Unpredictability of an exit time (Q1272153)
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English | Unpredictability of an exit time |
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Unpredictability of an exit time (English)
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23 November 1998
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Let \(u_\varepsilon (x,t)\) be a solution to the stochastic PDE \[ \frac {\partial u_{\varepsilon}}{\partial t}=\frac {1}{2}\frac {\partial ^2u_{\varepsilon}}{\partial x^2} -V'(u_{\varepsilon})+\varepsilon \alpha \] for \((x,t)\in [0,L]\times R_+\), with boundary conditions \(u_\varepsilon (0,t)=u_\varepsilon (L,t)=0,\;t\geq 0\), and the initial condition \(u(\cdot ,0)=\psi \in C([0,1])\) where \(\alpha \) stands for a space-time white noise. It is shown that \[ \sup_{\|\psi-\varphi\|\leq \delta} | P(T_\varepsilon(\psi)>t) - P(T_\varepsilon(\varphi)>t)| \to 0 \] as \(\varepsilon \to 0\), where \(P\) is the probability and \(T_\varepsilon(\psi)\) denotes the normalized tunelling time for the solution starting at \(\psi \). The potential \(V\) is assumed to be of the form \(V(u)=a(2n)^{-1}u^{2n} +(1/2)u^2\), where \(a\geq 0\) is a constant and \(n\geq 2\) is an integer.
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stochastic partial differential equations
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coupling
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tunelling
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