Homogenization of parabolic equations with large time-dependent random potential

被引:8
|
作者
Gu, Yu [1 ]
Bal, Guillaume [1 ]
机构
[1] Columbia Univ, Dept Appl Phys & Appl Math, New York, NY 10027 USA
关键词
Brownian motion in random scenery; Homogenization; Martingales; LIMIT-THEOREM;
D O I
10.1016/j.spa.2014.07.024
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions d >= 3. 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. (C) 2014 Elsevier B.V. All rights reserved.
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页码:91 / 115
页数:25
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