Front fluctuations for the stochastic Cahn-Hilliard equation
arXiv:1403.1708 · doi:10.1214/14-BJPS267
Abstract
We consider the Cahn-Hilliard equation in one space dimension, perturbed by the derivative of a space and time white noise of intensity , and we investigate the effect of the noise, as , on the solutions when the initial condition is a front that separates the two stable phases. We prove that, given , with probability going to one as , the solution remains close to a front for times of the order of , and we study the fluctuations of the front in this time scaling. They are given by a one dimensional continuous process, self similar of order and non Markovian, related to a fractional Brownian motion and for which a couple of representations are given.
33 pages