUE, 2010, 348 (11-12) : 677 - 682
[32] Uniform bound and convergence for elliptic homogenization problems
Li-Ming Yeh
Annali di Matematica Pura ed Applicata (1923 -), 2016, 195 : 1803 - 1832
[33] CONVERGENCE RATES FOR ELLIPTIC REITERATED HOMOGENIZATION PROBLEMS
Zhao, Jie
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2013, 12 (06) : 2787 - 2795
[34] Uniform bound and convergence for elliptic homogenization problems
Yeh, Li-Ming
ANNALI DI MATEMATICA PURA ED APPLICATA, 2016, 195 (06) : 1803 - 1832
[35] Convergence and error control of consistent PINNs for elliptic PDEs
Bonito, Andrea
Devore, Ronald
Petrova, Guergana
Siegel, Jonathan W.
IMA JOURNAL OF NUMERICAL ANALYSIS, 2025,
[36] Hybrid mountain pass homoclinic solutions of a class of semilinear elliptic PDEs
Bolotin, Sergey
Rabinowitz, Paul H.
ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE, 2014, 31 (01): : 103 - 128
[37] A PROBABILISTIC APPROACH TO DIRICHLET PROBLEMS OF SEMILINEAR ELLIPTIC PDEs WITH SINGULAR COEFFICIENTS
Zhang, Tusheng
ANNALS OF PROBABILITY, 2011, 39 (04): : 1502 - 1527
[38] Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
Hansen, Markus
Schwab, Christoph
MATHEMATISCHE NACHRICHTEN, 2013, 286 (8-9) : 832 - 860
[39] STRATIFIED REGRESSION MONTE-CARLO SCHEME FOR SEMILINEAR PDEs AND BSDEs WITH LARGE SCALE PARALLELIZATION ON GPUs
Gobet, E.
Lopez-Salas, J. G.
Turkedjiev, P.
Vazquez, C.
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2016, 38 (06): : C652 - C677
[40] Exponential homogenization of linear second order elliptic PDEs with periodic coefficients
Kamotski, Vladimir
Matthies, Karsten
Smyshlyaev, Valery P.
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2007, 38 (05) : 1565 - 1587

← 1 2 3 4 5 →