English

An invariance principle for stochastic heat equations with periodic coefficients

Probability 2018-09-12 v2

Abstract

We investigate the asymptotic behaviors of the solution u(t,)u(t, \cdot) to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional settings. Due to our results, 1tu(t,)\frac{1}{\sqrt t}u(t, \cdot) converges weakly to a centered Gaussian variable whose covariance operator is described through Poisson equations. Different from the finite-dimensional case, the fluctuation in space vanishes in the limit distribution. Furthermore, we verify the tightness and present an invariance principle for {ϵu(ϵ2t,)}t[0,T]\{\epsilon u(\epsilon^{-2}t, \cdot)\}_{t \in [0, T]} as ϵ0\epsilon \downarrow 0.

Keywords

Cite

@article{arxiv.1505.03391,
  title  = {An invariance principle for stochastic heat equations with periodic coefficients},
  author = {Lu Xu},
  journal= {arXiv preprint arXiv:1505.03391},
  year   = {2018}
}