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Hairer, Martin and Kelly, David (David T. B.) (2012) Stochastic PDEs with multiscale structure. Electronic Journal of Probability, Vol.17 (No.52). doi:10.1214/EJP.v17-1807
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Official URL: http://dx.doi.org/10.1214/EJP.v17-1807
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 | ||||
| Official Date: | 13 July 2012 | ||||
| Dates: |
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| Volume: | Vol.17 | ||||
| Number: | No.52 | ||||
| DOI: | 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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