English
Related papers

Related papers: Interface fluctuations for $1$D stochastic Allen-C…

200 papers

We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We report the results of numerical investigations of the steady-state (SS) and finite-initial-conditions (FIC) spatial persistence and survival probabilities for (1+1)--dimensional interfaces with dynamics governed by the nonlinear…

Statistical Mechanics · Physics 2016-08-31 M. Constantin , S. Das Sarma , C. Dasgupta

We consider the stochastic Cahn-Hilliard equation with additive space-time white noise $\epsilon^{\gamma}\dot{W}$ in dimension $d=2,3$, where $\epsilon>0$ is an interfacial width parameter. We study numerical approximation of the equation…

Numerical Analysis · Mathematics 2025-01-09 Ľubomír Baňas , Jean Daniel Mukam

We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that,…

Probability · Mathematics 2024-01-25 Ľubomír Baňas , Jean Daniel Mukam

This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $\epsilon \rightarrow…

Numerical Analysis · Mathematics 2015-05-18 Xiaobing Feng , Yukun Li , Yi Zhang

We consider an Allen-Cahn equation with nonlinear diffusion, motivated by the study of the scaling limit of certain interacting particle systems. We investigate its singular limit and show the generation and propagation of an interface in…

Analysis of PDEs · Mathematics 2023-01-18 Perla El Kettani , Tadahisa Funaki , Danielle Hilhorst , Hyunjoon Park , Sunder Sethuraman

We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…

Probability · Mathematics 2026-04-02 Alison Etheridge , Raphaël Forien , Thomas Hughes , Sarah Penington

We study numerically the correlations and the distribution of intervals between successive zeros in the fluctuating geometry of stochastic interfaces, described by the Edwards-Wilkinson equation. For equilibrium states we find that the…

Statistical Mechanics · Physics 2016-06-22 Arturo L. Zamorategui , Vivien Lecomte , Alejandro B. Kolton

We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretisation in time of the equation by an Euler type split-step…

Numerical Analysis · Mathematics 2018-04-27 Mihály Kovács , Stig Larsson , Fredrik Lindgren

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We study large deviations of the one-point height distribution, $\mathcal{P}(H,T)$, of a stochastic interface, governed by the Golubovi\'{c}-Bruinsma equation $$…

Statistical Mechanics · Physics 2023-07-25 Baruch Meerson , Arkady Vilenkin

We study one-dimensional fluctuating interfaces of length $L$ where the interface stochastically resets to a fixed initial profile at a constant rate $r$. For finite $r$ in the limit $L \to \infty$, the system settles into a nonequilibrium…

Statistical Mechanics · Physics 2014-06-04 Shamik Gupta , Satya N. Majumdar , Gregory Schehr

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

In this paper, we established a quadratic transportation cost inequality for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise based on a new inequality we proved for the moments (under the…

Probability · Mathematics 2019-05-01 Shijie Shang , Tusheng Zhang

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

Probability · Mathematics 2023-11-07 Dirk Blömker , Jonas M. Tölle

We study the stochastic Allen-Cahn equation driven by a noise term with intensity $\sqrt{\varepsilon}$ and correlation length $\delta$ in two and three spatial dimensions. We study diagonal limits $\delta, \varepsilon \to 0$ and describe…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber