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We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a…

Statistical Mechanics · Physics 2015-05-13 Céline Nadal , Satya N. Majumdar

We investigate the singular limit, as $\ep \to 0$, of the Fisher equation $\partial_t u=\ep \Delta u + \ep ^{-1}u(1-u)$ in the whole space. We consider initial data with compact support plus perturbations with {\it slow exponential decay}.…

Analysis of PDEs · Mathematics 2010-04-13 Matthieu Alfaro , Arnaud Ducrot

The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…

Probability · Mathematics 2024-06-10 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while…

Probability · Mathematics 2012-12-03 Gregory F. Lawler , Brigitta Vermesi

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

Numerical Analysis · Mathematics 2025-11-13 Zhihui Liu

In this paper, we derive a thermodynamically consistent non-isothermal diffuse interface model for phase transition and interface evolution involving heat transfer. This model is constructed by integrating concepts from classical…

Analysis of PDEs · Mathematics 2025-08-05 Chun Liu , Jan-Eric Sulzbach , Yiwei Wang

We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…

Probability · Mathematics 2023-07-04 Hung D. Nguyen

We consider continuous time interlacements on Z^d, with d bigger or equal to 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian…

Probability · Mathematics 2014-02-20 Alain-Sol Sznitman

We study spontaneous imbibition using a phase field model in a two dimensional system with a dichotomic quenched noise. By imposing a constant pressure $\mu_{a}<0$ at the origin, we study the case when the interface advances at low…

Disordered Systems and Neural Networks · Physics 2009-11-11 M. Pradas , A. Hernández-Machado

A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…

Mathematical Physics · Physics 2016-03-16 Susanne Hilger

We study a coarsening model describing the dynamics of interfaces in the one-dimensional Allen-Cahn equation. Given a partition of the real line into intervals of length greater than one, the model consists in constantly eliminating the…

Analysis of PDEs · Mathematics 2007-05-23 Th. Gallay , A. Mielke

We prove rigorously the convergence of the Cahn-Larch\'e system, which is a Cahn-Hilliard system coupled with the system of linearized elasticity, to a modified Hele-Shaw problem as long as a classical solution of the latter system exists.…

Analysis of PDEs · Mathematics 2014-03-06 Helmut Abels , Stefan Schaubeck

We consider the long time statistics of a one-dimensional stochastic Ginzburg-Landau equation with cubic nonlinearity while being subjected to random perturbations via an additive Gaussian noise. Under the assumption that sufficiently many…

Probability · Mathematics 2024-05-21 Hung D. Nguyen

The continuous-space symbiotic branching model describes the evolution of two interacting populations that can reproduce locally only in the simultaneous presence of each other. If started with complementary Heaviside initial conditions,…

Probability · Mathematics 2016-03-16 Jochen Blath , Matthias Hammer , Marcel Ortgiese

We extend the recent rigorous convergence result of Abels and the second author (arXiv preprint 2105.08434) concerning convergence rates for solutions of the Allen-Cahn equation with a nonlinear Robin boundary condition towards evolution by…

Analysis of PDEs · Mathematics 2021-12-22 Sebastian Hensel , Maximilian Moser

We study the asymptotic limit of diffused surface energy in the van der Waals--Cahn--Hillard theory when an advection term is added and the energy is uniformly bounded. We prove that the limit interface is an integral varifold and the…

Analysis of PDEs · Mathematics 2020-10-12 Yoshihiro Tonegawa , Yuki Tsukamoto

We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…

Probability · Mathematics 2010-05-14 Martin Hairer , Charles Manson

In this paper, we introduce an extension of a Brownian bridge with a random length by including uncertainty also in the pinning level of the bridge. The main result of this work is that unlike for deterministic pinning point, the bridge…

Probability · Mathematics 2021-12-22 Mohammed Louriki
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