Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise |
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Authors: | Roger Tribe |
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Affiliation: | (1) Weierstrass Institut für Angewandte Analysis und Stochastik, Mohrenstrasse 39, D-10117 Berlin, Germany |
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Abstract: | ![]() Summary The one-dimensional heat equation driven by Fisher-Wright white noise is studied. From initial conditions with compact support, solutions retain this compact support and die out in finite time. There exist interface solutions which change from the value 1 to the value 0 in a finite region. The motion of the interface location is shown to approach that of a Brownian motion under rescaling. Solutions with a finite number of interfaces are approximated by a system of annihilating Brownian motions. |
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Keywords: | 60H15 |
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