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We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…

Numerical Analysis · Mathematics 2023-07-06 Grégoire Ferré

We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,\lambda u(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in…

Analysis of PDEs · Mathematics 2024-11-22 Andrea Davini , Panrui Ni , Jun Yan , Maxime Zavidovique

A variational coarse-graining framework for heterogeneous media is developed that allows for a seamless transition from the traditional static scenario to a arbitrary loading conditions, including inertia effects and body forces. The…

Materials Science · Physics 2015-10-09 Chenchen Liu , Celia Reina

We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…

Analysis of PDEs · Mathematics 2010-11-02 James Nolen , Alexei Novikov

In this short note we treat a 1+1-dimensional system of changing type. On different spatial domains the system is of hyperbolic and elliptic type, that is, formally, $\partial_t^2 u_n-\partial_x^2 u_n = \partial_t f$ and $u_n-\partial_x^2…

Analysis of PDEs · Mathematics 2016-04-12 Marcus Waurick

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

Numerical Analysis · Mathematics 2025-07-18 Sergio Gómez

We show that the homogeneous viscous Burgers equation $(\partial_t-\eta\Delta) u(t,x)+(u\cdot\nabla)u(t,x)=0,\ (t,x)\in{\mathbb{R}}_+\times{\mathbb{R}}^d$ $(d\ge 1, \eta>0)$ has a globally defined smooth solution if the initial condition…

Analysis of PDEs · Mathematics 2015-10-07 Jeremie Unterberger

We provide conditions for the existence of measurable solutions to the equation $\xi(T\omega)=f(\omega,\xi(\omega))$, where $T:\Omega \rightarrow\Omega$ is an automorphism of the probability space $\Omega$ and $f(\omega,\cdot)$ is a…

Dynamical Systems · Mathematics 2016-11-10 E. Babaei , I. V. Evstigneev , S. A. Pirogov

We prove a quantitative rate of homogenization for the G equation in a random environment with finite range of dependence. Using ideas from percolation theory, the proof bootstraps a result of Cardaliaguet and Souganidis, who proved…

Analysis of PDEs · Mathematics 2021-11-12 William Cooperman

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

Probability · Mathematics 2019-01-03 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

We consider periodic homogenization with localized defects of boundary value problems for semilinear ODE systems of the type $$ \Big((A(x/\varepsilon)+B(x/\varepsilon))u'(x)+c(x,u(x))\Big)'= d(x,u(x)) \mbox{ for } x \in (0,1),\;…

Classical Analysis and ODEs · Mathematics 2025-12-09 Lutz Recke

The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

We introduce an approach to study homogenisation of a large class of singular SPDEs of the form $$ \partial_t u_\varepsilon - \nabla\cdot {A}(x/\varepsilon,t/\varepsilon^2) \nabla u_\varepsilon = F(x/\varepsilon , t/\varepsilon^2,…

Analysis of PDEs · Mathematics 2025-10-23 Martin Hairer , Harprit Singh

The present paper studies the existence of weak solutions for the following type of non-homogeneous system of equations \begin{equation*} (S) \left\{\begin{aligned} (-\Delta)^{s_1}_{p_1} u &=u|u|^{\alpha-1}|v|^{\beta+1}+f_1(x) \,\mbox{ in…

Analysis of PDEs · Mathematics 2021-07-14 Debangana Mukherjee , Tuhina Mukherjee

This paper deals with the limit behaviour of the solutions of quasi-linear equations of the form \ $\ds -\limfunc{div}\left(a\left(x, x/{\varepsilon _h},Du_h\right)\right)=f_h$ on $\Omega $ with Dirichlet boundary conditions. The sequence…

Analysis of PDEs · Mathematics 2015-06-26 Peter Wall

For the discounted Hamilton-Jacobi equation,$$\lambda u+H(x,d_x u)=0, \ x \in M, $$we construct $C^{1,1}$ subsolutions which are indeed solutions on the projected Aubry set. The smoothness of such subsolutions can be improved under…

Dynamical Systems · Mathematics 2024-12-06 Xiyao Huang , Liang Jin , Jianlu Zhang , Kai Zhao

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi

We study the Cauchy problem for the first order evolutive Hamilton-Jacobi equation with a Lipschitz initial condition. The Hamiltonian is not necessarily convex in the momentum variable and not a priori compactly supported. We build and…

Symplectic Geometry · Mathematics 2018-01-31 Valentine Roos

We study the asymptotic behavior of the viscosity solutions $u^\lambda_G$ of the Hamilton-Jacobi (HJ) equation \begin{equation*} \lambda u(x)+G(x,u')=c(G)\qquad\hbox{in $\mathbb{R}$} \end{equation*} as the positive discount factor $\lambda$…

Analysis of PDEs · Mathematics 2023-03-03 Italo Capuzzo Dolcetta , Andrea Davini

We consider periodic homogenization of boundary value problems for second-order semilinear elliptic systems in 2D of the type $$ \partial_{x_i}\left(a_{ij}^{\alpha…

Analysis of PDEs · Mathematics 2025-02-26 Nikolai N. Nefedov , Lutz Recke
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