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The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…

Statistical Mechanics · Physics 2017-03-08 Stefano Bo , Antonio Celani

We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…

Analysis of PDEs · Mathematics 2015-10-09 Michel Bellieud

We study quantitative periodic homogenization of integral functionals in the context of non-linear elasticity. Under suitable assumptions on the energy densities (in particular frame indifference; minimality, non-degeneracy and smoothness…

Analysis of PDEs · Mathematics 2018-05-09 Stefan Neukamm , Mathias Schäffner

We prove homogenization for a nondegenerate viscous Hamilton-Jacobi equation in dimension one in stationary ergodic environments with a superlinear (nonconvex) Hamiltonian of fairly general type. The version of the paper herein posted is…

Analysis of PDEs · Mathematics 2025-04-17 Andrea Davini

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case…

Probability · Mathematics 2023-01-09 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…

Dynamical Systems · Mathematics 2019-03-27 Ronggang Shi

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Probability · Mathematics 2019-12-02 Johann Gehringer , Xue-Mei Li

We present quantitative results for the homogenization of uniformly convex integral functionals with random coefficients under independence assumptions. The main result is an error estimate for the Dirichlet problem which is algebraic (but…

Analysis of PDEs · Mathematics 2015-01-28 Scott N. Armstrong , Charles K. Smart

We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

Probability · Mathematics 2024-05-28 Tiziano De Angelis , Damien Lamberton

Quantitative stochastic homogenization of linear elliptic operators is by now well-understood. In this contribution we move forward to the nonlinear setting of monotone operators with $p$-growth. This work is dedicated to a quantitative…

Analysis of PDEs · Mathematics 2023-08-02 Nicolas Clozeau , Antoine Gloria

In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…

Probability · Mathematics 2008-01-16 Stefano Bonaccorsi , Elisa Mastrogiacomo

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

In this paper a second-order homogenization approach for periodic material is derived from an appropriate representation of the down-scaling that correlates the microdisplacement field to the macro-displacement field and the macro-strain…

Materials Science · Physics 2014-01-31 Andrea Bacigalupo

We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,\sigma(x)p,\omega)$ where $\sigma(x)$ is a…

Analysis of PDEs · Mathematics 2017-07-04 Nicolas Dirr , Federica Dragoni , Paola Mannucci , Claudio Marchi

We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…

Analysis of PDEs · Mathematics 2013-08-16 Pierre Cardaliaguet , Panagiotis E. Souganidis

We study stochastic homogenization of a quasilinear parabolic PDE with nonlinear microscopic Robin conditions on a perforated domain. The focus of our work lies on the underlying geometry that does not allow standard homogenization…

Analysis of PDEs · Mathematics 2021-10-08 Martin Heida , Benedikt Jahnel , Anh Duc Vu

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…

Analysis of PDEs · Mathematics 2020-04-09 Pierre Cardaliaguet , Nicolas Dirr , Panagiotis E. Souganidis

We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…

Probability · Mathematics 2009-09-18 Remi Rhodes

We develop an essentially optimal finite element approach for solving ergodic stochastic two-scale elliptic equations whose two-scale coefficient may depend also on the slow variable. We solve the limiting stochastic two-scale homogenized…

Numerical Analysis · Mathematics 2022-01-14 Viet Ha Hoang , Chen Hui Pang , Wee Chin Tan

We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…

Probability · Mathematics 2023-03-23 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne , Huilin Zhang
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