Related papers: High order correctors and two-scale expansions in …
We establish sharp geometric Holder regularity estimates for Gradient for bounded solutions of a class of fully nonlinear elliptic equations with non-homogeneous degeneracy. Such regularity estimates simplify and generalize, to some extent,…
In recent years considerable advances have been made in quantitative homogenization of partial differential equations in the periodic and non-periodic settings. This monograph surveys the theory of quantitative homogenization for…
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…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
We consider a class of elasticity equations in ${\mathbb R}^d$ whose elastic moduli depend on $n$ separated microscopic scales, are random and expressed as a linear expansion of a countable sequence of random variables which are…
We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…
This paper proposes novel computational multiscale methods for linear second-order elliptic partial differential equations in nondivergence-form with heterogeneous coefficients satisfying a Cordes condition. The construction follows the…
This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit…
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…
We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…
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…
In this paper, we consider the homogenization of the p--Laplace equation with a periodic coefficient that is perturbed by a local defect. This setting has been introduced in [6, 7] in the linear setting p = 2. We construct the correctors…
Elastomeric mechanical metamaterials exhibit unconventional behaviour, emerging from their microstructures often deforming in a highly nonlinear and unstable manner. Such microstructural pattern transformations lead to non-local behaviour…
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…
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…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…
In the present paper we study stochastic homogenization for reaction-diffusion equations with stationary ergodic reactions. We first show that under suitable hypotheses, initially localized solutions to the PDE asymptotically become…