Related papers: Weak Convergence Approach for Parabolic Equations …

In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a…

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

This paper establishes a complete homogenization theory for the one-dimensional parabolic equation with long-range correlated random potential: \[ \partial_t u_\varepsilon(t,x) = \frac{1}{2} \partial_{xx} u_\varepsilon(t,x) +…

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in…

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions $d\geq 3$. Depending on the competition between temporal and spatial mixing of the randomness, the…

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. It has previously been shown that if the random…

We analyze the weak-coupling limit of the random Schr\"odinger equation with low frequency initial data and a slowly decorrelating random potential. For the probing signal with a sufficiently long wavelength, we prove a homogenization…

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

A class of stochastic parabolic equations with singular potentials is analysed in the chaos expansion setting where the Wick product is used to give sense to the product of generalized stochastic processes. For the analysis of such…

We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

This work is devoted to the study of scaling limits in small mutations and large time of the solutions u^$\epsilon$ of two deterministic models of phenotypic adaptation, where the parameter $\epsilon$ > 0 scales the size of mutations. The…

This paper is devoted to the homogenization of weakly coupled cooperative parabolic systems in strong convection regime with purely periodic coefficients. Our approach is to factor out oscillations from the solution via principal…