Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term

被引:0
|
作者
Chen, Le [1 ]
Eisenberg, Nicholas [1 ]
机构
[1] Auburn Univ, Dept Math & Stat, 221 Parker Hall, Auburn, AL 36849 USA
关键词
Stochastic heat equation; Parabolic Anderson model; Invariant measure; Dirac delta initial condition; Matern class of correlation functions; Bessel kernel; Weighted L-2 space; EVOLUTION EQUATIONS; NOISE; MOMENTS;
D O I
10.1007/s10959-023-01302-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper deals with the long-term behavior of the solution to the nonlinear stochasticheat equation partial derivative u/partial derivative t-1/2 Delta u = b(u) W, where b is assumed to be a globally Lipschitzcontinuous function and the noise W is a centered and spatially homogeneous Gaussian noise that is white in time. We identify a set of nearly optimal conditions on the initial data, the correlation measure of the noise, and the weight function rho, which together guarantee the existence of an invariant measure in the weighted space L-rho(2)(R-d).In particular, our result covers the parabolic Anderson model(i.e., the case when b(u)=lambda u) starting from the Dirac delta measure.
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页码:1357 / 1396
页数:40
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