NONLINEAR STOCHASTIC HEAT EQUATION DRIVEN BY SPATIALLY COLORED NOISE: MOMENTS AND INTERMITTENCY

被引:18
|
作者
Chen, Le [1 ]
Kim, Kunwoo [2 ]
机构
[1] Univ Nevada, Dept Math Sci, 4505 S Maryland Pkwy, Las Vegas, NV 89154 USA
[2] Pohang Univ Sci & Technol, Dept Math, 77 Cheongam Ro, Pohang 37673, Gyeongbuk, South Korea
基金
新加坡国家研究基金会;
关键词
Stochastic heat equation; moment estimates; phase transition; intermittency; intermittency front; measure-valued initial data; moment Lyapunov exponents; PARABOLIC ANDERSON MODEL; COMPARISON PRINCIPLE; STRICT POSITIVITY; ASYMPTOTICS;
D O I
10.1007/s10473-019-0303-6
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this article, we study the nonlinear stochastic heat equation in the spatial domain (d) subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and nonnegative-definite function that satisfies Dalang's condition. We establish the existence and uniqueness of a random field solution starting from measure-valued initial data. We find the upper and lower bounds for the second moment. With these moment bounds, we first establish some necessary and sufficient conditions for the phase transition of the moment Lyapunov exponents, which extends the classical results from the stochastic heat equation on Z(d) to that on (d). Then, we prove a localization result for the intermittency fronts, which extends results by Conus and Khoshnevisan [9] from one space dimension to higher space dimension. The linear case has been recently proved by Huang et al [17] using different techniques.
引用
收藏
页码:645 / 668
页数:24
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