Large fluctuations for a nonlinear heat equation with noise

From MaRDI portal
Publication:3959895

DOI10.1088/0305-4470/15/10/011zbMath0496.60060OpenAlexW2010288972MaRDI QIDQ3959895

Giovanni Jona-Lasinio, William G. Faris

Publication date: 1982

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/15/10/011



Related Items

Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains, Singular limits for stochastic equations, Computing non-equilibrium trajectories by a deep learning approach, Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift, Large deviation principles of stochastic reaction-diffusion lattice systems, Wick powers in stochastic PDEs: an introduction, Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise, The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise, Large deviation principle for semilinear stochastic evolution equations with Poisson noise, Large deviation principle for stochastic evolution equations, Metastability of the nonlinear wave equation: insights from transition state theory, Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance, Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm, Limit theorems on the exit problems for small random perturbations of dynamical systems. II, Exit time for a reaction diffusion model: case of a one well potential, Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term., Large deviations for (1 + 1)-dimensional stochastic geometric wave equation, Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities, Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem, Large deviations for the macroscopic motion of an interface, Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example, Stability of the instanton under small random perturbations, Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen--Cahn Equation, The sharp interface limit for the stochastic Cahn-Hilliard equation, The scaling limit for a stochastic PDE and the separation of phases, Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem, Ergodicity and invariant measures of some randomly perturbed classical fields, Action minimization and macroscopic interface motion under forced displacement, Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation, Stable dynamical systems under small perturbations, Escape from the unstable equilibrium in a random process with infinitely many interacting particles, On the existence of solution for a Cahn-Hilliard/Allen-Cahn equation, Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise, Large deviation for Navier-Stokes equations with small stochastic perturbation, Qualitative analysis and travelling wave solutions for the Chaffee-Infante equation, Simulated annealing for stochastic semilinear equations on Hilbert spaces, Nonlinear random wave equations, Tunneling in two dimensions, Exponential loss of memory for the 2-dimensional Allen-Cahn equation with small noise, Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions, Static large deviations for a reaction-diffusion model, Large deviations approach to a one-dimensional, time-periodic stochastic model of pattern formation, Thermally activated transitions between micromagnetic states, Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms, The variational problem for a certain space-time functional defined on planar closed curves, Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations, An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation, On the well-posedness of the stochastic Allen-Cahn equation in two dimensions, An adaptive high-order minimum action method, Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing, Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\), Metastability of stochastic partial differential equations and Fredholm determinants, A note on small random perturbations of dynamical systems, On the stationary distribution of self-sustained oscillators around bifurcation points., Strong ergodicity results on wiener space, Strong ergodicity results on wiener space, On the existence and uniqueness of solution to a stochastic 2D Allen–Cahn–Navier–Stokes model, Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations, Action minimization for an Allen-Cahn equation with an unequal double-well potential, Metastability: A Brief Introduction Through Three Examples, Rare events in stochastic partial differential equations on large spatial domains, Non-equilibrium transitions in multiscale systems with a bifurcating slow manifold, Large deviations for infinite dimensional stochastic dynamical systems, Non-explosion, boundedness, and ergodicity for stochastic semilinear equations, Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data, Large deviation principle for a stochastic Allen-Cahn equation, A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations, Density large deviations for multidimensional stochastic hyperbolic conservation laws, Metastability for small random perturbations of a PDE with blow-up, An Hp-Adaptive Minimum Action Method Based on a Posteriori Error Estimate, Quantitative Differentiation: A General Formulation, Rare Event Simulation of Small Noise Diffusions, A minimum action method for small random perturbations of two-dimensional parallel shear flows, Small noise asymptotic of the timing jitter in soliton transmission, Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound, Qualitative behaviour of solutions of stochastic reaction-diffusion equations, Large deviations for nonlocal stochastic neural fields, Comparison methods for a class of function valued stochastic partial differential equations, The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes, Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation, Sharp asymptotics of metastable transition times for one dimensional SPDEs, Sharp-interface limit of the Allen-Cahn action functional in one space dimension, Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions, Variational analysis of a mean curvature flow action functional, Invariant measures of stochastic partial differential equations and conditioned diffusions, Sharp tunneling estimates for a double-well model in infinite dimension, GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS, Nonlinear parabolic stochastic differential equations with additive colored noise on \({\mathbb{R}}^ d\times {\mathbb{R}}_ +:\) A regulated stochastic quantization, INSTANTON SOLUTION OF A NONLINEAR POTENTIAL IN FINITE SIZE, Unnamed Item, Stationary solutions of the Gross-Pitaevskii equation with linear counterpart, Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise, Soft and hard wall in a stochastic reaction diffusion equation, Unnamed Item, A cluster expansion for stochastic lattice fields, Small random perturbations of finite- and infinite-dimensional dynamical systems: Unpredictability of exit times, Metastability and exit problems for systems of stochastic reaction-diffusion equations, Unpredictability of an exit time, Large deviations from the mckean-vlasov limit for weakly interacting diffusions, On the existence and uniqueness of solution to a stochastic simplified liquid crystal model, Metastability in randomly perturbed dynamical systems: beyond large-deviation theory, Uniform large deviation principles for Banach space valued stochastic evolution equations, Arclength Parametrized Hamilton's Equations for the Calculation of Instantons, Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise, The Poincaré maps of a slow-fast stochastic system, Some results on small random perturbations of an infinite dimensional dynamical system, Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes, On the stochastic quantization of field theory