Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups (Q2354155): Difference between revisions

This paper treats the stochastic heat equation of the form \[ \frac{\partial}{\partial t} u(t,x) = {\mathcal L} u + \lambda \cdot \sigma(u) \xi, \qquad u(0, x) = u_0(x), \tag{1} \] where \({\mathcal L}\) denotes the generator of a Lévy process on a locally compact Hausdorff abelian (LCA) group \(G\), \(\sigma\) : \({\mathbb R} \to {\mathbb R}\) is Lipschitz continuous, \(\xi\) denotes space-time white noise on \(G_0\) \(=\) \((0, \infty) \times G\) whose control measure is the restriction of the Haar measure on \({\mathbb R} \times G\) to \(G_0\), and \(u_0\) : \(G \to {\mathbb R}\) is the nonrandom initial data. Moreover, \(t > 0\) denotes the time variable, \(x \in G\) is the space variable, the operator \({\mathcal L}\) acts on the variable \(x\) only, and the number \(\lambda\) is a positive parameter, called the level of the noise. In this paper, only the noisy case is studied, where \(\lambda\) is a large quantity. The case of small \(\lambda\) is also interesting, but is never dealt with here, see, e.g., the deep theory of [\textit{M. I. Freidlin} and \textit{A. D. Wentzell}, Random perturbations of dynamical systems. New York: Springer-Verlag (1984; Zbl 0522.60055)]. \(G\) can be considered as \({\mathbb R}\), \({\mathbb Z}^d\) or \([0,1]\). The purpose of this article is to investigate the nonlinear noise excitation of the solution to (1). Supposing that either \(G\) is compact or \(\sigma(0) = 0\) for every \(u_0 \in L^2(G)\) and \(\lambda \gg 1\), the stochastic heat equation has a mild solution \(u_t\), \(t \geq 0\), with values in \(L^2(G)\), satisfying the energy inequality \[ E \| u_t \|_{ L^2(G)}^2 \leqslant c_1 e^{ c_2 t} \text{ for every } t \geq 0, \tag{2} \] for some finite constants \(c_1 > 0\) and \(c_2 > 0\). The uniqueness also holds in the following sense: if \(v\) is an arbitrary mild solution satisfying (2) and \(u_0 = v_0\), then \[ P \left( \| u_t - v_t \|_{ L^2(G)} = 0 \right) = 1 \tag{3} \] holds for all \(t \geq 0\). The index \(\eta\) of nonlinear noise excitation of the solution to (1) is defined as \[ \eta := \lim_{ \lambda \uparrow \infty} \frac{ \log \log \sqrt{ E \| u_t \|_{L^2(G)}^2 } }{ \log \lambda }. \tag{4} \] { Theorem 1} (discrete case). If \(G\) is discrete, then the estimate \[ \eta^*(t) := \limsup_{ \lambda \uparrow \infty} \frac{ \log \log \sqrt{ E \| u_t \|_{L^2(G)}^2 } }{ \log \lambda } \leqslant 2 \tag{5} \] holds for all \(t > 0\). In fact, the equality \(\eta = 2\) is valid under the additional assumption that \[ \ell_{\sigma} := \inf_{ z \in {\mathbb R} \setminus \{ 0 \} } | \sigma (z) / z | > 0. \tag{6} \] { Theorem 2} (connected case). Suppose that \(G\) is connected and the condition (6) holds. Then, the estimate \[ \eta_*(t) := \liminf_{ \lambda \uparrow \infty} \frac{ \log \log \sqrt{ E \| u_t \|_{L^2(G)}^2 } }{ \log \lambda } \geq 4 \tag{5} \] holds for all \(t > 0\), provided that, in addition, either \(G\) is noncompact or \(G\) is compact and metrizable and has more than one element. The above main results of the paper establish a ``near-dichotomy for the (expected squared) energy \(E \| u_t \|_{ L^2(G)}^2\) of the solution'' to (1). In other words, these theorems suggest that ``the energy of the solution behaves generically as \(\exp \{ \, \text{const}. \, \lambda^2 \}\) when \(G\) is discrete and \(\geq \exp \{ \, \text{const}. \, \lambda^4 \}\) when \(G\) is connected.'' For other related works, see, e.g., [\textit{M. Foondun} and \textit{D. Khoshnevisan}, Electron. J. Probab. 14, 548--568 (2009; Zbl 1190.60051)] and [\textit{M. Foondun} et al., Trans. Am. Math. Soc. 363, No. 5, 2481--2515 (2011; Zbl 1225.60103)].