Contents Online
Communications in Mathematical Sciences
Volume 8 (2010)
Number 2
Special Issue on the Occasion of Andrew Majda’s Sixtieth Birthday: Part II
Reduced dynamics of stochastically perturbed gradient flows
Pages: 439 – 461
DOI: https://dx.doi.org/10.4310/CMS.2010.v8.n2.a8
Authors
Abstract
We consider stochastically perturbed gradient flows in the limit when the amplitude of random fluctuations is small relative to the typical energy scale in the system and the minima of the energy are not isolated but form submanifolds of the phase space. In this case the limiting dynamics may be described in terms of a diffusion process on these manifolds. We derive explicit equations for this limiting dynamics and illustrate them on a few finite-dimensional examples. Finally, we formally extrapolate the reduction technique to several infinite-dimensional examples and derive equations of the stochastic kink motion in Allen-Cahn-type systems.
Keywords
Stochastic gradient flows, reduced dynamics, stochastic Allen-Cahn, kinks
2010 Mathematics Subject Classification
34F05, 60H10, 60H15, 93E03
Published 1 January 2010