On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations

DOI10.1214/15-AIHP719MaRDI QIDQ520782zbMATH OpenOpenAlexFDO

Authors Le Chen, Kunwoo Kim

Publication date 6 April 2017

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.0604, https://projecteuclid.org/euclid.aihp/1486544895

zbMATH Keywords

comparison principlestable processesparabolic Anderson modelmeasure-valued initial datanonlinear stochastic fractional heat equation

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52)

Abstract: In this paper, we prove a sample-path comparison principle for the nonlinear stochastic fractional heat equation on $mathbbR$ with measure-valued initial data. We give quantitative estimates about how close to zero the solution can be. These results extend Mueller's comparison principle on the stochastic heat equation to allow more general initial data such as the (Dirac) delta measure and measures with heavier tails than linear exponential growth at $pminfty$. These results generalize a recent work by Moreno Flores [25], who proves the strict positivity of the solution to the stochastic heat equation with the delta initial data. As one application, we establish the full intermittency for the equation. As an intermediate step, we prove the H"older regularity of the solution starting from measure-valued initial data, which generalizes, in some sense, a recent work by Chen and Dalang [6].

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• Hölder continuity for stochastic fractional heat equation with colored noise
• Limit theorems for time-dependent averages of nonlinear stochastic heat equations
• Continuity and strict positivity of the multi-layer extension of the stochastic heat equation

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