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The invariant measure of a one-dimensional Allen-Cahn equation with an additive space-time white noise is studied. This measure is absolutely continuous with respect to a Brownian bridge with a density which can be interpreted as a…

Probability · Mathematics 2016-06-02 Hendrik Weber

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

Probability · Mathematics 2020-08-24 Yu Gu , Jiawei Li

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

Analysis of PDEs · Mathematics 2014-10-14 Guangying Lv , Jinqiao Duan

We show convergence of solutions of a convective Allen-Cahn equation for a given smooth and divergence free velocity field to a transport equation for an evolving interface in the case when the thickness of the diffuse interface tends to…

Analysis of PDEs · Mathematics 2024-06-04 Helmut Abels

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

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise…

Probability · Mathematics 2016-06-02 Martin Hairer , Marc D. Ryser , Hendrik Weber

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from…

Statistical Mechanics · Physics 2009-11-11 Satya N. Majumdar , Chandan Dasgupta

Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with…

Probability · Mathematics 2024-07-29 Zhengyan Wu , Rangrang Zhang

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards-Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path…

Statistical Mechanics · Physics 2018-03-28 Markus Gross

In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white…

Numerical Analysis · Mathematics 2020-06-22 Jianbo Cui , Jialin Hong

We study numerically the one-dimensional Allen-Cahn equation with the spectral fractional Laplacian $(-\Delta)^{\alpha/2}$ on intervals with homogeneous Neumann boundary conditions. In particular, we are interested in the speed of sharp…

Dynamical Systems · Mathematics 2024-07-25 Franz Achleitner , Christian Kuehn , Jens Markus Melenk , Alexander Rieder

We study quantum spacetime fluctuations near light-sheet horizons associated with a Rindler wedge in AdS spacetime, in the context of AdS/CFT. In particular, we solve the vacuum Einstein equation near the light-sheet horizon, augmented with…

High Energy Physics - Theory · Physics 2023-04-26 Yiwen Zhang , Kathryn M. Zurek

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

Numerical Analysis · Mathematics 2024-04-18 Jianbo Cui

This article is devoted to the analysis of the weak rates of convergence of schemes introduced by the authors in a recent work, for the temporal discretization of the stochastic Allen-Cahn equation driven by space-time white noise. The…

Numerical Analysis · Mathematics 2018-04-19 Charles-Edouard Bréhier , Ludovic Goudenège

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

Numerical Analysis · Mathematics 2013-09-20 Markos A. Katsoulakis , Georgios T. Kossioris , Omar Lakkis

This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial data, the regularity of the mild solution is investigated, and an…

Numerical Analysis · Mathematics 2025-07-25 Qin Zhou , Binjie Li

We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…

Probability · Mathematics 2025-04-25 Shyam Popat