Related papers: Stochastic homogenization of $L^\infty$ variationa…
Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…
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 present a novel idea for a coupling of solutions of stochastic differential equations driven by L\'{e}vy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential…
In this paper, we show that any globally hyperbolic space-time admits at least one globally defined distance-like function, which is a viscosity solution to the Lorentzian eikonal equation. According to whether the time orientation is…
This work is devoted to the long-standing open problem of homogenization of 2D perfect incompressible fluid flows, such as the 2D Euler equations with impermeable inclusions modeling a porous medium, and such as the lake equations. The main…
We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as…
This paper derives the stochastic homogenization for two dimensional Navier--Stokes equations with random coefficients. By means of weak convergence method and Stratonovich--Khasminskii averaging principle approach, the solution of two…
In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…
We develop the stochastic two-scale convergence method in the framework of Orlicz-Sobolev spaces, in order to deal with the homogenization of coupled stochastic-periodic problems in such spaces. One fundamental in this topic is the…
We derive optimal estimates in stochastic homogenization of linear elliptic equations in divergence form in dimensions $d\ge 2$. In previous works we studied the model problem of a discrete elliptic equation on $\mathbb{Z}^d$. Under the…
We consider homogenization of random surfaces and study the variational principle for graph homomorphisms from subsets of $\mathbb{Z}^m$ into $\mathbb{Z}$, where the underlying uniform measure is perturbed by a random field. Motivated by…
We prove two results concerning an Ulam-type stability problem for homomorphisms between lattices. One of them involves estimates by quite general error functions; the other deals with approximate (join) homomorphisms in terms of certain…
We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is when the limiting equation admits both a…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…
In this paper, we propose a novel kind of numerical approximations to inherit the ergodicity of stochastic Maxwell equations. The key to proving the ergodicity lies in the uniform regularity estimates of the numerical solutions with respect…
All classes of spatially homogeneous space-time models are found that allow the integration of the equations of motion of test particles and the eikonal equation by the method of complete separation of variables according to type (2.1).…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
In this work, we obtain all spatially homogeneous space-time models related to the intersection of the set of St\"ackel spaces of type (2.1) and the set of conformally St\"ackel spaces of type (3.1). These models allow a complete separation…
We are concerned with the homogenization of second-order linear elliptic equations with random coefficient fields. For symmetric coefficient fields with only short-range correlations, quantified through a logarithmic Sobolev inequality for…