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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…

偏微分方程分析 · 数学 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a formal multidimensional Brownian SDE with singular drift. As a…

偏微分方程分析 · 数学 2026-05-19 Stéphane Menozzi , Stefano Pagliarani

We study self-avoiding walks on the square lattice restricted to a square box of side $L$ weighted by a length fugacity without restriction of their end points. This models a confined polymer in dilute solution. The model admits a phase…

统计力学 · 物理学 2022-07-22 C. J. Bradly , A. L. Owczarek

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…

概率论 · 数学 2016-01-08 Chiranjib Mukherjee , Alexander Shamov , Ofer Zeitouni

Motivated by recent experiments on large quantum dots, we consider the energy spectrum in a system consisting of $N$ particles distributed among $K<N$ independent sub-systems, such that the energy of each sub-system is a quadratic function…

凝聚态物理 · 物理学 2009-10-31 Yshai Avishai , Dani Berend , Richard Berkovits

We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

概率论 · 数学 2022-11-29 Wenming Hong , Shengli Liang

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

数值分析 · 数学 2022-11-28 Hailong Qiu

We analyze theoretically and experimentally the influence of current noise on the longitudinal mode hopping dynamics of a bulk semiconductor laser. It is shown that the mean residence times on each mode have different sensitivity to…

光学 · 物理学 2009-11-11 F. Pedaci , S. Lepri , S. Balle , G. Giacomelli , M. Giudici , J. R. Tredicce

We study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

概率论 · 数学 2025-08-22 Weijun Xu , Shuhan Zhou

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu

Noisy intermediate-scale quantum computers (NISQ) are in their childhood, but showing high promise. One main concern for NISQ machines is their inherent noisiness, as the qubit states are subject to disturbances with each algorithmic…

量子物理 · 物理学 2024-07-08 Wolfgang Nowak , Tim Brünnette , Merel Schalkers , Matthias Möller

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

数值分析 · 数学 2021-12-23 Can Huang , Jie Shen

This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coefficients of the SDE, this paper derives explicit quantitative…

概率论 · 数学 2025-09-30 Dan Noelck

Although recent advances in simulating open quantum systems have lead to significant progress, the applicability of numerically exact methods is still restricted to rather small systems. Hence, more approximate methods remain relevant due…

We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian…

概率论 · 数学 2023-10-09 Jiaming Chen

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

概率论 · 数学 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

We analyse time evolution of spread complexity (SC) in an isolated interacting quantum many-body system when it is subjected to a sudden quench. The differences in characteristics of the time evolution of the SC for different time scales is…

量子物理 · 物理学 2023-08-02 Mamta Gautam , Kunal Pal , Kuntal Pal , Ankit Gill , Nitesh Jaiswal , Tapobrata Sarkar

We study the porous medium equation (PME) in one space dimension in presence of additive non-conservative white noise, and interpreted as a stochastic growth equation for the height field of an interface. We predict the values of the two…

统计力学 · 物理学 2026-03-05 Maximilien Bernard , Andrei A. Fedorenko , Pierre Le Doussal , Alberto Rosso

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

概率论 · 数学 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

概率论 · 数学 2010-10-12 Eulalia Nualart , Lluís Quer-Sardanyons