English

On the behaviour of stochastic heat equations on bounded domains

Probability 2014-12-09 v1

Abstract

Consider the following equation tut(x)=12xxut(x)+λσ(ut(x))W˙(t,x)\partial_t u_t(x)=\frac{1}{2}\partial _{xx}u_t(x)+\lambda \sigma(u_t(x))\dot{W}(t,\,x) on an interval. Under Dirichlet boundary condition, we show that in the long run, the second moment of the solution grows exponentially fast if λ\lambda is large enough. But if λ\lambda 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 λ\lambda 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}
}