Article ID Journal Published Year Pages File Type
1156491 Stochastic Processes and their Applications 2015 25 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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