5,600 research outputs found

    Edgeworth expansions for slow-fast systems with finite time scale separation

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    We derive Edgeworth expansions that describe corrections to the Gaussian limiting behaviour of slow-fast systems. The Edgeworth expansion is achieved using a semi-group formalism for the transfer operator, where a Duhamel-Dyson series is used to asymptotically determine the corrections at any desired order of the time scale parameter ε. The corrections involve integrals over higher-order auto-correlation functions. We develop a diagrammatic representation of the series to control the combinatorial wealth of the asymptotic expansion in ε and provide explicit expressions for the first two orders. At a formal level, the expressions derived are valid in the case when the fast dynamics is stochastic as well as when the fast dynamics is entirely deterministic. We corroborate our analytical results with numerical simulations and show that our method provides an improvement on the classical homogenization limit which is restricted to the limit of infinite time scale separation

    Corrections to Einstein's relation for Brownian motion in a tilted periodic potential

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    In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary tilts. Furthermore, we obtain power series expansions for the velocity and the diffusion coefficient as functions of the external forcing. Thus, we provide systematic corrections to Einstein's formula and to linear response theory. Our theoretical results are supported by extensive numerical simulations. For our numerical experiments we use a novel spectral numerical method that leads to a very efficient and accurate calculation of the effective velocity and the effective diffusion tensor.Comment: 29 pages, 7 figures, submitted to the Journal of Statistical Physic

    Kinetic decomposition for periodic homogenization problems

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    We develop an analytical tool which is adept for detecting shapes of oscillatory functions, is useful in decomposing homogenization problems into limit-problems for kinetic equations, and provides an efficient framework for the validation of multi-scale asymptotic expansions. We apply it first to a hyperbolic homogenization problem and transform it to a hyperbolic limit problem for a kinetic equation. We establish conditions determining an effective equation and counterexamples for the case that such conditions fail. Second, when the kinetic decomposition is applied to the problem of enhanced diffusion, it leads to a diffusive limit problem for a kinetic equation that in turn yields the effective equation of enhanced diffusion

    New homogenization approaches for stochastic transport through heterogeneous media

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    The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative jump coefficients can arise when transport operators are discretized on heterogeneous domains. Often this is dealt with through homogenization approximations by replacing the heterogeneous medium with an effective\textit{effective} homogeneous medium. In this work, we present a new class of homogenization approximations by considering a stochastic diffusive transport model on a one-dimensional domain containing an arbitrary number of layers with different jump rates. We derive closed form solutions for the kkth moment of particle lifetime, carefully explaining how to deal with the internal interfaces between layers. These general tools allow us to derive simple formulae for the effective transport coefficients, leading to significant generalisations of previous homogenization approaches. Here, we find that different jump rates in the layers gives rise to a net bias, leading to a non-zero advection, for the entire homogenized system. Example calculations show that our generalized approach can lead to very different outcomes than traditional approaches, thereby having the potential to significantly affect simulation studies that use homogenization approximations.Comment: 9 pages, 2 figures, accepted version of paper published in The Journal of Chemical Physic

    Higher-order pathwise theory of fluctuations in stochastic homogenization

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    We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order d2\frac{d}{2}, where dd is the spatial dimension; the fluctuations turn out to be Gaussian. As for previous work on the leading order, this higher-order characterization relies on a pathwise proximity of the macroscopic fluctuations of a general solution to those of the (higher-order) correctors, via a (higher-order) two-scale expansion injected into the homogenization commutator, thus confirming the scope of this notion. This higher-order generalization sheds a clearer light on the algebraic structure of the higher-order versions of correctors, flux correctors, two-scale expansions, and homogenization commutators. It reveals that in the same way as this algebra provides a higher-order theory for microscopic spatial oscillations, it also provides a higher-order theory for macroscopic random fluctuations, although both phenomena are not directly related. We focus on the model framework of an underlying Gaussian ensemble, which allows for an efficient use of (second-order) Malliavin calculus for stochastic estimates. On the technical side, we introduce annealed Calder\'on-Zygmund estimates for the elliptic operator with random coefficients, which conveniently upgrade the known quenched large-scale estimates.Comment: 57 page

    Multiscale Surrogate Modeling and Uncertainty Quantification for Periodic Composite Structures

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    Computational modeling of the structural behavior of continuous fiber composite materials often takes into account the periodicity of the underlying micro-structure. A well established method dealing with the structural behavior of periodic micro-structures is the so- called Asymptotic Expansion Homogenization (AEH). By considering a periodic perturbation of the material displacement, scale bridging functions, also referred to as elastic correctors, can be derived in order to connect the strains at the level of the macro-structure with micro- structural strains. For complicated inhomogeneous micro-structures, the derivation of such functions is usually performed by the numerical solution of a PDE problem - typically with the Finite Element Method. Moreover, when dealing with uncertain micro-structural geometry and material parameters, there is considerable uncertainty introduced in the actual stresses experienced by the materials. Due to the high computational cost of computing the elastic correctors, the choice of a pure Monte-Carlo approach for dealing with the inevitable material and geometric uncertainties is clearly computationally intractable. This problem is even more pronounced when the effect of damage in the micro-scale is considered, where re-evaluation of the micro-structural representative volume element is necessary for every occurring damage. The novelty in this paper is that a non-intrusive surrogate modeling approach is employed with the purpose of directly bridging the macro-scale behavior of the structure with the material behavior in the micro-scale, therefore reducing the number of costly evaluations of corrector functions, allowing for future developments on the incorporation of fatigue or static damage in the analysis of composite structural components.Comment: Appeared in UNCECOMP 201

    Water waves over a rough bottom in the shallow water regime

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    This is a study of the Euler equations for free surface water waves in the case of varying bathymetry, considering the problem in the shallow water scaling regime. In the case of rapidly varying periodic bottom boundaries this is a problem of homogenization theory. In this setting we derive a new model system of equations, consisting of the classical shallow water equations coupled with nonlocal evolution equations for a periodic corrector term. We also exhibit a new resonance phenomenon between surface waves and a periodic bottom. This resonance, which gives rise to secular growth of surface wave patterns, can be viewed as a nonlinear generalization of the classical Bragg resonance. We justify the derivation of our model with a rigorous mathematical analysis of the scaling limit and the resulting error terms. The principal issue is that the shallow water limit and the homogenization process must be performed simultaneously. Our model equations and the error analysis are valid for both the two- and the three-dimensional physical problems.Comment: Revised version, to appear in Annales de l'Institut Henri Poincar\'
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