Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise

Arnaud Debussche (1, 2) , Michael Högele (3) , Peter Imkeller (4)

1 IPSO - Invariant Preserving SOlvers
2 IRMAR - Institut de Recherche Mathématique de Rennes
3 University of Potsdam = Universität Potsdam
4 Institut für Mathematik [Berlin]

We study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed Lévy noise with small intensity.

Mots clés: first exit times; Lévy noise; stochastic Chafee-Infante equation

Domaines: Equations aux dérivées partielles [math.AP]; Probabilités [math.PR]

Arnaud Debussche, Michael Högele, Peter Imkeller. Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise. Electronic Communications in Probability, 2011, 16, pp.213-225. ⟨10.1214/ECP.v16-1622⟩. ⟨hal-00553477⟩