Interface Fluctuations and Couplings in the D=1 Ginzburg–Landau Equation with Noise

Interface Fluctuations and Couplings in the D=1 Ginzburg–Landau Equation with Noise
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带噪声的 D=1 Ginzburg-Landau 方程中的界面波动和耦合

DOI:
10.1023/a:1021642824394
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发表时间:
1998
影响因子:
0.8
通讯作者:
E. Presutti
E. Presutti
中科院分区:
数学4区
文献类型:
--
作者:
S. Brassesco;P. Buttà;A. De Masi;E. Presutti

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我们考虑了区间[−ε−κ, ε−κ], ε>, κ≥1中具有Neumann边界条件的ginzberg - landau方程,并证明了在强度为√ε的加性白噪声扰动下,如果初始基准接近于某个“瞬子”,那么在极限ε→0+下,解一直接近于某个“瞬子”,只要“瞬子的中心远离区间的端点”,其增长速度可以与ε的任何逆幂一样快。我们证明了瞬子的中心,适当地归一化,收敛于布朗运动。此外,给定任意两个初始数据,每个初始数据都接近一个瞬子,我们构造了相应过程的耦合,使得在极限ε→0+下,耦合成功的时间(适当归一化)定律收敛于从近似初始数据的瞬子中心开始的两条布朗路径的第一次相遇。
We consider a Ginzburg–Landau equation in the interval [−ε−κ, ε−κ], ε>0, κ≥1, with Neumann boundary conditions, perturbed by an additive white noise of strength √ε We prove that if the initial datum is close to an "instanton" then, in the limit ε→0+, the solution stays close to some instanton for times that may grow as fast as any inverse power of ε, as long as “the center of the instanton is far from the endpoints of the interval”. We prove that the center of the instanton, suitably normalized, converges to a Brownian motion. Moreover, given any two initial data, each one close to an instanton, we construct a coupling of the corresponding processes so that in the limit ε→0+the time of success of the coupling (suitably normalized) converges in law to the first encounter of two Brownian paths starting from the centers of the instantons that approximate the initial data.
DOI: --
发表时间: 2005
期刊:
影响因子: --
作者:
Iima;Makoto;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣;利根川吉廣
通讯作者: 利根川吉廣