相关论文: Homogenization of Stochastic Conservation Laws wit…

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

This note addresses the homogenization error for linear elliptic equations in divergence-form with random stationary coefficients. The homogenization error is measured by comparing the quenched Green's function to the Green's function…

Conservation laws are computed for various nonlinear partial differential equations that arise in elasticity and acoustics. Using a scaling homogeneity approach, conservation laws are established for two models describing shear wave…

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…

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…

A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

We prove existence of martingale solutions for the stochastic Cahn-Hilliard equation with degenerate mobility and multiplicative Wiener noise. The potential is allowed to be of logarithmic or double-obstacle type. By extending to the…

We use the notion of stochastic two-scale convergence to solve the problem of stochastic homogenization of the elastic plate in the bending regime.

We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…

Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…

We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…

Detecting and recovering a low-rank signal in a noisy data matrix is a fundamental task in data analysis. Typically, this task is addressed by inspecting and manipulating the spectrum of the observed data, e.g., thresholding the singular…