English

Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations

Probability 2019-12-03 v2

Abstract

Consider the following stochastic heat equation, \begin{align*} \frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in R^d. \end{align*} Here ν(Δ)α/2-\nu(-\Delta)^{\alpha/2} is the fractional Laplacian with ν>0\nu>0 and α(0,2]\alpha \in (0,2], σ:RR\sigma: R\rightarrow R is a globally Lipschitz function, and F˙(t,x)\dot{F}(t,\,x) is a Gaussian noise which is white in time and colored in space. Under some suitable additional conditions, we prove a strong comparison theorem and explore the effect of the initial data on the spatial asymptotic properties of the solution. This constitutes an important extension over a series of recent works.

Keywords

Cite

@article{arxiv.1810.04949,
  title  = {Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations},
  author = {Mohammud Foondun and Eulalia Nualart},
  journal= {arXiv preprint arXiv:1810.04949},
  year   = {2019}
}