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We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

Numerical Analysis · Mathematics 2017-03-27 Sarah Osborn , Panayot Vassilevski , Umberto Villa

This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{\rm div}(a\nabla u)=f$ where $a=\exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an…

Numerical Analysis · Mathematics 2021-03-26 Albert Cohen , Giovanni Migliorati

We consider model semilinear elliptic equations of the type \[ \begin{cases} - \mathrm{div} (A(x) \nabla u) = f u^{- \lambda}, \quad u > 0 \quad \text{in} \ \Omega, \\ u \in H_{0}^{1}(\Omega), \end{cases} \] where $\Omega$ is a bounded…

Analysis of PDEs · Mathematics 2023-11-21 Takanobu Hara

In this paper we study the deterministic and stochastic homogenisation of free-discontinuity functionals under \emph{linear} growth and coercivity conditions. The main novelty of our deterministic result is that we work under very general…

Analysis of PDEs · Mathematics 2021-01-13 Filippo Cagnetti , Gianni Dal Maso , Lucia Scardia , Caterina Ida Zeppieri

The main result of this paper is a bound on the distance between the distribution of an eigenfunction of the Laplacian on a compact Riemannian manifold and the Gaussian distribution. If $X$ is a random point on a manifold $M$ and $f$ is an…

Spectral Theory · Mathematics 2010-05-18 Elizabeth Meckes

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

Analysis of PDEs · Mathematics 2014-10-29 Scott N. Armstrong , Charles K. Smart

This paper deals with the homogenization of the reaction-diffusion equations in a domain containing periodically distributed holes of size $\varepsilon$, with a dynamical boundary condition of reactive-diffusive type, i.e., we consider the…

Analysis of PDEs · Mathematics 2025-12-18 María Anguiano

We prove stochastic homogenization for integral functionals defined on Sobolev spaces, where the stationary, ergodic integrand satisfies a degenerate growth condition of the form \begin{equation*} c|\xi A(\omega,x)|^p\leq…

Analysis of PDEs · Mathematics 2021-10-26 Matthias Ruf , Thomas Ruf

Convex regularization techniques are now widespread tools for solving inverse problems in a variety of different frameworks. In some cases, the functions to be reconstructed are naturally viewed as realizations from random processes; an…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Domenico Marinucci

We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $\mathbb{R}^d$ with stationary law (i.e. spatially…

Analysis of PDEs · Mathematics 2021-01-01 Julian Fischer , Stefan Neukamm

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

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

In this paper, we study the homogenization of elliptic equations that combine a local part, given by the Laplacian with Neumann boundary conditions, and its nonlocal version, defined through an integral operator with a smooth kernel. These…

Analysis of PDEs · Mathematics 2026-03-19 Marcone C. Pereira , Luiza C. Rosa da Silva , Julio D. Rossi

We consider the homogenization problem for the stochastic porous-medium type equation $\p_{t} u^\epsilon =\Delta f\left(T\left(\frac{x}{\ep}\right)\om,u^\ep\right)$, with a well-prepared initial datum, where $f(T(y)\om,u)$ is a stationary…

Analysis of PDEs · Mathematics 2022-09-15 Stefania Patrizi

We study a stochastic complex Ginzburg-Landau equation (SCGL) on compact surfaces with magnetic Laplacian and polynomial nonlinearity, forced by a space-time white noise. After renormalizing the equation in a suitable manner, we show that…

Analysis of PDEs · Mathematics 2025-03-03 Tristan Robert , Younes Zine

We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…

Probability · Mathematics 2015-05-14 Domenico Marinucci , Giovanni Peccati

We consider an SPDE driven by a parabolic second order partial differential operator with a nonlinear random external forcing defined by a Gaussian noise that is white in time and has a spatially homogeneous covariance. We prove existence…

Probability · Mathematics 2025-05-27 Robert C. Dalang , Marta Sanz-Solé

We investigate the stochastic homogenization of a class of turbulent diffusions generated by non-local symmetric L\'evy operators with divergence-free drift fields in ergodic random environments, where neither the drift fields nor their…

Probability · Mathematics 2026-02-20 Xin Chen , Jian Wang , Kun Yin

In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…

Analysis of PDEs · Mathematics 2012-09-11 Russell W. Schwab

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz
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