English

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, un+1(x)un(x)=(Lun)(x)+σ(un(x))ξn(x)u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+\sigma(u_n(x))\xi_n(x), for nZ+n\in {\mathbf{Z}}_+ and xZdx\in {\mathbf{Z}}^d, where ξ:={ξn(x)}n0,xZd\boldsymbol \xi:=\{\xi_n(x)\}_{n\ge 0,x\in {\mathbf{Z}}^d} denotes random forcing and L\mathcal {L} the generator of a random walk on Zd{\mathbf{Z}}^d. 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)