Triviality of the 2D stochastic Allen-Cahn equation

Martin Hairer (University of Warwick)
Marc Daniel Ryser (Duke University)
Hendrik Weber (University of Warwick)

Abstract


We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition. If the intensity of the noise simultaneously converges to 0 at a sufficiently fast rate, then the solutions converge to those of the deterministic equation. At the critical rate, the limiting solution is still deterministic, but it exhibits an additional damping term.

Full Text: Download PDF | View PDF online (requires PDF plugin)

Pages: 1-14

Publication Date: May 30, 2012

DOI: 10.1214/EJP.v17-1731

References

  • textscS. Allen and textscJ. Cahn. A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. phActa Metall. 27, no. 6, (1979), 1085--1095.
  • Albeverio, S.; Röckner, M. Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms. Probab. Theory Related Fields 89 (1991), no. 3, 347--386. MR1113223
  • Barret, Florent; Bovier, Anton; Méléard, Sylvie. Uniform estimates for metastable transition times in a coupled bistable system. Electron. J. Probab. 15 (2010), no. 12, 323--345. MR2609590
  • textscH. Bahouri, textscJ. Chemin, and textscR. Danchin. phFourier analysis and nonlinear partial differential equations, vol. 343 of phGrundlehren der mathematischen Wissenschaften Series. Springer Verlag, 2010.
  • Cerrai, Sandra; Freidlin, Mark. Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise. Trans. Amer. Math. Soc. 363 (2011), no. 7, 3853--3892. MR2775830
  • Da Prato, Giuseppe; Debussche, Arnaud. Strong solutions to the stochastic quantization equations. Ann. Probab. 31 (2003), no. 4, 1900--1916. MR2016604
  • textscG. Da~Prato and textscL. Tubaro. Wick powers in stochastic PDEs: an introduction. phTechnical Report UTM 711, University of Trento (2007).
  • Da Prato, Giuseppe; Zabczyk, Jerzy. Stochastic equations in infinite dimensions. Encyclopedia of Mathematics and its Applications, 44. Cambridge University Press, Cambridge, 1992. xviii+454 pp. ISBN: 0-521-38529-6 MR1207136
  • Evans, L. C.; Soner, H. M.; Souganidis, P. E. Phase transitions and generalized motion by mean curvature. Comm. Pure Appl. Math. 45 (1992), no. 9, 1097--1123. MR1177477
  • Glimm, James; Jaffe, Arthur. Quantum physics. A functional integral point of view. Second edition. Springer-Verlag, New York, 1987. xxii+535 pp. ISBN: 0-387-96476-2 MR0887102
  • textscM. Hairer. An introduction to stochastic PDEs. rlhttp://www. hairer. org/Teaching. html, 2009. Unpublished lecture notes.
  • Ilmanen, Tom. Convergence of the Allen-Cahn equation to Brakke's motion by mean curvature. J. Differential Geom. 38 (1993), no. 2, 417--461. MR1237490
  • Kohn, Robert; Otto, Felix; Reznikoff, Maria G.; Vanden-Eijnden, Eric. Action minimization and sharp-interface limits for the stochastic Allen-Cahn equation. Comm. Pure Appl. Math. 60 (2007), no. 3, 393--438. MR2284215
  • textscL. Landau, and textscL. Ginzburg. On the theory of superconductivity. phJ. Expt. Theor. Phys. 20, (1950), 1064--1082.
  • Parisi, G.; Wu, Yong Shi. Perturbation theory without gauge fixing. Sci. Sinica 24 (1981), no. 4, 483--496. MR0626795
  • textscM.D. Ryser, textscN. Nigam, and textscP.F. Tupper. On the well-posedness of the stochastic Allen-Cahn equation in two dimensions. phJ. Comp. Phys. 231, no. 6, (2012), 2537--2550.
  • Walsh, John B. An introduction to stochastic partial differential equations. École d'été de probabilités de Saint-Flour, XIV—1984, 265--439, Lecture Notes in Math., 1180, Springer, Berlin, 1986. MR0876085


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.