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This paper presents new results allowing an unknown non-Gaussian positive matrix-valued random field to be identified through a stochastic elliptic boundary value problem, solving a statistical inverse problem. A new general class of…

Statistics Theory · Mathematics 2019-02-20 Anthony Nouy , Christian Soize

Gaussian random fields over infinite-dimensional Hilbert spaces require the definition of appropriate covariance operators. The use of elliptic PDE operators to construct covariance operators allows to build on fast PDE solvers for…

Methodology · Statistics 2017-12-13 Yair Daon , Georg Stadler

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 article, we study stochastic homogenization of non-homogeneous Gaussian free fields $\Xi^{g,{\bf a}} $ and bi-Laplacian fields $\Xi^{b,{\bf a}}$. They can be characterized as follows: for $f=\delta$ the solution $u$ of $\nabla \cdot…

Probability · Mathematics 2023-07-04 Leandro Chiarini , Wioletta M. Ruszel

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…

Analysis of PDEs · Mathematics 2012-09-24 Scott N. Armstrong , Charles K. Smart

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…

Data Analysis, Statistics and Probability · Physics 2018-05-15 Michael Tsyrulnikov , Dmitry Gayfulin

The main purpose of this work is to study uniform regularity estimates for a family of elliptic operators $\{\mathcal{L}_\varepsilon, \varepsilon>0\}$, arising in the theory of homogenization, with rapidly oscillating periodic coefficients.…

Analysis of PDEs · Mathematics 2010-11-01 Carlos E. Kenig , Fanghua Lin , Zhongwei Shen

We develop a framework for multiscale analysis of elliptic operators with high-contrast random coefficients. For a general class of such operators, we provide a detailed spectral analysis of the corresponding homogenised limit operator.…

Analysis of PDEs · Mathematics 2024-10-17 Mikhail Cherdantsev , Kirill Cherednichenko , Igor Velčić

In this survey we provide an overview of nonlinear elliptic homogeneous boundary value problems featuring singular zero-order terms with respect to the unknown variable whose prototype equation is $$ -\Delta u = {u^{-\gamma}} \ \text{in}\…

Analysis of PDEs · Mathematics 2024-12-20 Francescantonio Oliva , Francesco Petitta

We consider a nonlinear Neumann problem, with periodic oscillation in the elliptic operator and on the boundary condition. Our focus is on problems posed in half-spaces, but with general normal directions that may not be parallel to the…

Analysis of PDEs · Mathematics 2019-11-19 Sunhi Choi , Inwon Kim

In this paper we study the non-Gaussian homogenous and isotropic field on the plane in frequency domain. The trispectrum and higher order spectra of such a field are described in terms of Bessel functions. Poisson formulae are given for the…

Statistics Theory · Mathematics 2016-04-12 György Terdik

Gaussian random fields pervade all areas of science. However, it is often the departures from Gaussianity that carry the crucial signature of the nonlinear mechanisms at the heart of diverse phenomena, ranging from structure formation in…

Statistical Mechanics · Physics 2015-06-05 T. H. Beuman , A. M. Turner , V. Vitelli

We study properties of pseudodifferential operators which arise in their use in boundary value problems. Smooth domains as well as intersections of smooth domains are considered.

Complex Variables · Mathematics 2022-05-03 Dariush Ehsani

We study elliptic and parabolic boundary value problems in spaces of mixed scales with mixed smoothness on the half space. The aim is to solve boundary value problems with boundary data of negative regularity and to describe the…

Analysis of PDEs · Mathematics 2021-05-27 Felix Hummel

The spectral properties of a class of non-selfadjoint second order elliptic operators with indefinite weight functions on unbounded domains $\Omega$ are investigated. It is shown that under an abstract regularity assumption the nonreal…

Spectral Theory · Mathematics 2015-11-10 Jussi Behrndt

In this paper we introduce new characterizations of spectral fractional Laplacian to incorporate nonhomogeneous Dirichlet and Neumann boundary conditions. The classical cases with homogeneous boundary conditions arise as a special case. We…

Numerical Analysis · Mathematics 2017-09-12 Harbir Antil , Johannes Pfefferer , Sergejs Rogovs

We give a self-contained introduction to the theory of elliptic homogenization for random coefficient fields, starting from classical qualitative homogenization. The presentation also contains new results, such as optimal estimates (both in…

Analysis of PDEs · Mathematics 2024-09-19 Scott Armstrong , Tuomo Kuusi

We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…

Probability · Mathematics 2016-09-20 Dan Cheng , Armin Schwartzman

This paper deals with homogenization problem for convolution type non-local operators in random statistically homogeneous ergodic media. Assuming that the convolution kernel has a finite second moment and satisfies the uniform ellipticity…

Functional Analysis · Mathematics 2018-07-19 Andrey Piatnitski , Elena Zhizhina
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