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In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that…

Numerical Analysis · Mathematics 2025-01-16 Jianbo Cui , Feng-Yu Wang

This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,dt+\varepsilon \,dW_{t}, \quad…

Probability · Mathematics 2026-03-12 Liangquan Zhang

We exhibit various restrictions about the wellposedness of the Schr{\''o}dinger product $$\cl:z \longmapsto -\imath \int\_0^t e^{\imath s {\cop \partial^2\_x}}\big( z\_s\cdot \Psi\_s\big) ds $$ where $\Psi$ refers to the so-called linear…

Analysis of PDEs · Mathematics 2025-12-02 Aurélien Deya

The stochastic Allen-Cahn equation with multiplicative noise involves the nonlinear drift operator ${\mathscr A}(x) = \Delta x - \bigl(\vert x\vert^2 -1\bigr)x$. We use the fact that ${\mathscr A}(x) = -{\mathcal J}^{\prime}(x)$ satisfies a…

Analysis of PDEs · Mathematics 2017-08-11 Ananta K. Majee , Andreas Prohl

In this note, we establish a bi-parameter linear localization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing.

Analysis of PDEs · Mathematics 2024-07-16 Jingyu Huang , Tadahiro Oh , Mamoru Okamoto

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

This paper investigates the scaling limit of one--dimensional lattice Ising--Kac--Kawasaki dynamics. Starting from a martingale formulation for the Kac coarse-grained field $X_\gamma$, we decompose the dynamics into a discrete conservative…

Probability · Mathematics 2026-04-07 Qi Zhang

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

We study the singular stochastic wave equation on $\mathbb T^2$, with a cubic nonlinearity and Gaussian rough Mat\'ern forcing (a Fourier multiplier of order $\alpha>0$ applied to space-time white noise) and establish local well-posedness…

Probability · Mathematics 2025-10-15 Xue-Mei Li , Xianfeng Ren

In this paper, we study the asymptotic limit, as $\varepsilon\to 0$, of solutions to a vector-valued Allen-Cahn equation $$ \partial_t u = \Delta u - \frac{1}{\varepsilon^2} \partial_u F(u), $$ where $u: \Omega \subset \mathbb{R}^m \to…

Analysis of PDEs · Mathematics 2025-08-27 Huan Dong , Wei Wang

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

Probability · Mathematics 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

We discuss a lubrication approximation model of the interface between two immiscible fluids in a Hele-Shaw cell, derived in \cite{CDGKSZ93} and widely studied since. The model consists of a single one dimensional evolution equation for the…

Analysis of PDEs · Mathematics 2018-09-26 Peter Constantin , Tarek Elgindi , Huy Nguyen , Vlad Vicol

We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable. We…

Probability · Mathematics 2020-10-27 Francisco Delgado-Vences , David Nualart , Guangqu Zheng

We consider weak solutions for a diffuse interface model of two non-Newtonian viscous, incompressible fluids of power-law type in the case of different densities in a bounded, sufficiently smooth domain. This leads to a coupled system of a…

Analysis of PDEs · Mathematics 2017-01-03 Helmut Abels , Dominic Breit

We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control problem with the stochastic heat equation driven by linear…

Optimization and Control · Mathematics 2020-12-09 Andreas Prohl , Yanqing Wang

We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…

Probability · Mathematics 2021-03-17 Yu Gu , Jeremy Quastel , Li-Cheng Tsai

In this paper, we study the large time behavior and sharp interface limit of the Cauchy problem for compressible Navier-Stokes/Allen-Cahn system with interaction shock waves in the same family. This system is an important mathematical model…

Analysis of PDEs · Mathematics 2024-06-05 Yazhou Chen , Qiaolin He , Xiaoding Shi , Xiaoping Wang

Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-time white noise-driven stochastic PDEs with polynomial nonlinearities $F$ such that $F(\pm \infty)=\mp \infty$) by a fully discrete space-time…

Probability · Mathematics 2024-09-25 Máté Gerencsér , Harprit Singh

We study numerically the one-dimensional Allen-Cahn equation with the spectral fractional Laplacian $(-\Delta)^{\alpha/2}$ on intervals with homogeneous Neumann boundary conditions. In particular, we are interested in the speed of sharp…

Dynamical Systems · Mathematics 2024-07-25 Franz Achleitner , Christian Kuehn , Jens Markus Melenk , Alexander Rieder

We propose a weak solution theory for the sharp interface limit of the Cahn-Hilliard reaction model, a variational PDE for lithium-ion batteries. An essential feature of this model is the use of Butler-Volmer kinetics for lithium-ion…

Analysis of PDEs · Mathematics 2022-09-16 Tim Laux , Kerrek Stinson