Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher
Yu Gu, Jiawei Li

TL;DR
This paper investigates the long-term behavior and fluctuations of solutions to a nonlinear stochastic heat equation in dimensions three and higher, driven by Gaussian noise, revealing convergence to stationarity and Edwards-Wilkinson type fluctuations.
Contribution
It establishes convergence to stationary distribution and characterizes diffusive fluctuations for the nonlinear stochastic heat equation in high dimensions.
Findings
Solution converges to stationary distribution over time
Fluctuations are described by Edwards-Wilkinson equation
Results hold for small coupling constant
Abstract
We study the solution to a nonlinear stochastic heat equation in . The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution converges to the stationary distribution in large time; (ii) the diffusive scale fluctuations are described by the Edwards-Wilkinson equation.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Theoretical and Computational Physics · Stochastic processes and financial applications
