Related papers: Homogenized dynamics of stochastic partial differe…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
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…
We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…
This paper deals with the homogenization of the Poisson equation in a bounded domain of $\mathbb{R}^d$, $d>2$, which is perforated by a random number of small spherical holes with random radii and positions. We show that for a class of…
We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
Exotic behaviour of mechanical metamaterials often relies on an internal transformation of the underlying microstructure triggered by its local instabilities, rearrangements, and rotations. Depending on the presence and magnitude of such a…
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…
The asymptotic behavior of the solution of an infinite set of Smoluchowski's discrete coagulation-fragmentation-diffusion equations with non-homogeneous Neumann boundary conditions, defined in a periodically perforated domain, is analyzed.…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
The paper presents a new type of weakly nonlinear two-scale model of controllable periodic porous piezoelectric structures saturated by Newtonian fluids. The flow is propelled by peristaltic deformation of microchannels which is induced due…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
In this paper homogenization of a mathematical model for biomechanics of a plant tissue with randomly distributed cells is considered. Mechanical properties of a plant tissue are modelled by a strongly coupled system of…
A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…