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NONLINEAR STOCHASTIC HEAT EQUATION DRIVEN BY SPATIALLY COLORED NOISE:MOMENTS AND INTERMITTENCY 被引量:1

NONLINEAR STOCHASTIC HEAT EQUATION DRIVEN BY SPATIALLY COLORED NOISE:MOMENTS AND INTERMITTENCY
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摘要 In this article, we study the nonlinear stochastic heat equation in the spatial domain R^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 R^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. In this article, we study the nonlinear stochastic heat equation in the spatial domain R^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 R^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.
作者 Le CHEN Kunwoo KIM 陈乐;Kunwoo KIM(Department of Mathematical Sciences,University of Nevada,Las Vegas,4505 S.Maryland Pkwy,Las Vegas,Nevada,89154-4020,USA;Department of Mathematics,Pohang University of Science and Technology,77 Cheongam-Ro,Nam-Gu,Pohang,Gyeongbuk,37673,Korea)
出处 《Acta Mathematica Scientia》 SCIE CSCD 2019年第3期645-668,共24页 数学物理学报(B辑英文版)
基金 supported by the National Research Foundation of Korea (NRF-2017R1C1B1005436) the TJ Park Science Fellowship of POSCO TJ Park Foundation
关键词 Stochastic heat equation MOMENT ESTIMATES phase transition intermittency intermittency FRONT measure-valued initial data MOMENT LYAPUNOV EXPONENTS Stochastic heat equation moment estimates phase transition intermittency intermittency front measure-valued initial data moment Lyapunov exponents
分类号 O [理学]
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