Loading...
journal article
Multiscale expansion of invariant measures for SPDEs
November 1, 2004
We derive the first two terms in an epsilon-expansion for the invariant measure of a class of semilinear parabolic SPDEs near a change of stability, when the noise strength and the linear instability are of comparable order epsilon(2). This result gives insight into the stochastic bifurcation and allows to rigorously approximate correlation functions. The error between the approximate and the true invariant measure is bounded in both the Wasserstein and the total variation distance.
Type
journal article
Web of Science ID
WOS:000224888700004
Authors
Publication date
2004-11-01
Publisher
Published in
Volume
251
Issue
3
Start page
515
End page
555
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
September 17, 2024
Use this identifier to reference this record