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The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a…

Analysis of PDEs · Mathematics 2018-03-26 Hongwei Gao

We use the theory of selfdual Lagrangians to give a variational approach to the homogenization of equations in divergence form, that are driven by a periodic family of maximal monotone vector fields. The approach has the advantage of using…

Analysis of PDEs · Mathematics 2010-01-21 Nassif Ghoussoub , Abbas Moameni , Ramon Zarate Saiz

We extend G\'erard's results on orthogonality of ${\rm L}^2_{\rm loc}$ sequences as a consequence of mutual singularity of corresponding H-measures (microlocal defect measures) to ${\rm L}^p$/${\rm L}^q$ sequences and newly introduced…

Analysis of PDEs · Mathematics 2025-11-03 Nenad Antonić , Darko Mitrović , Tomislav Perić

This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions $d\geq 3$. Depending on the competition between temporal and spatial mixing of the randomness, the…

Probability · Mathematics 2014-07-31 Yu Gu , Guillaume Bal

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in…

Analysis of PDEs · Mathematics 2013-05-07 Joseph G. Conlon , Arash Fahim

We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…

Analysis of PDEs · Mathematics 2015-10-09 Michel Bellieud

We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a…

Analysis of PDEs · Mathematics 2022-11-30 Yves Achdou , Claude Le Bris

In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution, we study the rate of convergence of its empirical measure…

Probability · Mathematics 2025-02-12 Jean-Francois Chassagneux , Gilles Pagès

We consider the numerical homogenization of a class of fractal elliptic interface problems inspired by related mechanical contact problems from the geosciences. A particular feature is that the solution space depends on the actual fractal…

Numerical Analysis · Mathematics 2020-07-23 Ralf Kornhuber , Joscha Podlesny , Harry Yserentant

We study the behavior of solutions to a Schr{\"o}dinger equation with large, rapidly oscillating, mean zero, random potential with Gaussian distribution. We show that in high dimension $d>\mathfrak{m}$, where $\mathfrak{m}$ is the order of…

Analysis of PDEs · Mathematics 2012-02-16 Ningyao Zhang , Guillaume Bal

We study the averaging of fronts moving with positive oscillatory normal velocity, which is periodic in space and stationary ergodic in time. The problem can be reformulated as the homogenization of coercive level set Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2014-08-12 W. Jing , P. E. Souganidis , H. V. Tran

The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…

Biological Physics · Physics 2019-01-31 Elliot J. Carr , Matthew J. Simpson

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the…

Analysis of PDEs · Mathematics 2010-02-10 Fabio Camilli , Olivier Ley , Paola Loreti

We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…

Analysis of PDEs · Mathematics 2023-08-08 Piotr Wozniak

Inspired by continuum mechanical contact problems with geological fault networks, we consider elliptic second order differential equations with jump conditions on a sequence of multiscale networks of interfaces with a finite number of…

Analysis of PDEs · Mathematics 2019-09-30 Martin Heida , Ralf Kornhuber , Joscha Podlesny

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

Probability · Mathematics 2018-06-05 Franziska Flegel , Martin Heida , Martin Slowik

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

This contribution is concerned with the effective viscosity problem, that is, the homogenization of the steady Stokes system with a random array of rigid particles, for which the main difficulty is the treatment of close particles. Standard…

Analysis of PDEs · Mathematics 2022-01-13 Mitia Duerinckx , Antoine Gloria