Metastability for small random perturbations of a PDE with blow-up
Analysis of PDEs
2015-01-09 v1 Probability
Abstract
We study small random perturbations by additive space-time white noise of a reaction-diffusion equation with a unique stable equilibrium and solutions which blow up in finite time. We show that for initial data in the domain of attraction of the stable equilibrium the perturbed system exhibits metastable behavior: its time averages remain stable around this equilibrium until an abrupt and unpredictable transition occurs which leads to explosion in a finite (but exponentially large) time. On the other hand, for initial data in the domain of explosion we show that the explosion time of the perturbed system converges to the explosion time of the deterministic solution.
Keywords
Cite
@article{arxiv.1501.01724,
title = {Metastability for small random perturbations of a PDE with blow-up},
author = {Pablo Groisman and Santiago Saglietti and Nicolas Saintier},
journal= {arXiv preprint arXiv:1501.01724},
year = {2015}
}
Comments
28 pages, 3 figures