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We study a large class of scaling-critical reaction-diffusion equations in two spatial dimensions, where the initial data is white noise mollified at scale $\varepsilon^2$ and the reaction term is attenuated by a factor of…

概率论 · 数学 2025-09-09 Bryan Castillo , Alexander Dunlap

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…

概率论 · 数学 2025-10-20 Sotirios Kotitsas , Dejun Luo , Mario Maurelli

This work considers the two-dimensional Allen-Cahn equation $$ \partial_t u = \frac{1}{2}\Delta u + \mathfrak{m}\, u -u^3\;, \quad u(0,x)= \eta (x)\;, \qquad \forall (t,x) \in [0, \infty) \times \mathbb{R}^{2} \;, $$ where the initial…

概率论 · 数学 2025-07-21 Simon Gabriel , Tommaso Rosati , Nikos Zygouras

In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

概率论 · 数学 2025-01-09 Masahisa Ebina

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

概率论 · 数学 2009-01-19 Ester Gabetta , Eugenio Regazzini

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

数据分析、统计与概率 · 物理学 2026-03-26 Mario Castro , José A. Cuesta

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

概率论 · 数学 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

概率论 · 数学 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…

偏微分方程分析 · 数学 2018-09-24 Augustin Moinat , Hendrik Weber

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

概率论 · 数学 2018-09-12 Lu Xu

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

概率论 · 数学 2014-09-22 Yan-Xia Ren , Renming Song , Rui 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…

偏微分方程分析 · 数学 2023-01-18 Perla El Kettani , Tadahisa Funaki , Danielle Hilhorst , Hyunjoon Park , Sunder Sethuraman

The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we…

概率论 · 数学 2022-10-13 Dimitra C. Antonopoulou , Geogia Karali , Annie Millet

Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance that satisfies Dalang's…

概率论 · 数学 2020-08-07 Le Chen , Davar Khoshnevisan , David Nualart , Fei Pu

In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, \pi]^d, with d \in {1,2,3}. This equation is driven by a space-time white noise. The…

概率论 · 数学 2018-10-15 Ruinan Li , Xinyu Wang

In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. We show…

概率论 · 数学 2019-07-16 Jingyu Huang , David Nualart , Lauri Viitasaari , Guangqu Zheng

We study the scaling properties of the non-equilibrium stationary states (NESS) of a reaction-diffusion model. Under a suitable smallness condition, we show that the density of particles satisfies a law of large numbers with respect to the…

概率论 · 数学 2022-11-10 P. Gonçalves , M. Jara , R. Marinho , O. Menezes

We consider a class of Gibbs measures defined with respect to increments $\{\omega(t)-\omega(s)\}_{s<t}$ of $d$-dimensional Wiener measure, with the underlying Hamiltonian carrying interactions of the form $H(t-s,\omega(t)-\omega(s))$ that…

概率论 · 数学 2021-07-27 Chiranjib Mukherjee

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

概率论 · 数学 2025-01-09 Masahisa Ebina

In this paper we continue our study of the large time behavior of the bounded solution to the nonlocal diffusion equation with absorption \begin{align} \begin{cases} u_t = \mathcal{L} u-u^p\quad& \mbox{in}\quad \mathbb…

偏微分方程分析 · 数学 2014-04-15 Ariel Salort , Joana Terra , Noemí Wolanski
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