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Multiscale expansion of invariant measures for SPDEs
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UNSPECIFIED (2004) Multiscale expansion of invariant measures for SPDEs. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 251 (3). pp. 515-555. doi:10.1007/s00220-004-1130-7 ISSN 0010-3616.
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Official URL: http://dx.doi.org/10.1007/s00220-004-1130-7
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 | ||||
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Subjects: | Q Science > QC Physics | ||||
Journal or Publication Title: | COMMUNICATIONS IN MATHEMATICAL PHYSICS | ||||
Publisher: | SPRINGER | ||||
ISSN: | 0010-3616 | ||||
Official Date: | November 2004 | ||||
Dates: |
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Volume: | 251 | ||||
Number: | 3 | ||||
Number of Pages: | 41 | ||||
Page Range: | pp. 515-555 | ||||
DOI: | 10.1007/s00220-004-1130-7 | ||||
Publication Status: | Published |
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