English

Asymptotic decomposition of solutions to random parabolic operators with oscillating coefficients

Analysis of PDEs 2020-10-02 v1 Probability

Abstract

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case the homogenized operator is deterministic. We obtain the leading terms of the asymptotic expansion of the solution , these terms being deterministic functions, and show that a properly renormalized difference between the solution and the said leading terms converges to a solution of some SPDE.

Keywords

Cite

@article{arxiv.2010.00240,
  title  = {Asymptotic decomposition of solutions to random parabolic operators with oscillating coefficients},
  author = {Marina Kleptsyna and Andrey Piatnitski and Alexandre Popier},
  journal= {arXiv preprint arXiv:2010.00240},
  year   = {2020}
}