A ring with FT-rank two

We construct a ring which admits a 2-generated, faithful torsion module but lacks a cyclic faithful torsion module. This answers a question by Oman and Schwiebert [1 Oman, G., Schwiebert, R. (2012). Rings which admit faithful torsion modules. Commun. Algebra 40(6):2184–2198.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar], 2 Oman, G., Schwiebert, R. (2012). Rings which admit faithful torsion modules II. J. Algebra Appl. 11(3):1250054 (12 p.).[Crossref], [Web of Science ®] , [Google Scholar]].     

Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator

We study the long time behavior of solutions of the Cauchy problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator in ? ^N . The long time behavior in the main results is stated with help of the corresponding to ergodic problem, which complements, in the case of unbounded domains, the recent developments on long time behaviors of solutions of (viscous) Hamilton–Jacobi equations due to Namah (1996 Namah , G. ( 1996 ). Asymptotic solution of a Hamilton–Jacobi equation . Asymptotic Anal. 12 ( 4 ): 355 – 370 . [CSA] [Web of Science ®] , [Google Scholar]), Namah and Roquejoffre (1999 Namah , G. , Roquejoffre , J.-M . ( 1999 ). Remarks on the long-time behavior of the solutions of Hamilton–Jacobi equations . Comm. PDE 24 ( 5–6 ): 883 – 893 . [CSA] [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), Roquejoffre (1998 Roquejoffre , J.-M . ( 1998 ). Comportement asymptotique des solutions d’équations de Hamilton–Jacobi monodimensionnelles . C. R. Acad. Sci. Paris Sér. I Math. 326 ( 2 ): 185 – 189 . [CSA] [Crossref] , [Google Scholar]), Fathi (1998 Fathi , A. ( 1998 ). Sur la convergence du semi-groupe de Lax–Oleinik semigroup . C. R. Acad. Sci. Paris Sér. I Math. 327 ( 3 ): 267 – 270 . [CSA] [Crossref] , [Google Scholar]), Barles and Souganidis (2000 Barles , G. , Souganidis , P. E. ( 2000 ). On the large time behavior of solutions of Hamilton–Jacobi equaitons . SIAM J. Math. Anal. 31 ( 4 ): 925 – 939 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Barles , G. , Souganidis , P. E. ( 2001 ). Space-time periodic solutions and long-time behavior of solutions to quasi-periodic parabolic equations . SIAM J. Math. Anal. 32 ( 6 ): 1311 – 1323 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). We also establish existence and uniqueness results for solutions of the Cauchy problem and ergodic problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator.     

Discrete-Time BSDEs with Random Terminal Horizon

This article studies the theory of discrete-time backward stochastic differential equations (also called BSDEs) with a random terminal time, which is not a stopping time. We follow Cohen and Elliott [2 Cohen , S.N. , and Elliott , R.J. 2010 . A general theory of finite state backward stochastic difference equations . Stochastic Processes and Their Applications 120 ( 4 ): 442 – 466 .[Crossref], [Web of Science ®] , [Google Scholar]] and consider a reference filtration generated by a general discrete-time finite-state process. The martingale representation theorem for essentially bounded martingales under progressively enlarged filtration is established. Then we prove the existence and uniqueness theorem of BSDEs under enlarged filtration using some weak assumptions of the driver. We also present conditions for a comparison theorem. Applications to nonlinear expectations and optimal design of dynamic default risk are explored.     

On weakly clean rings

A ring is called clean if every element is a sum of a unit and an idempotent, while a ring is said to be weakly clean if every element is either a sum or a difference of a unit and an idempotent. Commutative weakly clean rings were first discussed by Anderson and Camillo [2 Anderson, D. D., Camillo, V. P. (2002). Commutative rings whose elements are a sum of a unit and idempotent. Commun. Algebra 30(7):3327–3336.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]] and were extensively investigated by Ahn and Anderson [1 Ahn, M.-S., Anderson, D. D. (2006). Weakly clean rings and almost clean rings. Rocky Mountain J. Math. 36:783–798.[Crossref], [Web of Science ®] , [Google Scholar]], motivated by the work on clean rings. In this paper, weakly clean rings are further discussed with an emphasis on their relations with clean rings. This work shows new interesting connections between weakly clean rings and clean rings.     

