Homogenization and correctors for linear stochastic equations via the periodic unfolding methods

2019 ◽  
Vol 19 (05) ◽  
pp. 1950040 ◽  
Author(s):  
Mogtaba Mohammed

In this paper, we use the periodic unfolding method and Prokhorov’s and Skorokhod’s probabilistic compactness results to obtain homogenization and corrector results for stochastic partial differential equations (PDEs) with periodically oscillating coefficients. We show the convergence of the solutions of the original problems to the solutions of the homogenized problems. In contrast to the two-scale convergence method, the corrector results obtained in this paper are without any additional regularity assumptions on the solutions of the original problems

Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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