Homogenization of random parabolic operators. Diffusion approximation - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2015

Homogenization of random parabolic operators. Diffusion approximation

Résumé

This paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic with respect to the spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the normalized difference between solutions of the original and the homogenized problems. The asymptotic behaviour of this difference depends crucially on the ratio between spatial and temporal scaling factors. Here we study the case of self-similar parabolic diffusion scaling.

Dates et versions

hal-01636331 , version 1 (16-11-2017)

Identifiants

Citer

M. Kleptsyna, Andrey Piatnitski, Alexandre Popier. Homogenization of random parabolic operators. Diffusion approximation. Stochastic Processes and their Applications, 2015, 125 (5), pp.1926-1944. ⟨10.1016/j.spa.2014.12.002⟩. ⟨hal-01636331⟩
57 Consultations
0 Téléchargements

Altmetric

Partager

More