Characterizations of power indices based on null player free winning coalitions

Abstract

In this paper, we characterize two power indices introduced in [1 Alonso-Meijide JM, Ferreira F, Álvarez-Mozos M, Pinto AA. Two new power indices based on winning coalitions. J. Differ. Equ. Appl. 2011;17:1095–1100.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]] using two different modifications of the monotonicity property first stated by [2 Young HP. Monotonic solutions of cooperative games. Internat. J. Game Theory. 1985;14:62–72.[Crossref] , [Google Scholar]]. The sets of properties are easily comparable among them and with previous characterizations of other power indices.     

Density Estimates for Compact Surfaces with Total Boundary Curvature Less Than 4π

In this paper we obtain density estimates for compact surfaces immersed in ? ⁿ with total boundary curvature less than 4π and with sufficiently small L ^p norm of the mean curvature, p ≥ 2. In fact we show that these estimates hold for compact branched immersions. Our results generalize the main results in [2 Ekholm , T. , White , B. , Wienholtz , D. ( 2002 ). Embeddedness of minimal surfaces with total curvature at most 4π . Ann. Math. 155 : 209 – 234 .[Crossref], [Web of Science ®] , [Google Scholar]]. We then apply our estimates to discuss the geometry and topology of such surfaces.     

Local and Global Existence for an Aggregation Equation

The purpose of this work is to develop a satisfactory existence theory for a general class of aggregation equations. An aggregation equation is a non-linear, non-local partial differential equation that is a regularization of a backward diffusion process. The non-locality arises via convolution with a potential. Depending on how regular the potential is, we prove either local or global existence for the solutions. Aggregation equations have been used recently to model the dynamics of populations in which the individuals attract each other (Bodnar and Velazquez, 2005 Bodnar , M. , Velazquez , J. J. L. ( 2005 ). Derivation of macroscopic equations for individual cell-based models: a formal approach . Math. Methods Appl. Sci. 28 ( 15 ): 1757 – 1779 .[Crossref], [Web of Science ®] , [Google Scholar]; Holm and Putkaradze, 2005 Holm , D. D. , Putkaradze , V. ( 2005 ). Aggregation of finite size particles with variable mobility . Phys. Rev. Lett. 95 : 226106 . [Google Scholar]; Mogilner and Edelstein-Keshet, 1999 Mogilner , A. , Edelstein-Keshet , L. ( 1999 ). A non-local model for a swarm . J. Math. Biol. 38 ( 6 ): 534 – 570 .[Crossref], [Web of Science ®] , [Google Scholar]; Morale et al., 2005 Morale , D. , Capasso , V. , Oelschläger , K. ( 2005 ). An interacting particle system modelling aggregation behavior: from individuals to populations . J. Math. Biol. 50 ( 1 ): 49 – 66 .[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]; Topaz and Bertozzi, 2004 Topaz , C. M. , Bertozzi , A. L. ( 2004 ). Swarming patterns in a two-dimensional kinematic model for biological groups . SIAM J. Appl. Math. 65 ( 1 ): 152 – 174 (electronic) .[Crossref], [Web of Science ®] , [Google Scholar]; Topaz et al., 2006 Topaz , C. M. , Bertozzi , A. L. , Lewis , M. A. ( 2006 ). A nonlocal continuum model for biological aggregation . Bull. Math. Biol. 68 ( 7 ): 1601 – 1623 .[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]).     

