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For a homogenization problem associated to a linear elliptic operator, we prove the existence of a distributional corrector and we find an approximation scheme for the homogenized coefficients. We also study the convergence rates in the…

偏微分方程分析 · 数学 2022-11-07 Willi Jäger , Antoine Tambue , Jean Louis Woukeng

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…

概率论 · 数学 2013-09-24 Carl Lindberg , Holger Rootzén

Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…

凝聚态物理 · 物理学 2015-06-25 Mangal C. Mahato , T. P. Pareek , A. M. Jayannavar

We study the quantum version of a simplified model of optimization problems, where quantum fluctuations are introduced by a transverse field acting on the qubits. We find a complex low-energy spectrum of the quantum Hamiltonian,…

统计力学 · 物理学 2010-10-13 Laura Foini , Guilhem Semerjian , Francesco Zamponi

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

机器学习 · 统计学 2020-12-25 Yunbei Xu , Assaf Zeevi

A renormalization-group and bosonization approach for a multi-band Hubbard Hamiltonian in one dimension is described. Based on the limit of many bands, it is argued that this Hamiltonian with bare repulsive electron-electron interactions is…

凝聚态物理 · 物理学 2009-10-22 M. I. Salkola , A. V. Balatsky

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

数值分析 · 数学 2021-02-03 Ting Wang , Jaroslaw Knap

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

数学物理 · 物理学 2019-06-26 Martin Kolb , Matthias Liesenfeld

Variational inequalities have gained significant attention in machine learning and optimization research. While stochastic methods for solving these problems typically assume independent data sampling, we investigate an alternative approach…

最优化与控制 · 数学 2025-10-22 Daniil Medyakov , Gleb Molodtsov , Grigoriy Evseev , Egor Petrov , Aleksandr Beznosikov

Numerical multiscale methods usually rely on some coupling between a macroscopic and a microscopic model. The macroscopic model is incomplete as effective quantities, such as the homogenized material coefficients or fluxes, are missing in…

数值分析 · 数学 2021-03-23 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…

定量方法 · 定量生物学 2012-02-07 Chia Ying Lee

We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…

概率论 · 数学 2026-05-01 Pablo Ramses Alonso-Martin

We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…

混沌动力学 · 物理学 2007-07-24 M. P John , P. U Jijo , V. M Nandakumaran

A key quantity that occurs in the error analysis of several numerical methods for eigenvalue problems is the distance between the eigenvalue of interest and the next nearest eigenvalue. When we are interested in the smallest or fundamental…

数值分析 · 数学 2024-12-20 Alexander D. Gilbert , Ivan G. Graham , Robert Scheichl , Ian H. Sloan

This paper proposes a novel collocation-type numerical stochastic homogenization method for prototypical stochastic homogenization problems with random coefficient fields of small correlation lengths. The presented method is based on a…

数值分析 · 数学 2024-11-05 Moritz Hauck , Hannah Mohr , Daniel Peterseim

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

偏微分方程分析 · 数学 2016-11-11 Benjamin Seeger

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

数值分析 · 数学 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

In recent years considerable advances have been made in quantitative homogenization of partial differential equations in the periodic and non-periodic settings. This monograph surveys the theory of quantitative homogenization for…

偏微分方程分析 · 数学 2017-11-01 Zhongwei Shen

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

凝聚态物理 · 物理学 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…

偏微分方程分析 · 数学 2017-01-16 Martin Heida , Sergiy Nesenenko
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