SDDEs limits solutions to sublinear reaction-diffusion SPDEs

zbMATH Open1035.60065arXiv1005.3806MaRDI QIDQ4444852FDOQ4444852

Authors: Hassan Allouba 

Publication date: 27 January 2004

Abstract: We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs solutions; this new notion, which builds on and refines our SDDEs approach to SPDEs from earlier work, is entirely based on the approximating SDDEs. It is applicable to, and gives a multiscale view of, a variety of SPDEs. We extend this approach in related work to other heat-based SPDEs (Burgers, Allen-Cahn, and others) and to the difficult case of SPDEs with multi-dimensional spacial variable. We focus here on one-spacial-dimensional reaction-diffusion SPDEs; and we prove the existence of a SDDEs limit solution to these equations under less-than-Lipschitz conditions on the drift and the diffusion coefficients, thus extending our earlier SDDEs work to the nonzero drift case. The regularity of this solution is obtained as a by-product of the existence estimates. The uniqueness in law of our SPDEs follows, for a large class of such drifts/diffusions, as a simple extension of our recent Allen-Cahn uniqueness result. We also examine briefly, through order parameters $epsilo{n}_1$ and $epsilo{n}_2$ multiplied by the Laplacian and the noise, the effect of letting $epsilo{n}_1,epsilo{n}_{2}o0$ at different speeds. More precisely, it is shown that the ratio $epsilo{n}_2/epsilo{n}_1^{1/4}$ determines the behavior as $epsilo{n}_1,epsilo{n}_{2}o0$.

Full work available at URL: https://arxiv.org/abs/1005.3806

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zbMATH Keywords

stochastic partial differential equationsmultiscalelimit solutionsstochastic differential-difference equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cited In (2)

• Long time existence for the heat equation with a spatially correlated noise term
• L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence

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