2024/06/22 by Junxia Duan, Jun Peng, Duan, Junxia +1
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2406.15728
openalex publication_date 2024/06/22 · openalex created_date 2024/06/26 · openalex updated_date 2026/07/28
In this paper, we study the homogenization of the third boundary value problem for semilinear parabolic PDEs with rapidly oscillating periodic coefficients in the weak sense. Our method is entirely probabilistic, and builds upon the work of [28] and [3]. Backward stochastic differential equations with singular coefficients play an important role in our approach.