On the stochastic heat equation with spatially-colored random forcing

DOI10.1090/S0002-9947-2012-05616-9MaRDI QIDQ4915340zbMATH OpenOpenAlexFDO

Authors Mohammud Foondun, D. Khoshnevisan

Publication date 10 April 2013

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

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

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)

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.

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