Related papers: On Bourgain's approach to stochastic homogenizatio…

We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…

We consider a class of elasticity equations in ${\mathbb R}^d$ whose elastic moduli depend on $n$ separated microscopic scales, are random and expressed as a linear expansion of a countable sequence of random variables which are…

We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…

This article is about the quantitative homogenization theory of linear elliptic equations in divergence form with random coefficients. We derive gradient estimates on the homogenization error, i.e. on the difference between the actual…

In this paper, we investigate the problems of Cauchy theory and exponential stability for the inhomogeneous Boltzmann equation without angular cut-off. We only deal with the physical case of hard potentials type interactions (with a…

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

We consider random elliptic equations in dimension $d\geq 3$ at small ellipticity contrast. We derive the large-distance asymptotic expansion of the annealed Green's function up to order $4$ in $d=3$ and up to order $d+2$ for $d\geq 4$. We…

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

When homogenizing elliptic partial differential equations, the so-called corrector problem is pivotal to compute the macroscale effective coefficients from the microscale information. To solve this corrector problem in the periodic setting,…

In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new…

We consider a variance reduction approach for the stochastic homogenization of divergence form linear elliptic problems. Although the exact homogenized coefficients are deterministic, their practical approximations are random. We introduce…

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

We show how it is possible to assess the rate of convergence in the Gaussian approximation of triangular arrays of $U$-statistics, built from wavelets coefficients evaluated on a homogeneous spherical Poisson field of arbitrary dimension.…

This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…

We numerically investigate, and improve upon, a computational approach originally introduced in [Cottereau, IJNME 2013] which aims at evaluating the effective coefficient of a medium modelled by a highly oscillatory coefficient. This…

We consider the Bayesian inverse homogenization problem of recovering the locally periodic two scale coefficient of a two scale elliptic equation, given limited noisy information on the solution. We consider both the uniform and the…