Almost Exponential Decay Near Maxwellian

ABSTRACT

By direct interpolation of a family of smooth energy estimates for solutions near Maxwellian equilibrium and in a periodic box to several Boltzmann type equations in Guo (2002 Guo , Y. ( 2002 ). The Landau equation in a periodic box . Comm. Math. Phys. 231 ( 3 ): 391 – 434 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2003a Guo , Y. ( 2003a ). Classical solutions to the Boltzmann equation for molecules with an angular cutoff . Arch. Ration. Mech. Anal. 169 ( 4 ): 305 – 353 . [CSA] [CROSSREF]  [Google Scholar] b Guo , Y. ( 2003b ). The Vlasov-Maxwell-Boltzmann system near maxwellians . Invent. Math. 153 ( 3 ): 593 – 630 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) and Strain and Guo (2004 Strain , R. M. , Guo , Y. ( 2004 ). Stability of the relativistic Maxwellian in a collisional plasma . Comm. Math. Phys. 251 ( 2 ): 263 – 320 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]), we show convergence to Maxwellian with any polynomial rate in time. Our results not only resolve the important open problem for both the Vlasov-Maxwell-Boltzmann system and the relativistic Landau-Maxwell system for charged particles, but also lead to a simpler alternative proof of recent decay results (Desvillettes and Villani, 2005 Desvillettes , L. , Villani , C. ( 2005 ). On the trend to global equilibrium for spatially inhomogeneous kinetic systems: the Boltzmann equation . Invent. Math. 159 ( 2 ): 245 – 316 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) for soft potentials as well as the Coulombic interaction, with precise decay rate depending on the initial conditions.     

A New Proof for the Existence of an Equivariant Entire Solution Connecting the Minima of the Potential for the System Δu − W u (u) = 0

Recently, Giorgio Fusco and the author in [2 Alikakos , N.D. , Fusco , G. ( 2011 ). Entire solutions to equivariant elliptic systems with variational structure . Arch. Rat. Mech. Anal. 202 : 567 – 597 .[Crossref], [Web of Science ®] , [Google Scholar]] studied the system Δu ? W _u (u) = 0 for a class of potentials that possess several global minima and are invariant under a general finite reflection group, and established existence of equivariant solutions connecting the minima in certain directions at infinity, together with an estimate. In this paper a new proof is given which, in particular, avoids both the introduction of a pointwise constraint in the minimization process and the equivariant extensions of the various test functions.     

Eigenfunctions for Partially Rectangular Billiards

In this note, we further develop the methods of Burq and Zworski (2005 Burq , N. , Zworski , M. ( 2005 ). Bouncing ball modes and quantum chaos . SIAM Review 47 ( 5 ): 43 – 49 [CROSSREF] [CSA] [Crossref] , [Google Scholar]) to study eigenfunctions for billiards which have rectangular components: these include the Bunimovich billiard, the Sinai billiard, and the recently popular pseudointegrable billiards (Bogomolny et al., 1999 Bogomolny , E. , Gerland , U. , Schmit , C. ( 1999 ). Models of intermediate spectral statistics . Phys. Rev. E 59 : 1315 – 1318 [CROSSREF] [CSA] [Crossref], [Web of Science ®] , [Google Scholar]). The results are an application of a “black-box” point of view as presented in Burq and Zworski (2004 Burq , N. , Zworski , M. ( 2004 ). Geometric control in the presence of a black box . JAMS 17 : 443 – 471 [CROSSREF] [CSA] [Web of Science ®] , [Google Scholar]).     

Polynomial extensions of SCN rings need not be SCN

In this article, we show that there exists an SCN ring R such that the polynomial ring R[x] is not SCN. This answers a question posed by T. K. Kwak et al. in [2 Kwak, T. K., Lee, M. J., Lee, Y. (2014). On sums of coe?cients of products of polynomials. Comm. Algebra 42(9):4033–4046.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]].     

Approximations for Solutions of Lévy-Type Stochastic Differential Equations

Abstract

The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for Lévy-type stochastic differential equation. In particular, the article generalizes the results from [2 Gardoń , A. 2004 . The order of approximations for solutions of Ito-type stochastic differential equations with jumps . Stoch. Anal. Appl. 22 ( 3 ): 679 – 699 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar], 5 Kloeden , P.E. , and Platen , E. 1995 . Numerical Solutions of Stochastic Differential Equations . Springer-Verlag , Berlin . [Google Scholar]]. The Euler and the Milstein schemes are shown for finite and infinite Lévy measure.     

