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

DOI10.1214/11-AOP717MaRDI QIDQ373565zbMATHOpenAlexFDO

Authors Daniel Conus, Mathew Joseph, D. Khoshnevisan

Publication date 17 October 2013

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

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

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)

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.

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Cited in

(40)

• On the peaks of a stochastic heat equation on a sphere with a large radius
• Spatial asymptotic of the stochastic heat equation with compactly supported initial data
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