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We prove refined space-time regularity for the classical stochastic Allen-Cahn equation with logarithmic potential. This allows to establish a random separation property, i.e. that the trajectories of the solution are strictly separated…

Probability · Mathematics 2023-05-29 Carlo Orrieri , Luca Scarpa

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…

Analysis of PDEs · Mathematics 2020-09-30 Federico Bertacco

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

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

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

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

Analysis of PDEs · Mathematics 2014-10-14 Guangying Lv , Jinqiao Duan

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

Probability · Mathematics 2023-11-07 Dirk Blömker , Jonas M. Tölle

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…

Machine Learning · Computer Science 2017-09-05 A. N. Gorban , I. Y. Tyukin

We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…

Analysis of PDEs · Mathematics 2021-04-28 Mihály Kovács , Eszter Sikolya

We consider a class of Cahn-Hilliard equation that models phase separation process of binary mixtures involving nontrivial boundary interactions in a bounded domain with non-permeable wall. The system is characterized by certain dynamic…

Analysis of PDEs · Mathematics 2023-07-28 Takeshi Fukao , Hao Wu

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…

Probability · Mathematics 2018-04-03 Charles-Edouard Bréhier , Jianbo Cui , Jialin Hong

We consider the nonlocal Cahn-Hilliard equation with singular (logarithmic) potential and constant mobility in three-dimensional bounded domains and we establish the validity of the instantaneous strict separation property. This means that…

Analysis of PDEs · Mathematics 2024-12-18 Andrea Poiatti

We investigate the Cahn-Hilliard and the conserved Allen-Cahn equations with logarithmic type potential and conservative noise in a periodic domain. These features ensure that the order parameter takes its values in the physical range and,…

Analysis of PDEs · Mathematics 2023-09-11 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa

We study in this paper the convergence of the random splitting method for Allen-Cahn equation in a background flow that plays as a simplified model for phase separation in multiphase flows. The model does not own the gradient flow structure…

Numerical Analysis · Mathematics 2025-02-27 Lei Li , Chen Wang

We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretisation in time of the equation by an Euler type split-step…

Numerical Analysis · Mathematics 2018-04-27 Mihály Kovács , Stig Larsson , Fredrik Lindgren

Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties…

Optimization and Control · Mathematics 2015-02-24 Tryphon T. Georgiou , Anders Lindquist

We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…

Analysis of PDEs · Mathematics 2020-01-07 Carlo Orrieri , Luca Scarpa

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

Analysis of PDEs · Mathematics 2022-10-25 Zhonghua Liao , Qi Lü

We consider a class of bulk-surface coupled Cahn-Hilliard systems in a smooth, bounded domain $\Omega\subset\mathbb{R}^{d}$ $(d\in\{2,3\})$, where the trace value of the bulk phase variable is connected to the surface phase variable via a…

Analysis of PDEs · Mathematics 2024-07-03 Maoyin Lv , Hao Wu

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao
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