Metastability for small random perturbations of a PDE with blow-up

DOI10.1016/J.SPA.2017.08.005MaRDI QIDQ1747786zbMATH OpenOpenAlexFDO

Authors Pablo Groisman, Santiago Saglietti, Nicolas Saintier

Publication date 27 April 2018

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.01724, http://hdl.handle.net/11336/60062

zbMATH Keywords

stochastic partial differential equationsblow-upmetastabilityrandom perturbations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57)

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.

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Cited in

(6)

• Blowup from randomly switching between stable boundary conditions for the heat equation
• Small random perturbations of a dynamical system with blow-up
• Metastability of stochastic PDEs and Fredholm determinants
• Metastability and exit problems for systems of stochastic reaction-diffusion equations
• Metastability for nonlinear random perturbations of dynamical systems
• Metastability for parabolic equations with drift: part II. The quasilinear case

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