HOMOGENIZATION WITH LARGE SPATIAL RANDOM POTENTIAL

被引:16
|
作者
Bal, Guillaume [1 ]
机构
[1] Columbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
来源
MULTISCALE MODELING & SIMULATION | 2010年 / 8卷 / 04期
关键词
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.
引用
收藏
页码:1484 / 1510
页数:27
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