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In this paper, we introduce a definition of BV functions in a Gelfand triple which is an extension of the definition of BV functions in [2] by using Dirichlet form theory. By this definition, we can consider the stochastic reflection…
We prove a homogenization theorem for a class of quadratic convolution energies with random coefficients. Under suitably stated hypotheses of ergodicity and stationarity we prove that the $\Gamma$-limit of such energy is almost surely a…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
This note addresses the homogenization error for linear elliptic equations in divergence-form with random stationary coefficients. The homogenization error is measured by comparing the quenched Green's function to the Green's function…
We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…
We present a Hilbert space perspective to homogenization of standard linear evolutionary boundary value problems in mathematical physics and provide a unified treatment for (non-)periodic homogenization problems in thermodynamics,…
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…
We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…
Smoothed particle hydrodynamics (SPH) has been extensively used to model high and low Reynolds number flows, free surface flows and collapse of dams, study pore-scale flow and dispersion, elasticity, and thermal problems. In different…
Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…
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…
A multiscale asymptotic homogenization method for periodic microstructured materials in presence of thermoelasticity with periodic spatially dependent one relaxation time is introduced. The asymptotic expansions of the micro-displacement…
Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…
The paper deals with homogenization of a model problem describing an immiscible compressible two-phase flow in random statistically homogeneous porous media. We derive the effective (macroscopic) problem and prove the convergence of…
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…
We study the existence of the stochastic flow associated to a linear stochastic evolution equation $$d X= AX\,d t +\sum_{k} B_k X\,d W_k, $$ on a Hilbert space. Our first result covers the case where $A$ is the generator of a…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
A homogenization result for a family of oscillating integral energies is presented, where the fields under consideration are subjected to first order linear differential constraints depending on the space variable x. The work is based on…