6 research outputs found
Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
A microscopic heterogeneous system under random influence is considered. The
randomness enters the system at physical boundary of small scale obstacles as
well as at the interior of the physical medium. This system is modeled by a
stochastic partial differential equation defined on a domain perforated with
small holes (obstacles or heterogeneities), together with random dynamical
boundary conditions on the boundaries of these small holes.
A homogenized macroscopic model for this microscopic heterogeneous stochastic
system is derived. This homogenized effective model is a new stochastic partial
differential equation defined on a unified domain without small holes, with
static boundary condition only. In fact, the random dynamical boundary
conditions are homogenized out, but the impact of random forces on the small
holes' boundaries is quantified as an extra stochastic term in the homogenized
stochastic partial differential equation. Moreover, the validity of the
homogenized model is justified by showing that the solutions of the microscopic
model converge to those of the effective macroscopic model in probability
distribution, as the size of small holes diminishes to zero.Comment: Communications in Mathematical Physics, to appear, 200