Generation of interfaces for multi-dimensional stochastic Allen-Cahn equation with a noise smooth in space

Abstract

In this paper, we study the generation of interfaces for a stochastic Allen-Cahn equation with general initial value in the multi-dimensional case that external noise is given by Q-Brownian motion. We prove that interfaces, for d-dimensional stochastic Allen-Cahn equation with scaling parameter are generated at the time of logarithmic order. Especially, in one-dimensional case, we give more detailed estimate and shape of the generated interface. Assuming that the Q-Brownian motion is smooth in space variable, we extend a comparison theorem for PDE to SPDE's in order to prove the generation. Moreover, we connect the generated interface to the motion of interface in one-dimension which is result of Funaki.