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arXiv 2008.08267math.PR
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Neumann/Dirichlet/周期边界条件下抛物型Anderson模型空间平均的高斯涨落

Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions

Fei Pu

摘要:

考虑具有Neumann、Dirichlet或周期边界条件的、由时空白噪声$η$驱动的、在$[0, L]$区间上的抛物型Anderson模型$\partial_tu=\frac{1}{2}\partial_x^2u+u\, η$。利用Malliavin-Stein方法,建立了当$L$趋于无穷大时空间积分$\int_0^Lu(t\,, x)\, \mathrm{d} x$涨落的中心极限定理,其中极限高斯分布与边界条件的选择无关,并且与抛物型Anderson模型在整个空间$\mathbb{R}$上的空间平均的高斯涨落一致.

英文摘要:

Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, η$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $η$. Using Malliavin-Stein method, we establish the central limit theorem for the fluctuation of the spatial integral $\int_0^Lu(t\,, x)\, \mathrm{d} x$ as $L$ tends to infinity, where the limiting Gaussian distribution is independent of the choice of the boundary conditions and coincides with the Gaussian fluctuation for the spatial average of parabolic Anderson model on the whole space $\mathbb{R}$.

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