On the behaviour of stochastic heat equations on bounded domains
Probability
2014-12-09 v1
Abstract
Consider the following equation on an interval. Under Dirichlet boundary condition, we show that in the long run, the second moment of the solution grows exponentially fast if is large enough. But if is small, then the second moment eventually decays exponentially. If we replace the Dirichlet boundary condition by the Neumann one, then the second moment grows exponentially fast no matter what is. We also provide various extensions.
Keywords
Cite
@article{arxiv.1412.2343,
title = {On the behaviour of stochastic heat equations on bounded domains},
author = {Mohammud Foondun and Eulalia Nualart},
journal= {arXiv preprint arXiv:1412.2343},
year = {2014}
}