Mathematics – Probability
Scientific paper
2010-05-20
Electron. J. Differential Equations 2003, No. 111, 21 pp. (electronic)
Mathematics
Probability
21 pages, 7/9 papers from my 2000-2006 collection (preprint version)
Scientific paper
We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs solutions; this new notion, which builds on and refines our SDDEs approach to SPDEs from earlier work, is entirely based on the approximating SDDEs. It is applicable to, and gives a multiscale view of, a variety of SPDEs. We extend this approach in related work to other heat-based SPDEs (Burgers, Allen-Cahn, and others) and to the difficult case of SPDEs with multi-dimensional spacial variable. We focus here on one-spacial-dimensional reaction-diffusion SPDEs; and we prove the existence of a SDDEs limit solution to these equations under less-than-Lipschitz conditions on the drift and the diffusion coefficients, thus extending our earlier SDDEs work to the nonzero drift case. The regularity of this solution is obtained as a by-product of the existence estimates. The uniqueness in law of our SPDEs follows, for a large class of such drifts/diffusions, as a simple extension of our recent Allen-Cahn uniqueness result. We also examine briefly, through order parameters $\epsilon_1$ and $\epsilon_2$ multiplied by the Laplacian and the noise, the effect of letting $\epsilon_1,\epsilon_2\to 0$ at different speeds. More precisely, it is shown that the ratio $\epsilon_2/\epsilon_1^{1/4}$ determines the behavior as $\epsilon_1,\epsilon_2\to 0$.
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