Homogenization of a singular random one-dimensional PDE with time-varying coefficients

DOI10.1214/11-AOP650zbMath1255.60108arXiv0912.5277MaRDI QIDQ428152

Etienne Pardoux, Andrey L. Piatnitski

Publication date: 19 June 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.5277

zbMATH Keywords

stochastic homogenizationconvergence in probabilityrandom operatorslarge potential

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Homogenization and oscillations in dynamical problems of solid mechanics (74Q10)

Related Items (13)

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ A CLASS OF GROWTH MODELS RESCALING TO KPZ ⋮ Solving the KPZ equation ⋮ Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions ⋮ A Wong-Zakai theorem for stochastic PDEs ⋮ Homogenization of parabolic equations with large time-dependent random potential ⋮ Random homogenisation of a highly oscillatory singular potential ⋮ Rough flows and homogenization in stochastic turbulence ⋮ Homogenization of nonlinear dissipative hyperbolic problems exhibiting arbitrarily many spatial and temporal scales ⋮ Another look into the Wong-zakai theorem for stochastic heat equation ⋮ Scaling limits and homogenization of mixing Hamilton-Jacobi equations ⋮ Approximate dynamics of a class of stochastic wave equations with white noise ⋮ Fluctuations of parabolic equations with large random potentials

Cites Work

• Homogenization of a singular random one-dimensional PDE
• Stochastic calculus with anticipating integrands
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Singular homogenization with stationary in time and periodic in space coefficients
• Homogenization with Large Spatial Random Potential
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