Random walks in random environments

O Zeitouni - Journal of Physics A: Mathematical and General, 2006 - iopscience.iop.org
Random walks in random environments and their diffusion analogues have been a source
of surprising phenomena and challenging problems, especially in the non-reversible …

Large deviations

SRS Varadhan - Proceedings of the International Congress of …, 2010 - World Scientific
Abstract The theory of Large Deviations deals with techniques for estimating probabilities of
rare events. These probabilities are exponentially small in a natural parameter and the task …

Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization

H Owhadi, L Zhang, L Berlyand - ESAIM: Mathematical Modelling …, 2014 - cambridge.org
We introduce a new variational method for the numerical homogenization of divergence
form elliptic, parabolic and hyperbolic equations with arbitrary rough (L∞) coefficients. Our …

Asymptotic and numerical homogenization

B Engquist, PE Souganidis - Acta Numerica, 2008 - cambridge.org
Homogenization is an important mathematical framework for developing effective models of
differential equations with oscillations. We include in the presentation techniques for …

[图书][B] An introduction to fronts in random media

J Xin - 2009 - books.google.com
This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or
interfaces in random media) to senior undergraduates and beginning grad uate students …

[图书][B] Homogenization Theory for Multiscale Problems

X Blanc, C Le Bris - 2023 - Springer
MS&A publishes advanced textbooks and research-level monographs that will illustrate the
scientific foundations of the modeling and simulation process as well as concrete instances …

Rates of convergence for the homogenization of fully nonlinear uniformly elliptic pde in random media

LA Caffarelli, PE Souganidis - Inventiones mathematicae, 2010 - Springer
We establish a logarithmic-type rate of convergence for the homogenization of fully
nonlinear uniformly elliptic second-order pde in strongly mixing media with similar, ie …

[PDF][PDF] Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications

PL Lions, PE Souganidis - Annales de l'IHP Analyse non linéaire, 2005 - numdam.org
We study the homogenization of fully nonlinear degenerate second-order pde, with
“ellipticity” of the same order as the space oscillations, in periodic and almost periodic. As a …

Averaging principle and normal deviations for multiscale stochastic systems

M Röckner, L Xie - Communications in Mathematical Physics, 2021 - Springer
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical
system with non-smooth coefficients. Depending on the averaging regime and the …

Stochastic homogenization of quasilinear Hamilton–Jacobi equations and geometric motions

S Armstrong, P Cardaliaguet - Journal of the European Mathematical …, 2018 - ems.press
We study random homogenization of second-order, degenerate and quasilinear Hamilton–
Jacobi equations which are positively homogeneous in the gradient. Included are the …