Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises

被引:3
|
作者
Hu, Yaozhong [1 ]
Wang, Xiong [2 ]
机构
[1] Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
[2] Johns Hopkins Univ, Dept Math, Baltimore, MD 21218 USA
来源
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2024年 / 12卷 / 01期
基金
加拿大自然科学与工程研究理事会;
关键词
Intermittency; Upper and lower moment bounds; General Gaussian noise; Stochastic heat equation; Stochastic wave equation; Stochastic fractional diffusion; Mild solution; Feynman diagram formula; Green's function; Small ball nondegeneracy; Hardy-Littlewood-Sobolev total mass; HEAT-EQUATION DRIVEN; FRACTIONAL NOISE; WAVE-EQUATION; INTERMITTENCY; ASYMPTOTICS; ROUGH; SMOOTHNESS; FORMULA; DENSITY;
D O I
10.1007/s40072-022-00278-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we obtain matching upper and lower moment bounds for the solution to stochastic partial differential equation driven by a general Gaussian noise, giving a complete answer to the open problem of the matching lower moment bounds for the stochastic wave equations driven by a general Gaussian noise. Two new conditions are introduced for the Green's function of the equation to assure this intermittency property: small ball nondegeneracy and bounded Hardy-Littlewood-Sobolev total mass, which are satisfied by a large class of stochastic PDEs, including stochastic heat equations, stochastic wave equations, stochastic heat equations with fractional Laplacians, and stochastic partial differential equations with fractional derivatives both in time and in space. The main technique to obtain the lower moment bounds is to develop a Feynman diagram formula for the moments of the solution, to find the manageable main terms, and to carefully analyse these terms of sophisticated multiple integrals by exploring the above two properties.
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页码:1 / 52
页数:52
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