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The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…

Analysis of PDEs · Mathematics 2016-02-24 Wenjia Jing

In this article we are interested in quantitative homogenization results for linear elliptic equations in the non-stationary situation of a straight interface between two heterogenous media. This extends the previous work [Josien, 2019] to…

Analysis of PDEs · Mathematics 2019-12-03 Marc Josien , Claudia Raithel

Homogenisation theory has seen recent applications in deriving stochastic transport models for fluid dynamics. In this work, we first derive the stochastic Lagrange-to-Euler map that underpins stochastic transport noise in fluid dynamics as…

Mathematical Physics · Physics 2025-11-06 Theo Diamantakis , Ruiao Hu , James-Michael Leahy

Given a Gaussian process $X$, its canonical geometric rough path lift $\mathbf{X}$, and a solution $Y$ to the rough differential equation (RDE) $\mathrm{d}Y_{t} = V\left (Y_{t}\right ) \circ \mathrm{d} \mathbf{X}_t$, we present a…

Probability · Mathematics 2018-01-31 Thomas Cass , Nengli Lim

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

Probability · Mathematics 2021-03-02 Emanuela Gussetti , Antoine Hocquet

We present sufficient conditions for finite controlled rho-variation of the covariance of Gaussian processes with stationary increments, based on concavity or convexity of their variance function. The motivation for this type of conditions…

Probability · Mathematics 2013-11-04 Peter K. Friz , Benjamin Gess , Archil Gulisashvili , Sebastian Riedel

The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…

Probability · Mathematics 2014-03-27 John van der Hoek , Tamas Szabados

In this paper, we investigate well-posedness of time-harmonic scattering of elastic waves by unbounded rigid rough surfaces in three dimensions. The elastic scattering is caused by an $L^2$ function with a compact support in the…

Analysis of PDEs · Mathematics 2024-01-30 Guanghui Hu , Tianjiao Wang , Xiang Xu , Yue Zhao

We study the homogenization of a stationary conductivity problem in a random heterogeneous medium with highly oscillating conductivity coefficients and an ensemble of simply closed conductivity resistant membranes. This medium is randomly…

Analysis of PDEs · Mathematics 2015-06-02 Wenjia Jing

We investigate the time-evolution of elastoplastic materials reinforced by randomly distributed long-range interactions. Starting from a rate-independent system on a discrete spring lattice that combines local linearized elasticity,…

Analysis of PDEs · Mathematics 2025-09-15 Simone Hermann

We investigate the effective coupling between heat and fluid dynamics within a thin fluid layer in contact with a solid structure via a rough surface. Moreover, the opposing vertical surfaces of the thin layer are in relative motion. This…

Analysis of PDEs · Mathematics 2026-04-17 Tom Freudenberg , Michael Eden

We identify materially defined regions in unsteady two-dimensional flows that combine finite-time contraction with elevated accumulated intrinsic rotation along trajectories, which we term \emph{Lagrangian rotating contracting structures}…

Chaotic Dynamics · Physics 2026-04-29 F. J. Beron-Vera

In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…

Probability · Mathematics 2026-01-27 Manfred Marvin Marchione , Enzo Orsingher

We investigate the scale dependence of fluctuations inside a realistic model of an evolving turbulent HII region and to what extent these may be studied observationally. We find that the multiple scales of energy injection from champagne…

Astrophysics of Galaxies · Physics 2015-06-22 S. -N. X. Medina , S. J. Arthur , W. J. Henney , G. Mellema , A. Gazol

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…

Analysis of PDEs · Mathematics 2015-10-09 Michel Bellieud

The thin interface limit aims at minimizing the effects arising from a numerical interface thickness, inherent in diffuse interface models of solidification and microstructure evolution such as the phase field model. While the original…

Materials Science · Physics 2020-03-18 Amol Subhedar , Peter K. Galenko , Fathollah Varnik

In this paper we describe the asymptotic behavior of rigid spin lattice energies by exhibiting a continuous interfacial limit energy as scaling to zero the lattice spacing. The limit is not trivial below a percolation threshold: it can be…

Functional Analysis · Mathematics 2014-07-28 G. Scilla

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

Probability · Mathematics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener