Related papers: Averaging principle and normal deviations for mult…
In this article, we present a new approach to averaging in non-Hamiltonian systems with periodic forcing. The results here do not depend on the existence of a small parameter. In fact, we show that our averaging method fits into an…
We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type 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 study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion…
In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…
A stability and bifurcation analysis of a kinetic equation indicates that the flocking bifurcation of the two-dimensional Vicsek model exhibits an interplay between parabolic and hyperbolic behavior. For box sizes smaller than a certain…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…
We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and…
In this paper I discuss nonlinear parabolic systems that are generalizations of scalar diffusion equations. I show that when potential is a convex function that depends only on the norm of the solution, then bounded weak solutions of these…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
A boundary value problem related to a third- order parabolic equation with a small parameter is analized. This equation models the one-dimensional evolution of many dissipative media as viscoelastic fluids or solids, viscous gases,…
Motivated by recent problems in mathematical cosmology, in which temporal averaging methods are applied in order to analyze the future asymptotics of models which exhibit oscillatory behavior, we provide a theorem concerning the large-time…
We consider the damped hyperbolic equation in one space dimension $\epsilon u_{tt} + u_t = u_{xx} + F(u)$, where $\epsilon$ is a positive, not necessarily small parameter. We assume that $F(0)=F(1)=0$ and that $F$ is concave on the interval…