ﻻ يوجد ملخص باللغة العربية
We study a family of non-linear stochastic heat equations in (1+1) dimensions, driven by the generator of a Levy process and space-time white noise. We assume that the underlying Levy process has finite exponential moments in a neighborhood of the origin and that the initial condition has exponential decay at infinity. Then we prove that under natural conditions on the non-linearity: (i) The absolute moments of the solution to our stochastic heat equation grow exponentially with time; and (ii) The distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. Very little else seems to be known about the location of the high peaks of the solution to the non-linear stochastic heat equation under the present setting. Finally, we show that these results extend to the stochastic wave equation driven by Laplacian.
We consider stochastic heat equations with fractional Laplacian on $mathbb{R}^d$. Here, the driving noise is generalized Gaussian which is white in time but spatially homogenous and the spatial covariance is given by the Riesz kernels. We study the l
Consider the following equation $$partial_t u_t(x)=frac{1}{2}partial _{xx}u_t(x)+lambda sigma(u_t(x))dot{W}(t,,x)$$ on an interval. Under Dirichlet boundary condition, we show that in the long run, the second moment of the solution grows exponentiall
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper bounds that
The purpose of this paper is extend recent results of Bonder-Groisman and Foondun-Nualart to the stochastic wave equation. In particular, a suitable integrability condition for non-existence of global solutions is derived.
We consider a reaction-diffusion equation of the type [ partial_tpsi = partial^2_xpsi + V(psi) + lambdasigma(psi)dot{W} qquadtext{on $(0,,infty)timesmathbb{T}$}, ] subject to a nice initial value and periodic boundary, where $mathbb{T}=[-1,,1]$ a