Remarks on non-linear noise excitability of some stochastic heat equations

DOI10.1016/J.SPA.2014.04.015MaRDI QIDQ404134zbMATH OpenOpenAlexFDO

Authors Mohammud Foondun, Mathew Joseph

Publication date 4 September 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1402.0084

zbMATH Keywords

stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider nonlinear parabolic SPDEs of the form $partia{l}_{t}u=Deltau+lambdasigma(u)dotw$ on the interval $(0,L)$, where $dotw$ denotes space-time white noise, $sigma$ is Lipschitz continuous. Under Dirichlet boundary conditions and a linear growth condition on $sigma$, we show that the expected $L^2$-energy is of order $exp[extconstimeslambd{a}^4]$ as $lambdaightarrowinfty$. This significantly improves a recent result of Khoshnevisan and Kim. Our method is very different from theirs and it allows us to arrive at the same conclusion for the same equation but with Neumann boundary condition. This improves over another result of Khoshnevisan and Kim.

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Cited in

(17)

• Moment bounds for some fractional stochastic heat equations on the ball
• Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noises
• On some properties of a class of fractional stochastic heat equations
• Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise
• Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
• Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
• The effect of noise intensity on parabolic equations
• Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups
• Additive and multiplicative noise excitability of stochastic partial differential equations
• Non-linear noise excitation and intermittency under high disorder
• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Some effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1]\)
• Moment bounds for a generalized Anderson model with Gaussian noise rough in space
• Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
• Some properties of fractional kinetic equation with Gaussian noise rough in space
• Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
• Moment bounds for the fractional stochastic heat equation with spatially inhomogeneous white noise

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