IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v31y2018i1d10.1007_s10959-016-0717-1.html
   My bibliography  Save this article

Generation and Motion of Interfaces in One-Dimensional Stochastic Allen–Cahn Equation

Author

Listed:
  • Kai Lee

    (University of Tokyo)

Abstract

In this paper we study a sharp interface limit for a stochastic reaction–diffusion equation which is parameterized by a sufficiently small parameter $$\varepsilon >0$$ ε > 0 . We consider the case that the noise is a space–time white noise multiplied by $$\varepsilon ^\gamma a(x)$$ ε γ a ( x ) where the function a(x) is a smooth function which has compact support. First, we show a generation of interfaces for a one-dimensional stochastic Allen–Cahn equation with general initial values. We prove that interfaces are generated in time of order $$O(\varepsilon |\log \varepsilon |)$$ O ( ε | log ε | ) . After the generation of interfaces, we connect it to the motion of interfaces which was investigated by Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) for special initial values. Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) proved that the interface moved in a proper time scale obeying a certain stochastic differential equation (SDE) if the interface formed at the initial time. We take the time scale of order $$O(\varepsilon ^{-2\gamma - \frac{1}{2}})$$ O ( ε - 2 γ - 1 2 ) . This time scale is the same as that of Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) and interface moves in this time scale obeying some SDE with high probability.

Suggested Citation

  • Kai Lee, 2018. "Generation and Motion of Interfaces in One-Dimensional Stochastic Allen–Cahn Equation," Journal of Theoretical Probability, Springer, vol. 31(1), pages 268-293, March.
  • Handle: RePEc:spr:jotpro:v:31:y:2018:i:1:d:10.1007_s10959-016-0717-1
    DOI: 10.1007/s10959-016-0717-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10959-016-0717-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10959-016-0717-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:31:y:2018:i:1:d:10.1007_s10959-016-0717-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.