Invariant measures for stochastic partial differential equations in unbounded domains

被引:49
作者
Eckmann, JP [1 ]
Hairer, M
机构
[1] Univ Geneva, Dept Phys Theor, CH-1211 Geneva, Switzerland
[2] Univ Geneva, Sect Math, Geneva, Switzerland
关键词
D O I
10.1088/0951-7715/14/1/308
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study stochastically forced semilinear parabolic partial differential equations of the Ginzburg-Landau type. The class of forcings considered are white noise in time and coloured smooth noise in space. The existence of the dynamics in L-infinity, as well as the existence of an invariant measure are proven. We also show that the solutions are with high probability analytic in a strip around the real axis and give estimates on the width of that strip. AMS classification scheme numbers: 60H15, 35K55.
引用
收藏
页码:133 / 151
页数:19
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