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Generation and Motion of Interfaces in One-Dimensional Stochastic Allen–Cahn Equation

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Abstract

In this paper we study a sharp interface limit for a stochastic reaction–diffusion equation which is parameterized by a sufficiently small parameter \(\varepsilon >0\). We consider the case that the noise is a space–time white noise multiplied by \(\varepsilon ^\gamma a(x)\) where the function a(x) is a smooth function which has compact support. First, we show a generation of interfaces for a one-dimensional stochastic Allen–Cahn equation with general initial values. We prove that interfaces are generated in time of order \(O(\varepsilon |\log \varepsilon |)\). After the generation of interfaces, we connect it to the motion of interfaces which was investigated by Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) for special initial values. Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) proved that the interface moved in a proper time scale obeying a certain stochastic differential equation (SDE) if the interface formed at the initial time. We take the time scale of order \(O(\varepsilon ^{-2\gamma - \frac{1}{2}})\). This time scale is the same as that of Funaki (Probab Theory Relat Fields 102(2):221–288, 1995) and interface moves in this time scale obeying some SDE with high probability.

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Acknowledgments

The author would like to thank Professor T. Funaki for his tremendous support and incisive advice. The author would also like to thank anonymous referees for giving insightful comments and suggestions. This work was supported by the Program for Leading Graduate Schools, MEXT, Japan and Japan Society for the Promotion of Science, JSPS.

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Correspondence to Kai Lee.

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Lee, K. Generation and Motion of Interfaces in One-Dimensional Stochastic Allen–Cahn Equation. J Theor Probab 31, 268–293 (2018). https://doi.org/10.1007/s10959-016-0717-1

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  • DOI: https://doi.org/10.1007/s10959-016-0717-1

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