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We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

A periodic homogenization result of nonconvex integral functionals in the vectorial case with convex bounded constraints on gradients is proved. The class of integrands considered have singular behavior near the boundary of the convex set…

Analysis of PDEs · Mathematics 2010-01-06 Omar Anza Hafsa , Jean-Philippe Mandallena

In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong , Xiaohong Joe Zhou

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

We study the asymptotic behavior of thin heterogeneous elastoplastic plates in the framework of linearized elastoplasticity, focusing on the regime where the plate thickness vanishes much faster than the characteristic scale of the…

Analysis of PDEs · Mathematics 2026-05-14 Marin Bužančić , Igor Velčić , Josip Žubrinić

We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,\omega)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a…

Analysis of PDEs · Mathematics 2023-03-14 Andrea Davini , Elena Kosygina , Atilla Yilmaz

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

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

Statistical Mechanics · Physics 2009-11-11 G. A. Pavliotis , A. M. Stuart

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

Probability · Mathematics 2017-10-31 Alessia Ascanelli , André Süß

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

Probability · Mathematics 2021-01-07 Marius Kroll

This study proposes a multi-field asymptotic homogenization for the analysis of thermo-piezoelectric materials with periodic microstructures. The effect of the microstructural heterogeneity is taken into account by means of periodic…

Materials Science · Physics 2017-01-13 Francesca Fantoni , Andrea Bacigalupo , Marco Paggi

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

In this paper, we systematically study the regularity theory of the linear system of nearly incompressible elasticity. In the setting of stochastic homogenization, we develop new techniques to establish the large-scale estimates of…

Analysis of PDEs · Mathematics 2021-04-02 Shu Gu , Jinping Zhuge

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…

Probability · Mathematics 2020-06-23 Johann Gehringer , Xue-Mei Li

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

Although diffusion models have successfully extended to function-valued data, stochastic interpolants -- which offer a flexible way to bridge arbitrary distributions -- remain limited to finite-dimensional settings. This work bridges this…

Machine Learning · Statistics 2026-02-03 James Boran Yu , RuiKang OuYang , Julien Horwood , José Miguel Hernández-Lobato

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

An integral representation result for free-discontinuity energies defined on the space $GSBV^{p(\cdot)}$ of generalized special functions of bounded variation with variable exponent is proved, under the assumption of log-H\"older continuity…

Analysis of PDEs · Mathematics 2023-08-08 Giovanni Scilla , Francesco Solombrino , Bianca Stroffolini