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
  • [41] Hermite spatial variations for the solution to the stochastic heat equation
    Araya, Hector
    Garzon, Johanna
    Moreno, Nicolas
    Plaza, Francisco
    MATHEMATICAL COMMUNICATIONS, 2021, 26 (02) : 253 - 270
  • [42] On the density of the supremum of the solution to the linear stochastic heat equation
    Robert C. Dalang
    Fei Pu
    Stochastics and Partial Differential Equations: Analysis and Computations, 2020, 8 : 461 - 508
  • [43] Quantitative normal approximations for the stochastic fractional heat equation
    Obayda Assaad
    David Nualart
    Ciprian A. Tudor
    Lauri Viitasaari
    Stochastics and Partial Differential Equations: Analysis and Computations, 2022, 10 : 223 - 254
  • [44] Quantitative normal approximations for the stochastic fractional heat equation
    Assaad, Obayda
    Nualart, David
    Tudor, Ciprian A.
    Viitasaari, Lauri
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 10 (01): : 223 - 254
  • [45] Central limit theorems for nonlinear stochastic wave equations in dimension three
    Masahisa Ebina
    Stochastics and Partial Differential Equations: Analysis and Computations, 2024, 12 : 1141 - 1200
  • [46] On the density of the supremum of the solution to the linear stochastic heat equation
    Dalang, Robert C.
    Pu, Fei
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 8 (03): : 461 - 508
  • [47] Central limit theorems for nonlinear stochastic wave equations in dimension three
    Ebina, Masahisa
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2024, 12 (02): : 1141 - 1200
  • [48] Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on S2
    Lan, Xiaohong
    Xiao, Yimin
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 476 (01) : 27 - 52
  • [49] A stochastic wave equation in dimension 3:: smoothness of the law
    Quer-Sardanyons, L
    Sanz-Solé, M
    BERNOULLI, 2004, 10 (01) : 165 - 186
  • [50] Gaussian fluctuations from the 2D KPZ equation
    Yu Gu
    Stochastics and Partial Differential Equations: Analysis and Computations, 2020, 8 : 150 - 185