Related papers: Stochastic unfolding and homogenization
We study suspensions of solid particles in a viscous incompressible fluid in the presence of highly oscillatory velocity-dependent surface forces. The flow at a small Reynolds number is modeled by the Stokes equations coupled with the…
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…
We introduce a generalized machine learning framework to probabilistically parameterize upper-scale models in the form of nonlinear PDEs consistent with a continuum theory, based on coarse-grained atomistic simulation data of mechanical…
A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…
Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…
We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free…
We study homogenization of a locally periodic two-scale dual-continuum system where each continuum interacts with the other. Equations for each continuum are written separately with interaction terms (exchange terms) added. The…
In this contribution we present the first formulation of a heterogeneous multiscale method for an incompressible immiscible two-phase flow system with degenerate permeabilities. The method is in a general formulation which includes…
The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
For piecewise-linear maps, the phenomenon that a branch of a one-dimensional unstable manifold of a periodic solution is completely contained in its stable manifold is codimension-two. Unlike codimension-one homoclinic corners, such…
In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…
We consider the scattering of elastic waves by highly oscillating anisotropic periodic media with bounded support. Applying the two-scale homogenization, we first obtain a constant coefficient second-order partial differential elliptic…
We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…