Título: Finite Width For a Random Stationary Interface
Autores: Mueller, Carl; University of Rochester
Tribe, Roger; University of Warwick
Fecha: 1997-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Mathematics
Stochastic partial differential equations, duality, travelling waves, white noise
Primary 60H15; secondary 35R60
Descripción: We study the asymptotic shape of the solution $u(t,x) \in [0,1]$ 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 $t \geq 0$. The main result is that, in contrast to the deterministic heat equation, the width of the interface remains stochastically bounded.
Idioma: Inglés

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