On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian
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Abstract: We consider stochastic heat equations with fractional Laplacian on . 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.
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- 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
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