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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

In this article we study effects that small perturbations in the noise have to the solution of differential equations driven by H\"older continuous functions of order $H>\frac12$. As an application, we consider stochastic differential…

Probability · Mathematics 2020-05-11 Lauri Viitasaari , Caibin Zeng

We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by…

Probability · Mathematics 2019-07-26 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We discuss the dynamics of the quantum fluctuation around the nonlinear massive wave solution in the Higgs potential. In particular, we analyze the stability and instability of the mode function. Using the stability condition for Hill's…

High Energy Physics - Phenomenology · Physics 2025-05-13 Yoshio Kitadono , Tomohiro Inagaki

An asymptotic analysis for a system with equation and dynamic boundary condition of Cahn-Hilliard type is carried out as the coefficient of the surface diffusion acting on the phase variable tends to 0, thus obtaining a forward-backward…

Analysis of PDEs · Mathematics 2021-06-03 Pierluigi Colli , Takeshi Fukao , Luca Scarpa

We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of…

Analysis of PDEs · Mathematics 2021-01-14 Ludovic Goudenège , Bin Xie

This work is concerned with the equation $ \partial_t \rho = \Delta_x \rho^m $, $ m > 1 $, known as the porous medium equation. It shows stability of the pressure of solutions close to flat travelling wave fronts in the homogeneous…

Analysis of PDEs · Mathematics 2015-03-03 Clemens Kienzler

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

Statistical Mechanics · Physics 2011-11-08 Sanjib Sabhapandit

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

In this paper, we study the stochastic partial differential equation with multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$, where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot W$ is a…

Probability · Mathematics 2016-01-29 Jian Song

Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja

This article considers a Cauchy problem of Helmholtz equations whose solution is well known to be exponentially unstable with respect to the inputs. In the framework of variational quasi-reversibility method, a Fourier truncation is applied…

Numerical Analysis · Mathematics 2022-08-31 Vo Anh Khoa , Nguyen Dat Thuc , Ajith Gunaratne

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

Numerical Analysis · Mathematics 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

Stochastic forces are usually postulated or obtained by eliminating environmental degrees of freedom. Here we identify a variational origin: fluctuating endpoint data in Hamilton's principle induce fluctuations of the on-shell action.…

Statistical Mechanics · Physics 2026-05-19 Francisco Monroy

The position of a reaction front, propagating into an unstable state, fluctuates because of the shot noise. What is the probability that the fluctuating front moves considerably slower than its deterministic counterpart? Can the noise…

Statistical Mechanics · Physics 2015-05-28 Baruch Meerson , Pavel Sasorov

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We study the semiclassical fluctuation problem around bounce solutions for a self-interacting scalar field in curved space. As in flat space, the fluctuation problem separates into partial waves labeled by an integer l, and we determine the…

High Energy Physics - Theory · Physics 2008-11-26 Gerald V. Dunne , Qing-hai Wang

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

Analysis of PDEs · Mathematics 2014-10-14 Guangying Lv , Jinqiao Duan

We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis