Related papers: Branching stable processes and motion by mean curv…
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…
We show that a mean curvature flow obtained as the limit of the Allen--Cahn equation is not only a Brakke flow but also a generalized BV flow proposed by Stuvard and Tonegawa.
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value problem involving the square of the generator of the original…
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…
The Allen-Cahn equation, coupled with dynamic boundary conditions, has recently received a good deal of attention. The new issue of this paper is the setting of a rather general mass constraint which may involve either the solution inside…
In our recent work we found a surprising breakdown of symmetry conservation: using standard numerical discretization with very high precision the computed numerical solutions corresponding to very nice initial data may converge to…
We consider slow / fast systems where the slow system is driven by fractional Brownian motion with Hurst parameter $H>{1\over 2}$. We show that unlike in the case $H={1\over 2}$, convergence to the averaged solution takes place in…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
We analyze the sharp interface limit for the Allen-Cahn equation with an anisotropic, spatially periodic mobility coefficient and prove that the large-scale behavior of interfaces is determined by mean curvature flow with an effective…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
We study the hydrodynamic scaling limit for the Glauber-Kawasaki dynamics. It is known that, if the Kawasaki part is speeded up in a diffusive space-time scaling, one can derive the Allen-Cahn equation which is a kind of the…
Consider the Allen-Cahn equation on the $d$-dimensional torus, $d=2,3$, in the sharp interface limit. As it is well known, the limiting dynamics is described by the motion by mean curvature of the interface between the two stable phases.…
It is known that there is a strong relation between the parabolic Allen--Cahn equation and the mean curvature flow, in the sense that the parabolic Allen--Cahn equation can be considered as a ``diffused" mean curvature flow. In this work,…
This paper deals with the numerical (finite volume) approximation of reaction-diffusion systems with relaxation, among which the hyperbolic extension of the Allen--Cahn equation represents a notable prototype. Appropriate discretizations…
We propose a new weak solution concept for (two-phase) mean curvature flow which enjoys both (unconditional) existence and (weak-strong) uniqueness properties. These solutions are evolving varifolds, just as in Brakke's formulation, but are…
Allen-Cahn equation is a fundamental continuum model that describes phase transitions in multi-component mixtures. We prove the existence of traveling waves for vector valued Allen-Cahn equations in the context of Ginzburg-Landau theories;…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
We show the consistency of a threshold dynamics type algorithm for the anisotropic motion by fractional mean curvature, in the presence of a time dependent forcing term. Beside the consistency result, we show that convex sets remain convex…
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…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…