Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156491 | Stochastic Processes and their Applications | 2015 | 25 Pages |
Abstract
This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions dâ¥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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yu Gu, Guillaume Bal,