On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian

DOI10.1016/J.SPA.2018.07.006zbMATH Open1427.60128arXiv1510.02974OpenAlexW2963169435MaRDI QIDQ2000144FDOQ2000144

Authors: Kunwoo Kim 

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider stochastic heat equations with fractional Laplacian on $mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We study the large-scale structure of the tall peaks for (i) the linear stochastic heat equation and (ii) the parabolic Anderson model. We obtain the largest order of the tall peaks and compute the macroscopic Hausdorff dimensions of the tall peaks for both (i) and (ii). These results imply that both (i) and (ii) exhibit multi-fractal behavior in a macroscopic scale even though (i) is not intermittent and (ii) is intermittent. This is an extension of a recent result by Khoshnevisan et al to a wider class of stochastic heat equations.

Full work available at URL: https://arxiv.org/abs/1510.02974

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zbMATH Keywords

fractional Laplacianstochastic heat equationsmacroscopic Hausdorff dimensionRiesz kernels

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Processes in random environments (60K37)

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Cited In (11)

• A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
• Macroscopic multi-fractality of Gaussian random fields and linear stochastic partial differential equations with colored noise
• Stochastic comparisons for stochastic heat equation
• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain
• Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data
• On the peaks of a stochastic heat equation on a sphere with a large radius
• On the multifractal local behavior of parabolic stochastic PDEs
• Intermittency and multifractality: a case study via parabolic stochastic PDEs
• A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
• A macroscopic multifractal analysis of parabolic stochastic PDEs

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