Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two

被引:2
|
作者
Tao, Ran [1 ]
机构
[1] Univ Maryland, Dept Math, College Pk, MD 20740 USA
来源
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2024年 / 12卷 / 01期
关键词
Stochastic heat equation; Gaussian fluctuations; Malliavin calculus; Stein's method; KPZ EQUATION; LIMIT;
D O I
10.1007/s40072-022-00282-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale epsilon, and tuned logarithmically by a factor 1/root log epsilon(-1)in its strength. We prove that, after centering and rescaling, the solution 1 random field converges in distribution to an Edwards-Wilkinson limit as epsilon down arrow 0. The tool we used here is the Malliavin-Stein's method. We also give a functional version of this result.
引用
收藏
页码:220 / 246
页数:27
相关论文
共 50 条
  • [1] Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two
    Ran Tao
    Stochastics and Partial Differential Equations: Analysis and Computations, 2024, 12 : 220 - 246
  • [2] Gaussian fluctuations for the stochastic heat equation with colored noise
    Jingyu Huang
    David Nualart
    Lauri Viitasaari
    Guangqu Zheng
    Stochastics and Partial Differential Equations: Analysis and Computations, 2020, 8 : 402 - 421
  • [3] Gaussian fluctuations for the stochastic heat equation with colored noise
    Huang, Jingyu
    Nualart, David
    Viitasaari, Lauri
    Zheng, Guangqu
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 8 (02): : 402 - 421
  • [4] FLUCTUATIONS OF A NONLINEAR STOCHASTIC HEAT EQUATION IN DIMENSIONS THREE AND HIGHER
    Gu, Yu
    Li, Jiawei
    SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2020, 52 (06) : 5422 - 5440
  • [5] Gaussian Fluctuations for the Stochastic Burgers Equation in Dimension d ≥ 2
    Cannizzaro, Giuseppe
    Gubinelli, Massimiliano
    Toninelli, Fabio
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2024, 405 (04)
  • [6] Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions
    Nakajima, Shuta
    Nakashima, Makoto
    ELECTRONIC JOURNAL OF PROBABILITY, 2023, 28
  • [7] Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
    Nualart, Eulalia
    Quer-Sardanyons, Lluis
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2012, 122 (01) : 418 - 447
  • [8] Gaussian fluctuations of spatial averages of a system of stochastic heat equations
    Nualart, David
    Saikia, Bhargobjyoti
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2024, 42 (06) : 1185 - 1196
  • [9] Gaussian fluctuations from the 2D KPZ equation
    Gu, Yu
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 8 (01): : 150 - 185
  • [10] Gaussian fluctuations for the wave equation under rough random perturbations
    Balan, Raluca M.
    Huang, Jingyu
    Wang, Xiong
    Xia, Panqiu
    Yuan, Wangjun
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2025, 182