We study the asymptotic shape of the solution u(t,x)∈0,1 to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0,x) is 0 for all large positive x and u(0,x) is 1 for all large negitive x. The special form of the noise term preserves this property at all times t≥0. The main result is that, in contrast to the deterministic heat equation, the width of the interface remains stochastically bounded.
%0 Journal Article
%1 mueller1997finite
%A Mueller, C.
%A Tribe, R.
%D 1997
%J Electron. J. Probab.
%K Fisher-KPP SPDE spatial_spread travelling_wave
%P no. 7, 27 pp. (electronic)
%R 10.1214/EJP.v2-21
%T Finite width for a random stationary interface
%U http://dx.doi.org/10.1214/EJP.v2-21
%V 2
%X We study the asymptotic shape of the solution u(t,x)∈0,1 to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0,x) is 0 for all large positive x and u(0,x) is 1 for all large negitive x. The special form of the noise term preserves this property at all times t≥0. The main result is that, in contrast to the deterministic heat equation, the width of the interface remains stochastically bounded.
@article{mueller1997finite,
abstract = {
We study the asymptotic shape of the solution u(t,x)∈[0,1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0,x) is 0 for all large positive x and u(0,x) is 1 for all large negitive x. The special form of the noise term preserves this property at all times t≥0. The main result is that, in contrast to the deterministic heat equation, the width of the interface remains stochastically bounded.},
added-at = {2013-01-20T14:24:53.000+0100},
author = {Mueller, C. and Tribe, R.},
biburl = {https://www.bibsonomy.org/bibtex/23b5fd2368889157ab5a8a95155fc0941/peter.ralph},
doi = {10.1214/EJP.v2-21},
fjournal = {Electronic Journal of Probability},
interhash = {51fcff341664d230987acd51c0356839},
intrahash = {3b5fd2368889157ab5a8a95155fc0941},
issn = {1083-6489},
journal = {Electron. J. Probab.},
keywords = {Fisher-KPP SPDE spatial_spread travelling_wave},
mrclass = {60H15 (35R60)},
mrnumber = {1485116 (99g:60106)},
mrreviewer = {Richard B. Sowers},
pages = {no. 7, 27 pp. (electronic)},
timestamp = {2013-09-12T22:23:01.000+0200},
title = {Finite width for a random stationary interface},
url = {http://dx.doi.org/10.1214/EJP.v2-21},
volume = 2,
year = 1997
}