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Related papers: Homogenisation of singular SPDEs

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In the paper we consider the solution of an advection equation with rapidly changing coefficients $\partial_t u_\eps+(1/\eps)V(t\eps^{-2},x/{\eps})\cdot\nabla_x u_\eps=0$ for $t<T$ and $u_\eps(T,x)=u_0(x)$, $x\in\bbR^d$. Here $\eps>0$ is…

Probability · Mathematics 2019-01-23 Tymoteusz Chojecki , Tomasz Komorowski

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…

Mathematical Physics · Physics 2008-09-08 Guillaume Bal

We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the…

Probability · Mathematics 2007-05-23 Francois Delarue

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof…

Probability · Mathematics 2009-01-15 Auguste Aman , Modeste N'Zi

A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients…

Numerical Analysis · Mathematics 2020-07-22 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

We consider, for $a,l\geq1,$ $b,s,\alpha>0,$ and $p>q\geq1,$ the homogeneous Dirichlet problem for the equation $-\Delta_{p}u=\lambda u^{q-1}+\beta u^{a-1}\left\vert \nabla u\right\vert ^{b}+mu^{l-1}e^{\alpha u^{s}}$ in a smooth bounded…

Analysis of PDEs · Mathematics 2023-05-04 Anderson L. A. de Araujo , Grey Ercole , Julio C. Lanazca Vargas

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

For microscale heterogeneous PDEs, this article further develops novel theory and methodology for their macroscale mathematical/asymptotic homogenization. This article specifically encompasses the case of quasi-periodic heterogeneity with…

Analysis of PDEs · Mathematics 2022-09-08 A. J. Roberts

We perform the homogenization of the semilinear elliptic problem \begin{equation*} \begin{cases} u^\varepsilon \geq 0 & \mbox{in} \; \Omega^\varepsilon,\\ \displaystyle - div \,A(x) D u^\varepsilon = F(x,u^\varepsilon) & \mbox{in} \;…

Analysis of PDEs · Mathematics 2017-05-29 Daniela Giachetti , Pedro J. Martínez-Aparicio , François Murat

We continue the program initiated in a previous work, of applying integro-differential methods to Neumann Homogenization problems. We target the case of linear periodic equations with a singular drift, which includes (with some regularity…

Analysis of PDEs · Mathematics 2019-10-07 Nestor Guillen , Russell W. Schwab

In this manuscript, we establish the existence and sharp geometric regularity estimates for bounded solutions of a class of quasilinear parabolic equations in non-divergence form with non-homogeneous degeneracy. The model equation in this…

Analysis of PDEs · Mathematics 2025-03-07 Junior da Silva Bessa , João Vitor da Silva , Ginaldo de Santana Sá

We consider the inverse problem of determining the highly oscillatory coefficient $a^\epsilon$ in partial differential equations of the form $-\nabla\cdot (a^\epsilon\nabla u^\epsilon)+bu^\epsilon = f$ from given measurements of the…

Numerical Analysis · Mathematics 2016-10-26 Christina Frederick , Bjorn Engquist

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

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,…

Analysis of PDEs · Mathematics 2016-03-08 Marcus Waurick

The two-scale computational homogenization method is proposed for modelling of locally periodic fluid-saturated media subjected a to large deformation induced by quasistatic loading. The periodic heterogeneities are relevant to the…

Numerical Analysis · Mathematics 2022-02-11 Vladimír Lukeš , Eduard Rohan

We consider an homogenization problem for the second order elliptic equation $- \Delta u^{\varepsilon} + \dfrac{1}{\varepsilon} V(./\varepsilon) u^{\varepsilon} + \nu u^{\varepsilon} =f$ when the highly oscillatory potential $V$ belongs to…

Analysis of PDEs · Mathematics 2022-06-01 Rémi Goudey , Claude Le Bris

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

In this paper, we study the regularities of solutions of nonlinear stochastic partial differential equations in the framework of Hilbert scales. Then we apply our general result to several typical nonlinear SPDEs such as stochastic Burgers…

Probability · Mathematics 2008-01-28 Xicheng Zhang