English

On the global maximum of the solution to a stochastic heat equation with compact-support initial data

Probability 2015-05-13 v1

Abstract

Consider a stochastic heat equation tu=κxx2u+σ(u)w˙\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w} for a space-time white noise w˙\dot{w} and a constant κ>0\kappa>0. Under some suitable conditions on the the initial function u0u_0 and σ\sigma, we show that the quantity \limsup_{t\to\infty}t^{-1}\ln\E(\sup_{x\in\R} |u_t(x)|^2) is bounded away from zero and infinity by explicit multiples of 1/κ1/\kappa. Our proof works by demonstrating quantitatively that the peaks of the stochastic process xut(x)x\mapsto u_t(x) are highly concentrated for infinitely-many large values of tt. In the special case of the parabolic Anderson model--where σ(u)=λu\sigma(u)= \lambda u for some λ>0\lambda>0--this "peaking" is a way to make precise the notion of physical intermittency.

Keywords

Cite

@article{arxiv.0901.3814,
  title  = {On the global maximum of the solution to a stochastic heat equation with compact-support initial data},
  author = {Mohammud Foondun and Davar Khoshnevisan},
  journal= {arXiv preprint arXiv:0901.3814},
  year   = {2015}
}
R2 v1 2026-06-21T12:04:16.871Z