# Guillaume Bal : Some convergence results in equations with random coefficients

The theory of homogenization for equations with random coefficients is now quite well-developed. What is less studied is the theory for the correctors to homogenization, which asymptotically characterize the randomness in the solution of the equation and as such are important to quantify in many areas of applied sciences. I will present recent results in the theory of correctors for elliptic and parabolic problems and briefly mention how such correctors may be used to improve reconstructions in inverse problems. Homogenized (deterministic effective medium) solutions are not the only possible limits for solutions of equations with highly oscillatory random coefficients as the correlation length in the medium converges to zero. When fluctuations are sufficiently large, the limit may take the form of a stochastic equation and stochastic partial differential equations (SPDE) are routinely used to model small scale random forcing. In the very specific setting of a parabolic equation with large, Gaussian, random potential, I will show the following result: in low spatial dimensions, the solution to the parabolic equation indeed converges to the solution of a SPDE, which however needs to be written in a (somewhat unconventional) Stratonovich form; in high spatial dimension, the solution to the parabolic equation converges to a homogenized (hence deterministic) equation and randomness appears as a central limit-type corrector. One of the possible corollaries for this result is that SPDE models may indeed be appropriate in low spatial dimensions but not necessarily in higher spatial dimensions.

**Category**: Applied Math and Analysis**Duration**: 01:34:50**Date**: March 16, 2009 at 4:25 PM**Views**: 111-
**Tags:**seminar, Applied Math And Analysis Seminar

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