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This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…

Probability · Mathematics 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

We investigate the Cahn-Hilliard and the conserved Allen-Cahn equations with logarithmic type potential and conservative noise in a periodic domain. These features ensure that the order parameter takes its values in the physical range and,…

Analysis of PDEs · Mathematics 2023-09-11 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

We establish metastability of the one-dimensional Cahn-Hilliard equation for initial data that is order-one in energy and order-one in $\dot{H}^{-1}$ away from a point on the so-called slow manifold with $N$ well-separated layers.…

Analysis of PDEs · Mathematics 2017-06-01 Sebastian Scholtes , Maria G. Westdickenberg

The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…

Statistical Mechanics · Physics 2015-06-04 Evgeniy Khain , Baruch Meerson

Hawking radiation remains a crucial theoretical prediction of semi-classical gravity and is considered one of the critical tests for a model of quantum gravity. However, Hawking's original derivation used quantum field theory on a fixed…

General Relativity and Quantum Cosmology · Physics 2022-03-02 Manu Srivastava , S. Shankaranarayanan

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

Probability · Mathematics 2016-03-31 Raluca M. Balan , Daniel Conus

Recent studies have extensively explored chaotic dynamics in quantum optical systems through the mean-field approximation, which corresponds to an ideal, fluctuation-free scenario. However, the inherent sensitivity of chaos to initial…

Quantum Physics · Physics 2026-01-16 Mei-Qi Gao , Song-hai Li , Xun Li , Xingli Li , Jiong Cheng , Wenlin Li

We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…

Probability · Mathematics 2015-02-20 Guannan Hu , Yaozhong Hu

A Cahn-Hilliard-type theory for hydrodynamic fluctuations is proposed that gives a quantitative description of the slowly evolving spatial correlations and structures in density and flow fields in the early stages of evolution of freely…

Statistical Mechanics · Physics 2009-10-31 T. P. C. van Noije , M. H. Ernst

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

We consider a Vlasov equation for a plasma with a given constant magnetic field, and introduce a white noise perturbation of the electric field in the electrostatic approximation, with a discussion of the motivations of such random…

Probability · Mathematics 2025-07-15 Franco Flandoli , Dejun Luo

We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…

Statistical Mechanics · Physics 2026-04-16 Nathan O. Silvano , Emilio Hernández-García , Cristóbal López

We consider a stochastic partial differential equation with a logarithmic nonlinearity with singularities at $1$ and $-1$ and a constraint of conservation of the space average. The equation, driven by a trace-class space-time noise,…

Probability · Mathematics 2019-10-21 Ludovic Goudenège , Luigi Manca

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…

Analysis of PDEs · Mathematics 2016-06-02 Matthias Röger , Hendrik Weber

Starting from the kinetic equations for the fluctuations and correlations of a dilute gas of inelastic hard spheres or disks, a Boltzmann-Langevin equation for the one-particle distribution function of the homogeneous cooling state is…

Statistical Mechanics · Physics 2015-05-13 J. Javier Brey , P. Maynar , M. I. Garcia de Soria

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

We consider the quantum evolution of classically chaotic systems in contact with surroundings. Based on $\hbar$-scaling of an equation for time evolution of the Wigner's quasi-probability distribution function in presence of dissipation and…

chao-dyn · Physics 2015-06-24 B. C. Bag , S. Chaudhuri , J. Ray Chaudhuri , D. S. Ray

We study the fluctuations of the outer domain of Hastings-Levitov clusters in the small particle limit. These are shown to be given by a continuous Gaussian process $\mathcal{F}$ taking values in the space of holomorphic functions on $\{…

Probability · Mathematics 2015-06-16 Vittoria Silvestri

Finding the first time a fluctuating quantity reaches a given boundary is a deceptively simple-looking problem of vast practical importance in physics, biology, chemistry, neuroscience, economics and industry. Problems in which the bound to…

Neurons and Cognition · Quantitative Biology 2015-06-05 Thibaud Taillefumier , Marcelo O. Magnasco