On the (strict) positivity of solutions of the stochastic heat equation

DOI10.1214/14-AOP911MaRDI QIDQ400574zbMATH OpenOpenAlexFDO

Authors Gregorio R. Moreno Flores

Publication date 22 August 2014

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

Full work available at URL https://arxiv.org/abs/1206.1821

zbMATH Keywords

directed polymersKardar-Parisi-Zhang equationrandom environmentsstochastic heat equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37)

Abstract: We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete directed polymers in Gaussian environments, originated in M. Talagrand's work on spin glasses and brought to directed polymers by Ph. Carmona and Y. Hu. We also get slightly improved bounds on the lower tail of the solutions of the stochastic heat equation started with a delta initial condition.

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Cited in

(41)

• On the positivity of the stochastic heat equation
• Directed random polymers via nested contour integrals
• Strict positivity for stochastic heat equations
• Fractional moments of the stochastic heat equation
• Short time large deviations of the KPZ equation
• Asymptotics of the density of parabolic Anderson random fields
• Large deviations of the KPZ equation via the stochastic Airy operator
• The two-dimensional continuum random field Ising model
• Exact lower-tail large deviations of the KPZ equation
• Stochastic heat equation: numerical positivity and almost surely exponential stability
• Lower tail of the KPZ equation
• Renormalizing the Kardar-Parisi-Zhang equation in \(d\ge 3\) in weak disorder
• Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
• Free energy of directed polymers in random environment in \(1+1\)-dimension at high temperature
• KPZ equation with a small noise, deep upper tail and limit shape
• KPZ line ensemble
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• KPZ reloaded
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations
• Exactly solving the KPZ equation
• On non-existence of global solutions to a class of stochastic heat equations
• Tail estimates for positive solutions of stochastic heat equation
• Law of iterated logarithms and fractal properties of the KPZ equation
• Comparison principle for stochastic heat equations driven by -stable white noises
• On the global maximum of the solution to a stochastic heat equation with compact-support initial data
• KPZ equation limit of sticky Brownian motion
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• The intermediate disorder regime for stable directed polymer in Poisson environment
• Multiplicative SHE limit of random walks in space-time random environments
• Fluctuation exponents of the half-space KPZ at stationarity
• Ergodicity results for the open KPZ equation
• Fractal geometry of the valleys of the parabolic Anderson equation
• The compact support property for solutions to stochastic heat equations with stable noise
• Lower bound on spatial asymptotic of parabolic Anderson model with narrow wedge initial condition
• Localization of the continuum directed random polymer
• Spacetime limit shapes of the KPZ equation in the upper tails
• Temporal increments of the KPZ equation with general initial data
• Multi-point Lyapunov exponents of the stochastic heat equation
• Hierarchy of KPZ limits arising from directed random walk models in random media
• KPZ equation tails for general initial data
• The two-dimensional KPZ equation in the entire subcritical regime

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