Article ID Journal Published Year Pages File Type
4620928 Journal of Mathematical Analysis and Applications 2008 15 Pages PDF
Abstract

We study the behavior of the solution of a partial differential equation with a linear parabolic operator with non-constant coefficients varying over length scale δ and nonlinear reaction term of scale 1/ϵ. The behavior is required as ϵ tends to 0 with δ small compared to ϵ. We use the theory of backward stochastic differential equations corresponding to the parabolic equation. Since δ decreases faster than ϵ, we may apply the large deviations principle with homogenized coefficients.

Related Topics
Physical Sciences and Engineering Mathematics Analysis