Curvature motion perturbed by a direction-dependent colored noise

Curvature motion perturbed by a direction-dependent colored noise
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曲率运动受到方向相关的有色噪声的扰动

DOI:
10.1007/978-3-319-74929-7_9
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发表时间:
2018
期刊:
影响因子:
--
通讯作者:
S. Yokoyama
S. Yokoyama
中科院分区:
--
文献类型:
--
作者:
C. Denis;T. Funaki;S. Yokoyama

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该文致力于研究两个问题.首先,我们简要地介绍了确定性运动和随机运动的平均曲率的几个结果,以及在所谓的锐界面极限下的推导。然后,我们研究了平均曲率扰动下的运动,扰动是由描述的方向相关的高斯色噪声。这一部分是(Funaki,Acta Math Sin(Engl Ser),15:407-438,1999)[10]的推广,其中噪声与空间无关。本文给出了逼近方程解的一致矩估计,并在曲线出现奇异性之前,证明了二维凸曲线曲率的SPDEs的Wong-Zakai型收敛定理。
The aim of this paper is twofold. First we give a brief overview of several results on the deterministic and stochastic motions by mean curvature and their derivation under the so-called sharp interface limit. Then, we study the motions by mean curvature perturbed by a direction-dependent Gaussian colored noise described by. This part is a generalization of (Funaki, Acta Math Sin (Engl Ser), 15:407–438, 1999) [10] where the noise is independent from space. We derive a uniform moment estimate on solutions of approximating equations and prove a Wong–Zakai type convergence theorem (in law) for the SPDEs for the curvature of a convex curve in two-dimensional space before the time the curve exhibits a singularity.
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