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arXiv 1012.3269math.PR
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带边界噪声随机RDE的快速输运渐近性

Fast transport asymptotics for stochastic RDEs with boundary noise

Sandra Cerrai, Mark Freidlin

摘要:

考虑一类在边界上也具有随机扰动的随机反应扩散方程,证明了当扩散速率远大于反应速率时,可以用一个合适的一维随机微分方程代替SPDE.这种替换在扩散的谱隙假设下是可能的,并且是快速空间传输中平均的结果。我们还研究了平均运动周围的波动。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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