- 03-457 Dirk Bloemker, Martin Hairer
- Multiscale expansion of invariant measures for SPDEs
Oct 6, 03
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Abstract. 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.