Related papers: Sharp interface limit of stochastic Cahn-Hilliard …
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…
We consider the asymptotic limit of a diffuse interface model for tumor-growth when a parameter $\varepsilon$ proportional to the thickness of the diffuse interface goes to zero. An approximate solution which shows explicitly the behavior…
We analyze the contact Hele-Shaw problem with zero surface tension of a free boundary in a thin domain $\Omega^{\varepsilon}(t).$ Under suitable conditions on the given data, the one-valued local classical solvability of the problem for…
We augment a thermodynamically consistent diffuse interface model for the description of line tension phenomena by multiplicative stochastic noise to capture the effects of thermal fluctuations and establish the existence of pathwise unique…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
We consider Cahn-Hilliard equations with external forcing terms. Energy decreasing and mass conservation might not hold. We show that level surfaces of the solutions of such generalized Cahn-Hilliard equations tend to the solutions of a…
The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…
We show that that the stochastic 3D primitive equations with either the physical boundary conditions or Neumann boundary conditions on the top and bottom and Dirichlet boundary condition on the sides driven by multiplicative…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicative space-time white noise.
A nonlocal Cahn-Hilliard model with a nonsmooth potential of double-well obstacle type that promotes sharp interfaces in the solution is presented. To capture long-range interactions between particles, a nonlocal Ginzburg-Landau energy…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $d\le 3$. The splitting strategy is…
We consider the one-dimensional KPP-equation driven by space-time white noise. We show that for all parameters above the critical value for survival, there exist stochastic wavelike solutions which travel with a deterministic positive…
The existence of global martingale weak solution for the 2D and 3D stochastic Cahn-Hilliard-Navier-Stokes equations driven by multiplicative noise in a smooth bounded domain is established. In particular, the system is supplied with the…
In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin…
In this paper, we propose and analyze a diffuse interface model for inductionless magnetohydrodynamic fluids. The model couples a convective Cahn-Hilliard equation for the evolution of the interface, the Navier-Stokes system for fluid flow…
In this paper, we study the generation of interfaces for a stochastic Allen-Cahn equation with general initial value in the multi-dimensional case that external noise is given by Q-Brownian motion. We prove that interfaces, for…