Global Stability and Bounds for Coarsening Rates Within the Mean-Field Theory for Domain Coarsening

We investigate the long-time behavior of solutions to the classical mean-field model for coarsening by Lifshitz–Slyozov and Wagner (LSW). In the original work (Lifshitz and Slyozov, 1961 Lifshitz , I. M. , Slyozov , V. V. ( 1961 ). The kinetics of precipitation from supersaturated solid solutions . J. Phys. Chem. Solids 19 : 35 – 50 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]; Wagner 1961 Wagner , C. ( 1961 ). Theorie der Alterung von Niederschlägen durch Umlösen . Z. Elektrochemie 65 : 581 – 594 . [CSA]  [Google Scholar]) convergence of solutions to a uniquely determined self-similar solution was predicted. However, it is by now well known (Giron et al., 1998 Giron , B. , Meerson , B. , Sasorov , V. P. ( 1998 ). Weak selection and stability of localized distributions in Ostwald ripening . Phys. Rev. E 58 : 4213 – 4216 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]; Niethammer and Pego 1999 Niethammer , B. , Pego , R. L. ( 1999 ). Non-self-similar behavior in the LSW theory of Ostwald ripening . J. Stat. Phys. 95 ( 5/6 ): 867 – 902 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Niethammer , B. , Pego , R. L. ( 2001 ). The LSW model for domain coarsening: Asymptotic behavior for total conserved mass . J. Stat. Phys. 104 ( 5/6 ): 1113 – 1144 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) that the long-time behavior of solutions depends sensitively on the initial data. In Niethammer and Pego (1999 Niethammer , B. , Pego , R. L. ( 1999 ). Non-self-similar behavior in the LSW theory of Ostwald ripening . J. Stat. Phys. 95 ( 5/6 ): 867 – 902 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Niethammer , B. , Pego , R. L. ( 2001 ). The LSW model for domain coarsening: Asymptotic behavior for total conserved mass . J. Stat. Phys. 104 ( 5/6 ): 1113 – 1144 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) a necessary criterion for convergence to any self-similar solution which behaves like a finite power at the end of its (compact) support is given. It says that the data have to be regularly varying at the end of their support with the same power. This criterion is also shown to be sufficient if the power is sufficiently small and for data which are close to self-similar.

In this article we extend the local stability result to the whole range of self-similar solutions with compact support. Our first main result establishes global stability of self-similar solutions with not too large power. The proof relies on a global contraction argument for the spreading of characteristics. In addition, we also establish upper and lower bounds for the coarsening rates of the system for a suitable class of initial data whose variation is bounded at the end of the support but not necessarily regular.     

Stratifying Systems via Relative Projective Modules

ABSTRACT

In this paper we point out that the “Process of standardization”, given in Dlab and Ringel (1992 Dlab , V. , Ringel , C. M. ( 1992 ). The module theoretical approach to quasi-hereditary algebras . Repr. Theory and Related Topics, London Math. Soc. LNS 168 : 200 – 224 . [Google Scholar]), and also the “Comparison method” given in Platzeck and Reiten (2001 Platzeck , M. I. , Reiten , I. ( 2001 ). Modules of finite projective dimension for standardly stratified algebras . Comm. in Algebra 29 : 973 – 986 . [CROSSREF] [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) can be generalized. To do so, we introduce the concept of relative projective stratifying system and prove a result from which the Theorem 2 in Dlab and Ringel (1992 Dlab , V. , Ringel , C. M. ( 1992 ). The module theoretical approach to quasi-hereditary algebras . Repr. Theory and Related Topics, London Math. Soc. LNS 168 : 200 – 224 . [Google Scholar]) and Proposition 2.1 in Ringel (1991 Ringel , C. M. ( 1991 ). The category of modules with good filtrations over a quasi-hereditary algebra has almost split sequences . Math. Z. 208 : 209 – 223 .[Crossref], [Web of Science ®] , [Google Scholar]) follows.

