中文
相关论文

相关论文: Homogenization of Stochastic Conservation Laws wit…

200 篇论文

In this paper, we introduce concepts of pathwise random almost periodic and almost automorphic solutions for dynamical systems generated by non-autonomous stochastic equations. These solutions are pathwise stochastic analogues of…

动力系统 · 数学 2014-05-27 Bixiang Wang

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

生物物理 · 物理学 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

偏微分方程分析 · 数学 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

概率论 · 数学 2009-12-22 Raluca Balan , Ciprian Tudor

Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…

偏微分方程分析 · 数学 2012-05-01 Mamadou Sango , Jean Louis Woukeng

We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…

统计力学 · 物理学 2007-05-23 D. Valenti , A. Fiasconaro , B. Spagnolo

In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

偏微分方程分析 · 数学 2014-08-12 Paul André Razafimandimby , Jean Louis Woukeng

In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…

偏微分方程分析 · 数学 2020-12-15 Kelvin Cheung , Guopeng Li , Tadahiro Oh

We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…

概率论 · 数学 2009-11-23 Stefano Bonaccorsi , Ciprian Tudor

In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…

概率论 · 数学 2025-09-30 Huijie Qiao

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

偏微分方程分析 · 数学 2018-07-25 Stefan Neukamm , Mario Varga

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

偏微分方程分析 · 数学 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

偏微分方程分析 · 数学 2019-10-21 Ludovic Goudenège

Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…

偏微分方程分析 · 数学 2020-09-18 Luca Scarpa , Ulisse Stefanelli

We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…

偏微分方程分析 · 数学 2018-06-13 Scott Armstrong , Alexandre Bordas , Jean-Christophe Mourrat

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

概率论 · 数学 2016-06-21 Michael Rockner , Ionut Munteanu

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

统计力学 · 物理学 2016-12-07 Stanislav Burov , Moshe Gitterman

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

概率论 · 数学 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

We propose an abstract framework for the homogenization of random functionals which may contain non-convex terms, based on a two-scale $\Gamma$-convergence approach and a definition of Young measures on micropatterns which encodes the…

偏微分方程分析 · 数学 2017-08-07 Leonid Berlyand , Etienne Sandier , Sylvia Serfaty

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

概率论 · 数学 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann