Homogenization of Parabolic Equations with Large Time-dependent Random Potential
Probability
2014-07-31 v2 Analysis of PDEs
Abstract
This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions . Depending on the competition between temporal and spatial mixing of the randomness, the homogenization procedure turns to be different. We characterize the difference by proving the corresponding weak convergence of Brownian motion in random scenery. When the potential depends on the spatial variable macroscopically, we prove a convergence to SPDE.
Cite
@article{arxiv.1401.3806,
title = {Homogenization of Parabolic Equations with Large Time-dependent Random Potential},
author = {Yu Gu and Guillaume Bal},
journal= {arXiv preprint arXiv:1401.3806},
year = {2014}
}
Comments
23 pages, to appear in SPA