FAST TRANSPORT ASYMPTOTICS FOR STOCHASTIC RDES WITH BOUNDARY NOISE
成果类型：
Article
署名作者：
Cerrai, Sandra; Freidlin, Mark
署名单位：
University System of Maryland; University of Maryland College Park
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/10-AOP552
发表日期：
2011
页码：
369-405
关键词：
摘要：
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a suitable one-dimensional stochastic differential equation. This replacement is possible under the assumption of spectral gap for the diffusion and is a result of averaging in the fast spatial transport. We also study the fluctuations around the averaged motion.
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