     

Propagation of Singularities for Schrödinger Equations on the Euclidean Space with a Scattering Metric

Given a scattering metric on the Euclidean space. We consider the Schrödinger equation corresponding to the metric, and study the propagation of singularities for the solution in terms of the “homogeneous wavefront set”. We also prove that the notion of the homogeneous wavefront set is essentially equivalent to that of the quadratic scattering wavefront set introduced by Wunsch (1999 Wunsch , J. ( 1999 ). Propagation of singularities and growth for Schrödinger operators . Duke Math. J. 98 : 137 – 186 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). One of the main results in Wunsch (1999 Wunsch , J. ( 1999 ). Propagation of singularities and growth for Schrödinger operators . Duke Math. J. 98 : 137 – 186 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) follows on the Euclidean space with a weaker, almost optimal condition on the potential.     

DECOMPOSITION OF A HIGHER DEGREE FORM

ABSTRACT

We give another proof of Harrison's decomposition result,[2] Harrison, D.K. 1975. A Grothendieck Ring of Higher Degree Forms. Journal of Algebra, 35: 123–138. [Crossref], [Web of Science ®] , [Google Scholar] Prop. 2.3 for higher degree forms over a noetherian ring, exploiting an earlier introduction of the centre. We generalise to higher degree forms over a noetherian scheme: we extend the notion of centre; we prove a decomposition result; we extend Harrison's result,[2] Harrison, D.K. 1975. A Grothendieck Ring of Higher Degree Forms. Journal of Algebra, 35: 123–138. [Crossref], [Web of Science ®] , [Google Scholar] Prop. 4.3 on the behaviour of the centre under a flat base extension; and we improve his result,[2] Harrison, D.K. 1975. A Grothendieck Ring of Higher Degree Forms. Journal of Algebra, 35: 123–138. [Crossref], [Web of Science ®] , [Google Scholar] Prop. 4.2, giving conditions on the base scheme under which the centre of the tensor product of two higher degree forms is isomorphic to the tensor product of their centres.     

Sharp estimates for solutions of mean field equations with collapsing singularity

The pioneering work of Brezis-Merle [7 Brezis, H., Merle, F. (1991). Uniform estimates and blow-up behavior for solutions of ?Δu = V(x)e^u in two dimensions. Commun. Partial Differential Equation 16:1223–1254.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]], Li-Shafrir [27 Li, Y.Y., Shafrir, I. (1994). Blow-up analysis for solutions of ?Δu = V(x)e^u in dimension two. Indiana Univ. Math. J. 43:1255–1270.[Crossref], [Web of Science ®] , [Google Scholar]], Li [26 Li, Y.Y. (1999). Harnack inequality: the method of moving planes. Commun. Math. Phys. 200:421–444.[Crossref], [Web of Science ®] , [Google Scholar]], and Bartolucci-Tarantello [3 Bartolucci, D., Tarantello, G. (2002). Liouville type equations with singular data and their applications to periodic multivortices for the electroweak theory. Commun. Math. Phys. 229:3–47.[Crossref], [Web of Science ®] , [Google Scholar]] showed that any sequence of blow-up solutions for (singular) mean field equations of Liouville type must exhibit a “mass concentration” property. A typical situation of blowup occurs when we let the singular (vortex) points involved in the equation (see (1.1) below) collapse together. However in this case, Lin-Tarantello in [30 Lin, C.S., Tarantello, G. (2016). When “blow-up” does not imply “concentration”: A detour from Brezis-Merle’s result. C. R. Math. Acad. Sci. Paris 354:493–498.[Crossref], [Web of Science ®] , [Google Scholar]] pointed out that the phenomenon: “bubbling implies mass concentration” might not occur and new scenarios open for investigation. In this paper, we present two explicit examples which illustrate (with mathematical rigor) how a “nonconcentration” situation does happen and its new features. Among other facts, we show that in certain situations, the collapsing rate of the singularities can be used as blow-up parameter to describe the bubbling properties of the solution-sequence. In this way, we are able to establish accurate estimates around the blow-up points which we hope to use toward a degree counting formula for the shadow system (1.34) below.     

