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Related papers: Tightness for a stochastic Allen--Cahn equation

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A description of the short time behavior of solutions of the Allen-Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an…

Probability · Mathematics 2015-05-13 Hendrik Weber

This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $\epsilon \rightarrow…

Numerical Analysis · Mathematics 2015-05-18 Xiaobing Feng , Yukun Li , Yi Zhang

This paper studies the sharp interface limit for a mass conserving Allen-Cahn equation added an external noise and derives a stochastically perturbed mass conserving mean curvature flow in the limit. The stochastic term destroys the precise…

Probability · Mathematics 2016-12-30 Tadahisa Funaki , Satoshi Yokoyama

Consider the Allen-Cahn equation on the $d$-dimensional torus, $d=2,3$, in the sharp interface limit. As it is well known, the limiting dynamics is described by the motion by mean curvature of the interface between the two stable phases.…

Probability · Mathematics 2017-03-03 Lorenzo Bertini , Paolo Buttà , Adriano Pisante

We study perturbations of the Allen-Cahn equation and prove the convergence to forced mean curvature flow in the sharp interface limit. We allow for perturbations that are square-integrable with respect to the diffuse surface area measure.…

Analysis of PDEs · Mathematics 2009-02-12 Luca Mugnai , Matthias Röger

In this paper we study a sharp interface limit for a stochastic reaction-diffusion equation. We consider the case that the noise is a space-time white noise multiplied by a small parameter and a smooth function which has a compact support.…

Probability · Mathematics 2016-10-25 Kai Lee

The invariant measure of a one-dimensional Allen-Cahn equation with an additive space-time white noise is studied. This measure is absolutely continuous with respect to a Brownian bridge with a density which can be interpreted as a…

Probability · Mathematics 2016-06-02 Hendrik Weber

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise…

Probability · Mathematics 2016-06-02 Martin Hairer , Marc D. Ryser , Hendrik Weber

We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretisation in time of the equation by an Euler type split-step…

Numerical Analysis · Mathematics 2018-04-27 Mihály Kovács , Stig Larsson , Fredrik Lindgren

We consider the sharp interface limit of the Allen-Cahn equation with homogeneous Neumann boundary condition in a two-dimensional domain $\Omega$, in the situation where an interface has developed and intersects $\partial\Omega$. Here a…

Analysis of PDEs · Mathematics 2018-06-07 Helmut Abels , Maximilian Moser

This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…

Numerical Analysis · Mathematics 2026-01-06 Yingsong Jiang , Chenxu Pang , Xiaojie Wang

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 a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…

Analysis of PDEs · Mathematics 2021-04-28 Mihály Kovács , Eszter Sikolya

We study a singular limit problem of the Allen-Cahn equation with Neumann boundary conditions and general initial data of uniformly bounded energy. We prove that the time-parametrized family of limit energy measures is Brakke's mean…

Analysis of PDEs · Mathematics 2016-06-20 Masashi Mizuno , Yoshihiro Tonegawa

We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretization in time of the equation by an implicit Euler method.…

Numerical Analysis · Mathematics 2015-08-07 Mihály Kovács , Stig Larsson , Fredrik Lindgren

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

We study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

Probability · Mathematics 2025-08-22 Weijun Xu , Shuhan Zhou

This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $d\le 3$. The splitting strategy is…

Probability · Mathematics 2018-04-03 Charles-Edouard Bréhier , Jianbo Cui , Jialin Hong

We consider the sharp interface limit of a coupled Stokes/Allen-Cahn system, when a parameter $\varepsilon>0$ that is proportional to the thickness of the diffuse interface tends to zero, in a two dimensional bounded domain. For…

Analysis of PDEs · Mathematics 2017-01-04 Helmut Abels , YuNing Liu
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