Homogenization of semilinear parabolic PDEs with the third boundary conditions
Junxia Duan, Jun Peng · arXiv (Cornell University) · 2024
In this paper, we study the homogenization of the third boundary value problem for semilinear parabolic PDEs with rapidly oscillating periodic coefficients in the weak sense. Our method is entirely probabilistic, and builds upon the work of [28] and [3]. Backward stochastic differential equations with singular coefficients play an important role in our approach.