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Related papers: Stochastic sigma-convergence and applications

200 papers

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

The sigma-convergence concept has been up to now used to derive macroscopic models in full space dimensions. In this work, we generalize it to thin heterogeneous domains given rise to phenomena in lower space dimensions. More precisely, we…

Analysis of PDEs · Mathematics 2025-12-12 Willi Jäger , Jean Louis Woukeng

In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…

Probability · Mathematics 2011-12-19 Pedro J. Catuogno , Luis R. Lucinger

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

In this paper, we study the homogenization of the distribution-dependent stochastic abstract fluid models by combining the $two\!-\!scale$ convergence and martingale representative approach. A general framework of the homogenization…

Analysis of PDEs · Mathematics 2024-12-20 Junlong Chen , Zhaoyang Qiu , Yanbin Tang

We study suspensions of solid particles in a viscous incompressible fluid in the presence of highly oscillatory velocity-dependent surface forces. The flow at a small Reynolds number is modeled by the Stokes equations coupled with the…

Analysis of PDEs · Mathematics 2013-04-10 Yuliya Gorb , Florian Maris , Bogdan Vernescu

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…

Analysis of PDEs · Mathematics 2019-05-08 Martin Heida , Stefan Neukamm , Mario Varga

A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…

Probability · Mathematics 2018-02-02 Mauro Mariani

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

Dynamical Systems · Mathematics 2022-07-19 Alexey Korepanov , Zemer Kosloff , Ian Melbourne

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

Probability · Mathematics 2018-10-18 Hakima Bessaih , Yalchin Efendiev , Razvan Florian Maris

In many interesting physical settings, such as the vulcanization of rubber, the introduction of permanent random constraints between the constituents of a homogeneous fluid can cause a phase transition to a random solid state. In this…

Disordered Systems and Neural Networks · Physics 2009-10-31 Paul M. Goldbart

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

We adapt and study a variance reduction approach for the homogenization of elliptic equations in divergence form. The approach, borrowed from atomistic simulations and solid-state science [von Pezold et al, Physical Review B 2010; Wei et…

Numerical Analysis · Mathematics 2015-09-07 Claude Le Bris , Frederic Legoll , William Minvielle

Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset