Related papers: Probabilistic approach to homogenization for a typ…
We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…
We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…
A large class of initial-boundary value problems of linear evolution partial differential equations formulated on the half-line is analyzed via the unified transform method. In particular, explicit formulae are presented for the generalized…
We study a homogenization question for stochastic divergence type operator
Duhamel's principle reduces the Cauchy problem for an inhomogeneous partial differential equation to the corresponding homogeneous problem. In the fractional-order setting, the classical principle does not apply directly because fractional…
Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…
In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…
We present a Hilbert space perspective to homogenization of standard linear evolutionary boundary value problems in mathematical physics and provide a unified treatment for (non-)periodic homogenization problems in thermodynamics,…
Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. In this paper, we will establish an averaging principle for multiscale stochastic linearly…
The work concerns deviation estimates for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the large deviation principle for them by the weak convergence approach. Then the central limit theorem for them…
We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
The Dirichlet-to-Neumann map associated to an elliptic partial differential equation becomes multivalued when the underlying Dirichlet problem is not uniquely solvable. The main objective of this paper is to present a systematic study of…
We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$, for $\mu$ we assume only $\sigma$-additivity in probability. The time averaging of the equation is considered, uniform a.…
The study of homogenization results has long been a central focus in the field of mathematical analysis, particularly for equations without lower-order terms. However, the importance of studying homogenization results for parabolic…
In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…
The aim of this paper is to introduce several notions of homogenization in various classes of weighted means, which include quasiarithmetic and semideviation means. In general, the homogenization is an operator which attaches a homogeneous…