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2009 Intermittence and nonlinear parabolic stochastic partial differential equations
Mohammud Foondun, Davar Khoshnevisan
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Electron. J. Probab. 14: 548-568 (2009). DOI: 10.1214/EJP.v14-614

Abstract

We consider nonlinear parabolic SPDEs of the form $\partial_t u={\cal L} u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:R\to R$ is [globally] Lipschitz continuous, and $\cal L$ is the $L^2$-generator of a L'evy 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 $\sigma$ is globally Lipschitz and asymptotically sublinear, the solution to the nonlinear heat equation is ``weakly intermittent,'' provided that the symmetrization of $\cal L$ 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 $\cal L$ in dimension $(1+1)$. When ${\cal L}=\kappa\partial_{xx}$ for $\kappa>0$, these formulas agree with the earlier results of statistical physics (Kardar (1987), Krug and Spohn (1991), Lieb and Liniger (1963)), and also probability theory (Bertini and Cancrini (1995), Carmona and Molchanov (1994)) in the two exactly-solvable cases. That is when $u_0=\delta_0$ or $u_0\equiv 1$; in those cases the moments of the solution to the SPDE can be computed (Bertini and Cancrini (1995)).

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Mohammud Foondun. Davar Khoshnevisan. "Intermittence and nonlinear parabolic stochastic partial differential equations." Electron. J. Probab. 14 548 - 568, 2009. https://doi.org/10.1214/EJP.v14-614

Information

Accepted: 24 February 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60051
MathSciNet: MR2480553
Digital Object Identifier: 10.1214/EJP.v14-614

Subjects:
Primary: 60H15
Secondary: 82B44

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