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In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…

概率论 · 数学 2019-09-04 Shambhu Nath Maurya , Koushik Saha

In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…

统计力学 · 物理学 2007-05-23 Jeremy M. Moix , Rigoberto Hernandez

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in…

偏微分方程分析 · 数学 2013-05-07 Joseph G. Conlon , Arash Fahim

We prove quenched stochastic homogenization for divergence-form elliptic equations, under the assumption that the coefficients are stationary, ergodic, integrable, and satisfy a coarse-grained ellipticity assumption. The ellipticity…

偏微分方程分析 · 数学 2026-05-12 Aidan Lau

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

概率论 · 数学 2025-07-01 Chetan D. Pahlajani

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

偏微分方程分析 · 数学 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

We study the homogenization of a Schrodinger equation in a periodic medium with a time dependent potential. This is a model for semiconductors excited by an external electromagnetic wave. We prove that, for a suitable choice of oscillating…

数学物理 · 物理学 2007-05-23 Gregoire Allaire , M. Vanninathan

We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the…

概率论 · 数学 2021-05-07 Martin Hairer , Étienne Pardoux

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

统计力学 · 物理学 2019-10-22 Denis Bernard , Tony Jin

In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…

偏微分方程分析 · 数学 2012-09-11 Russell W. Schwab

This paper presents two new approaches for finding the homogenized coefficients of multiscale elliptic PDEs. Standard approaches for computing the homogenized coefficients suffer from the so-called resonance error, originating from a…

数值分析 · 数学 2024-12-20 Assyr Abdulle , Doghonay Arjmand , Edoardo Paganoni

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

数值分析 · 数学 2012-11-09 A. -C. Egloffe , A. Gloria , J. -C. Mourrat , T. N. Nguyen

This paper studies quantitative homogenization of elliptic equations with random, uniformly elliptic coefficients that vanish in a union of random holes. Assuming an upper bound on the size of the holes and a separation condition between…

偏微分方程分析 · 数学 2025-06-03 Peter Bella , Matteo Capoferri , Mikhail Cherdantsev , Igor Velčić

We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…

偏微分方程分析 · 数学 2023-07-10 Wenjia Jing , Yiping Zhang

We present a general approach to the problem of determining the asymptotic order of the variance of the optimal score between two independent random sequences defined over an arbitrary finite alphabet. Our general approach is based on…

概率论 · 数学 2012-11-22 Jüri Lember , Heinrich Matzinger , Felipe Torres

We consider random conductance models with long range jumps on $\Z^d$, where the one-step transition probability from $x$ to $y$ is proportional to $w_{x,y}|x-y|^{-d-\alpha}$ with $\alpha\in (0,2)$. Assume that $\{w_{x,y}\}_{(x,y)\in E}$…

概率论 · 数学 2023-06-29 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

Homogenization is studied for a nonlinear elliptic boundary-value problem with a large nonlinear potential. More specifically we are interested in the asymptotic behavior of a sequence of p-Laplacians of the form $$…

偏微分方程分析 · 数学 2012-08-16 Hermann Douanla , Nils Svanstedt

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

统计力学 · 物理学 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

定量方法 · 定量生物学 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

This paper is concerned with space-time homogenization problems for damped wave equations with spatially periodic oscillating elliptic coefficients and temporally (arithmetic) quasi-periodic oscillating viscosity coefficients. Main results…

偏微分方程分析 · 数学 2021-07-13 Tomoyuki Oka