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arXiv · 2406.17892

Higher Order Fluctuation Expansions for Nonlinear Stochastic Heat Equations in Singular Limits

Benjamin Gess·Zhengyan Wu·Rangrang Zhang
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Abstract

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint scaling regimes of small noise intensity and diverging singularity. The results include both the case of the SHE with regular and irregular diffusion coefficients. In particular, this includes the correlated Dawson-Watanabe and Dean-Kawasaki SPDEs, as well as SPDEs corresponding to the Fleming-Viot and symmetric simple exclusion processes.

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Benjamin Gess, Zhengyan Wu, Rangrang Zhang. 2024-06-25. Higher Order Fluctuation Expansions for Nonlinear Stochastic Heat Equations in Singular Limits. https://arxiv.org/abs/2406.17892

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