Related papers: Stochastic unfolding and homogenization
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…
Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…
We derive the stochastic version of the Magnus expansion for linear systems of stochastic differential equations (SDEs). The main novelty with respect to the related literature is that we consider SDEs in the It\^o sense, with progressively…
The paper deals with the homogenization of deformable porous media saturated by two-component electrolytes. The model relevant to the microscopic scale describes steady states of the medium while reflecting essential physical phenomena,…
The Heterogeneous Multiscale Finite Element Method (FE-HMM) is a two-scale FEM based on asymptotic homogenization for solving multiscale partial differential equations. It was introduced in [W. E and B. Engquist, \emph{Commun. Math. Sci.},…
This note gives a brief and `crash' introduction to the method of Homogenization with the use of wave equation and diffusion equation with periodic in space coefficients as instructive examples. We expose the method with the use of an…
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…
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…
Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…
In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems…
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…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…
Macroscopically heterogeneous materials, characterised mostly by comparable heterogeneity lengthscale and structural sizes, can no longer be modelled by deterministic approach instead. It is convenient to introduce stochastic approach with…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…
Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…
Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…
In this paper homogenization of a mathematical model for biomechanics of a plant tissue with randomly distributed cells is considered. Mechanical properties of a plant tissue are modelled by a strongly coupled system of…
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…
In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…