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Application of homogenization and large deviations to a parabolic semilinear equation
Authors:Alassane Diédhiou  Clément Manga
Institution:Département de Mathématiques, Informatique Faculté des Sciences et Technique, Université Cheikh Anta Diop, BP 5005, Dakar-Fann, Senegal
Abstract:We study the behavior of the solution of a partial differential equation with a linear parabolic operator with non-constant coefficients varying over length scale δ and nonlinear reaction term of scale 1/?. The behavior is required as ? tends to 0 with δ small compared to ?. We use the theory of backward stochastic differential equations corresponding to the parabolic equation. Since δ decreases faster than ?, we may apply the large deviations principle with homogenized coefficients.
Keywords:Homogenization  Large deviations principle  Viscosity solution  Stochastic differential equation  Backward stochastic differential equation
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