Abstract. We consider the stochastic heat equation of the following form
∂tut(x) = (£ut)(x) +b(ut(x)) + σ(ut(x))∂txFt(x) for t>0, x∈Rd,
where £ is the generator of a Lévy process and ∂txF is a spatially-colored, temporally white, gaussian noise. We will be concerned mainly with the long-term behavior of the mild solution to this stochastic PDE. For the most part, we work under the assumptions that the initial data u0 is a bounded and measurable function and σ is nonconstant and Lipschitz continuous. In this case, we find conditions under which the preceding stochastic PDE admits a unique solution which is also weakly intermittent. In addition, we study the same equation in the case that £u is replaced by its massive/dispersive analogue £u-λu where λ∈R. And we describe accurately the effect of the parameter λ on the intermittence of the solution in the case that σ(u) is proportional to u [the ``parabolic Anderson model'']. Furthermore, we extend our analysis to the case that the initial data u0 is a measure rather than a function. As it turns out, the stochastic PDE in question does not have a mild solution in this case. We circumvent this problem by introducing a new concept of a solution that we call a temperate solution, and proceed to investigate the existence and uniqueness of a temperate solution. We are able to also give partial insight into the long-time behavior of the temperate solution when it exists and is unique. Finally, we look at the linearized version of our stochastic PDE, that is the case when σ is identically equal to one [any other constant works also]. In this case, we study not only the existence and uniqueness of a solution, but also the regularity of the solution when it exists and is unique.Keywords. Stochastic heat equation, intermittency.
AMS Classification (2000). Primary. 60H15; Secondary. 35R60.
Support. The research of DK was supported in part by grant DMS-0706728 from the U.S. National Science Foundation.
Pre/E-Prints. This paper is available in
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Mohammud Foondun Department of Mathematics University of Utah 155 S, 1400 E JWB 233 Salt Lake City, UT 84112-0090, U.S.A. mohammud@math.utah.edu |
Davar Khoshnevisan Department of Mathematics University of Utah 155 S, 1400 E JWB 233 Salt Lake City, UT 84112-0090, U.S.A. davar@math.utah.edu |
Last Update: February 25, 2010
©
2010 - Mohammud Foondun and Davar Khoshnevisan