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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 133–139 (Mi tvp351)  

This article is cited in 19 scientific papers (total in 19 papers)

Short Communications

Dirichlet's Problem for an Equation with Periodical Coefficients Depending on a Small Parameter

M. I. Freĭdlin

Moscow
Abstract: This paper studies the limiting behavior of the solution $u^\varepsilon(x)$ of Dirichlet's problem for
$$ L^\varepsilon u^\varepsilon=\frac12\sum a_{ij}\left(\frac x\varepsilon\right)\frac{\partial^2 u^\varepsilon}{\partial x^i\partial x^j}+\sum b_i\left(\frac x\varepsilon\right)\frac{\partial u^\varepsilon}{\partial x^i}-c\left(\frac x\varepsilon\right)u^\varepsilon=0, $$
when $\varepsilon\to 0$. The coefficients of the operator $L^1$ are assumed to be periodic. It is proved that $\lim\limits_{\varepsilon\to 0}u^\varepsilon(x)=u(x)$ exists. The function $u(x)$ is a solution of Dirichlet's problem for the equation $\bar Lu=0$, where the coefficients of the operator $\bar L$ are obtained by averaging the coefficients of the operator $L^\varepsilon$.
Received: 25.05.1963
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 1, Pages 121–125
DOI: https://doi.org/10.1137/1109015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. I. Freǐdlin, “Dirichlet's Problem for an Equation with Periodical Coefficients Depending on a Small Parameter”, Teor. Veroyatnost. i Primenen., 9:1 (1964), 133–139; Theory Probab. Appl., 9:1 (1964), 121–125
Citation in format AMSBIB
\Bibitem{Fre64}
\by M.~I.~Fre{\v\i}dlin
\paper Dirichlet's Problem for an Equation with Periodical Coefficients Depending on a~Small Parameter
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 1
\pages 133--139
\mathnet{http://mi.mathnet.ru/tvp351}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=163062}
\zmath{https://zbmath.org/?q=an:0138.11602}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 1
\pages 121--125
\crossref{https://doi.org/10.1137/1109015}
Linking options:
  • https://www.mathnet.ru/eng/tvp351
  • https://www.mathnet.ru/eng/tvp/v9/i1/p133
  • This publication is cited in the following 19 articles:
    1. M. M. Sirazhudinov, “Homogenization Estimates of Nondivergence Elliptic Operators of Second Order”, Math. Notes, 108:2 (2020), 250–271  mathnet  crossref  crossref  mathscinet  isi  elib
    2. Xiaoqin Guo, Hung V. Tran, Yifeng Yu, “Remarks on optimal rates of convergence in periodic homogenization of linear elliptic equations in non-divergence form”, SN Partial Differ. Equ. Appl., 1:4 (2020)  crossref
    3. Pratima Hebbar, Leonid Koralov, James Nolen, “Asymptotic behavior of branching diffusion processes in periodic media”, Electron. J. Probab., 25:none (2020)  crossref
    4. Nestor Guillen, Russell W. Schwab, “Neumann Homogenization via Integro-Differential Operators. Part 2: Singular Gradient Dependence”, SIAM J. Math. Anal., 50:2 (2018), 1679  crossref
    5. Martin Hairer, Gautam Iyer, Leonid Koralov, Alexei Novikov, Zsolt Pajor-Gyulai, “A fractional kinetic process describing the intermediate time behaviour of cellular flows”, Ann. Probab., 46:2 (2018)  crossref
    6. Gong Chen, Mikhail Safonov, “On second order elliptic and parabolic equations of mixed type”, Journal of Functional Analysis, 272:8 (2017), 3216  crossref
    7. Martin Hairer, David Kelly, “Stochastic PDEs with multiscale structure”, Electron. J. Probab., 17:none (2012)  crossref
    8. Leonid Koralov, “Random perturbations of 2-dimensional hamiltonian flows”, Probab. Theory Relat. Fields, 129:1 (2004), 37  crossref
    9. Mark Freidlin, “Some Remarks on the Smoluchowski?Kramers Approximation”, Journal of Statistical Physics, 117:3-4 (2004), 617  crossref
    10. François Delarue, “Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients”, Ann. Probab., 32:3B (2004)  crossref
    11. S. Molchanov, Stochastic Modelling in Physical Oceanography, 1996, 343  crossref
    12. S. Molchanov, Lecture Notes in Mathematics, 1581, Lectures on Probability Theory, 1994, 242  crossref
    13. Marco Avellaneda, Fang‐Hua Lin, “Compactness methods in the theory of homogenization II: Equations in non‐divergence form”, Comm Pure Appl Math, 42:2 (1989), 139  crossref
    14. J.‐L. Lions, “On Some Homogenization Problems”, Z Angew Math Mech, 62:5 (1982)  crossref
    15. V. V. Zhikov, S. M. Kozlov, O. A. Oleinik, Hà Tiên Ngoan, “Averaging and $G$-convergence of differential operators”, Russian Math. Surveys, 34:5 (1979), 69–147  mathnet  crossref  mathscinet  zmath
    16. G. P. Panasenko, “Higher order asymptotics of solutions of problems on the contact of periodic structures”, Math. USSR-Sb., 38:4 (1981), 465–494  mathnet  crossref  mathscinet  zmath  isi
    17. S. M. Kozlov, “Averaging differential operators with almost periodic, rapidly oscillating coefficients”, Math. USSR-Sb., 35:4 (1979), 481–498  mathnet  crossref  mathscinet  zmath  isi
    18. M. I. Freidlin, “On small perturbations of coefficients of a diffusion process”, Theory Probab. Appl., 12:3 (1967), 487–490  mathnet  mathnet  crossref
    19. M. I. Freǐdlin, “A Note on the Generalized Solution of Dirichiefs Problem”, Theory Probab. Appl., 10:1 (1965), 161–164  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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