Related papers: Branching stable processes and motion by mean curv…
Using Huisken results about the mean curvature flow on a strictly convex hypersurface, and Kendall-Cranston coupling, we will build a stochastic process without birth, and show that there exists a unique law of such process. This process…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
We study a coarsening model describing the dynamics of interfaces in the one-dimensional Allen-Cahn equation. Given a partition of the real line into intervals of length greater than one, the model consists in constantly eliminating the…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
We study the mean curvature flow with given non-smooth transport term and forcing term, in suitable Sobolev spaces. We prove the global existence of the weak solutions for the mean curvature flow with the terms, by using the modified…
We prove convergence of solutions to the parabolic Allen-Cahn equation to Brakke's motion by mean curvature in space forms, generalizing previous results from [15] in Euclidean space. We show that a sequence of measures, associated to…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We extend the recent rigorous convergence result of Abels and the second author (arXiv preprint 2105.08434) concerning convergence rates for solutions of the Allen-Cahn equation with a nonlinear Robin boundary condition towards evolution by…
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…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We consider a nonlinear damped hyperbolic reaction-diffusion system in a bounded interval of the real line with homogeneous Neumann boundary conditions and we study the metastable dynamics of the solutions. Using an "energy approach"…
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…
A modification of the parabolic Allen-Cahn equation, determined by the substitution of Fick's diffusion law with a relaxation relation of Cattaneo-Maxwell type, is considered. The analysis concentrates on traveling fronts connecting the two…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
We study an inverse problem for the fractional Allen-Cahn equation. Our formulation and arguments rely on the asymptotics for the fractional equation and unique continuation properties.