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Related papers: Stochastic sigma-convergence and applications

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In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

The aim of the paper is to introduce an alternative notion of two-scale convergence which gives a more natural modeling approach to the homogenization of partial differential equations with periodically oscillating coefficients: while…

Analysis of PDEs · Mathematics 2016-07-20 François Alouges , Giovanni Di Fratta

We consider a class of growth models and models of turbulence based on the randomly stirred fluid. The similarity between the predictions of these models, noted a decade earlier, is understood on the basis of a stochastic quantization…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee , D. Gangopadhyay

We consider homogenization problems in the framework of deterministic optimal control when the dynamics and running costs are completely different in two (or more) complementary domains of the space $\R^N$. For such optimal control…

Analysis of PDEs · Mathematics 2014-05-06 Guy Barles , Ariela Briani , Emmanuel Chasseigne , Nicoletta Tchou

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new…

Numerical Analysis · Mathematics 2018-07-16 Eric Cancès , Virginie Ehrlacher , Frederic Legoll , Benjamin Stamm , Shuyang Xiang

Nanochains of atoms, molecules and polymers have gained recent interest in the experimental sciences. This article contributes to an advanced mathematical modeling of the mechanical properties of nanochains that allow for heterogenities,…

Analysis of PDEs · Mathematics 2019-09-17 Laura Lauerbach , Stefan Neukamm , Mathias Schäffner , Anja Schlömerkemper

Aims. This series of papers aims at building a new formalism specifically tailored to study the impact of turbulence on the global modes of oscillation in solar-like stars. This first paper aims at deriving a linear wave equation that…

Solar and Stellar Astrophysics · Physics 2021-12-08 J. Philidet , K. Belkacem , M. -J. Goupil

In condensed matter physics and related areas, topological defects play important roles in phase transitions and critical phenomena. Homotopy theory facilitates the classification of such topological defects. After a pedagogic introduction…

Statistical Mechanics · Physics 2011-03-28 Ralph Kenna

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

We establish convergence theorems for Riemannian stochastic gradient descents in which the underlying probability spaces vary from iteration to iteration. As applications, we deduce convergence results for Riemannian stochastic gradient…

Optimization and Control · Mathematics 2026-04-21 Hao Wu

We consider the homogenisation of a coupled reaction-diffusion process in a porous medium with evolving microstructure. A concentration-dependent reaction rate at the interface of the pores with the solid matrix induces a…

Analysis of PDEs · Mathematics 2022-06-01 David Wiedemann , Malte A. Peter

We study in this paper the periodic homogenization problem related to a strongly nonlinear reaction-diffusion equation. Owing to the large reaction term, the homogenized equation has a rather quite different form which puts together both…

Analysis of PDEs · Mathematics 2012-05-01 Nils Svanstedt , Jean Louis Woukeng

This is a survey of recent and classical results concerning various types of homogeneity, such as n-homogeneity, discrete homogeneity, and countable dense homogeneity. Some new results are also presented, and several problems are posed.

General Topology · Mathematics 2024-07-17 Vitalij A. Chatyrko , Alexandre Karassev

We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder

Persistent homology is a widely used tool in Topological Data Analysis that encodes multiscale topological information as a multi-set of points in the plane called a persistence diagram. It is difficult to apply statistical theory directly…

Statistics Theory · Mathematics 2013-12-03 Frédéric Chazal , Brittany Terese Fasy , Fabrizio Lecci , Alessandro Rinaldo , Larry Wasserman

We consider the generalized almost periodic homogenization problem for two different types of stochastic conservation laws with oscillatory coefficients and multiplicative noise. In both cases the stochastic perturbations are such that the…

Analysis of PDEs · Mathematics 2022-07-08 Hermano Frid , Kenneth H. Karlsen , Daniel Marroquin