Malliavin Calculus for the stochastic Cahn- Hilliard/Allen-Cahn equation with unbounded noise diffusion
dc.contributor.author | Antonopoulou, Dimitra | * |
dc.contributor.author | Farazakis, Dimitris | * |
dc.contributor.author | Karali, Georgia D. | * |
dc.date.accessioned | 2018-05-29T14:00:25Z | |
dc.date.available | 2018-05-29T14:00:25Z | |
dc.date.issued | 2018-05-08 | |
dc.identifier.citation | Antonopoulou, D., Farazakis, D., & Karali, G. D. (2018). Malliavin Calculus for the stochastic Cahn- Hilliard/Allen-Cahn equation with unbounded noise diffusion. Journal of Differential Equations, 265(7), 3168-3211. | en |
dc.identifier.issn | 0022-0396 | |
dc.identifier.doi | 10.1016/j.jde.2018.05.004 | |
dc.identifier.uri | http://hdl.handle.net/10034/621162 | |
dc.description.abstract | The stochastic partial di erential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due to adsorption and desorption mechanisms involved in surface processes, in the presence of a stochastic driving force. This equation is a combination of Cahn-Hilliard and Allen-Cahn type operators with a multiplicative, white, space-time noise of unbounded di usion. We apply Malliavin calculus, in order to investigate the existence of a density for the stochastic solution u. In dimension one, according to the regularity result in [5], u admits continuous paths a.s. Using this property, and inspired by a method proposed in [8], we construct a modi ed approximating sequence for u, which properly treats the new second order Allen-Cahn operator. Under a localization argument, we prove that the Malliavin derivative of u exists locally, and that the law of u is absolutely continuous, establishing thus that a density exists. | |
dc.language.iso | en | en |
dc.publisher | Elsevier | en |
dc.relation.url | https://www.sciencedirect.com/science/article/pii/S0022039618302699 | en |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | en |
dc.subject | Stochastic partial differential equations | en |
dc.subject | Reaction-diffusion equations | en |
dc.subject | Phase transitions | en |
dc.subject | Malliavin Calculus | en |
dc.title | Malliavin Calculus for the stochastic Cahn- Hilliard/Allen-Cahn equation with unbounded noise diffusion | en |
dc.type | Article | en |
dc.contributor.department | University of Chester; Foundation for Research and Technology; University of Crete | en |
dc.identifier.journal | Journal of Differential Equations | |
dc.internal.reviewer-note | Replace full text with one in emails before uploading. GM | en |
dc.date.accepted | 2018-05-02 | |
or.grant.openaccess | Yes | en |
rioxxterms.funder | Unfunded | en |
rioxxterms.identifier.project | Unfunded | en |
rioxxterms.version | AM | en |
rioxxterms.versionofrecord | https://doi.org/10.1016/j.jde.2018.05.004 | |
rioxxterms.licenseref.startdate | 2019-05-08 | |
html.description.abstract | The stochastic partial di erential equation analyzed in this work, is motivated by a simplified mesoscopic physical model for phase separation. It describes pattern formation due to adsorption and desorption mechanisms involved in surface processes, in the presence of a stochastic driving force. This equation is a combination of Cahn-Hilliard and Allen-Cahn type operators with a multiplicative, white, space-time noise of unbounded di usion. We apply Malliavin calculus, in order to investigate the existence of a density for the stochastic solution u. In dimension one, according to the regularity result in [5], u admits continuous paths a.s. Using this property, and inspired by a method proposed in [8], we construct a modi ed approximating sequence for u, which properly treats the new second order Allen-Cahn operator. Under a localization argument, we prove that the Malliavin derivative of u exists locally, and that the law of u is absolutely continuous, establishing thus that a density exists. | |
rioxxterms.publicationdate | 2018-05-08 |