We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the theory of forward–backward stochastic differential equations and introduce the new concept of “auxiliary SDEs.”
Publié le : 2004-07-14
Classification:
Homogenization,
system of quasilinear PDEs,
forward–backward stochastic differential equations,
convergence in law,
35B27,
65C30,
35K55
@article{1091813615,
author = {Delarue, Fran\c cois},
title = {Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 2305-2361},
language = {en},
url = {http://dml.mathdoc.fr/item/1091813615}
}
Delarue, François. Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients. Ann. Probab., Tome 32 (2004) no. 1A, pp. 2305-2361. http://gdmltest.u-ga.fr/item/1091813615/