Fast transport asymptotics for stochastic RDEs with boundary noise
Probability
2010-12-16 v1
Abstract
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a suitable one-dimensional stochastic differential equation. This replacement is possible under the assumption of spectral gap for the diffusion and is a result of averaging in the fast spatial transport. We also study the fluctuations around the averaged motion.
Keywords
Cite
@article{arxiv.1012.3269,
title = {Fast transport asymptotics for stochastic RDEs with boundary noise},
author = {Sandra Cerrai and Mark Freidlin},
journal= {arXiv preprint arXiv:1012.3269},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/10-AOP552 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)