首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise
Authors:Roger Tribe
Institution:(1) Weierstrass Institut für Angewandte Analysis und Stochastik, Mohrenstrasse 39, D-10117 Berlin, Germany
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.
Keywords:60H15
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号