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Second-order two-scale expansions, a unified proof for the regularity of the correctors based on the translation invariant and a lemma for extracting $O(\epsilon)$ from the remainder term are presented for the second order nonlinear…

Mathematical Physics · Physics 2011-09-07 Zhang QiaoFu , Cui JunZhi

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

We consider the corrector equation associated, in homogenization theory , to a linear second-order elliptic equation in divergence form --$\partial$i(aij$\partial$ju) = f , when the diffusion coefficient is a locally perturbed periodic…

Analysis of PDEs · Mathematics 2018-02-01 Xavier Blanc , C. Le Bris , P. -L Lions

We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In…

Analysis of PDEs · Mathematics 2012-09-24 Scott N. Armstrong , Charles K. Smart

We establish a large deviation principle (LDP) for a class of stochastic porous media equations driven by L\'{e}vy-type noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, with the Laplacian replaced by a negative definite…

Probability · Mathematics 2023-12-07 Weina Wu , Jianliang Zhai

This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules. We emphasis on the poor performances of standard procedures in the case when…

Statistics Theory · Mathematics 2010-02-19 Robin Girard

This paper rediscovers a classical homogenization result for a prototypical linear elliptic boundary value problem with periodically oscillating diffusion coefficient. Unlike classical analytical approaches such as asymptotic analysis,…

Numerical Analysis · Mathematics 2018-11-16 Daniel Peterseim , Dora Varga , Barbara Verfürth

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

Homogenization of a scalar elliptic equation in a bounded domain with Neuman boundary condition is studied. Coefficients of the operator are oscillating over two different groups of variables with different small periods $\varepsilon$ and…

Analysis of PDEs · Mathematics 2015-12-22 Svetlana Pastukhova , Roman Tikhomirov

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

Probability · Mathematics 2015-09-11 Richard S. Ellis , Shlomo Ta'asan

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

Probability · Mathematics 2025-05-14 Luisa Andreis , Federico Bassetti , Christian Hirsch

We prove large-scale $C^\infty$ regularity for solutions of nonlinear elliptic equations with random coefficients, thereby obtaining a version of the statement of Hilbert's 19th problem in the context of homogenization. The analysis…

Analysis of PDEs · Mathematics 2020-05-20 Scott Armstrong , Samuel J. Ferguson , Tuomo Kuusi

Multi-dimensional distributions of discrete data that resemble ellipsoids arise in numerous areas of science, statistics, and computational geometry. We describe a complete algebraic algorithm to determine the quadratic form specifying the…

Data Analysis, Statistics and Probability · Physics 2020-04-20 Rafey Anwar , Madeline Hamilton , Pavel Nadolsky

We consider a Maxwell system on $\mathbb{R}^3$ with periodic and highly oscillating coefficients. It is known that the solutions converge in the weak-$\ast$ topology of $L^\infty(0,T;\,L^2(\mathbb{R}^3))$ to the solution of a similar…

Analysis of PDEs · Mathematics 2024-05-28 Juan Casado-Díaz , Nourelhouda Khedhiri , Mohamed Lazhar Tayeb

In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…

Numerical Analysis · Mathematics 2026-03-06 Chuchu Chen , Jialin Hong , Diancong Jin , Liying Sun

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

Numerical multiscale methods usually rely on some coupling between a macroscopic and a microscopic model. The macroscopic model is incomplete as effective quantities, such as the homogenized material coefficients or fluxes, are missing in…

Numerical Analysis · Mathematics 2021-03-23 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

We prove a general perturbation theorem that can be used to obtain pairs of nontrivial solutions of a wide range of local and nonlocal nonhomogeneous elliptic problems. Applications to critical $p$-Laplacian problems, $p$-Laplacian problems…

Analysis of PDEs · Mathematics 2022-10-26 Kanishka Perera