Homogenization of random parabolic operators. Diffusion approximation

M. Kleptsyna, A. Piatnitski and A. Popier

Stochastic Processes and their Applications, 2015, vol. 125, issue 5, 1926-1944

Abstract: This paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic with respect to the spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the normalized difference between solutions of the original and the homogenized problems. The asymptotic behaviour of this difference depends crucially on the ratio between spatial and temporal scaling factors. Here we study the case of self-similar parabolic diffusion scaling.

Keywords: Homogenization; Diffusion approximation; Operator with random coefficients (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spa.2014.12.002

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