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In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…

Probability · Mathematics 2025-12-16 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…

Analysis of PDEs · Mathematics 2020-07-21 Goro Akagi , Tomoyuki Oka

We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…

Probability · Mathematics 2011-04-20 Martin Hairer , Charles Manson

Homogenization of a thin micro-structure yields effective jump conditions that incorporate the geometrical features of the scatterers. These jump conditions apply across a thin but nonzero thickness interface whose interior is disregarded.…

Computational Physics · Physics 2017-03-08 Bruno Lombard , Agnes Maurel , Jean-Jacques Marigo

We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…

Probability · Mathematics 2009-10-05 Martin Hairer , Charles Manson

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo

This paper concerns a space-time homogenization limit of nonnegative weak solutions to porous medium equations. In particular, the so-called homogenized matrix will be characterized in terms of solutions to cell problems, which drastically…

Analysis of PDEs · Mathematics 2021-11-11 Goro Akagi , Tomoyuki Oka

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

Analysis of PDEs · Mathematics 2022-10-26 Tomoyuki Oka

The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…

Biological Physics · Physics 2019-01-31 Elliot J. Carr , Matthew J. Simpson

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

Probability · Mathematics 2010-05-14 Martin Hairer , Charles Manson

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…

Analysis of PDEs · Mathematics 2008-11-08 Abdelhamid Ainouz

In this paper, we present a robust and fully discretized method for solving the time fractional diffusion equation with high-contrast multiscale coefficients. We establish the homogenized equation using a multicontinuum approach and employ…

Numerical Analysis · Mathematics 2025-07-30 Yifei Gao , Yating Wang , Wing Tat Leung , Zhengya Yang

Inspired by applications, we study the effect of interface slip on the effective wave propagation in poroelastic composites. The current literature on the homogenization for the poroelastic wave equations are all based on the no-slip…

Analysis of PDEs · Mathematics 2022-06-17 Miao-jung Yvonne Ou , Silvia Jiménez Bolaños

The interface problem for the linear Schr\"odinger equation in one-dimensional piecewise homogeneous domains is examined by providing an explicit solution in each domain. The location of the interfaces is known and the continuity of the…

Mathematical Physics · Physics 2015-08-20 Natalie E Sheils , Bernard Deconinck

A major challenge in flow through porous media is to better understand the link between microstructure and macroscale flow and transport. For idealised microstructures, the mathematical framework of homogenisation theory can be used for…

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

Analysis of PDEs · Mathematics 2013-05-16 E. Pardoux , A. Piatnitski

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

Analysis of PDEs · Mathematics 2017-05-02 Gabriel Deugoue , Jean Louis Woukeng
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