JournalsaihpcVol. 26, No. 3pp. 979–998

Homogenization of periodic semilinear parabolic degenerate PDEs

  • A.B. Sow

    LERSTAD, UFR S.A.T. Université Gaston Berger, BP 234, Saint-Louis, Senegal

  • R. Rhodes

    CEREMADE, Université Paris-Dauphine, Place du maréchal De Lattre de Tassigny, 75775 Paris cedex 16, France

  • É. Pardoux

    CMI, LATP-UMR 6632, Université de Provence, 39 rue F. Joliot Curie, 13453 Marseille cedex 13, France
Homogenization of periodic semilinear parabolic degenerate PDEs cover
Download PDF

Abstract

In this paper a second order semilinear parabolic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some part of .

Our fully probabilistic method is based on the deep connection between PDEs and BSDEs and the weak convergence of a class of diffusion processes.

Cite this article

A.B. Sow, R. Rhodes, É. Pardoux, Homogenization of periodic semilinear parabolic degenerate PDEs. Ann. Inst. H. Poincaré Anal. Non Linéaire 26 (2009), no. 3, pp. 979–998

DOI 10.1016/J.ANIHPC.2008.09.001