Related papers: Fluctuations around a homogenised semilinear rando…
We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
We propose a novel framework for stabilization, with an estimate of the region of attraction, of quasilinear parabolic partial differential equations (PDEs) that exhibit finite-time blow-up phenomena when null boundary inputs are imposed.…
We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $\mathbb{R}^d$ with stationary law (i.e. spatially…
We study the stochastic homogenization and obtain a random fluctuation theory for semilinear elliptic equations with a rapidly varying random potential. To first order, the effective potential is the average potential and the nonlinearity…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…
In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
Homogenization is studied for a nonlinear elliptic boundary-value problem with a large nonlinear potential. More specifically we are interested in the asymptotic behavior of a sequence of p-Laplacians of the form $$…
We consider the large-scale regularity of solutions to second-order linear elliptic equations with random coefficient fields. In contrast to previous works on regularity theory for random elliptic operators, our interest is in the…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We establish the existence of solutions to the following semilinear Neumann problem for fractional Laplacian and critical exponent: \begin{align*}\left\{\begin{array}{l l} { (-\Delta)^{s}u+ \lambda u= \abs{u}^{p-1}u } & \text{in $ \Omega,$…
In this paper we study the so-called large solutions of elliptic semilinear equations with non null sources term, thus solutions blowing up on the boundary of the domain for which reason they are greater than any other solution whenever…
We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends on the solution in a nonlinear manner. The uniform…
We study the behavior of solutions to a Schr{\"o}dinger equation with large, rapidly oscillating, mean zero, random potential with Gaussian distribution. We show that in high dimension $d>\mathfrak{m}$, where $\mathfrak{m}$ is the order of…
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. It has previously been shown that if the random…
We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof…
In this article we investigate averaging properties of fully nonlinear PDEs in bounded domains with oscillatory Neumann boundary data. The oscillation is periodic and is present both in the operator and in the Neumann data. Our main result…