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We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…

Statistical Mechanics · Physics 2013-02-06 Artem Ryabov , Marcel Dierl , Petr Chvosta , Mario Einax , Philipp Maass

We present and analyze finite difference numerical schemes for the Allen Cahn/Cahn-Hilliard equation with a logarithmic Flory Huggins energy potential. Both the first order and second order accurate temporal algorithms are considered. In…

Numerical Analysis · Mathematics 2019-02-12 Wenbin Chen , Cheng Wang , Xiaoming Wang , Steven M. Wise

We develop a large-scale regularity theory of higher order for divergence-form elliptic equations with heterogeneous coefficient fields $a$ in the context of stochastic homogenization. The large-scale regularity of $a$-harmonic functions is…

Analysis of PDEs · Mathematics 2015-08-26 Julian Fischer , Felix Otto

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…

Dynamical Systems · Mathematics 2017-02-28 Christian Kuehn

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

Dynamical Systems · Mathematics 2025-09-10 Junxia Duan , Jifa Jiang , Jie Xu

After presentations of Raz and Tal's oracle separation of BQP and PH result, several people (e.g. Ryan O'Donnell, James Lee, Avishay Tal) suggested that the proof may be simplified by stochastic calculus. In this short note, we describe…

Computational Complexity · Computer Science 2020-07-07 Xinyu Wu

We consider inverse boundary value problems for the Schrodinger equations in two dimensions. Within less regular classes of potentials, we establish a conditional stability estimate of logarithmic order. Moreover we prove the uniqueness…

Analysis of PDEs · Mathematics 2017-10-04 E. Blåsten , O. Yu. Imanuvilov , M. Yamamoto

We prove existence and up to the boundary regularity estimates in $L^{p}$ and H\"{o}lder spaces for weak solutions of the linear system $$ \delta \left( A d\omega \right) + B^{T}d\delta \left( B\omega \right) = \lambda B\omega + f \text{ in…

Analysis of PDEs · Mathematics 2025-04-02 Swarnendu Sil

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

Probability · Mathematics 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

Analysis of PDEs · Mathematics 2014-10-29 Scott N. Armstrong , Charles K. Smart

Eldan's stochastic localization is a probabilistic construction that has proved instrumental to modern breakthroughs in high-dimensional geometry and the design of sampling algorithms. Motivated by sampling under non-Euclidean geometries…

Probability · Mathematics 2026-03-18 Anming Gu , Bobby Shi , Kevin Tian

We prove that the spatial gradient of (variational) solutions to parabolic obstacle problems of p-Laplacian type enjoys the same regularity of the data and of the derivatives of the obstacle in the scale of Lorentz spaces.

Analysis of PDEs · Mathematics 2013-11-07 Paolo Baroni

In this paper, we concern a system of stochastic PDE's. Our system consists of two components. Each component evolves according to the sotchastic Allen-Cahn equation with a symmetric double well potential and with addtional small space-time…

Probability · Mathematics 2022-03-09 Tran Hoa Phu

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

This paper investigates the regularity of solutions and structural properties of the free boundary for a class of fourth-order elliptic problems with Neumann-type boundary conditions. The singular and degenerate elliptic operators studied…

Analysis of PDEs · Mathematics 2026-02-19 Donatella Danielli , Giovanni Gravina

The multiplicative Lagrangian and Hamiltonian introduce an additional parameter that, despite its variation, results in identical equations of motion as those derived from the standard Lagrangian. This intriguing property becomes even more…

General Relativity and Quantum Cosmology · Physics 2025-07-01 Kittikun Surawuttinack , Suppanat Supanyo , Sikarin Yoo-Kong

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

In this article, we present a simpler and alternative proof of the solvability of the regularity problem - that is, the Dirichlet problem with boundary data in $\dot W^{1,p}$ - for uniformly elliptic operators on $\mathbb{R}^n_+$ under a…

Analysis of PDEs · Mathematics 2025-08-05 Joseph Feneuil

We obtain uniqueness and existence of a solution $u$ to the following second-order stochastic partial differential equation (SPDE) : \begin{align} \label{abs eqn} du= \left( \bar a^{ij}(\omega,t)u_{x^ix^j}+ f \right)dt + g^k dw^k_t, \quad t…

Probability · Mathematics 2020-11-24 Ildoo Kim

We prove in this article that functions satisfying a dynamic programming principle have a local interior Lipschitz type regularity. This DPP is partly motivated by the connection to the normalized parabolic $p$-Laplace operator.

Analysis of PDEs · Mathematics 2019-10-17 Jeongmin Han