Decorrelation of total mass via energy (Q300446): Difference between revisions

The authors consider solutions to the stochastic heat equations \[ u_t=\frac\theta 2u_{xx}+\sigma_1(u)\xi,\quad u(0)=u_0,\qquad v_t=\frac\theta 2v_{xx}+\sigma_2(v)\xi,\qquad v(0)=v_0, \] where \(\theta>0\), \(\xi\) denotes a space-time white noise, \(\sigma_1\), \(\sigma_2\) are non-negative Lipschitz continuous functions with \(\sigma_1(0)=\sigma_2(0)=0\) and \(u_0\) and \(v_0\) are essentially bounded non-negative deterministic functions. The authors prove an estimate on the covariance of \(\|u(t)\|_{L^1(\mathbb R)}\) and \(\|v(t)\|_{L^1(\mathbb R)}\). In particular, they show that the covariance decays exponentially until an explicit finite time which can be estimated from below, e.\,g., by the Hausdorff distance of the supports of the initial conditions or via the Lebesgue measure of the intersection of the supports of the Fourier transforms of the initial conditions. In other words, the decay is exponentially fast only locally in time. Moreover, it is also proved that each solution belongs to \(L^1(\mathbb R)\) a.s. for all times if and only if the initial condition belongs to \(L^1(\mathbb R)\).