An asymptotic theory for randomly forced discrete nonlinear heat equations

DOI10.3150/11-BEJ357MaRDI QIDQ442089zbMATH OpenFDO

Authors Mohammud Foondun, D. Khoshnevisan

Publication date 9 August 2012

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.0643, https://projecteuclid.org/euclid.bj/1340887013

zbMATH Keywords

intermittencystochastic heat equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(mathcalL{u}_n)(x)+sigma(u_n(x))x{i}_n(x)$, for $nin{mathbfZ}_{+}$ and $xin{mathbfZ}^d$, where $$ denotes random forcing and $mathcalL$ the generator of a random walk on ${mathbfZ}^d$. Under mild conditions, we prove that the preceding stochastic PDE has a unique solution that grows at most exponentially in time. And that, under natural conditions, it is "weakly intermittent." Along the way, we establish a comparison principle as well as a finite support property.

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Cited in

(3)

• Weak intermittency of stochastic heat equation under discretizations
• A phase transition for a stochastic PDE related to the contact process
• An invariance principle for the stochastic heat equation

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