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}
}