English

Dissipation in Parabolic SPDEs II: Oscillation and decay of the solution

Probability 2022-02-02 v2

Abstract

We consider a stochastic heat equation of the type, tu=x2u+σ(u)W˙\partial_t u = \partial^2_x u + \sigma(u)\dot{W} on (0,)×[1,1](0\,,\infty)\times[-1\,,1] with periodic boundary conditions and on-degenerate positive initial data, where σ:RR\sigma:\mathbb{R} \to\mathbb{R} is a non-random Lipschitz continuous function and W˙\dot{W} denotes space-time white noise. If additionally σ(0)=0\sigma(0)=0 then the solution is known to be strictly positive; see Mueller '91. In that case, we prove that the oscillation of the logarithm of the solution decays sublinearly as time tends to infinity. Among other things, it follows that, with probability one, all limit points of t1supx[1,1]logu(t,x)t^{-1}\, \sup_{x\in[-1,1]}\, \log u(t\,,x) and t1infx[1,1]logu(t,x)t^{-1}\, \inf_{x\in[-1,1]}\, \log u(t\,,x) must coincide. As a consequence of this fact, we prove that, when σ\sigma is linear, there is a.s. only one such limit point and hence the entire path decays almost surely at an exponential rate.

Keywords

Cite

@article{arxiv.2110.06409,
  title  = {Dissipation in Parabolic SPDEs II: Oscillation and decay of the solution},
  author = {Davar Khoshnevisan and Kunwoo Kim and Carl Mueller},
  journal= {arXiv preprint arXiv:2110.06409},
  year   = {2022}
}

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32 pages