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We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a $C_0-$semigroup and one linear bounded operator with Wick-type multiplication, all of them set…

Probability · Mathematics 2023-03-16 Tijana Levajkovic , Stevan Pilipovic , Dora Selesi , Milica Zigic

We study homogenization for fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media from the qualitative and quantitative perspective. We show that under suitable hypotheses, solutions to fully nonlinear…

Analysis of PDEs · Mathematics 2013-07-18 Jessica Lin

We study homogenisation problems for divergence form equations with rapidly sign-changing coefficients. With a focus on problems with piecewise constant, scalar coefficients in a ($d$-dimensional) crosswalk type shape, we will provide a…

Analysis of PDEs · Mathematics 2023-08-21 Marcus Waurick

We consider an evolutionary problem with rapidly oscillating coefficients. This causes the problem to change frequently between a parabolic and an hyperbolic state. We prove convergence of the homogenisation process in the unit square and…

Numerical Analysis · Mathematics 2018-10-03 Sebastian Franz , Marcus Waurick

This paper investigates homogenization problems for the nonlocal operators with rapidly oscillating coefficients in the cases of periodic and random statistically homogeneous micro-structures. These operators involve the fractional…

Analysis of PDEs · Mathematics 2026-04-15 Xiaofeng Jin , Wentao Huo , Lingwei Ma , Zhenqiu Zhang

We study the spatial-homogeneity of stable solutions of almost-periodic parabolic equations. It is shown that if the nonlinearity satisfies a concave or convex condition, then any linearly stable almost automorphic solution is…

Dynamical Systems · Mathematics 2018-04-24 Yi Wang , Jianwei Xiao , Dun Zhou

The paper deals with homogenization problem for nonlinear elliptic and parabolic equations in a periodically perforated domain, a nonlinear Fourier boundary conditions being imposed on the perforation border. Under the assumptions that the…

Analysis of PDEs · Mathematics 2010-06-04 Andrey Piatnitski , Volodymyr Rybalko

The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…

Analysis of PDEs · Mathematics 2018-07-13 Moritz Kassmann , Andrey Piatnitski , Elena Zhizhina

The paper deals with periodic homogenization of nonlocal symmetric convolution type operators in $L^2(\mathbb R^d)$, whose kernel is the product of a density that belongs to the domain of attraction of an $\alpha$-stable law and a rapidly…

Analysis of PDEs · Mathematics 2025-04-14 Andrey Piatnitski , Elena Zhizhina

We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…

Probability · Mathematics 2023-03-07 Qiao Huang , Jinqiao Duan , Renming Song

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

Probability · Mathematics 2023-11-21 Davar Khoshnevisan , Marta Sanz-Solé

This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in…

Analysis of PDEs · Mathematics 2016-01-20 Jessica Lin , Charles K. Smart

This paper addresses the issue of homogenization of linear divergence form parabolic operators in situations where no ergodicity and no scale separation in time or space are available. Namely, we consider divergence form linear parabolic…

Analysis of PDEs · Mathematics 2007-05-23 Houman Owhadi , Lei Zhang

The paper deals with homogenisation problems for high-contrast symmetric convolution-type operators with integrable kernels in media with a periodic microstructure. We adapt the two-scale convergence method to nonlocal convolution-type…

Analysis of PDEs · Mathematics 2025-07-04 Mikhail Cherdantsev , Andrey Piatnitski , Igor Velcic

We study the spatial homogenisation of parabolic linear stochastic PDEs exhibiting a two-scale structure both at the level of the linear operator and at the level of the Gaussian driving noise. We show that in some cases, in particular when…

Probability · Mathematics 2012-02-09 Martin Hairer , David Kelly

Homogenization for non-local operators in periodic environments has been studied intensively. So far, these works are mainly devoted to the qualitative results, that is, to determine explicitly the operators in the limit. To the best of…

Analysis of PDEs · Mathematics 2024-09-13 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We study a homogenisation problem for problems of mixed type in the framework of evolutionary equations. The change of type is highly oscillatory. The numerical treatment is done by a discontinuous Galerkin method in time and a continuous…

Analysis of PDEs · Mathematics 2017-11-27 Sebastian Franz , Marcus Waurick

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case…

Analysis of PDEs · Mathematics 2020-10-02 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

Numerical Analysis · Mathematics 2024-12-19 Katharina Klioba , Mark Veraar

The aim of this paper is twofold. The first is to study the asymptotics of a parabolically scaled, continuous and space-time stationary in time version of the well-known Funaki-Spohn model in Statistical Physics. After a change of unknowns…

Analysis of PDEs · Mathematics 2020-04-09 Pierre Cardaliaguet , Nicolas Dirr , Panagiotis E. Souganidis