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We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level…

Analysis of PDEs · Mathematics 2014-02-24 Benjamin J. Fehrman

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…

Probability · Mathematics 2017-01-03 Mikhail Kamenski , Omar Mellah , Paul Raynaud de Fitte

In this work we present the homogenization of a reaction-diffusion model that includes an evolving microstructure. Such type of problems model, for example, mineral dissolution and precipitation in a porous medium. Hence, we are dealing…

Analysis of PDEs · Mathematics 2022-05-09 Markus Gahn , Iuliu Sorin Pop

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

Dynamic homogenization aims at describing the macroscopic characteristics of wave propagation in microstructured systems. Using a simple method, we derive frequency-dependent homogenized parameters that reproduce the exact dispersion…

Applied Physics · Physics 2018-08-01 René Pernas-Salomón , Gal Shmuel

We are concerned with the homogenization of second-order linear elliptic equations with random coefficient fields. For symmetric coefficient fields with only short-range correlations, quantified through a logarithmic Sobolev inequality for…

Analysis of PDEs · Mathematics 2016-11-08 Peter Bella , Benjamin Fehrman , Julian Fischer , Felix Otto

Diffusion behaviors of heterogeneous materials are of paramount importance in many engineering problems. Numerical models that take into account the internal structure of such materials are robust but computationally very expensive. This…

Numerical Analysis · Mathematics 2023-12-18 Jan Eliáš , Hao Yin , Gianluca Cusatis

We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via…

Analysis of PDEs · Mathematics 2017-10-31 Chris Finlay , Adam M. Oberman

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

In this article, we consider the problem of homogenising the linear heat equation perturbed by a rapidly oscillating random potential. We consider the situation where the space-time scaling of the potential's oscillations is \textit{not}…

Analysis of PDEs · Mathematics 2014-09-22 Martin Hairer , Etienne Pardoux , Andrey Piatnitski

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

Probability · Mathematics 2025-04-10 Sebastian Andres

This article studies the homogenization of hyperbolic-parabolic equations in porous media with tiny holes. We assume that the holes are periodically distributed and that the coefficients of the equations are periodic. Using the multi-scale…

Analysis of PDEs · Mathematics 2017-03-09 Hermann Douanla , Erick Tetsadjio

Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…

Numerical Analysis · Mathematics 2020-11-24 Nathan G. March , Elliot J. Carr , Ian W. Turner

We consider an elliptic equation with purely imaginary, highly heterogeneous, and large random potential with a sufficiently rapidly decaying correlation function. We show that its solution is well approximated by the solution to a…

Analysis of PDEs · Mathematics 2013-11-26 Guillaume Bal , Ningyao Zhang

We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…

Probability · Mathematics 2009-09-18 Remi Rhodes

In this paper, we consider a non-local approximation of the time-dependent Eikonal equation defined on a Riemannian manifold. We show that the local and the non-local problems are well-posed in the sense of viscosity solutions and we prove…

Analysis of PDEs · Mathematics 2024-09-23 Jalal M. Fadili , Nicolas Forcadel , Rita Zantout

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…

Analysis of PDEs · Mathematics 2017-02-14 Zhongwei Shen , Jinping Zhuge

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…

Numerical Analysis · Mathematics 2021-03-08 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni