Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Auguste Aman; Modeste N'Zi

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arXiv · 0712.2986

Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Auguste Aman·Modeste N'Zi

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Abstract

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof are fully probabilistic and uses weak convergence of associated reflected generalized backward differential stochastic equations (reflected GBSDEs in short).

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Auguste Aman, Modeste N'Zi. 2009-01-15. Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition. https://arxiv.org/abs/0712.2986

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