Lie Algops and Simple Lie Algebras

ABSTRACT

Pairs (A, L) with A a commutative algebra and L a Lie algebra acting on A by derivations, called Lie algops, are studied as algebraic structures over arbitrary fields of arbitrary characteristic. Lie algops possess modules and tensor products—and are considered with respect to a central simple theory.

The simplicity problem of determining the faithful unital simple Lie algops ( A, L ) is of interest since the corresponding Lie algebras AL are usually simple (Jordan, 2000 Jordan , D. A. ( 2000 ). On the simplicity of Lie algebras of derivations of commutative algebras . J. Algebra 228 : 580 – 585 . [CSA] [Crossref], [Web of Science ®] , [Google Scholar]). For locally finite Lie algops, and up to purely inseparable descent, this problem reduces by way of closures to the closed central simplicity problem of determining those which are closed central simple.

The simplicity and representation theories for locally nilpotent separably triangulable unital Lie algops are of particular interest because they relate to the problems of classifying simple Lie algebras of Witt type and their representations. Of these, the simplicity theory reduces to that of Jordan Lie algops.

The main Theorems 7.3 and 7.4 reduce the simplicity and representation theories for Jordan Lie algops to the simplicity and representation theories for simple nil and toral Lie algops.     

Elementary matrix reduction over J-stable rings

A commutative ring R is J-stable provided that R∕aR has stable range 1 for all a?J(R). A commutative ring R in which every finitely generated ideal principal is called a Bézout ring. A ring R is an elementary divisor ring provided that every matrix over R admits a diagonal reduction. We prove that a J-stable ring is a Bézout ring if and only if it is an elementary divisor ring. Further, we prove that every J-stable ring is strongly completable. Various types of J-stable rings are provided. Many known results are thereby generalized to much wider class of rings, e.g. [3 Gillman, L., Henriksen, M. (1956). Some remarks about elementary divisor rings. Trans. Amer. Math. Soc. 82:362–365.[Crossref] , [Google Scholar], Theorem 8], [4 Larsen, M., Lewis, W., Shores, T. (1974). Elementary divisor rings and finitely presented modules. Trans. Amer. Math. Soc. 187:231–248.[Crossref], [Web of Science ®] , [Google Scholar], Theorem 4.1], [7 McGovern, W. W. (2008). Bézout rings with almost stable range 1. J. Pure Appl. Algebra 212:340–348.[Crossref], [Web of Science ®] , [Google Scholar], Theorem 3.7], [8 Moore, M. E. (1975). A strongly complement property of Dedekind domain. Czechoslovak Math. J. 25(100):282–283. [Google Scholar], Theorem], [9 Moore, M., Steger, A. (1971). Some results on completability in commutative rings. Pacific J. Math. 37:453–460.[Crossref], [Web of Science ®] , [Google Scholar], Theorem 2.1], [14 Zabavsky, B. V. (1996). Generalized adequate rings. Ukrainian Math. J. 48:614–617.[Crossref] , [Google Scholar], Theorem 1] and [18 Zabavsky, B. V., Komarnyts’kyi, M. Y. (2010). Cohn-type theorem for adequacy and elementary divisor rings. J. Math. Sci. 167:107–111.[Crossref] , [Google Scholar], Theorem 7].     

Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Abstract

We study the limit of the solutions of systems of semi-linear partial differential equations (PDEs) of second order of parabolic type, with rapidly oscillating periodic coefficients, a singular drift, and singular coefficients of the zero and second order terms. Our basic tool is the approach given by Pardoux [14 Pardoux , E. 1999 . Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach . J. Funct. Anal. 167 : 498 – 520 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]]. In particular, we use the weak convergence of an associated backward stochastic differential equation (BSDE).