Modulation Equation for SPDEs in unbounded domains with space-time white noise -- Linear Theory

Luigi Amedeo Bianchi, Dirk Blömker

Published 2015-07-22Version 1

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations. Due to the unboundedness of the underlying domain a whole band of infinitely many eigenfunctions changes stability. Thus we expect not only a slow motion in time, but also a slow spatial modulation of the dominant modes. As a first step towards a full theory of modulation equations for nonlinear SPDEs on unbounded domains, we focus, in the results presented here, on the linear theory for one particular example, the Swift-Hohenberg equation only. These linear results are one of the key technical tools to carry over the deterministic approximation results to the stochastic case with additive forcing. One technical problem for establishing error estimates arise from the spatially translation invariant nature of space-time white noise on unbounded domains, which implies that at any time due to noise we can expect that the error is somewhere in space always very large.