Weak convergence approach for parabolic equations with large, highly oscillatory, random potential.

This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show that the random solution converges, as the correlation length of the medium tends to zero, to the deterministic solution of a homogenized equation in dimension d ≥ 3. Our derivation is based on a Feynman-Kac probabilistic representation and the Kipnis-Varadhan method applied to weak convergence of Brownian motions in random sceneries. For sufficiently mixing coefficients, we also provide an optimal rate of convergence to the homogenized limit using a quantitative martingale central limit theorem. As soon as the above integrability condition fails, the solution is expected to remain stochastic in the limit of a vanishing correlation length. For a large class of potentials given as functionals of Gaussian fields, we show the convergence of solutions to stochastic partial differential equations (SPDE) with multiplicative noise. The Feynman-Kac representation and the corresponding weak convergence of Brownian motions in random sceneries allows us to explain the transition from deterministic to stochastic limits as a function of the correlation function of the random potential. [ABSTRACT FROM AUTHOR]