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, on with periodic boundary conditions and on-degenerate positive initial data, where is a non-random Lipschitz continuous function and denotes space-time white noise. If additionally 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 and must coincide. As a consequence of this fact, we prove that, when 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}
}
Comments
32 pages