具有Neumann/Dirichlet/周期边界条件的抛物型Anderson模型空间平均的高斯涨落

Fei Pu
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引用次数: 5

摘要

考虑在时空白噪声$\eta$驱动下,在区间$[0, L]$上具有诺伊曼、狄利克雷或周期边界条件的抛物型安德森模型$\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$。利用Malliavin-Stein方法,建立了$L$趋于无穷时空间积分$\int_0^Lu(t\,, x)\, \mathrm{d} x$涨落的中心极限定理,其中高斯分布的极限与边界条件的选择无关,并与抛物线型Anderson模型在整个空间上的空间平均值的高斯涨落重合$\mathbb{R}$。
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Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $\eta$. Using Malliavin-Stein method, we establish the central limit theorem for the fluctuation of the spatial integral $\int_0^Lu(t\,, x)\, \mathrm{d} x$ as $L$ tends to infinity, where the limiting Gaussian distribution is independent of the choice of the boundary conditions and coincides with the Gaussian fluctuation for the spatial average of parabolic Anderson model on the whole space $\mathbb{R}$.
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