Effective Approximation for a Stochastic System with Large Potential

2020/11/18 by Ao Zhang, Zhang, Ao, Jinqiao Duan +1
Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #Advanced Numerical Methods in Computational Mathematics #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2011.09659

openalex publication_date 2020/11/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This letter is about effective approximation for a stochastic parabolic equation with a large potential in a periodic medium. Under a condition on the spectral properties of the associated cell problem, we prove that the solution can be approximately factorized as the product of a fast oscillating cell eigenfunction and of a solution of an effective equation.

Related

• Effective Wave Factorization for a Stochastic Schrödinger Equation
• Effective Approximation for a Nonlocal Stochastic Schrödinger Equation with Oscillating Potential
• Quantitative periodic homogenization of parabolic equations with large drift and potential
• On a perturbation method for stochastic parabolic PDE
• Weak Convergence Approach for Parabolic Equations with Large, Highly Oscillatory, Random Potential