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
Pages :
15
From page :
146
To page :
160
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
Serial Year :
2008
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
936979
Link To Document :
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