An invariance principle for stochastic heat equations with periodic coefficients

Abstract

We investigate the asymptotic behaviors of the solution $u(t, \cdot)$ to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional settings. Due to our results, $\frac{1}{\sqrt t}u(t, \cdot)$ converges weakly to a centered Gaussian variable whose covariance operator is described through Poisson equations. Different from the finite-dimensional case, the fluctuation in space vanishes in the limit distribution. Furthermore, we verify the tightness and present an invariance principle for $\{εu(ε^{-2}t, \cdot)\}_{t \in [0, T]}$ as $ε\downarrow 0$.