Related papers: Large Deviation Theory for a Homogenized and "Corr…
We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C. Le Bris and P.-L. Lions, C. R. Acad. Sci. Serie I 2006 and Journal de Mathematiques Pures et Appliquees 2007]. The equation under consideration is a…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
We consider nonlinear, uniformly elliptic equations with random, highly oscillating coefficients satisfying a finite range of dependence. We prove that homogenization and linearization commute in the sense that the linearized equation…
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients…
We develop the viscosity method for the homogenization of an obstacle problem with highly oscillating obstacles. The associated operator, in non-divergence form, is linear and elliptic with variable coefficients. We first construct a highly…
We consider an homogenization problem for the second order elliptic equation $- \Delta u^{\varepsilon} + \dfrac{1}{\varepsilon} V(./\varepsilon) u^{\varepsilon} + \nu u^{\varepsilon} =f$ when the highly oscillatory potential $V$ belongs to…
One of the principal difficulties in stochastic homogenization is transferring quantitative ergodic information from the coefficients to the solutions, since the latter are nonlocal functions of the former. In this paper, we address this…
We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $\mathbb{R}^d$ with stationary law (i.e. spatially…
We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…
We approximate an elliptic problem with oscillatory coefficients using a problem of the same type, but with constant coefficients. We deliberately take an engineering perspective, where the information on the oscillatory coefficients in the…
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…
Homogenization is studied for a nonlinear elliptic boundary-value problem with a large nonlinear potential. More specifically we are interested in the asymptotic behavior of a sequence of p-Laplacians of the form $$…
In this paper, we develop a general homogenization theory for elliptic equations with coefficients that oscillate periodically at infinitely many scales $\varepsilon = (\varepsilon_1, \varepsilon_2, \cdots) \in (0,1)^\infty$, with…
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…
We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the…