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In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…

Probability · Mathematics 2023-11-29 Haojie Hou , Yan-Xia Ren , Renming Song

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

Probability · Mathematics 2026-01-13 Fabrice Baudoin , Neil O'Connell

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

Probability · Mathematics 2015-09-28 Roberto Garra , Enzo Orsingher , Federico Polito

We study weak solutions to mean curvature flow satisfying Young's angle condition for general contact angles $\alpha \in (0,\pi)$. First, we construct BV solutions using the Allen-Cahn approximation with boundary contact energy as proposed…

Analysis of PDEs · Mathematics 2021-12-22 Sebastian Hensel , Tim Laux

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

A mathematical model describing the flow of two-phase fluids in a bounded container $\Omega$ is considered under the assumption that the phase transition process is influenced by inertial effects. The model couples a variant of the…

Analysis of PDEs · Mathematics 2019-06-14 Gianluca Favre , Giulio Schimperna

We show that stable solutions $u:\mathbb{R}^4\to (-1,1)$ to the Allen-Cahn equation with bounded energy density (or equivalently, with cubic energy growth) are one-dimensional. This is known to entail important geometric consequences, such…

Analysis of PDEs · Mathematics 2025-09-04 Enric Florit-Simon , Joaquim Serra

We consider single-phase flow with solute transport where ions in the fluid can precipitate and form a mineral, and where the mineral can dissolve and release solute into the fluid. Such a setting includes an evolving interface between…

Numerical Analysis · Mathematics 2023-07-25 Carina Bringedal , Alexander Jaust

This paper considers and proposes some algorithms to compute the mean curvature flow under topological changes. Instead of solving the fully nonlinear partial differential equations based on the level set approach, we propose some…

Numerical Analysis · Mathematics 2021-03-19 Arthur Bousquet , Yukun Li , Guanqian Wang

The mathematical analysis of diffuse-interface models for multiphase flows has attracted significant attention due to their ability to capture complex interfacial dynamics, including curvature effects, within a unified, energetically…

Analysis of PDEs · Mathematics 2025-09-25 Pierluigi Colli , Gianni Gilardi , Andrea Signori , Jürgen Sprekels

Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization…

Statistical Mechanics · Physics 2015-06-15 Thomas Speck , Andreas M. Menzel , Julian Bialké , Hartmut Löwen

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Statistical Mechanics · Physics 2026-02-10 Jason Boynewicz , Michael C. Thumann , Mark G. Raizen

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

The dynamical behavior for a quantum Brownian particle is investigated under a random potential of the fractional iterative map on a one-dimensional lattice. For our case, the quantum expectation values can be obtained numerically from the…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong , M. K. Yum , J. T. Kim

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…

Probability · Mathematics 2022-11-07 Guy Fayolle , Sandro Franceschi , Kilian Raschel

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

Probability · Mathematics 2021-02-04 Matthew I. Roberts , Jason Schweinsberg

A time-fractional Allen-Cahn equation with volume constraint is first proposed by introducing a nonlocal time-dependent Lagrange multiplier. Adaptive linear second-order energy stable schemes are developed for the proposed model by…

Numerical Analysis · Mathematics 2020-12-23 Bingquan Ji , Hong-lin Liao , Yuezheng Gong , Luming Zhang

We consider a class of time-fractional phase field models including the Allen-Cahn and Cahn-Hilliard equations. We establish several weighted positivity results for functionals driven by the Caputo time-fractional derivative. Several novel…

Analysis of PDEs · Mathematics 2021-06-22 Dong Li , Chaoyu Quan , Jiao Xu