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research article

Random homogenisation of a highly oscillatory singular potential

Hairer, Martin  
•
Pardoux, Etienne
•
Piatnitski, Andrey
December 1, 2013
Stochastics and Partial Differential Equations: Analysis and Computations

In this article, we consider the problem of homogenising the linear heat equation perturbed by a rapidly oscillating random potential. We consider the situation where the space-time scaling of the potential’s oscillations is not given by the diffusion scaling that leaves the heat equation invariant. Instead, we treat the case where spatial oscillations are much faster than temporal oscillations. Under suitable scaling of the amplitude of the potential, we prove convergence to a deterministic heat equation with constant potential, thus completing the results previously obtained in Pardoux and Piatnitski (Ann Probab, 40(3):1316–1356, 2012).

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Type
research article
DOI
10.1007/s40072-013-0018-y
Scopus ID

2-s2.0-85034786174

Author(s)
Hairer, Martin  
Pardoux, Etienne
Piatnitski, Andrey
Date Issued

2013-12-01

Published in
Stochastics and Partial Differential Equations: Analysis and Computations
Volume

1

Issue

4

Start page

571

End page

605

Subjects

Homogenisation

•

Oscillatory potential

•

Random environment

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241157
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