English

Fluctuations of random semi-linear advection equations

Probability 2018-07-04 v2 Analysis of PDEs

Abstract

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the characteristics converge in distribution to a homogenized Brownian motion, hence the point-wise law of the solution is close to a functional of the Brownian motion. Our main result is that the nonlinearity plays the role of a \emph{random diffeomorphism}, and the point-wise limiting distribution is obtained by applying the diffeomorphism to the limit in the linear setting.

Keywords

Cite

@article{arxiv.1802.00302,
  title  = {Fluctuations of random semi-linear advection equations},
  author = {Yu Gu and Tomasz Komorowski and Lenya Ryzhik},
  journal= {arXiv preprint arXiv:1802.00302},
  year   = {2018}
}

Comments

41 pages, minor revision