Mathematics – Analysis of PDEs
Scientific paper
2009-12-29
Mathematics
Analysis of PDEs
Scientific paper
The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous rapidly oscillating function of both temporal and spatial variables then, under proper mixing assumptions, the limit equation is deterministic and the convergence in probability holds. To the contrary, for the potential having a microstructure only in one of these variables, the limit problem is stochastic and we only prove the convergence in law.
Pardoux E.
Piatnitski Andrey
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