Application of homogenization and large deviations to a nonlocal parabolic semi-linear equation

Downloads

DOI:

https://doi.org/10.26637/mjm11S/005

Abstract

We study the behavior of the solution for a class of nonlocal partial differential equation of parabolic-type with non-constant coefficients varying over length scale δ and nonlinear reaction term of scale 1/ε, related to stochastic differential equations driven by multiplicative isotropic α-stable Lévy noise (1 < α < 2). The behavior is required as ε tends to 0 with δ small compared to ε. Our homogenization method

Keywords:

Homogenization, Large deviation principle, nonlocal parabolic PDE, SDE with jumps, Feynman-Kac formula

Mathematics Subject Classification:

60H30, 60H10, 35B27, 35R09
  • Pages: 70-81
  • Date Published: 01-10-2023
  • Vol. 11 No. S (2023): Malaya Journal of Matematik (MJM): Special Issue Dedicated to Professor Gaston M. N'Guérékata’s 70th Birthday

P. B ALDI , Large deviation for processes with homogenization and applications, Anna. Probab., 19, (1991), DOI: https://doi.org/10.1214/aop/1176990438

–524.

G. B ARLES , R. B UCKDAHN AND E. P ARDOUX , Backward stochastic differential equations and integral-partial differential equations, Stochastics and Stochastic Reports, 60:1-2, (1997), 57–83. DOI: https://doi.org/10.1080/17442509708834099

A. B ENSOUSSAN , J.-L. L IONS AND G. P APANICOLAOU , Asymptotic analysis for periodic structures, vol 5

North-Holland Publishing Company Amsterdam, (1978).

A. D EMBO AND O. Z EITOUNI , Large Deviations Techniques and Applications Jones and Bartlett, Boston,

(1993).

L. C. E VANS , The perturbed test function method for viscosity solutions of nonlinear PDE, Proc. Roy. Soc.

Edinburgh Sect. A, 111 (1989), 359–375. DOI: https://doi.org/10.1017/S0308210500018631

L. C. E VANS , Periodic homogenisation of certain fully nonlinear partial differential equations, Proc. Roy.

Soc. Edinburgh Sect. A, 120 (1992), 245–265. DOI: https://doi.org/10.1017/S0308210500032121

M.I. F REIDLIN AND R.B. S OWERS , A comparison of homogenization and large deviations, with applications to wavefront propagation, Anna. Probab., 19, (1999), 23–32. DOI: https://doi.org/10.1016/S0304-4149(99)00003-4

M. H AIRER AND ´ E. P ARDOUX , Homogenization of periodic linear degenerate PDEs, J. Funct. Anal., 255(9), DOI: https://doi.org/10.1016/j.jfa.2008.04.014

(2008), 2462–2487.

Q. H UANG , J. D UAN AND R. S ONG , Homogenization of nonlocal partial differential equations related to

stochasticdifferentialequationswithLévynoise, StochasticProcessesandtheirApplications, 82(1), (2022),

–1674.

E. P ARDOUX , Homogenization of linear and semilinear second order parabolic PDEs with periodic

coefficients: a probabilistic approach, J. Funct. Anal., 167(2), (1999), 498–520. DOI: https://doi.org/10.1006/jfan.1999.3441

E. P ARDOUX AND S. P ENG , Backward stochastic differential equations and quasi-linear parabolic differential equations, Lecture Notes in Control. and Inform. Sci., 176, (1992), 200–217. DOI: https://doi.org/10.1007/BFb0007334

F. P RADEILLES , Une méthode probabiliste pour l’étude de fronts d’onde dans les équations et systèmes

d’équation de réaction-diffusion, Thèse de doctorat, Univ. Provence. (1999).

  • NA

Metrics

Metrics Loading ...

Published

01-10-2023

How to Cite

Coulibaly, A. “Application of Homogenization and Large Deviations to a Nonlocal Parabolic Semi-Linear Equation”. Malaya Journal of Matematik, vol. 11, no. S, Oct. 2023, pp. 70-81, doi:10.26637/mjm11S/005.