相关论文: Central limit theorem for the Allen-Cahn equation …

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…

We consider a nonlinear damped hyperbolic reaction-diffusion system in a bounded interval of the real line with homogeneous Neumann boundary conditions and we study the metastable dynamics of the solutions. Using an "energy approach"…

We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where…

We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…

We study corrections to the scaling limit of subcritical long-range Ising models with (super)-summable interactions on $\mathbb{Z}^d$. For a wide class of models, the scaling limit is known to be white noise, as shown by Newman (1980). In…

The initial boundary value problem for a Cahn-Hilliard system subject to a dynamic boundary condition of Allen-Cahn type is treated. The vanishing of the surface diffusion on the dynamic boundary condition is the point of emphasis. By the…

We present a unified approach to characterising fast-reaction limits of systems of either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential equation, on unbounded domains, motivated by models…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Our aim in this paper is to discuss the critical exponent in semi-linear structurally damped wave and beam equations with additional dispersion term. The special model we have in mind is $$…

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

Let $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}}$ denote the solution to the parabolic Anderson model with initial condition $\delta_0$ and driven by space-time white noise on $\mathbb{R}_+\times\mathbb{R}$, and let $p_t(x):= (2\pi…

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…

We study the focusing nonlinear Schr\"odinger equation in the $L^2$-supercritical regime with finite energy and finite variance initial data. We investigate solutions above the energy (or mass-energy) threshold. In our first result, we…

We study the behavior of the solution of a stochastic Allen-Cahn equation $\frac{\partial u_\eps }{\partial t}=\frac 12 \frac{\partial^2 u_\eps }{\partial x^2}+ u_\eps -u_\eps^3+\sqrt\eps\, \dot W$, with Dirichlet boundary conditions on a…

We consider sub-critical configuration models and show that the central limit theorem for any additive statistic holds when the statistics satisfies a fourth moment assumption, a variance lower bound and the degree sequence of graph…

In this paper we study supercritical super-OU processes with general branching mechanisms satisfying a second moment condition. We establish central limit theorems for the super-OU processes. In the small and crtical branching rate cases,…