scholarly journals Fluctuations Around a Homogenised Semilinear Random PDE

Author(s):  
Martin Hairer ◽  
Étienne Pardoux

Abstract We consider a semilinear parabolic partial differential equation in $$\mathbf{R}_+\times [0,1]^d$$ R + × [ 0 , 1 ] d , where $$d=1, 2$$ d = 1 , 2 or 3, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the amplitude of the oscillations has the right size compared to its typical spatiotemporal scale, then the solution of our equation converges to the solution of a deterministic homogenised parabolic PDE, which is a form of law of large numbers. Our main interest is in the associated central limit theorem. Namely, we study the limit of a properly rescaled difference between the initial random solution and its LLN limit. In dimension $$d=1$$ d = 1 , that rescaled difference converges as one might expect to a centred Ornstein–Uhlenbeck process. However, in dimension $$d=2$$ d = 2 , the limit is a non-centred Gaussian process, while in dimension $$d=3$$ d = 3 , before taking the CLT limit, we need to subtract at an intermediate scale the solution of a deterministic parabolic PDE, subject (in the case of Neumann boundary condition) to a non-homogeneous Neumann boundary condition. Our proofs make use of the theory of regularity structures, in particular of the very recently developed methodology allowing to treat parabolic PDEs with boundary conditions within that theory.

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Agil K. Khanmamedov ◽  
Nigar F. Gafarova

AbstractAn anharmonic oscillator {T(q)=-\frac{d^{2}}{dx^{2}}+x^{2}+q(x)} on the half-axis {0\leq x<\infty} with the Neumann boundary condition is considered. By means of transformation operators, the direct and inverse spectral problems are studied. We obtain the main integral equations of the inverse problem and prove that the main equation is uniquely solvable. An effective algorithm for reconstruction of perturbed potential is indicated.


2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Zhong Bo Fang ◽  
Yan Chai

We investigate an initial-boundary value problem for a quasilinear parabolic equation with inner absorption and nonlinear Neumann boundary condition. We establish, respectively, the conditions on nonlinearity to guarantee thatu(x,t)exists globally or blows up at some finite timet*. Moreover, an upper bound fort*is derived. Under somewhat more restrictive conditions, a lower bound fort*is also obtained.


2017 ◽  
Vol 27 (1) ◽  
pp. 77-89
Author(s):  
Adam Kowalewski

AbstractVarious optimization problems for linear parabolic systems with multiple constant time lags are considered. In this paper, we consider an optimal distributed control problem for a linear complex parabolic system in which different multiple constant time lags appear both in the state equation and in the Neumann boundary condition. Sufficient conditions for the existence of a unique solution of the parabolic time lag equation with the Neumann boundary condition are proved. The time horizon T is fixed. Making use of the Lions scheme [13], necessary and sufficient conditions of optimality for the Neumann problem with the quadratic performance functional with pointwise observation of the state and constrained control are derived. The example of application is also provided.


2018 ◽  
Vol 356 ◽  
pp. 115-126 ◽  
Author(s):  
Yesom Park ◽  
Jeongho Kim ◽  
Jinwook Jung ◽  
Euntaek Lee ◽  
Chohong Min

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