On the stochastic heat equation with spatially-colored random forcing

DOI10.1090/S0002-9947-2012-05616-9zbMATH Open1274.60202arXiv1003.0348OpenAlexW1989061230MaRDI QIDQ4915340FDOQ4915340

Authors: Mohammud Foondun, D. Khoshnevisan 

Publication date: 10 April 2013

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider the stochastic heat equation of the following form frac{partial}{partial t}u_t(x) = (sL u_t)(x) +b(u_t(x)) + sigma(u_t(x))dot{F}_t(x)quad ext{for}t>0, xin R^d, where $sL$ is the generator of a L'evy process and $dotF$ is a spatially-colored, temporally white, gaussian noise. We will be concerned mainly with the long-term behavior of the mild solution to this stochastic PDE. For the most part, we work under the assumptions that the initial data $u_0$ is a bounded and measurable function and $sigma$ is nonconstant and Lipschitz continuous. In this case, we find conditions under which the preceding stochastic PDE admits a unique solution which is also emph{weakly intermittent}. In addition, we study the same equation in the case that $mathcalLu$ is replaced by its massive/dispersive analogue $mathcalLu-lambdau$ where $lambdainR$. Furthermore, we extend our analysis to the case that the initial data $u_0$ is a measure rather than a function. As it turns out, the stochastic PDE in question does not have a mild solution in this case. We circumvent this problem by introducing a new concept of a solution that we call a emph{temperate solution}, and proceed to investigate the existence and uniqueness of a temperate solution. We are able to also give partial insight into the long-time behavior of the temperate solution when it exists and is unique. Finally, we look at the linearized version of our stochastic PDE, that is the case when $sigma$ is identically equal to one [any other constant works also].In this case, we study not only the existence and uniqueness of a solution, but also the regularity of the solution when it exists and is unique.

Full work available at URL: https://arxiv.org/abs/1003.0348

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zbMATH Keywords

Lyapunov exponentstochastic heat equationintermittencyLévy processspatially-colored homogeneous noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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