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

DOI10.1214/15-AIHP719zbMATH Open1361.60049arXiv1410.0604OpenAlexW2962749183MaRDI QIDQ520782FDOQ520782

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)

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].

Full work available at URL: https://arxiv.org/abs/1410.0604

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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)

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• An approximation result for a class of stochastic heat equations with colored noise
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• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• Stochastic comparisons for stochastic heat equation
• On the (strict) positivity of solutions of the stochastic heat equation
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• Convergence of densities of spatial averages of stochastic heat equation
• Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients
• Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• 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
• Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency

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