Asymptotic behavior of the stochastic heat equation over large intervals
Probability
2025-09-03 v1
Abstract
We consider a nonlinear stochastic heat equation on , driven by a space-time white noise , with a given initial condition and three different types of (vanishing) boundary conditions: Dirichlet, Mixed and Neumann. We prove that as , the random field solution at any space-time position converges in the -norm () to the solution of the stochastic heat equation on (with the same initial condition ), and we determine the (near optimal) rate of convergence. The proof relies on estimates of differences between the corresponding Green's functions on and the heat kernel on , and on a space-time version of a Gronwall-type lemma.
Keywords
Cite
@article{arxiv.2509.02504,
title = {Asymptotic behavior of the stochastic heat equation over large intervals},
author = {David Candil and Robert C. Dalang and Marta Sanz Solé},
journal= {arXiv preprint arXiv:2509.02504},
year = {2025}
}
Comments
31 pages