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The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

Probability · Mathematics 2017-02-28 Le Chen , Jingyu Huang , D. Khoshnevisan , Kunwoo Kim

In a planar infinite strip with a fast oscillating boundary we consider an elliptic operator assuming that both the period and the amplitude of the oscillations are small. On the oscillating boundary we impose Dirichlet, Neumann or Robin…

Analysis of PDEs · Mathematics 2014-03-25 Denis Borisov , Giuseppe Cardone , Luisa Faella , Carmen Perugia

The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild regularity requirements on the drift coefficients. When the…

Probability · Mathematics 2023-09-29 Konstantinos Dareiotis , Máté Gerencsér , Khoa Lê

We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…

Probability · Mathematics 2018-02-26 Wen Sun

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

Dynamical Systems · Mathematics 2023-08-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne

We consider singular perturbed eigenvalue problem for Laplace operator in a two-dimensional domain. In the boundary we select a set depending on a character small parameter and consisting of a great number of small disjoint parts. On this…

Mathematical Physics · Physics 2015-06-26 Denis I. Borisov

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

We consider a family of second-order parabolic operators $\partial_t+\mathcal{L}_\varepsilon$ in divergence form with rapidly oscillating, time-dependent and almost-periodic coefficients. We establish uniform interior and boundary H\"older…

Analysis of PDEs · Mathematics 2024-11-14 Jun Geng , Bojing Shi

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

We consider the semilinear parabolic equation $u_t=u_{xx}+f(u)$ on the real line, where $f$ is a locally Lipschitz function on $\mathbb{R}.$ We prove that if a solution $u$ of this equation is bounded and its initial value $u(x,0)$ has…

Analysis of PDEs · Mathematics 2020-02-25 Antoine Pauthier , Peter Poláčik

This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…

Probability · Mathematics 2018-08-02 Atef Lechiheb , Ezeddine Haouala

We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…

Probability · Mathematics 2023-09-29 Helena Kremp , Nicolas Perkowski

We study semilinear evolution equations $ \frac {{\rm d} U}{{\rm d} t}=AU+B(U)$ posed on a Hilbert space ${\cal Y}$, where $A$ is normal and generates a strongly continuous semigroup, $B$ is a smooth nonlinearity from ${\cal Y}_\ell =…

Numerical Analysis · Mathematics 2016-01-19 Claudia Wulff , Chris Evans

In the past few decades, much attention has been paid to the bubbling problem for semilinear Neumann elliptic equation with the critical and subcritical polynomial nonlinearity, much less is known if the polynomial nonlinearity is replaced…

Analysis of PDEs · Mathematics 2023-02-21 Lu Chen , Guozhen Lu , Caifeng Zhang

This paper studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

This paper is concerned with a family of second-order elliptic systems in divergence form with rapidly oscillating periodic coefficients. We initiate the study of homogenization and boundary layers for Neumann problems with first-order…

Analysis of PDEs · Mathematics 2016-10-27 Zhongwei Shen , Jinping Zhuge

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

Spectral Theory · Mathematics 2023-05-31 Alix Deleporte , Gaultier Lambert
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