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Invariant measures for stochastic partial differential equations in unbounded domains

J-P Eckmann1,2 and M Hairer1

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Recommended by F Otto

We study stochastically forced semilinear parabolic partial differential equations of the Ginzburg-Landau type. The class of forcings considered are white noise in time and coloured smooth noise in space. The existence of the dynamics in L, as well as the existence of an invariant measure are proven. We also show that the solutions are with high probability analytic in a strip around the real axis and give estimates on the width of that strip.


PACS

02.30.Jr Partial differential equations

05.40.Ca Noise

02.50.Ey Stochastic processes

MSC

60H15 Stochastic partial differential equations (See also 35R60)

35K55 Nonlinear PDE of parabolic type

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 1 (January 2001)

Received 31 March 2000, in final form 1 August 2000



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