On the global maximum of the solution to a stochastic heat equation with compact-support initial data

被引:9
|
作者
Foondun, Mohammud [1 ]
Khoshnevisan, Davar [2 ]
机构
[1] Univ Loughborough, Sch Math, Loughborough LE11 3TU, Leics, England
[2] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
基金
美国国家科学基金会;
关键词
Stochastic heat equation; Intermittency; PARTIAL-DIFFERENTIAL EQUATIONS; INTERFACES; NOISE;
D O I
10.1214/09-AIHP328
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
Consider a stochastic heat equation partial derivative(t)u = kappa partial derivative(2)(xx)u + sigma(u)(omega) over dot for a space-time white noise (omega) over dot and a constant kappa > 0. Under some suitable conditions on the initial function u(0) and sigma, we show that the quantities lim(t ->infinity)sup t(-1) sup(x is an element of R) InE(vertical bar u(t)(x)vertical bar(2)) and lim(t ->infinity)sup t(-1) InE(sup(x is an element of R)vertical bar u(t)(x)vertical bar(2)) are equal, as well as bounded away from zero and infinity by explicit multiples of 1/kappa. Our proof works by demonstrating quantitatively that the peaks of the stochastic process x bar right arrow u(t)(x) are highly concentrated for infinitely-many large values of t. In the special case of the parabolic Anderson model - where sigma(u) = lambda u for some lambda > 0 - this "peaking" is a way to make precise the notion of physical intermittency.
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页码:895 / 907
页数:13
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