Coupling and invariant measures for the heat equation with noise (Q1317239): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176989016 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1993635841 / rank | |||
Normal rank |
Revision as of 21:43, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Coupling and invariant measures for the heat equation with noise |
scientific article |
Statements
Coupling and invariant measures for the heat equation with noise (English)
0 references
29 August 1994
0 references
The author considers periodic solutions for the heat equation \(u_ t=Du_{xx} -\alpha u+a(u)+b(u) \dot W\). Here \(\dot W=\dot W(t,x)\) is a two-parameter white noise and \(D>0\) and \(\alpha \geq 0\) are constants, \(t \geq 0\) and \(x \in S'=R \pmod {2\pi}\). The equation is interpreted in the weak sense of Walsh. It is shown that for two initial conditions \(u^ 1(0,x)\), \(u^ 2(0,x)\) which are continuous in \(x \in S'\) there are solutions \(u^ 1(t,x)\), \(u^ 2(t,x)\) which are equal for \(x \in S'\) and \(t\) greater than some stopping time \(t\).
0 references
stochastic partial differential equations
0 references
periodic solutions
0 references
heat equation
0 references
stopping time
0 references