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For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and was deduced from the…

Probability · Mathematics 2012-06-25 Mu-Fa Chen

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 present an elementary non-recursive formula for the multivariate moments of the Dirichlet distribution on the standard simplex, in terms of the pattern inventory of the moments' exponents. We obtain analog formulas for the multivariate…

Probability · Mathematics 2023-09-21 Lorenzo Dello Schiavo , Filippo Quattrocchi

A novel approach to critical-contrast homogenisation for periodic PDEs is proposed, via an explicit asymptotic analysis of Dirichlet-to-Neumann operators. Norm-resolvent asymptotics for non-uniformly elliptic problems with highly…

Analysis of PDEs · Mathematics 2020-05-05 Kirill Cherednichenko , Yulia Ershova , Alexander Kiselev

A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…

Information Theory · Computer Science 2016-11-17 Junekey Jeon

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

Dynamical Systems · Mathematics 2022-07-19 Alexey Korepanov , Zemer Kosloff , Ian Melbourne

We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and…

Optimization and Control · Mathematics 2016-08-16 Maïtine Bergounioux , Mounir Haddou

The aim of this paper is to give a new proof of the complete characterization of measures for which there exist a solution of the Dirichlet problem for the complex Monge-Ampere operator in the set of plurisubharmonic functions with finite…

Complex Variables · Mathematics 2010-05-04 Per Ahag , Urban Cegrell , Rafal Czyz

We study a multi-objective variational problem of Herglotz' type with cooperative linear coupling. We established the associated Euler-Lagrange equations and the characteristic system for cooperative weakly coupled systems of…

Analysis of PDEs · Mathematics 2021-04-16 Wei Cheng , Kai Zhao , Min Zhou

We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…

Probability · Mathematics 2021-04-30 Charles-Edouard Bréhier

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

Probability · Mathematics 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

A mixed Dirichlet-Neumann problem is regularized with a family of singularly perturbed Neumann-Robin boundary problems, parametrized by $\varepsilon > 0$. Using an asymptotic development by Gamma-convergence, the asymptotic behavior of the…

Analysis of PDEs · Mathematics 2018-10-05 Giovanni Gravina , Giovanni Leoni

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

We consider the large-scale regularity of solutions to second-order linear elliptic equations with random coefficient fields. In contrast to previous works on regularity theory for random elliptic operators, our interest is in the…

Analysis of PDEs · Mathematics 2016-10-26 Julian Fischer , Claudia Raithel

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

Numerical Analysis · Mathematics 2019-02-20 Houman Owhadi , Lei Zhang , Leonid Berlyand

This paper is concerned with the homogenization of Dirichlet problem of elliptic systems in a bounded, smooth domain of finite type. Both the coefficients of the elliptic operator and the Dirichlet boundary data are assumed to be periodic…

Analysis of PDEs · Mathematics 2017-02-14 Jinping Zhuge

We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_t+L)u+f(\cdot,\cdot,u, \nabla u\sigma)=0$ on $[0,T]\times \mathbb{R}^d\qquad u_T=\phi$, where $L$ is a possibly degenerate second…

Probability · Mathematics 2012-01-17 Rongchan Zhu

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…

Analysis of PDEs · Mathematics 2017-02-09 Charles L. Epstein , Camelia A. Pop

We consider periodic homogenization with localized defects for semilinear elliptic equations and systems of the type $$ \nabla\cdot\Big(\Big(A(x/\varepsilon)+B(x/\varepsilon)\Big)\nabla u(x)+c(x,u(x)\Big)=d(x,u(x)) \mbox{ in } \Omega $$…

Analysis of PDEs · Mathematics 2025-02-20 Lutz Recke