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Phase Analysis for a family of Stochastic Reaction-Diffusion Equations

Probability 2020-12-24 v1

Abstract

We consider a reaction-diffusion equation of the type tψ=x2ψ+V(ψ)+λσ(ψ)W˙on (0,)×T, \partial_t\psi = \partial^2_x\psi + V(\psi) + \lambda\sigma(\psi)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, subject to a "nice" initial value and periodic boundary, where T=[1,1]\mathbb{T}=[-1\,,1] and W˙\dot{W} denotes space-time white noise. The reaction term V:RRV:\mathbb{R}\to\mathbb{R} belongs to a large family of functions that includes Fisher--KPP nonlinearities [V(x)=x(1x)V(x)=x(1-x)] as well as Allen-Cahn potentials [V(x)=x(1x)(1+x)V(x)=x(1-x)(1+x)], the multiplicative nonlinearity σ:RR\sigma:\mathbb{R}\to\mathbb{R} is non random and Lipschitz continuous, and λ>0\lambda>0 is a non-random number that measures the strength of the effect of the noise W˙\dot{W}. The principal finding of this paper is that: (i) When λ\lambda is sufficiently large, the above equation has a unique invariant measure; and (ii) When λ\lambda is sufficiently small, the collection of all invariant measures is a non-trivial line segment, in particular infinite. This proves an earlier prediction of Zimmerman et al. (2000). Our methods also say a great deal about the structure of these invariant measures.

Keywords

Cite

@article{arxiv.2012.12512,
  title  = {Phase Analysis for a family of Stochastic Reaction-Diffusion Equations},
  author = {Davar Khoshnevisan and Kunwoo Kim and Carl Mueller and Shang-Yuan Shiu},
  journal= {arXiv preprint arXiv:2012.12512},
  year   = {2020}
}

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69 pages