Hairer, Martin and Kelly, David (David T. B.). (2012) Stochastic PDEs with multiscale structure. Electronic Journal of Probability, Vol.17 (No.52). ISSN 1083-6489

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Abstract

We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when the forcing is given by space-time white noise, it may happen that the homogenised SPDE is not what one would expect from existing results for PDEs with more regular forcing terms.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Mathematics
Library of Congress Subject Headings (LCSH):	Stochastic partial differential equations, Multiscale modeling
Journal or Publication Title:	Electronic Journal of Probability
Publisher:	University of Washington. Dept. of Mathematics
ISSN:	1083-6489
Date:	13 July 2012
Volume:	Vol.17
Number:	No.52
Identification Number:	10.1214/EJP.v17-1807
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Open Access
Funder:	Engineering and Physical Sciences Research Council (EPSRC), Royal Society (Great Britain), Leverhulme Trust (LT), University of Warwick
Grant number:	EP/D071593/1 (EPSRC)
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URI:	http://wrap.warwick.ac.uk/id/eprint/48927

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