Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise (Q1895849)

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scientific article; zbMATH DE number 784419
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    Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise
    scientific article; zbMATH DE number 784419

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      Large time behavior of interface solutions to the heat equation with Fisher-Wright white noise (English)
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      11 February 1996
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      The one-dimensional heat equation \(\dot u= {1\over 2} \Delta u+ |u(1- u)|^{1/2} \dot W\), where \(\dot W\) is a space-time white noise on \([0, \infty)\times \mathbb{R}\), is considered with the solutions for which \(u_t(x)\in [0, 1]\) for all \(t,x\). Let \(R(f)= \sup(x: f(x)> 0)\), \(L(f)= \inf(x: f(x)< 1)\), \({\mathcal C}_I= (f: R\to [0, 1]\) continuous, \(-\infty< L(f)< R(f)< \infty)\). The initial conditions in \({\mathcal C}_I\) are considered and it is shown that under Brownian rescaling the motion of the position of the wavefront \((t\to R(u_{n^2 t})/n)\) converges to that of Brownian motion as \(n\to \infty\). It is shown that under Brownian rescaling the motion of the inference location approaches to the motion of a system of annihilating Brownian motion.
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      heat equation
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      Fisher-Wright white noise
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      Brownian rescaling
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      annihilating Brownian motion
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