26 research outputs found
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Stochastic Ising models and anisotropic front propagation
No full textWe study Ising models with general spin-flip dynamics obeying the detailed balance law. After passing to suitable macroscopic limits, we obtain interfaces moving with normal velocity depending anisotropically on their principal curvatures and direction. In addition we deduce (direction-dependent) Kubo-Green-type formulas for the mobility and the Hessian of the surface tension, thus obtaining an explicit description of anisotropy in terms of microscopic quantities. The choice of dynamics affects only the mobility, a scalar function of the direction
Recommended from our members
Stochastic Ising models and anisotropic front propagation
No full textWe study Ising models with general spin-flip dynamics obeying the detailed balance law. After passing to suitable macroscopic limits, we obtain interfaces moving with normal velocity depending anisotropically on their principal curvatures and direction. In addition we deduce (direction-dependent) Kubo-Green-type formulas for the mobility and the Hessian of the surface tension, thus obtaining an explicit description of anisotropy in terms of microscopic quantities. The choice of dynamics affects only the mobility, a scalar function of the direction
Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations
No full textProportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem
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Consistency of a large time-step scheme for mean curvature motion
No full textWe propose a new scheme for the level set approximation of motion by mean curvature (MCM). The scheme originates from a representation formula recently given by Soner and Touzi, which allows to construct large time–step, Godunov–type schemes. One such scheme is presented and its consistency is analysed. We also provide and discuss some numerical tests
