Hairer, Martin; Ryser, Marc D.; Weber, Hendrik
Forschungsartikel (Zeitschrift) | Peer reviewedWe consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise simultaneously converges to 0 at a sufficiently fast rate, then the solutions converge to those of the deterministic equation. At the critical rate, the limiting solution is still deterministic, but it exhibits an additional damping term.
Weber, Hendrik | Professur für Mathematik (Prof. Weber) |