homogenization theory;
partial differential equations with random coefficients;
Gaussian fluctuations;
large potential;
long range correlations;
WHITE-NOISE POTENTIALS;
HEAT-EQUATIONS;
LIMIT;
INTEGRALS;
D O I:
10.1137/090754066
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
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 characterize the leading effect in the random fluctuations and show that their spatial moments converge in law to Gaussian random variables. Both results hold for sufficiently small times and in sufficiently large spatial dimensions d >= m, where m is the order of the spatial pseudodifferential operator in the parabolic equation. In dimension d < m, the solution to the parabolic equation is shown to converge to the (nondeterministic) solution of a stochastic equation in [G. Bal, Comm. Math. Phys., 212 (2009), pp. 457-477]. The results are then extended to cover the case of long range random potentials, which generate larger, but still asymptotically Gaussian, random fluctuations.
机构:
Columbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USAColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Bal, Guillaume
Garnier, Josselin
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h-index: 0
机构:
Univ Paris 07, Lab Probabilites & Modeles Aleatoires, F-75251 Paris 5, France
Univ Paris 07, Lab Jacques Louis Lions, F-75251 Paris 5, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Garnier, Josselin
Motsch, Sebastien
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h-index: 0
机构:
Univ Toulouse 3, Lab MIP, F-31062 Toulouse 9, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Motsch, Sebastien
Perrier, Vincent
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bordeaux 1, Inst Math Bordeaux, F-33405 Talence, France
Univ Bordeaux 1, Ctr Lasers Intenses & Applicat, F-33405 Talence, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
机构:
Columbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USAColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Bal, Guillaume
Garnier, Josselin
论文数: 0引用数: 0
h-index: 0
机构:
Univ Paris 07, Lab Probabilites & Modeles Aleatoires, F-75251 Paris 5, France
Univ Paris 07, Lab Jacques Louis Lions, F-75251 Paris 5, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Garnier, Josselin
Motsch, Sebastien
论文数: 0引用数: 0
h-index: 0
机构:
Univ Toulouse 3, Lab MIP, F-31062 Toulouse 9, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
Motsch, Sebastien
Perrier, Vincent
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bordeaux 1, Inst Math Bordeaux, F-33405 Talence, France
Univ Bordeaux 1, Ctr Lasers Intenses & Applicat, F-33405 Talence, FranceColumbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA