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Related papers: Persistence exponents for fluctuating interfaces

200 papers

Fractional stochastic volatility models have been widely used to capture the non-Markovian structure revealed from financial time series of realized volatility. On the other hand, empirical studies have identified scales in stock price…

Mathematical Finance · Quantitative Finance 2019-01-25 Jean-Pierre Fouque , Ruimeng Hu

Consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq 0$. The interface is initially flat, $h(x,t=0)=0$, and driven by a Neumann boundary condition $\partial_x…

Statistical Mechanics · Physics 2018-10-03 Baruch Meerson , Arkady Vilenkin

We study the massless field on $D_n = D \cap \tfrac{1}{n} \Z^2$, where $D \subseteq \R^2$ is a bounded domain with smooth boundary, with Hamiltonian $\CH(h) = \sum_{x \sim y} \CV(h(x) - h(y))$. The interaction $\CV$ is assumed to be…

Probability · Mathematics 2015-05-18 Jason Miller

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

We consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq0$ with the reflecting boundary at $x=0$. The interface is initially flat, $h(x,t=0)=0$. We focus on the…

Statistical Mechanics · Physics 2019-05-01 Tomer Asida , Eli Livne , Baruch Meerson

The height-height correlation function for a fluctuating interface between two coexisting bulk phases is derived by means of general equilibrium properties of the corresponding density-density correlation function. A wavelength-dependent…

Soft Condensed Matter · Physics 2009-11-13 Thorsten Hiester

Elastic interfaces display scale-invariant geometrical fluctuations at sufficiently large lengthscales. Their asymptotic static roughness then follows a power-law behavior, whose associated exponent provides a robust signature of the…

Disordered Systems and Neural Networks · Physics 2022-05-30 Nirvana Caballero , Thierry Giamarchi , Vivien Lecomte , Elisabeth Agoritsas

Let a fourth and a second order evolution equations be coupled via the interface by transmission conditions, and suppose that the first one is stabilized by a localized distributed feedback. What will then be the effect of such a partial…

Analysis of PDEs · Mathematics 2018-12-27 Fathi Hassine

The dynamics of sharp interfaces separating two non-hydrostatically stressed solids is analyzed using the idea that the rate of mass transport across the interface is proportional to the thermodynamic potential difference across the…

Materials Science · Physics 2009-11-13 Luiza Angheluta , Espen Jettestuen , Joachim Mathiesen

We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…

Statistical Mechanics · Physics 2016-02-17 Baruch Meerson , Arkady Vilenkin

We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence…

Statistical Mechanics · Physics 2009-10-31 Satya N. Majumdar , Alan J. Bray

The persistence behavior for fluctuating steps on the $Si(111)$ $(\sqrt3 \times \sqrt3)R30^{0} - Al$ surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970K. The measured persistence probability…

Statistical Mechanics · Physics 2009-11-07 D. B. Dougherty , I. Lyubinetsky , E. D. Williams , M. Constantin , C. Dasgupta , S. Das Sarma

Using stability arguments, this Brief Report suggests that a term that enhances the surface tension in the presence of large height fluctuations should be included in the Kardar-Parisi-Zhang equation. A one-loop renormalization group…

Statistical Mechanics · Physics 2009-10-28 Barbara Drossel

A multispecies diffuse interface model is formulated in a fluctuating hydrodynamics framework for the purpose of simulating surfactant interfaces at the nanoscale. The model generalizes previous work to ternary mixtures, employing a…

Fluid Dynamics · Physics 2025-08-26 John B. Bell , Andrew Nonaka , Alejandro L. Garcia

We present a parametric finite element approximation of two-phase flow. This free boundary problem is given by the Navier--Stokes equations in the two phases, which are coupled via jump conditions across the interface. Using a novel…

Numerical Analysis · Mathematics 2015-06-02 John W. Barrett , Harald Garcke , Robert Nürnberg

We address the propagation into an unstable state of a localised disturbance in a forward-backward diffusion pseudo-parabolic equation. Three asymptotic regimes are distinguished as t tends to infinity, the first being a regime ahead of the…

Analysis of PDEs · Mathematics 2016-05-27 C. M. Cuesta , J. R. King

Two semi-infinite bodies made of prestressed, homogeneous, Bell-constrained, hyperelastic materials are perfectly bonded along a plane interface. The half-spaces have been subjected to finite pure homogeneous predeformations, with distinct…

Soft Condensed Matter · Physics 2013-04-24 Michel Destrade

We consider the conceptual two-layered oscillating tank of Inoue & Smyth (2009), which mimics the time-periodic parallel shear flow generated by low-frequency (e.g. semi-diurnal tides) and small-angle oscillations of the density interface.…

Fluid Dynamics · Physics 2026-02-03 Lima Biswas , Anirban Guha

This paper considers a one-dimensional generalized Allen-Cahn equation of the form \[ u_t = \varepsilon^2 (D(u)u_x)_x - f(u), \] where $\varepsilon>0$ is constant, $D=D(u)$ is a positive, uniformly bounded below diffusivity coefficient that…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino , César Hernández Melo , Luis López Ríos , Ramón Plaza

Although stably stratified shear flows, where the base velocity shear is quasi-continuously forced externally, arise in many geophysically and environmentally relevant circumstances, the emergent dynamics of their ensuing statistically…

Fluid Dynamics · Physics 2026-02-13 Philipp P Vieweg , Colm-cille P Caulfield