Homogenization of a nonlinear random parabolic partial differential equation

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.

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Year of publication:	2003
Authors:	Pardoux, E. ; Piatnitski, A. L.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 104.2003, 1, p. 1-27
Publisher:	Elsevier
Keywords:	Homogenization of periodic PDEs Homogenization of random PDEs Stochastic partial differential equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875810