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Asymptotic behavior of the stochastic heat equation over large intervals

Probability 2025-09-03 v1

Abstract

We consider a nonlinear stochastic heat equation on [0,T]×[L,L][0,T]\times [-L,L], driven by a space-time white noise WW, with a given initial condition u0:RRu_0: \mathbb{R} \to \mathbb{R} and three different types of (vanishing) boundary conditions: Dirichlet, Mixed and Neumann. We prove that as LL\to\infty, the random field solution at any space-time position converges in the Lp(Ω)L^p(\Omega)-norm (p1p\ge 1) to the solution of the stochastic heat equation on R\mathbb{R} (with the same initial condition u0u_0), and we determine the (near optimal) rate of convergence. The proof relies on estimates of differences between the corresponding Green's functions on [L,L][-L, L] and the heat kernel on R\mathbb{R}, 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}
}

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31 pages