Related papers: Stochastic homogenization of Gaussian fields on ra…
We study a generalization of the notion of Gaussian free field (GFF). Although the extension seems minor, we first show that a generalized GFF does not satisfy the spatial Markov property, unless it is a classical GFF. In stochastic…
We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…
We consider a $d$-dimensional random field $u = \{u(t,x)\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \in \{1,2,3\}$, driven by a spatially homogeneous Gaussian noise that is white in time. We…
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…
We consider a $d$-dimensional random field $u=(u(x), x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D\subset \mathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$…
We show that the It\^o solutions of the nonlinear stochastic heat equation $$ \partial_t u^\varepsilon- \Delta u^\varepsilon =\varepsilon^{3/4} g (u^\varepsilon) \nabla \xi_\varepsilon, $$ where $ \xi_\varepsilon$ denotes the mollification…
This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…
In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…
We study the $\nabla \phi$ model with uniformly convex Hamiltonian $\mathcal{H} (\phi) := \sum V(\nabla \phi)$ and prove a quantitative rate of convergence for the finite-volume surface tension as well as a quantitative rate estimate for…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
We consider a discrete elliptic equation on the $d$-dimensional lattice $\mathbb{Z}^d$ with random coefficients $A$ of the simplest type: they are identically distributed and independent from edge to edge. On scales large w.r.t. the lattice…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…
We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + \beta…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
We consider an homogenization problem for the second order elliptic equation $-\operatorname{div}\left(a(./\varepsilon) \nabla u^{\varepsilon} \right)=f$ when the coefficient $a$ is almost translation-invariant at infinity and models a…
We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…
We consider inhomogeneous $p$-Laplace type equations of the form $-\mathrm{div}\left(a(\nabla u)\right)=f$ in a possibly anisotropic setting. Under general assumptions on the source term $f$, we obtain quantitative Sobolev regularity…
In this paper, we study the stochastic-periodic homogenization of Non-stationary Navier-Stokes Type Equations on anisotropic heterogeneous media. More precisely, we are interested in the stochastic-periodic homogenization of its variational…