An asymptotic theory for randomly forced discrete nonlinear heat equations

DOI10.3150/11-BEJ357zbMATH Open1260.60119arXiv0811.0643MaRDI QIDQ442089FDOQ442089

Authors: Mohammud Foondun, D. Khoshnevisan 

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0811.0643

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zbMATH Keywords

intermittencystochastic heat equations

Mathematics Subject Classification ID

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

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