Related papers: Stochastic PDE approach to fluctuating interfaces
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…
We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space. A high-frequency regime is considered where the mesh of…
We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…
Suppose that a $d$-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density $n_0$. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we…
We consider an infinite interface in $d>2$ dimensions, governed by the Kardar-Parisi-Zhang (KPZ) equation with a weak Gaussian noise which is delta-correlated in time and has short-range spatial correlations. We study the probability…
It is well known that a coarse-grained scalar field living on a de~Sitter (dS) background exhibits classical stochastic behavior, driven by a noise whose amplitude is set by the Hubble constant $H$. The coarse-graining is achieved by…
We consider optimal control of a new type of non-local stochastic partial differential equations (SPDEs). The SPDEs have space interactions, in the sense that the dynamics of the system at time $t$ and position in space x also depend on the…
A one-dimensional interacting particle system is said to exhibit interface tightness if starting in an initial condition describing the interface between two constant configurations of different types, the process modulo translations is…
In this paper, we study Brinkman's equations with microscale properties that are highly heterogeneous in space and time. The time variations are controlled by a stochastic particle dynamics described by an SDE. The particle dynamics can be…
One of the main features of statistical systems out of equilibrium is the currents they exhibit in their stationary state: microscopic currents of probability between configurations, which translate into macroscopic currents of mass,…
Separation between average and fluctuation parts in the state density in many-particle quantum systems with $k$-body interactions, modeled by the $k$-body embedded Gaussian orthogonal random matrices (EGOE($k$)), is demonstrated using the…
We first consider an exactly solvable classical field model to understand the coherence properties and the density fluctuations of a one-dimensional (1D) weakly interacting degenerate Bose gas with repulsive interactions at temperatures…
The "Brownian bees" model describes a system of $N$ independent branching Brownian particles. At each branching event the particle farthest from the origin is removed, so that the number of particles remains constant at all times.…
Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by $(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz continuous…
We study the dynamics of an exactly solvable lattice model for inhomogeneous interface growth. The interface grows deterministically with constant velocity except along a defect line where the growth process is random. We obtain exact…
We propose a simple discrete model to study the nonequilibrium fluctuations of two locally coupled 1+1 dimensional systems (interfaces). Measuring numerically the tilt-dependent velocity we construct a set of stochastic continuum equations…
This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…
We investigate the stationary-state fluctuations of a growing one-dimensional interface described by the KPZ dynamics with a noise featuring smooth spatial correlations of characteristic range $\xi$. We employ Non-perturbative Functional…
We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…
In this study we try to answer the qustion : What happens when explicit constraints are introduced such that the low energy, long wavelength modes of a system are unavailable ? This question has assumed some importance in recent years due…