Intermittence and nonlinear parabolic stochastic partial differential equations

dc.creatorFoondun, Mohammud
dc.creatorKhoshnevisan, Davar
dc.date2008-05-05
dc.date.accessioned2026-07-07T09:37:04Z
dc.date.available2026-07-07T09:37:04Z
dc.descriptionWe consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + σ(u)\dot w$, where $\dot w$ denotes space-time white noise, $σ:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a Lévy process. We present precise criteria for existence as well as uniqueness of solutions. More significantly, we prove that these solutions grow in time with at most a precise exponential rate. We establish also that when $σ$ is globally Lipschitz and asymptotically sublinear, the solution to the nonlinear heat equation is ``weakly intermittent,'' provided that the symmetrization of $\sL$ is recurrent and the initial data is sufficiently large. Among other things, our results lead to general formulas for the upper second-moment Liapounov exponent of the parabolic Anderson model for $\sL$ in dimension $(1+1)$. When $\sL=κ\partial_{xx}$ for $κ>0$, these formulas agree with the earlier results of statistical physics \cite{Kardar,KrugSpohn,LL63}, and also probability theory \cite{BC,CM94} in the two exactly-solvable cases where $u_0=δ_0$ and $u_0\equiv 1$.
dc.identifierhttps://arxiv.org/abs/0805.0557
dc.identifierhttp://arxiv.org/abs/0805.0557
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160334
dc.subjectProbability
dc.subject60H15; 82B44
dc.titleIntermittence and nonlinear parabolic stochastic partial differential equations
dc.typetext

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