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The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…

Analysis of PDEs · Mathematics 2026-02-11 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

In this article we compare solutions to elliptic problems having rapidly oscillated conductivity (permeability, etc) coefficient with solutions to corresponding homogenized problems obtained from two-scale extensions of the initial…

Analysis of PDEs · Mathematics 2007-10-11 Vsevolod Laptev

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…

Analysis of PDEs · Mathematics 2019-10-25 Mitia Duerinckx , Felix Otto

Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…

Statistics Theory · Mathematics 2019-08-20 Jun Zhao , Guan'ao Yan , Yi Zhang

This work is devoted to the homogenization of elliptic equations in high-contrast media in the so-called 'double-porosity' resonant regime, for which we solve two open problems of the literature. First, we prove qualitative stochastic…

Analysis of PDEs · Mathematics 2025-04-07 Elise Bonhomme , Mitia Duerinckx , Antoine Gloria

Weighted degrees of quasihomogeneous Hamiltonian functions of the Painlev\'{e} equations are investigated. A tuple of positive integers, called a regular weight, satisfying certain conditions related to singularity theory is classified.…

Classical Analysis and ODEs · Mathematics 2020-10-16 Hayato Chiba

In this paper, we extend the uniform regularity estimates obtained by M. Avellanda and F. Lin in the paper of Compactness methods in the theory of homogenization (Comm. Pure Appl. Math. 40(1987), no.6, 803-847) to the more general second…

Analysis of PDEs · Mathematics 2015-12-08 Qiang Xu

This work concerns continuous-time, continuous-space stochastic dynamical systems described by stochastic differential equations (SDE). It presents a new approach to compute probabilistic safety regions, namely sets of initial conditions of…

Probability · Mathematics 2023-01-12 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the…

Probability · Mathematics 2008-12-18 Bogdan Iftimie , Étienne Pardoux , Andrey Piatnitski

We study stochastic homogenization of a quasilinear parabolic PDE with nonlinear microscopic Robin conditions on a perforated domain. The focus of our work lies on the underlying geometry that does not allow standard homogenization…

Analysis of PDEs · Mathematics 2021-10-08 Martin Heida , Benedikt Jahnel , Anh Duc Vu

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…

Analysis of PDEs · Mathematics 2020-09-25 Benjamin Seeger

In this outline of a program, based on rigorous renormalization group theory, we introduce new definitions which allow one to formulate precise mathematical conjectures related to conformal invariance as studied by physicists in the area…

Probability · Mathematics 2019-11-18 Abdelmalek Abdesselam

Genetic association analyses often involve data from multiple potentially-heterogeneous subgroups. The expected amount of heterogeneity can vary from modest (e.g., a typical meta-analysis) to large (e.g., a strong gene--environment…

Methodology · Statistics 2014-04-15 Xiaoquan Wen , Matthew Stephens

In this note, we establish optimal lower and upper Gaussian bounds for the density of the solution to a class of stochastic integral equations driven by an additive spatially homogeneous Gaussian random field. The proof is based on the…

Probability · Mathematics 2009-12-21 David Nualart , Lluis Quer-Sardanyons

In this paper we study the rate of convergence of the eigenvalues of 1-dimensional rapidly oscillating $p-$laplacian type problems and find explicit order of convergence both in $k$ and in $\ve$. Moreover, explicit bounds on the constant…

Analysis of PDEs · Mathematics 2012-11-20 Julian Fernandez Bonder , Juan Pablo Pinasco , Ariel M. Salort

In the context of infinitesimal strain plasticity with hardening, we derive a stochastic homogenization result. We assume that the coefficients of the equation are random functions: elasticity tensor, hardening parameter and flow-rule…

Analysis of PDEs · Mathematics 2016-04-11 M. Heida , B. Schweizer

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…

Statistics Theory · Mathematics 2025-09-19 Haolin Zou , Heyuan Yao , Victor de la Peña

Numerical homogenization, i.e. the finite-dimensional approximation of solution spaces of PDEs with arbitrary rough coefficients, requires the identification of accurate basis elements. These basis elements are oftentimes found after a…

Numerical Analysis · Mathematics 2015-05-12 Houman Owhadi

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…

Machine Learning · Statistics 2015-06-19 Jacob Andreas , Maxim Rabinovich , Dan Klein , Michael I. Jordan