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journal article

Multiscale expansion of invariant measures for SPDEs

Blomker, D
•
Hairer, Martin  
November 1, 2004
COMMUNICATIONS IN MATHEMATICAL PHYSICS

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.

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Type
journal article
DOI
10.1007/s00220-004-1130-7
Web of Science ID

WOS:000224888700004

Author(s)
Blomker, D
Hairer, Martin  
Date Issued

2004-11-01

Publisher

SPRINGER

Published in
COMMUNICATIONS IN MATHEMATICAL PHYSICS
Volume

251

Issue

3

Start page

515

End page

555

Subjects

NONEQUILIBRIUM STATISTICAL-MECHANICS

•

ANHARMONIC CHAINS

•

EQUATIONS

•

VALIDITY

•

PDES

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241165
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