On the peaks of a stochastic heat equation on a sphere with a large radius

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Publication:2184615

DOI10.1214/20-EJP415zbMATH Open1448.60147arXiv1810.06754MaRDI QIDQ2184615FDOQ2184615


Authors: Weicong Su Edit this on Wikidata


Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: For every R>0, consider the stochastic heat equation partialtuR(t,,x)=frac12DeltaSR2uR(t,,x)+sigma(uR(t,,x))xiR(t,,x) on SR2, where xiR=dotWR are centered Gaussian noises with the covariance structure given by E[dotWR(t,x)dotWR(s,y)]=hR(x,y)delta0(ts), where hR is symmetric and semi-positive definite and there exist some fixed constants 2<Chup<2 and frac12Chup1<ChloleChup such that for all R>0 and x,,yinSR2, (logR)Chlo/2=hlo(R)leqhR(x,y)leqhup(R)=(logR)Chup/2, DeltaSR2 denotes the Laplace-Beltrami operator defined on SR2 and sigma:RmapstoR is Lipschitz continuous, positive and uniformly bounded away from 0 and infty. Under the assumption that uR,0(x)=uR(0,,x) is a nonrandom continuous function on xinSR2 and the initial condition that there exists a finite positive U such that supR>0supxinSR2vertuR,0(x)vertleU, we prove that for every finite positive t, there exist finite positive constants Clow(t) and Cup(t) which only depend on t such that as Roinfty, supxinSR2vertuR(t,,x)vert is asymptotically bounded below by Clow(t)(logR)1/4+Chlo/4Chup/8 and asymptotically bounded above by Cup(t)(logR)1/2+Chup/4 with high probability.


Full work available at URL: https://arxiv.org/abs/1810.06754




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