Related papers: Homogenization of a stochastically forced Hamilton…
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…
The dynamical properties of a quantum system can be profoundly influenced by its environment. Usually, the environment provokes decoherence and its action on the system can often be schematized by adding a noise term in the Hamiltonian.…
We study asymptotic behavior of the bottom point of the spectrum of convolution type operators in environments with locally periodic microstructure. We show that its limit is described by an additive eigenvalue problem for Hamilton-Jacobi…
We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…
In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…
We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…
In this paper, we review modified Cahn-Hilliard equation for image inpainting and explore the effect when the initial condition is uncertain. We study the statistical properties of the solution when the noise is present. The generalized…
We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled…
This work develops a dynamic homogenization approach for metamaterials. It finds an approximate macroscopic homogenized equation with constant coefficients posed in space and time; however, the resulting homogenized equation is higher order…
We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…
In this paper, we revisit the technique of doubling variables in first order Hamilton-Jacobi equations, especially when the equations arise in optimal control. We show that by tuning the penalization between the two points, we can change…
Environmental noise can hinder the metrological capabilities of entangled states. While the use of entanglement allows for Heisenberg-limited resolution, the largest permitted by quantum mechanics, deviations from strictly unitary dynamics…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
In this work we study permanence of hyperbolicity for autonomous differential equations under nonautonomous random/stochastic perturbations. For the linear case, we study robustness and existence of exponential dichotomies for nonautonomous…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…