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The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…

Probability · Mathematics 2020-01-03 Marina Riabiz , Tohid Ardeshiri , Ioannis Kontoyiannis , Simon Godsill

The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…

Probability · Mathematics 2024-06-10 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden

We consider a mean curvature flow in a cylinder with Robin boundary conditions, which can be used to model the interface motion in singular limit problems of the Allen-Cahn equation with nonlinear boundary conditions. It was shown in…

Differential Geometry · Mathematics 2025-07-30 Xinfu Chen , Bendong Lou , Xiaoliu Wang , Lixia Yuan

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…

Numerical Analysis · Mathematics 2024-11-27 Binjie Li , Qin Zhou

The flow in a Hele-Shaw cell with a time-increasing gap poses a unique shrinking interface problem. When the upper plate of the cell is lifted perpendicularly at a prescribed speed, the exterior less viscous fluid penetrates the interior…

Fluid Dynamics · Physics 2021-01-20 Meng Zhao , Zahra Niroobakhsh , John Lowengrub , Shuwang Li

We prove a quantitative convergence result of the nonlocal Allen--Cahn equation to volume-preserving mean curvature flow. The proof uses gradient flow calibrations and the relative entropy method, which has been used in the recent…

Analysis of PDEs · Mathematics 2023-09-25 Milan Kroemer , Tim Laux

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

Analysis of PDEs · Mathematics 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

We study how the propagation speed of interfaces in the Allen-Cahn phase field model for phase transformations in solids consisting of the elasticity equations and the Allen-Cahn equation depends on two parameters of the model. The two…

Mathematical Physics · Physics 2017-04-04 Hans-Dieter Alber

We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…

Numerical Analysis · Mathematics 2023-09-18 Dominic Breit , Andreas Prohl

We study the invariant measure of a discretized stochastic Allen-Cahn equation in d+1 dimensions in the low noise limit. We consider a cuboidal domain and impose the two stable phases as boundary conditions at two opposite faces. We then…

Probability · Mathematics 2010-12-14 Matthias Erbar

We present a diffuse-interface model for the solid-state dewetting problem with anisotropic surface energies in ${\mathbb R}^d$ for $d\in\{2,3\}$. The introduced model consists of the anisotropic Cahn--Hilliard equation, with either a…

Analysis of PDEs · Mathematics 2023-02-15 Harald Garcke , Patrik Knopf , Robert Nürnberg , Quan Zhao

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

Quantum-enhanced metrology surpasses classical metrology by improving estimation precision scaling with a resource $N$ (e.g., particle number or energy) from $1/\sqrt{N}$ to $1/N$. Through the use of nonlinear effects, Roy and…

Quantum Physics · Physics 2025-04-07 Noah Lordi , John Drew Wilson , Murray J. Holland , Joshua Combes

The Hele-Shaw experiment is performed with a circular invasion to study the scaling and dynamic behavior of the interface. We did not find any universal power law. The time exponent varies with the range of scale, as has been reported in…

Disordered Systems and Neural Networks · Physics 2007-09-09 Y. C. Lin , K. Yun , T. M. Hong

Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates…

Probability · Mathematics 2021-11-02 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden

We present a finite element based variational interface-preserving and conservative phase-field formulation for the modeling of incompressible two-phase flows with surface tension dynamics. The preservation of the hyperbolic tangent…

Computational Physics · Physics 2021-03-17 Xiaoyu Mao , Vaibhav Joshi , Rajeev Jaiman

We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…

Numerical Analysis · Mathematics 2015-11-23 Matthias Schlottbom

We define a (mean curvature flow) entropy for Radon measures in $\mathbb{R}^n$ or in a compact manifold. Moreover, we prove a monotonicity formula of the entropy of the measures associated with the parabolic Allen-Cahn equations. If the…

Differential Geometry · Mathematics 2021-02-10 Ao Sun

We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…

Mathematical Physics · Physics 2016-02-11 L. Bertini , S. Brassesco , P. Buttà

We discuss the sharp interface limit of a diffuse interface model for a two-phase flow of two partly miscible viscous Newtonian fluids of different densities, when a certain parameter \epsilon>0 related to the interface thickness tends to…

Analysis of PDEs · Mathematics 2012-12-24 Helmut Abels , Daniel Lengeler