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 for a space-time white noise and a constant . Under some suitable conditions on the the initial function and , 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 . Our proof works by demonstrating quantitatively that the peaks of the stochastic process are highly concentrated for infinitely-many large values of . In the special case of the parabolic Anderson model--where for some --this "peaking" is a way to make precise the notion of physical intermittency.
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}
}