English
Related papers

Related papers: Branching stable processes and motion by mean curv…

200 papers

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

Probability · Mathematics 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition ? and also estimates ? of the solutions depend on upper bounds…

Probability · Mathematics 2009-05-07 Jérémie Unterberger

In this paper we consider the Allen-Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial…

Probability · Mathematics 2015-01-19 Martin Heida , Matthias Röger

We consider numerical solutions for the Allen-Cahn equation with standard double well potential and periodic boundary conditions. Surprisingly it is found that using standard numerical discretizations with high precision computational…

Analysis of PDEs · Mathematics 2021-06-15 Dong Li , Chaoyu Quan , Tao Tang , Wen Yang

We establish existence and non-existence results for entire solutions to the fractional Allen-Cahn equation in $\mathbb R^3$, which vanish on helicoids and are invariant under screw-motion. In addition, we prove that helicoids are surfaces…

Analysis of PDEs · Mathematics 2015-09-03 Eleonora Cinti , Juan Davila , Manuel Del Pino

In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…

Nuclear Theory · Physics 2015-06-11 Denis Lacroix , Sakir Ayik , Bulent Yilmaz , Kouhei Washiyama

We show existence of homothetically shrinking solutions of the fractional mean curvature flow, whose boundary consists in a prescribed numbers of concentric spheres. We prove that all these solutions, except from the ball, are dynamically…

Analysis of PDEs · Mathematics 2019-05-21 Annalisa Cesaroni , Matteo Novaga

We prove the existence of global-in-time weak solutions to volume-preserving mean curvature flow with in the presence of obstacles by the phase field method in all dimensions. Namely, we prove the convergence of solutions to the Allen-Cahn…

Analysis of PDEs · Mathematics 2025-03-04 Jiwoong Jang

The linear Boltzmann equation approach is generalized to describe fractional superdiffusive transport of the Levy walk type in external force fields. The time distribution between scattering events is assumed to have a finite mean value and…

Statistical Mechanics · Physics 2021-02-02 Igor Goychuk

We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…

Probability · Mathematics 2018-03-29 Sergey Bocharov , Li Wang

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

Probability · Mathematics 2018-07-04 Yu Gu , Tomasz Komorowski , Lenya Ryzhik

We consider a class of second-order Strang splitting methods for Allen-Cahn equations with polynomial or logarithmic nonlinearities. For the polynomial case both the linear and the nonlinear propagators are computed explicitly. We show that…

Numerical Analysis · Mathematics 2022-03-23 Dong Li , Chaoyu Quan , Jiao Xu

Fully-discrete approximations of the Allen-Cahn equation are considered. In particular, we consider schemes of arbitrary order based on a discontinuous Galerkin (in time) approach combined with standard conforming finite elements (in…

Numerical Analysis · Mathematics 2017-11-03 Konstantinos Chrysafinos

The Allen-Cahn equation is a fundamental model for phase transitions, offering critical insights into the dynamics of interface evolution in various physical systems. This paper investigates the stability and robustness of frequently…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Xiaofeng Xu , Zhiliang Xu

In this paper, we propose and analyze high order efficient schemes for the time fractional Allen-Cahn equation. The proposed schemes are based on the L1 discretization for the time fractional derivative and the extended scalar auxiliary…

Numerical Analysis · Mathematics 2021-03-05 Dianming Hou , Hongyi Zhu , Chuanju Xu

Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely…

Probability · Mathematics 2011-03-08 Paul Jung

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

Statistical Mechanics · Physics 2007-05-23 Francesco Mainardi , Paolo Paradisi , Rudolf Gorenflo

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

Probability · Mathematics 2008-12-18 János Engländer
‹ Prev 1 3 4 5 6 7 10 Next ›