Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation

DOI10.1007/S40072-015-0054-XMaRDI QIDQ744880zbMATHOpenAlexWikidataFDO

Authors Le Chen, Robert C. Dalang

Publication date 12 October 2015

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.4305

zbMATH Keywords

stable processesintermittencyparabolic Anderson modelrough initial datarandom field solutiongrowth indicesnonlinear fractional stochastic heat equation

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52)

Abstract: We study the nonlinear fractional stochastic heat equation in the spatial domain $mathbbR$ driven by space-time white noise. The initial condition is taken to be a measure on $mathbbR$, such as the Dirac delta function, but this measure may also have non-compact support. Existence and uniqueness, as well as upper and lower bounds on all $p$-th moments $(pge2)$, are obtained. These bounds are uniform in the spatial variable, which answers an open problem mentioned in Conus and Khoshnevisan [9]. We improve the weak intermittency statement by Foondun and Khoshnevisan [14], and we show that the growth indices (of linear type) introduced in [9] are infinite. We introduce the notion of "growth indices of exponential type" in order to characterize the manner in which high peaks propagate away from the origin, and we show that the presence of a fractional differential operator leads to significantly different behavior compared with the standard stochastic heat equation.

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Cited in

(18)

• Growth moment, stability and asymptotic behaviours of solution to a class of time-fractal-fractional stochastic differential equation
• Parabolic Anderson model with rough noise in space and rough initial conditions
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• Some properties of fractional kinetic equation with Gaussian noise rough in space
• Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
• Stochastic heat equation with Ornstein-Uhlenbeck operator
• Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
• Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
• Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)
• An invariance principle for the stochastic heat equation
• Existence and blow-up of solutions to the fractional stochastic heat equations
• Chaotic characterization of one dimensional stochastic fractional heat equation
• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• Quantitative normal approximations for the stochastic fractional heat equation
• Moment bounds for a generalized Anderson model with Gaussian noise rough in space

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