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Diffusion approximation for random parabolic operators with oscillating coefficients

209   0   0.0 ( 0 )
 نشر من قبل Alexandre Popier
 تاريخ النشر 2016
  مجال البحث
والبحث باللغة English
 تأليف Marina Kleptsyna




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We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case the homogenized operator is deterministic. The paper focuses on non-diffusive scaling, when the oscillation in spatial variables is faster than that in temporal variable. Our goal is to study the asymptotic behaviour of the normalized difference between solutions of the original and the homogenized problems.

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