Special Session 75: Stochastic Evolution Systems Across Scales: Theory and Applications

Fluctuations of SHE

Xue-Mei Li
EPFL
Switzerland
Co-Author(s):    
Abstract:
We explore the stochastic heat equation (HE) with space time Gaussian noise exhibiting long-range spatial dependence. These equations produce solutions that admit a stationary field. Our focus is on the fluctuation problem associated with diffusively scaled solutions from their average. We demonstrate that the fluctuations of the appropriately scaled solutions from their mean converge weakly to the solution of a stochastic heat equation with additive noise, where the spatial correlation function is governed by the Riesz potential. This is joint work with L. Gerolla and M. Hairer