UNSPECIFIED. (2004) Multiscale expansion of invariant measures for SPDEs. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 251 (3). pp. 515-555. ISSN 0010-3616

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Abstract

We derive the first two terms in an epsilon-expansion for the invariant measure of a class of semilinear parabolic SPDEs near a change of stability, when the noise strength and the linear instability are of comparable order epsilon(2). This result gives insight into the stochastic bifurcation and allows to rigorously approximate correlation functions. The error between the approximate and the true invariant measure is bounded in both the Wasserstein and the total variation distance.

Item Type:	Journal Article
Subjects:	Q Science > QC Physics
Journal or Publication Title:	COMMUNICATIONS IN MATHEMATICAL PHYSICS
Publisher:	SPRINGER
ISSN:	0010-3616
Date:	November 2004
Volume:	251
Number:	3
Number of Pages:	41
Page Range:	pp. 515-555
Identification Number:	10.1007/s00220-004-1130-7
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/7835

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