Stochastic PDEs with multiscale structure
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Stochastic PDEs with multiscale structure |
2. | Creator | Author's name, affiliation, country | Martin Hairer; University of Warwick; United Kingdom |
2. | Creator | Author's name, affiliation, country | David Kelly; University of Warwick; United Kingdom |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | |
3. | Subject | Subject classification | 60H15; 35B27 |
4. | Description | Abstract | We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussiandriving noise. We show that in some cases, in particular when the forcing is given by space time white noise, it may happen that the homogenised SPDE is not what one would expect from existing results for PDEs with more regular forcing terms. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | EPSRC; Royal Society; Philip Leverhulme Trust |
7. | Date | (YYYY-MM-DD) | 2012-07-13 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/1807 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v17-1807 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 17 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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