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Related papers: Homogenization with fractional random fields

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In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

Analysis of PDEs · Mathematics 2014-08-12 Paul André Razafimandimby , Jean Louis Woukeng

We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…

Analysis of PDEs · Mathematics 2008-11-08 Abdelhamid Ainouz

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…

Statistics Theory · Mathematics 2025-05-14 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

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…

Analysis of PDEs · Mathematics 2011-10-25 C. Le Bris , F. Legoll , F. Thomines

We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

The theta process is a stochastic process of number theoretical origin arising as a scaling limit of quadratic Weyl sums. It can be described in terms of the geodesic flow and an automorphic function on a homogeneous space. This process has…

Probability · Mathematics 2025-02-25 Francesco Cellarosi , Zachary Selk

We prove a stochastic homogenization result for a class of \emph{nonlinear} and \emph{nonlocal} variational problems in domains with many small randomly distributed (bilateral) obstacles. Our model case is a Dirichlet problem for the…

Analysis of PDEs · Mathematics 2026-04-14 Francesco Deangelis , Matteo Focardi , Caterina Ida Zeppieri

A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…

Dynamical Systems · Mathematics 2018-04-13 J. Frank , G. A. Gottwald

We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…

Analysis of PDEs · Mathematics 2020-12-29 Paul Dario

This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…

Numerical Analysis · Mathematics 2020-08-11 Anh-Khoa Vo , Ekeoma Rowland Ijioma , Nhu-Ngoc Nguyen

We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…

Probability · Mathematics 2020-09-17 Johann Gehringer

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a…

Analysis of PDEs · Mathematics 2009-11-13 Wei Wang , Jinqiao Duan

This paper is devoted to the homogenization of weakly coupled cooperative parabolic systems in strong convection regime with purely periodic coefficients. Our approach is to factor out oscillations from the solution via principal…

Analysis of PDEs · Mathematics 2014-11-20 Gregoire Allaire , Harsha Hutridurga

We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…

Analysis of PDEs · Mathematics 2023-08-08 Piotr Wozniak

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

Analysis of PDEs · Mathematics 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto

This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…

Probability · Mathematics 2010-08-20 Antoine Gloria , Jean-Christophe Mourrat

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos

The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…

Analysis of PDEs · Mathematics 2026-02-11 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier