English

Homogenization of semi-linear PDEs with discontinuous effective coefficients

Probability 2015-08-28 v3

Abstract

We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients could be discontinuous. We use probabilistic approach based on weak convergence for the associated backward stochastic differential equation in the S-topology to derive the averaged PDE. However, since the averaged coefficients are discontinuous, the classical viscosity solution is not defined for the averaged PDE. We then use the notion of "LpL^p-viscosity solution" introduced in \cite{CCKS}. We use BSDEs techniques to establish the existence of LpL^p-viscosity solution for the averaged PDE. We establish weak continuity for the flow of the limit diffusion process and related the PDE limit to the backward stochastic differential equation via the representation of LpL^p-viscosity solution.

Keywords

Cite

@article{arxiv.0803.3499,
  title  = {Homogenization of semi-linear PDEs with discontinuous effective coefficients},
  author = {K. Bahlali and Abouo Elouaflin and E. Pardoux},
  journal= {arXiv preprint arXiv:0803.3499},
  year   = {2015}
}

Comments

20 pages. vol.14(2009),paper n{\deg}18 pages 477-499. http//math.washington.edu/~ejpecp/

R2 v1 2026-06-21T10:24:10.621Z