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This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under…

Probability · Mathematics 2026-05-11 Ying Ma , Huijie Qiao

This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…

Optimization and Control · Mathematics 2025-06-08 Vladimir Spokoiny

We present a detailed solution of the active interface equations in the inviscid limit. The active interface equations were previously introduced as a toy model of membrane-protein systems: they describe a stochastic interface where growth…

Statistical Mechanics · Physics 2019-12-09 Francesco Cagnetta , Martin R. Evans

The propagation and roughening of a fluid-gas interface through a disordered medium in the case of capillary driven spontaneous imbibition is considered. The system is described by a conserved (model B) phase-field model, with the structure…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Dube , M. Rost , K. R. Elder , M. Alava , S. Majaniemi , T. Ala-Nissila

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 study the time-domain acoustic scattering problem by a cluster of small holes (i.e. sound-soft obstacles). Based on the retarded boundary integral equation method, we derive the asymptotic expansion of the scattered field as the size of…

Analysis of PDEs · Mathematics 2020-02-17 Mourad Sini , Haibing Wang , Qingyun Yao

We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…

Optics · Physics 2010-12-30 Jonathan Andreasen , Hui Cao

We study the stochastic Allen-Cahn equation driven by a noise term with intensity $\sqrt{\varepsilon}$ and correlation length $\delta$ in two and three spatial dimensions. We study diagonal limits $\delta, \varepsilon \to 0$ and describe…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

Probability · Mathematics 2023-12-15 Sandra Cerrai , Arnaud Debussche

The asymptotic concentration of the Fr{\'e}chet mean of IID random variables on a Rieman-nian manifold was established with a central limit theorem by Bhattacharya \& Patrangenaru (BP-CLT) [6]. This asymptotic result shows that the…

Differential Geometry · Mathematics 2019-06-19 Xavier Pennec

We study a coarsening model describing the dynamics of interfaces in the one-dimensional Allen-Cahn equation. Given a partition of the real line into intervals of length greater than one, the model consists in constantly eliminating the…

Analysis of PDEs · Mathematics 2007-05-23 Th. Gallay , A. Mielke

The Ohta-Kawasaki model for diblock-copolymers is well known to the scientific community of diffuse-interface methods. To accurately capture the long-time evolution of the moving interfaces, we present a derivation of the corresponding…

Numerical Analysis · Mathematics 2024-03-11 Amlan K. Barua , Ray Chew , Shuwang Li , John Lowengrub , Andreas Münch , Barbara Wagner

We prove convergence of solutions to the parabolic Allen-Cahn equation to Brakke's motion by mean curvature in space forms, generalizing previous results from [15] in Euclidean space. We show that a sequence of measures, associated to…

Analysis of PDEs · Mathematics 2013-11-19 Adriano Pisante , Fabio Punzo

The Allen-Cahn action functional is related to the probability of rare events in the stochastically perturbed Allen-Cahn equation. Formal calculations suggest a reduced action functional in the sharp interface limit. We prove in two and…

Analysis of PDEs · Mathematics 2007-07-26 Luca Mugnai , Matthias Röger

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

We construct gradient structures for free boundary problems with nonlinear elasticity and study the impact of moving contact lines. In this context, we numerically analyze how phase-field models converge to certain sharp-interface limits…

Analysis of PDEs · Mathematics 2024-06-26 Leonie Schmeller , Dirk Peschka

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…

Fluid Dynamics · Physics 2010-11-03 Helmut Abels , Harald Garcke , Günther Grün

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

We study the near-the-interface behavior of a compact convex scalar curvature flow with a flat side. Under suitable initial conditions on the flat side, we show that the interface propagates with a finite and non-degenerate speed until the…

Analysis of PDEs · Mathematics 2019-03-01 Hyo Seok Jang , Ki-Ahm Lee

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Probability · Mathematics 2026-01-07 Chang Liu , Dejun Luo
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