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Updated: Nov 20, 2025

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An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids
Published on: December 4, 2017
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Fluctuations Around a Homogenised Semilinear Random PDE
Martin Hairer1, Étienne Pardoux2
1Imperial College London, London, UK.
Summary
This study analyzes parabolic partial differential equations with random potentials. It establishes a law of large numbers and investigates the central limit theorem for these equations across different dimensions.
Area of Science:
- Stochastic Partial Differential Equations
- Mathematical Physics
- Homogenization Theory
Background:
- Investigating the behavior of solutions to semilinear parabolic PDEs with highly oscillating random potentials.
- Understanding the convergence of random solutions to deterministic homogenized PDEs (Law of Large Numbers).
- Analyzing the fluctuations around the homogenized limit (Central Limit Theorem).
Purpose of the Study:
- To establish the Central Limit Theorem for semilinear parabolic PDEs with random potentials in dimensions 1, 2, and 3.
- To characterize the limiting random processes for the rescaled differences between random and homogenized solutions.
- To explore the impact of dimensionality and boundary conditions on the homogenization and fluctuation analysis.
Main Methods:
- Application of the theory of regularity structures, specifically tailored for parabolic PDEs with boundary conditions.
- Analysis of homogenization via a Law of Large Numbers for the PDE solutions.
- Study of the Central Limit Theorem by examining the limit of rescaled solution differences.
- Utilizing recently developed methodologies within regularity structures for boundary value problems.
Main Results:
- In dimension 1, the rescaled difference converges to a centered Ornstein-Uhlenbeck process.
- In dimension 2, the limit is a non-centered Gaussian process.
- In dimension 3, an intermediate deterministic parabolic PDE solution with a non-homogeneous Neumann condition must be subtracted before applying the CLT.
Conclusions:
- The study provides a comprehensive analysis of homogenization and fluctuations for parabolic PDEs with random potentials.
- The limiting behavior of the fluctuations depends significantly on the spatial dimension.
- The theory of regularity structures offers a powerful framework for analyzing such complex PDEs with boundary conditions.
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