On the chaotic character of the stochastic heat equation, before the onset of intermitttency

DOI10.1214/11-AOP717zbMATH Open1286.60060arXiv1104.0189OpenAlexW3100766916MaRDI QIDQ373565FDOQ373565

Authors: Daniel Conus, Mathew Joseph, D. Khoshnevisan 

Publication date: 17 October 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider a nonlinear stochastic heat equation $partia{l}_{t}u=frac12partia{l}_{xx}u+sigma(u)partia{l}_{xt}W$, where $partia{l}_{xt}W$ denotes space-time white noise and $sigma:mathbfRomathbfR$ is Lipschitz continuous. We establish that, at every fixed time $t>0$, the global behavior of the solution depends in a critical manner on the structure of the initial function $u_0$: under suitable conditions on $u_0$ and $sigma$, $su{p}_{xinmathbfR}{u}_t(x)$ is a.s. finite when $u_0$ has compact support, whereas with probability one, $limsu{p}_{|x|oinfty}{u}_t(x)/(log|x|{)}^{1/6}>0$ when $u_0$ is bounded uniformly away from zero. This sensitivity to the initial data of the stochastic heat equation is a way to state that the solution to the stochastic heat equation is chaotic at fixed times, well before the onset of intermittency.

Full work available at URL: https://arxiv.org/abs/1104.0189

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zbMATH Keywords

chaosspace-time white noisestochastic heat equationintermittencyglobal behavior

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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