Homogenization of linear hyperbolic stochastic partial differential equation with rapidly oscillating coefficients: The two scale convergence method

Article type: Research Article

Authors: Mohammed, Mogtaba | Sango, Mamadou^;

Affiliations: Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria 0002, South Africa. E-mails: mogtaba@aims.ac.za, sango7777@yahoo.com

Note: [] Corresponding author. E-mail: sango7777@yahoo.com

Abstract: In this paper we establish new homogenization results for stochastic linear hyperbolic equations with periodically oscillating coefficients. We first use the multiple expansion method to drive the homogenized problem. Next we use the two scale convergence method and Prokhorov's and Skorokhod's probabilistic compactness results. We prove that the sequence of solutions of the original problem converges in suitable topologies to the solution of a homogenized stochastic hyperbolic problem with constant coefficients. We also prove a corrector result.

Keywords: homogenization, two-scale convergence, hyperbolic stochastic PDE, corrector result, Prokhorov and Skorokhod compactness results

DOI: 10.3233/ASY-141269

Journal: Asymptotic Analysis, vol. 91, no. 3-4, pp. 341-371, 2015