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Divergence-form operators with random coefficients homogenize over large scales. Over the last decade, an intensive research effort focused on turning this asymptotic statement into quantitative estimates. The goal of this note is to review…

数学物理 · 物理学 2019-05-01 Jean-Christophe Mourrat

In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…

概率论 · 数学 2013-05-07 Etienne Pardoux , Ahmadou Bamba Sow

Thermodynamic quantities, like heat, entropy, or work, are random variables, in stochastic systems. Here, we investigate the statistics of the heat exchanged by a Brownian particle subjected to a logarithm-harmonic potential. We derive…

统计力学 · 物理学 2021-12-08 Pedro V. Paraguassú , Welles A. M Morgado

We consider a discrete elliptic equation on the $d$-dimensional lattice $\mathbb{Z}^d$ with random coefficients $A$ of the simplest type: they are identically distributed and independent from edge to edge. On scales large w.r.t. the lattice…

概率论 · 数学 2011-04-08 Antoine Gloria , Felix Otto

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

概率论 · 数学 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

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…

数学物理 · 物理学 2017-09-19 Jeremiah Birrell , Jan Wehr

We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…

数学物理 · 物理学 2015-05-13 Guillaume Bal

We consider uniformly elliptic coefficient fields that are randomly distributed according to a stationary ensemble of a finite range of dependence. We show that the gradient and flux $(\nabla\phi,a(\nabla \phi+e))$ of the corrector $\phi$,…

偏微分方程分析 · 数学 2016-05-06 Antoine Gloria , Felix Otto

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…

偏微分方程分析 · 数学 2020-05-05 Nicolas Forcadel , Fayad Rim , Ibrahim Hassan

We analyze the weak-coupling limit of the random Schr\"odinger equation with low frequency initial data and a slowly decorrelating random potential. For the probing signal with a sufficiently long wavelength, we prove a homogenization…

数学物理 · 物理学 2015-08-10 Yu Gu , Lenya Ryzhik

The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…

统计力学 · 物理学 2007-05-23 Maria K. Koleva , Valery C. Covachev

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

This article is about the quantitative homogenization theory of linear elliptic equations in divergence form with random coefficients. We derive gradient estimates on the homogenization error, i.e. on the difference between the actual…

偏微分方程分析 · 数学 2020-05-19 Marc Josien , Felix Otto

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

数值分析 · 数学 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

We analyze the behavior of an ensemble of inertial particles in a one-dimensional smooth Gaussian velocity field, in the limit of large inertia, but considering a finite correlation time for the random field. We derive in this limit a…

统计力学 · 物理学 2009-11-13 Piero Olla , Raffaella Vuolo

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…

统计力学 · 物理学 2016-10-26 Matthew J. Russell , Oliver E. Jensen , Tobias Galla

In this paper, for a family of second-order elliptic equations with rapidly oscillating periodic coefficients and rapidly oscillating periodic potentials, we are interested in the $H^1$ convergence rates and the Dirichlet eigenvalues and…

偏微分方程分析 · 数学 2022-07-29 Yiping Zhang

From the sampling of data to the initialisation of parameters, randomness is ubiquitous in modern Machine Learning practice. Understanding the statistical fluctuations engendered by the different sources of randomness in prediction is…

机器学习 · 统计学 2022-10-03 Bruno Loureiro , Cédric Gerbelot , Maria Refinetti , Gabriele Sicuro , Florent Krzakala

This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…

概率论 · 数学 2010-08-20 Antoine Gloria , Jean-Christophe Mourrat

We have developed a theory for inhomogeneous systems that allows for incorporation of effects of mesoscopic fluctuations. A hierarchy of equations relating the correlation and direct correlation functions for the local excess $\phi({\bf…

统计力学 · 物理学 2016-09-21 Alina Ciach , Wojciech T. Gozdz