Related papers: Sharp interface limit of stochastic Cahn-Hilliard …
This paper is concerned with the sharp interface limit for the Allen-Cahn equation with a nonlinear Robin boundary condition in a bounded smooth domain $\Omega\subset\mathbb{R}^2$. We assume that a diffuse interface already has developed…
We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
A system of partial differential equations for a diffusion interface model is considered for the stationary motion of two macroscopically immiscible, viscous Newtonian fluids in a three-dimensional bounded domain. The governing equations…
We prove existence and uniqueness of a solution for the stochastic Allen-Cahn equation with logarithmic potential and multiplicative Wiener noise, under homogeneous Neumann boundary condition. The existence of a solution is obtained in the…
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
This paper is devoted to the cubic nonlinear Schr\"odinger equation in a two dimensional waveguide with shrinking cross section of order $\epsilon$. For a Cauchy data living essentially on the first mode of the transverse Laplacian, we…
We prove local well-posedness of the Cahn-Hilliard equation with additive noise. Our method relies on paracontrolled calculus and the Da Prato-Debussche trick.
This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by…
We present the first of two articles on the small volume fraction limit of a nonlocal Cahn-Hilliard functional introduced to model microphase separation of diblock copolymers. Here we focus attention on the sharp-interface version of the…
The study of long-term dynamics for numerical solutions of nonlinear evolution equations, particularly phase field models, has consistently garnered considerable attention. The Cahn-Hilliard (CH) equation is one of the most important phase…
We consider the Cahn-Hilliard equation with Neumann boundary conditions in a three-dimensional curved thin domain around a given closed surface. When the thickness of the curved thin domain tends to zero, we show that the weighted average…
We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an…
We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…
We formulate an initial- and Dirichlet boundary- value problem for a linear stochastic heat equation, in one space dimension, forced by an additive space-time white noise. First, we approximate the mild solution to the problem by the…
In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
We consider the sharp interface limit $\epsilon \to 0$ of the semilinear wave equation $u_{tt} - \Delta u + \nabla W(u)/ \epsilon^2 = 0$ in $\mathbf R^{1+n}$, where $u$ takes values in $\mathbf R^k$, $k = 1,2$, and $W$ is a double-well…
We consider the KPZ equation in space dimension 2 driven by space-time white noise. We showed in previous work that if the noise is mollified in space on scale $\epsilon$ and its strength is scaled as $\hat\beta / \sqrt{|\log \epsilon|}$,…