AbstractWe study the long time transport property of conservative systems perturbed by a small white noise. We introduce the dissipation and martingale times and show how they are related to the diffusion time on which a limit theorem is valid. The limit theorem is a probabilistic version of homogenization with vanishing molecular diffusion. Examples of nontrivial time scales are given
Consider a fast-slow system of ordinary differential equations of the form x ̇ = a(x, y)+ε−1b(x, y)...
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a sin...
AbstractWe consider a one-dimensional diffusion process with coefficients that are periodic outside ...
AbstractWe study the long time transport property of conservative systems perturbed by a small white...
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and lon...
International audienceiffusive phenomena in statistical mechanics and in other fields arise from mar...
We study the long-time dynamics of 2D linear Fokker–Planck equations driven by a drift that can be d...
We study the problem of homogenization for inertial particles moving in a time-dependent random velo...
Abstract. We study the problem of homogenization for inertial particles moving in a time dependent r...
The volume of a Wiener sausage constructed from a diffusion process with periodic, mean-zero, diverg...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
We show that the effective diffusivity matrix D(V^n) for the heat operator ∂_t − (Δ/2 − ∇V^n∇) in a ...
This paper is concerned with the asymptotic behavior solutions of stochastic differential equations ...
In this paper we study the problem of the numerical calculation (by Monte Carlo methods) of the effe...
104 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2002.We consider a two-dimensional...
Consider a fast-slow system of ordinary differential equations of the form x ̇ = a(x, y)+ε−1b(x, y)...
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a sin...
AbstractWe consider a one-dimensional diffusion process with coefficients that are periodic outside ...
AbstractWe study the long time transport property of conservative systems perturbed by a small white...
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and lon...
International audienceiffusive phenomena in statistical mechanics and in other fields arise from mar...
We study the long-time dynamics of 2D linear Fokker–Planck equations driven by a drift that can be d...
We study the problem of homogenization for inertial particles moving in a time-dependent random velo...
Abstract. We study the problem of homogenization for inertial particles moving in a time dependent r...
The volume of a Wiener sausage constructed from a diffusion process with periodic, mean-zero, diverg...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
We show that the effective diffusivity matrix D(V^n) for the heat operator ∂_t − (Δ/2 − ∇V^n∇) in a ...
This paper is concerned with the asymptotic behavior solutions of stochastic differential equations ...
In this paper we study the problem of the numerical calculation (by Monte Carlo methods) of the effe...
104 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2002.We consider a two-dimensional...
Consider a fast-slow system of ordinary differential equations of the form x ̇ = a(x, y)+ε−1b(x, y)...
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a sin...
AbstractWe consider a one-dimensional diffusion process with coefficients that are periodic outside ...