Related papers: Higher order homogenization for random non-autonom…
The paper deals with homogenisation problems for high-contrast symmetric convolution-type operators with integrable kernels in media with a periodic microstructure. We adapt the two-scale convergence method to nonlocal convolution-type…
In the whole space $R^d$, $d\ge 2$, we study homogenization of a divergence form elliptic operator $A_\varepsilon$ of order $2m\ge 4$ with measurable $\varepsilon$-periodic coefficients, where $\varepsilon$ is a small parameter. For the…
The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is…
We are dealing with possibly degenerate second-order parabolic operators whose coefficients are infinitely differentiable with respect to space variables and only measurable with respect to the time variable. We impose the H\"ormander…
The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…
This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators (briefly, HJBI). For the parabolic Cauchy problem, we establish such an estimate in the whole space $[0,+\infty)\times\Rn$. Moreover, under…
This paper is concerned with space-time homogenization problems for damped wave equations with spatially periodic oscillating elliptic coefficients and temporally (arithmetic) quasi-periodic oscillating viscosity coefficients. Main results…
In this paper, we investigate the initial value problem for symmetric hyperbolic systems on globally hyperbolic Lorentzian manifolds with potentials that are both nonlocal in time and space. When the potential is retarded and uniformly…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
In this article, we consider parabolic equations of the type $$\partial_t u(x,t)=\Delta u(x,t) - Bu(x,t) + F(u(x,t))$$ where $u$ is valued in a transverse Hilbert space $Y$ and $B$ is a positive self-adjoint operator on $Y$, allowing a…
The homogenization of elliptic divergence-type fourth-order operators with periodic coefficients is studied in a (periodic) domain. The aim is to find an operator with constant coefficients and represent the equation through a perturbation…
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…
This paper considers a family of second-order periodic parabolic equations with highly oscillating potentials, which have been considered many times for the time-varying potentials in stochastic homogenization. Following a standard…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
In this paper, we study the stochastic-periodic homogenization of Non-stationary Navier-Stokes Type Equations on anisotropic heterogeneous media. More precisely, we are interested in the stochastic-periodic homogenization of its variational…
We study homogenization for fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media from the qualitative and quantitative perspective. We show that under suitable hypotheses, solutions to fully nonlinear…
We prove the homogenization of fully nonlinear parabolic equations with periodic oscillating Dirichlet boundary conditions on certain general prescribed space-time domains. It was proved in [9,10] that for elliptic equations, the…
This article answers the question of whether homogenization of discrete fine-scale mechanical models, such as particle or lattice models, gives rise to an equivalent continuum that is of Cauchy-type or Cosserat-type. The study employs the…
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…