English
Related papers

Related papers: Generation of interfaces for multi-dimensional sto…

200 papers

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

We study an $\ep$-dependent stochastic Allen--Cahn equation with a mild random noise on a bounded domain in $\mathbb{R}^n$, $n\geq 2$. Here $\ep$ is a small positive parameter that represents formally the thickness of the solution…

Analysis of PDEs · Mathematics 2018-12-20 Matthieu Alfaro , Dimitra Antonopoulou , Georgia Karali , Hiroshi Matano

We revisit the interface fluctuation problem for the $1$D Allen-Cahn equation perturbed by a small space-time white noise. We show that if the initial data is a standing wave solution to the deterministic equation, then under proper long…

Probability · Mathematics 2025-04-29 Weijun Xu , Wenhao Zhao , Shuhan Zhou

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 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

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

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

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 investigate the behavior, as a small parameter tends to zero, of a nonlocal Allen-Cahn equation. Given a rather general initial data, we perform a rigorous analysis of both the generation and the motion of interface, and obtain a new…

Analysis of PDEs · Mathematics 2009-06-09 Matthieu Alfaro

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

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

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

Stochastic motion of a point -- known as Brownian motion -- has many successful applications in science, thanks to its scale invariance and consequent universal features such as Gaussian fluctuations. In contrast, the stochastic motion of a…

Statistical Mechanics · Physics 2011-08-11 Kazumasa A. Takeuchi , Masaki Sano , Tomohiro Sasamoto , Herbert Spohn

We study the two and three dimensional stochastic Cahn-Hilliard equation in the sharp interface limit, where the positive parameter $\epsilon$ tends to zero, which measures the width of transition layers generated during phase separation.…

Analysis of PDEs · Mathematics 2016-09-23 Dimitra C. Antonopoulou , Dirk Blömker , Georgia D. Karali

In the present work, we investigate the dynamics of the infinite-dimensional stochastic partial differential equation (SPDE) with multiplicative white noise. We derive the effective equation on the approximate slow manifold in detail by…

Dynamical Systems · Mathematics 2025-05-08 Shenglan Yuan , Dirk Blömker

We analyze the sharp interface limit for the Allen-Cahn equation with an anisotropic, spatially periodic mobility coefficient and prove that the large-scale behavior of interfaces is determined by mean curvature flow with an effective…

Analysis of PDEs · Mathematics 2020-12-01 Peter S. Morfe

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

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 concern the analysis of the long time behavior of interfaces in systems with two components. Each component evolves according to 1-d Allen-Cahn equation with Neumann boundary conditions, perturbed by small space-time white noise and with…

Probability · Mathematics 2022-03-23 Tran Hoa Phu

We consider the initial value problem for the generalized Allen-Cahn equation, \[\partial_t \Phi = \Delta \Phi-\varepsilon^{-2} \Phi (\Phi^t \Phi - I), \qquad x \in \Omega, \ t\geq 0,\] where $\Phi$ is an $n\times n$ real matrix-valued…

Analysis of PDEs · Mathematics 2019-06-17 Dong Wang , Braxton Osting , Xiao-Ping Wang
‹ Prev 1 2 3 10 Next ›