BROWNIAN FLUCTUATIONS OF THE INTERFACE IN THE D=1 GINZBURG-LANDAU EQUATION WITH NOISE

Citation
S. Brassesco et al., BROWNIAN FLUCTUATIONS OF THE INTERFACE IN THE D=1 GINZBURG-LANDAU EQUATION WITH NOISE, Annales de l'I.H.P. Probabilites et statistiques, 31(1), 1995, pp. 81-118
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
31
Issue
1
Year of publication
1995
Pages
81 - 118
Database
ISI
SICI code
0246-0203(1995)31:1<81:BFOTII>2.0.ZU;2-7
Abstract
We consider the Ginzburg-Landau equation in an interval of R, perturbe d by a white noise and with Neumann boundary conditions. The initial d atum is close to the stationary solution (that we call instanton) of t he equation without noise. We prove that, as the variance of the noise goes to zero and the length of the interval is proportional to the in verse of this variance, then, the solution approaches an instanton whi ch moves as a Brownian motion.