Homogenization of semi-linear PDEs with discontinuous effective coefficients
نویسندگان
چکیده
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in C̀esaro sense. In such a case, the averaged coefficients could be discontinuous. We use probabilistic approach based on weak convergence for the associated backward stochastic differential equation in the S-topology to derive the averaged PDE. However, since the averaged coefficients are discontinuous, the classical viscosity solution is not defined for the averaged PDE. We then use the notion of ”Lp−viscosity solution” introduced in [6]. We use BSDEs techniques to establish the existence of Lp−viscosity solution for the averaged PDE. We establish weak continuity for the flow of the limit diffusion process and related the PDE limit to the backward stochastic differential equation via the representation of L-viscosity solution. Keys words: Backward stochastic differential equations (BSDEs), L-viscosity solution for PDEs, homogenization, S-topology, limit in C̀esaro sense. MSC 2000 subject classifications, 60H20, 60H30, 35K60.
منابع مشابه
Homogenization of semi-linear PDEs with discontinuous coefficients
We study the asymptotic behavior of the solution of semi-linear PDEs. Neither periodicity nor ergodicity assumptions are assumed. The coefficients admit only a limit in a C̀esaro sense. In such a case, the limit coefficients may have discontinuity. We use probabilistic approach based on weak convergence techniques for the associated backward stochastic differential equation in the S-topology. We...
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