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In this paper, we focus on the following testing problem: assume that we are given observations of a real-valued signal along the grid $0,1,\ldots,N-1$, corrupted by white Gaussian noise. We want to distinguish between two hypotheses: (a)…

Statistics Theory · Mathematics 2015-06-02 Anatoli Juditsky , Arkadi Nemirovski

We study quantum fluctuations of macroscopic parameters of an NLS breathers, i.e., the second-order soliton solution of the nonlinear Schr\"odinger equation. Uncertainty relations for the parameters are derived and compared to similar…

We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noise (ii) With multiplicative noise. The fractional time…

Probability · Mathematics 2024-02-28 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

We study the Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with a noise variance $c(t)$ depending on time. We find that for $c(t)\propto t^{-\alpha}$ there is a transition at $\alpha=1/2$. When $\alpha>1/2$, the solution…

Statistical Mechanics · Physics 2020-04-29 Guillaume Barraquand , Pierre Le Doussal , Alberto Rosso

We give a partial answer to the question whether the Schrodinger equation can be derived from the Newtonian mechanics of a particle in a potential subject to a random force. We show that the fluctuations around the classical motion of a one…

Quantum Physics · Physics 2021-02-24 Can Gokler

For the $1+1$ dimensional nonlinear damped stochastic Klein-Gordon equation driven by space-time white noise, we prove that the second-order increments of the solution can be approximated, after scaling with the diffusion coefficient, by…

Probability · Mathematics 2026-01-13 Guanglin Rang , Ran Wang

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

Probability · Mathematics 2022-01-19 Junfeng Liu

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

Numerical Analysis · Mathematics 2021-01-07 Daxin Nie , Weihua Deng

We propose a phenomenological description for the effect of a weak noise on the position of a front described by the Fisher-Kolmogorov-Petrovsky-Piscounov equation or any other travelling wave equation in the same class. Our scenario is…

Disordered Systems and Neural Networks · Physics 2009-11-11 E. Brunet , B. Derrida , A. H. Mueller , S. Munier

We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

Analysis of PDEs · Mathematics 2020-05-05 Aurélien Deya , Nicolas Schaeffer , Laurent Thomann

We report the results of numerical investigations of the steady-state (SS) and finite-initial-conditions (FIC) spatial persistence and survival probabilities for (1+1)--dimensional interfaces with dynamics governed by the nonlinear…

Statistical Mechanics · Physics 2016-08-31 M. Constantin , S. Das Sarma , C. Dasgupta

We consider the numerical approximations of the Cahn-Hilliard equation with dynamic boundary conditions (C. Liu et. al., Arch. Rational Mech. Anal., 2019). We propose a first-order in time, linear and energy stable numerical scheme, which…

Numerical Analysis · Mathematics 2020-10-14 Xuelian Bao , Hui Zhang

In this paper, we consider a stochastic version of the Cahn-Hilliard-Brinkman model in a smooth two- or three-dimensional domain with dynamical boundary conditions. The system describes creeping two-phase flows and is basically a coupling…

Probability · Mathematics 2026-01-13 Z. Brzeźniak , A. Ndongmo Ngana , T. Tachim Medjo

We study the effect of fluctuations in the vicinity of an Eckhaus instability. The classical stability limit, which is defined in the absence of fluctuations, is smeared out into a region in which fluctuations and nonlinearities dominate…

Condensed Matter · Physics 2009-09-25 E. Hernandez-Garcia , Jorge Vinals , Raul Toral , M. San Miguel

We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in…

Probability · Mathematics 2012-03-20 Jorge Clarke De La Cerda , Ciprian Tudor

We study decoherence in a qubit with the distance between the two levels affected by random flips of bistable fluctuators. For the case of a single fluctuator we evaluate explicitly an exact expression for the phase-memory decay in the echo…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Y. M. Galperin , B. L. Altshuler , J. Bergli , D. V. Shantsev

Motivated by a recent work by Terashima (Phys. Rev. D60 084001), we revisit the fluctuation-dissipation (FD) relation between the dissipative coefficient of a detector and the vacuum noise of fields in curved spacetime. In an explicit…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Tsukasa Murata , Keiji Tsunoda , Kazuhiro Yamamoto

We study the classical XY model in bounded domains of $\mathbb{Z}^{d}$ with Dirichlet boundary conditions. We prove that when the temperature goes to zero faster than a certain rate as the lattice spacing goes to zero, the fluctuation field…

Probability · Mathematics 2016-05-05 Charles M. Newman , Wei Wu

We study the fluctuations of the phonon modes in a one-dimensional chain of anharmonic oscillators where the deterministic Hamiltonian dynamics is perturbed by random exchanges of momentum between nearest neighbor particles. There are three…

Probability · Mathematics 2026-05-05 Kohei Hayashi , Stefano Olla

We propose and analyze a first-order finite difference scheme for the functionalized Cahn-Hilliard (FCH) equation with a logarithmic Flory-Huggins potential. The semi-implicit numerical scheme is designed based on a suitable convex-concave…

Numerical Analysis · Mathematics 2023-07-28 Wenbin Chen , Jianyu Jing , Hao Wu