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Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Generalizing the well-known relations on characteristic functions on a plane to the case of a one-dimensional regular surface (curve) with compact support, we establish implicit equations for these functions. Introducing an approximation,…

Probability · Mathematics 2007-05-23 D. S. Grebenkov

In this paper, we study the sharp interface limit for solutions of the Cahn-Hilliard equation with disparate mobilities. This means that the mobility function degenerates in one of the two energetically favorable configurations, suppressing…

Analysis of PDEs · Mathematics 2022-01-19 Milan Kroemer , Tim Laux

Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…

Classical Analysis and ODEs · Mathematics 2012-07-12 Lenka Halčinová , Ondrej Hutník , Radko Mesiar

We prove convergence of the nonlocal Allen-Cahn equation to mean curvature flow in the sharp interface limit, in the situation when the parameter corresponding to the kernel goes to zero fast enough with respect to the diffuse interface…

Analysis of PDEs · Mathematics 2024-10-14 Helmut Abels , Christoph Hurm , Maximilian Moser

We study the metastable dynamics of a discretised version of the mass-conserving stochastic Allen-Cahn equation. Consider a periodic one-dimensional lattice with $N$ sites, and attach to each site a real-valued variable, which can be…

Probability · Mathematics 2016-01-12 Nils Berglund , Sébastien Dutercq

We study the additive functional $X_n(\alpha)$ on conditioned Galton-Watson trees given, for arbitrary complex $\alpha$, by summing the $\alpha$th power of all subtree sizes. Allowing complex $\alpha$ is advantageous, even for the study of…

Probability · Mathematics 2021-04-08 James Allen Fill , Svante Janson

We study properties of action-minimizing invariant sets for Tonelli Lagrangian and Hamiltonian systems and weak KAM solutions to the Hamilton-Jacobi equation in terms of Mather's averaging functions. Our principal discovery is that exposed…

Dynamical Systems · Mathematics 2022-11-01 Shoya Motonaga

An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…

We study functional convergence of sums of moving averages with random coefficients and heavy-tailed innovations. Under some standard moment conditions and the assumption that all partial sums of the series of coefficients are a.s. bounded…

Probability · Mathematics 2018-08-22 Danijel Krizmanić

This work investigates the vector-valued Allen-Cahn equation with potentials of high-dimensional double-wells under Robin boundary conditions. We establish local-in-time convergence of solutions to mean curvature flow with a fixed contact…

Analysis of PDEs · Mathematics 2025-06-03 Xingyu Wang

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…

Statistical Mechanics · Physics 2010-11-25 Shai Carmi , Lior Turgeman , Eli Barkai

We consider the sharp interface limit of the Allen-Cahn equation with Dirichlet or dynamic boundary conditions and give a varifold characterization of its limit which is formally a mean curvature flow with Dirichlet or dynamic boundary…

Analysis of PDEs · Mathematics 2020-12-29 Yoshikazu Giga , Fumihiko Onoue , Keisuke Takasao

We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…

Analysis of PDEs · Mathematics 2020-01-07 Carlo Orrieri , Luca Scarpa

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We study the steady states and the coarsening dynamics in a one dimensional driven non-conserved system modelled by the so called driven Allen-Cahn equation, which is the standard Allen-Cahn equation with an additional driving force. In…

Statistical Mechanics · Physics 2022-08-17 Rajiv G Pereira

We study Neumann functions for divergence form, second order elliptic systems with bounded measurable coefficients in a bounded Lipschitz domain or a Lipschitz graph domain. We establish existence, uniqueness, and various estimates for the…

Analysis of PDEs · Mathematics 2014-09-25 Jongkeun Choi , Seick Kim

We study a diffuse interface model describing the motion of two viscous fluids driven by the surface tension in a Hele-Shaw cell. The full system consists of the Cahn-Hilliard equation coupled with the Darcy's law. We address the physically…

Analysis of PDEs · Mathematics 2019-03-12 Andrea Giorgini

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

The asymptotic behavior of an anisotropic Cahn-Hilliard functional with prescribed mass and Dirichlet boundary condition is studied when the parameter epsilon that determines the width of the transition layers tends to zero. The double-well…

Analysis of PDEs · Mathematics 2014-06-19 Gianni Dal Maso , Irene Fonseca , Giovanni Leoni
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