Singular perturbations to semilinear stochastic heat equations

• 成果类型: Article
• 署名作者: Hairer, Martin
• 署名单位: University of Warwick
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-010-0322-7
• 发表日期: 2012
• 页码: 265-297
• 关键词: mosco convergence; QUANTIZATION; burgers; spdes

摘要

We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter epsilon tends to zero, their solutions converge to the 'wrong' limit, i.e. they do not converge to the solution obtained by simply setting epsilon = 0. A similar effect is also observed for some (formally) small stochastic perturbations of a deterministic semilinear parabolic PDE. Our proofs are based on a detailed analysis of the spatially rough component of the equations, combined with a judicious use of Gaussian concentration inequalities.