English

Remarks on non-linear noise excitability of some stochastic heat equations

Probability 2014-02-04 v1

Abstract

We consider nonlinear parabolic SPDEs of the form tu=Δu+λσ(u)w˙\partial_t u=\Delta u + \lambda \sigma(u)\dot w on the interval (0,L)(0, L), where w˙\dot w denotes space-time white noise, σ\sigma is Lipschitz continuous. Under Dirichlet boundary conditions and a linear growth condition on σ\sigma, we show that the expected L2L^2-energy is of order exp[const×λ4]\exp[\text{const}\times\lambda^4] as λ\lambda\rightarrow \infty. This significantly improves a recent result of Khoshnevisan and Kim. Our method is very different from theirs and it allows us to arrive at the same conclusion for the same equation but with Neumann boundary condition. This improves over another result of Khoshnevisan and Kim.

Keywords

Cite

@article{arxiv.1402.0084,
  title  = {Remarks on non-linear noise excitability of some stochastic heat equations},
  author = {Mohammud Foondun and Mathew Joseph},
  journal= {arXiv preprint arXiv:1402.0084},
  year   = {2014}
}