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A description of the short time behavior of solutions of the Allen-Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an…

Probability · Mathematics 2015-05-13 Hendrik Weber

We prove that the Dean-Kawasaki-type stochastic partial differential equation $$\partial \rho= \nabla\cdot (\sqrt{\rho\,}\, \xi) + \nabla\cdot \left(\rho\, H(\rho)\right)$$ with vector-valued space-time white noise $\xi$, does not admit…

Probability · Mathematics 2025-07-01 Lorenzo Dello Schiavo , Vitalii Konarovskyi

In this paper, we aim to study the motions of interfaces and coarsening rates governed by the time-fractional Cahn--Hilliard equation (TFCHE). It is observed by many numerical experiments that the microstructure evolution described by the…

Analysis of PDEs · Mathematics 2021-08-24 Tao Tang , Boyi Wang , Jiang Yang

We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…

Probability · Mathematics 2017-08-29 Lahcen Boulanba , Mohamed Mellouk

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

We study the sharp interface limit of the fractional Allen-Cahn equation $$ \varepsilon \partial_t u^{\varepsilon} = \mathcal{I}^s_n [u^{\varepsilon}] -\frac{1}{\varepsilon ^{2s}} W'(u^\varepsilon) \quad…

Analysis of PDEs · Mathematics 2025-11-10 Erisa Hasani , Stefania Patrizi

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 study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…

Numerical Analysis · Mathematics 2022-07-20 Charles-Edouard Bréhier , Jianbo Cui , Xiaojie Wang

We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of…

Analysis of PDEs · Mathematics 2021-01-14 Ludovic Goudenège , Bin Xie

We investigate the singular limit, as $\ep \to 0$, of the Fisher equation $\partial_t u=\ep \Delta u + \ep ^{-1}u(1-u)$ in the whole space. We consider initial data with compact support plus, possibly, perturbations very small as $\Vert x…

Analysis of PDEs · Mathematics 2009-10-13 Matthieu Alfaro , Arnaud Ducrot

We consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

Analysis of PDEs · Mathematics 2019-10-21 Arnaud Debussche , Ludovic Goudenège

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

We are concerned with the sharp interface limit for an incompressible Navier-Stokes and Allen-Cahn coupled system in this paper. When the thickness of the diffuse interfacial zone, which is parameterized by $\varepsilon$, goes to zero, we…

Analysis of PDEs · Mathematics 2022-05-04 Song Jiang , Xiangxiang Su , Feng Xie

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 establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation into an equivalent stochastic scalar auxiliary variable…

Numerical Analysis · Mathematics 2026-03-05 Jianbo Cui , Jie Shen , Derui Sheng , Yahong Xiang

We consider the Cahn-Hilliard equation in one space dimension with scaling a small parameter \epsilon and a non-convex potential W. In the limit \espilon \to 0, under the assumption that the initial data are energetically well-prepared, we…

Analysis of PDEs · Mathematics 2012-02-09 Giovanni Bellettini , Lorenzo Bertini , Mauro Mariani , Matteo Novaga

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

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

In this paper, we consider the sharp interface limit of a matrix-valued Allen-Cahn equation, which takes the form: $$\partial_t A=\Delta A-\varepsilon^{-2}( A A^{\mathrm{T}}A-…

Analysis of PDEs · Mathematics 2021-06-16 Mingwen Fei , Fanghua Lin , Wei Wang , Zhifei Zhang