Title of article :
Homogenization of a nonlinear random parabolic partial differential equation
Author/Authors :
Pardoux، نويسنده , , E. and Piatnitski، نويسنده , , A.L.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
The aim of this work is to show how to homogenize a semilinear parabolic second-order partial differential equation, whose coefficients are periodic functions of the space variable, and are perturbed by an ergodic diffusion process, the nonlinear term being highly oscillatory. Our homogenized equation is a parabolic stochastic partial differential equation.
Keywords :
Homogenization of periodic PDEs , Homogenization of random PDEs , Stochastic partial differential equations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications