An asymptotic theory for randomly forced discrete nonlinear heat equations
Probability
2012-08-02 v2 Statistics Theory
Statistics Theory
Abstract
We study discrete nonlinear parabolic stochastic heat equations of the form, , for and , where denotes random forcing and the generator of a random walk on . Under mild conditions, we prove that the preceding stochastic PDE has a unique solution that grows at most exponentially in time. And that, under natural conditions, it is "weakly intermittent." Along the way, we establish a comparison principle as well as a finite support property.
Keywords
Cite
@article{arxiv.0811.0643,
title = {An asymptotic theory for randomly forced discrete nonlinear heat equations},
author = {Mohammud Foondun and Davar Khoshnevisan},
journal= {arXiv preprint arXiv:0811.0643},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.3150/11-BEJ357 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)