Title of article :
Application of homogenization and large deviations
to a parabolic semilinear equation
Author/Authors :
Alassane Diédhiou ?، نويسنده , , Clément Manga، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2008
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/ . The behavior is required as tends to 0 with δ small
compared to . We use the theory of backward stochastic differential equations corresponding to the parabolic equation. Since δ
decreases faster than , we may apply the large deviations principle with homogenized coefficients.
© 2007 Elsevier Inc. All rights reserved
Keywords :
Large deviations principle , Viscosity solution , homogenization , Stochastic differential equation , Backward stochastic differentialequation
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications