Fluctuations of Parabolic Equations with Large Random Potentials
Probability
2014-09-30 v4 Analysis of PDEs
Abstract
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 quantitative martingale central limit theorem, we derive the asymptotic distribution of the rescaled error between heterogeneous and homogenized solutions under different assumptions in dimension . The results depend highly on whether a stationary corrector exits.
Cite
@article{arxiv.1312.0238,
title = {Fluctuations of Parabolic Equations with Large Random Potentials},
author = {Yu Gu and Guillaume Bal},
journal= {arXiv preprint arXiv:1312.0238},
year = {2014}
}
Comments
44 pages; reorganized the structure and extended the results; to appear in SPDE: Analysis and Computations