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We consider the implicit Euler approximation of the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$. We show pathwise existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2016-01-29 Daisuke Furihata , Fredrik Lindgren , Shuji Yoshikawa

This paper concerns the sharp interface limit of solutions to the inhomogeneous incompressible Navier-Stokes/Allen-Cahn coupled system in a bounded domain $\Omega \subset \mathbb{R}^n,\ n =2,3$. Based on a relative energy method, we prove…

Analysis of PDEs · Mathematics 2023-05-18 Song Jiang , Xiangxiang Su , Feng Xie

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

Probability · Mathematics 2009-07-16 Xavier Bardina , Maria Jolis , Lluis Quer-Sardanyons

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

Numerical Analysis · Mathematics 2026-02-16 Nan Deng , Wanrong Cao

We consider the sharp interface limit of a convective Allen-Cahn equation, which can be part of a Navier-Stokes/Allen-Cahn system, for different scalings of the mobility $m_\varepsilon=m_0\varepsilon^\theta$ as $\varepsilon\to 0$. In the…

Analysis of PDEs · Mathematics 2021-02-22 Helmut Abels

We study a family of nonlinear damped wave equations indexed by a parameter $\epsilon >0$ and forced by a space-time white noise on the two dimensional torus, with polynomial and sine nonlinearities. We show that as $\epsilon \to 0$, the…

Analysis of PDEs · Mathematics 2024-10-31 Younes Zine

In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…

Probability · Mathematics 2022-08-09 Le Chen , Jingyu Huang

It is known that when the diffuse interface thickness $\epsilon$ vanishes, the sharp interface limit of the stochastic reaction-diffusion equation is formally a stochastic geometric flow. To capture and simulate such geometric flow, it is…

Numerical Analysis · Mathematics 2024-05-16 Jianbo Cui , Liying Sun

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

Numerical Analysis · Mathematics 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

We prove that any limit-interface corresponding to a locally uniformly bounded, locally energy-bounded sequence of stable critical points of the van der Waals--Cahn--Hilliard energy functionals with perturbation parameter tending to 0 is…

Differential Geometry · Mathematics 2010-07-14 Yoshihiro Tonegawa , Neshan Wickramasekera

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

Analysis of PDEs · Mathematics 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

Probability · Mathematics 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

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

In this paper we are concerned with the 2D incompressible Navier-Stokes equations driven by space-time white noise. We establish existence of infinitely many global-in-time probabilistically strong and analytically weak solutions $u$ for…

Probability · Mathematics 2023-04-18 Huaxiang Lü , Xiangchan Zhu

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

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 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

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen