Related papers: Scaling limits and stochastic homogenization for s…

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale…

We study the large scale behavior of elliptic systems with stationary random coefficient that have only slowly decaying correlations. To this aim we analyze the so-called corrector equation, a degenerate elliptic equation posed in the…

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…

We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $\lambda\beta e^{\beta u }$, forced by an additive space-time white noise. We…

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 $$…

The primary objective of this work is to establish pointwise gradient estimates for solutions to a class of parabolic nonlinear nonlocal measure data problems, expressed in terms of caloric Riesz potentials of the data. As a consequence of…

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

In this paper we consider the homogenization problem of nonlinear evolution equations with space-time non-locality, the problems are given by Beltritti and Rossi [JMAA, 2017, 455: 1470-1504]. When the integral kernel $J(x,t;y,s)$ is…

The aim of this work is the numerical homogenization of a parabolic problem with several time and spatial scales using the heterogeneous multiscale method. We replace the actual cell problem with an alternate one, using Dirichlet boundary…

In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

We study inhomogeneous semilinear parabolic equations with source term f independent of time u_{t}={\Delta}u+u^{p}+f(x) on a metric measure space, subject to the conditions that f(x)\geq 0 and u(0,x)=\phi(x)\geq 0. By establishing…

We are concerned with nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing, which are heterogeneous (i.e., not space-translational invariant). A unified framework is established for the continuous…

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In…

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…