Extinction for two parabolic stochastic PDE's on the lattice

DOI10.1016/S0246-0203(00)00128-XMaRDI QIDQ1577461zbMATH OpenOpenAlexFDO

Authors Carl Mueller, Edwin Perkins

Publication date 12 August 2001

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9903095, http://www.numdam.org/item?id=AIHPB_2000__36_3_301_0, https://eudml.org/doc/77661

zbMATH Keywords

stochastic partial differential equationsheat equationwhite noisefinite-time extinctionSPDE on the lattice

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: It is well known that, starting with finite mass, the super-Brownian motion dies out in finite time. The goal of this article is to show that with some additional work, one can prove finite time die-out for two types of systems of stochastic differential equations on the lattice Z^d. Our first system involves the heat equation on the lattice Z^d, with a nonlinear noise term u(t,x)^gamma dB_x(t), with 1/2 <= gamma < 1. The B_x are independent Brownian motions. When gamma = 1/2, the measure which puts mass u(t,x) at x is a super-random walk and it is well-known that the process becomes extinct in finite time a.s. Finite-time extinction is known to be a.s. false if gamma = 1. For 1/2 < gamma < 1, we show finite-time die-out by breaking up the solution into pieces, and showing that each piece dies in finite time. Our second example involves the mutually catalytic branching system of stochastic differential equations on Z^d, which was first studied by Dawson and Perkins. Roughly speaking, this process consists of 2 superprocesses with the continuous time simple random walk as the underlying spatial motion. Furthermore, each process stimulates branching and dying in the other process. By using a somewhat different argument, we show that, depending on the initial conditions, finite time extinction of one type may occur with probability 0, or with probability arbitrarily close to 1.

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Cited in

(2)

• A cyclically catalytic super-Brownian motion
• General extinction results for stochastic partial differential equations and applications

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