We discuss variational formulas for the law of large numbers limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation …
SN Armstrong, HV Tran, Y Yu - Calculus of Variations and Partial …, 2015 - Springer
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton– Jacobi equations. The new idea is to introduce a family of “sub-equations” and to control …
We study the ergodic theory of stationary directed nearest-neighbor polymer models on Z^ 2 Z 2, with iid weights. Such models are equivalent to specifying a stationary distribution on …
We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a …
We consider a finite horizon stochastic optimal control problem for nearest-neighbor random walk {X_i\} on the set of integers. The cost function is the expectation of the exponential of …
A Yilmaz - Journal of Differential Equations, 2021 - Elsevier
We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary & ergodic setting in one space dimension. Our assumptions include most notably the …
We establish a variational formula for the exponential decay rate of the Green function of Brownian motion evolving in a random stationary and ergodic nonnegative potential. Such a …
A Piatnitski, V Rybalko - Communications in Partial Differential …, 2016 - Taylor & Francis
The paper deals with a Dirichlet spectral problem for a singularly perturbed second order elliptic operator with rapidly oscillating locally periodic coefficients. We study the limit …