Related papers: Central limit theorem for the Allen-Cahn equation …
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
We develop a scaling theory for the finite-size critical behavior of the microcanonical entropy (density of states) of a system with a critically-divergent heat capacity. The link between the microcanonical entropy and the canonical energy…
We consider a nonlocal reaction-diffusion equation that physically arises from the classical Peierls-Nabarro model for dislocations in crystalline structures. Our initial configuration corresponds to multiple slip loop dislocations in…
We give a comprehensive study of the analytic properties and long-time behavior of solutions of a reaction-diffusion system in a bounded domain in the case where the nonlinearity satisfies the standard monotonicity assumption. We pay the…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…
Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We discuss the non-equilibrium critical phenomena in liquids, and the models for these phenomena based on local equilibrium and extended scaling assumptions. Special situations are proposed for experimental tests of the theory.…
In this paper, we study unique, globally defined uniformly bounded weak solutions for a class of semilinear reaction-diffusion-advection systems. The coefficients of the differential operators and the initial data are only required to be…
This paper studies minimizing solutions to a two dimensional Allen-Cahn system on the upper half plane, subject to Dirichlet boundary conditions, \begin{equation*} \Delta u-\nabla_u W(u)=0, \quad u: \mathbb{R}_+^2\to \mathbb{R}^2,\ u=u_0…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\Omega\subset\mathbb{R}^N$…
The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…
Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…
We study the long time behavior of solutions of the Cauchy problem for nonlinear reaction-diffusion equations in one space dimension with the nonlinearity of bistable, ignition or monostable type. We prove a one-to-one relation between the…
This work concerns the limit behavior of the quartic variation (i.e., the power variation of order four) with respect to the time variable of the solution to the semilinear stochastic heat equation with space-time white noise. In a first…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…