ترغب بنشر مسار تعليمي؟ اضغط هنا

On the chaotic character of the stochastic heat equation, before the onset of intermitttency

140   0   0.0 ( 0 )
 نشر من قبل Daniel Conus
 تاريخ النشر 2011
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

We consider a nonlinear stochastic heat equation $partial_tu=frac{1}{2}partial_{xx}u+sigma(u)partial_{xt}W$, where $partial_{xt}W$ denotes space-time white noise and $sigma:mathbf {R}to mathbf {R}$ is Lipschitz continuous. We establish that, at every fixed time $t>0$, the global behavior of the solution depends in a critical manner on the structure of the initial function $u_0$: under suitable conditions on $u_0$ and $sigma$, $sup_{xin mathbf {R}}u_t(x)$ is a.s. finite when $u_0$ has compact support, whereas with probability one, $limsup_{|x|toinfty}u_t(x)/({log}|x|)^{1/6}>0$ when $u_0$ is bounded uniformly away from zero. This sensitivity to the initial data of the stochastic heat equation is a way to state that the solution to the stochastic heat equation is chaotic at fixed times, well before the onset of intermittency.



قيم البحث

اقرأ أيضاً

Consider the stochastic heat equation $partial_t u = (frac{varkappa}{2})Delta u+sigma(u)dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)in (0, infty)timesR^d$, and $dot{F}$ is a centered Gaussian noise that is white in time and has spatia lly-correlated coordinates. We analyze the large-$|x|$ fixed-$t$ behavior of the solution $u$ in different regimes, thereby study the effect of noise on the solution in various cases. Among other things, we show that if the spatial correlation function $f$ of the noise is of Riesz type, that is $f(x)propto |x|^{-alpha}$, then the fluctuation exponents of the solution are $psi$ for the spatial variable and $2psi-1$ for the time variable, where $psi:=2/(4-alpha)$. Moreover, these exponent relations hold as long as $alphain(0, dwedge 2)$; that is precisely when Dalangs theory implies the existence of a solution to our stochastic PDE. These findings bolster earlier physical predictions.
74 - Tadahiro Oh , Mamoru Okamoto , 2021
(Due to the limit on the number of characters for an abstract set by arXiv, the full abstract can not be displayed here. See the abstract in the paper.) We study the construction of the $Phi^3_3$-measure and complete the program on the (non-)construc tion of the focusing Gibbs measures, initiated by Lebowitz, Rose, and Speer (1988). This problem turns out to be critical, exhibiting the following phase transition. In the weakly nonlinear regime, we prove normalizability of the $Phi^3_3$-measure and show that it is singular with respect to the massive Gaussian free field. Moreover, we show that there exists a shifted measure with respect to which the $Phi^3_3$-measure is absolutely continuous. In the strongly nonlinear regime, by further developing the machinery introduced by the authors (2020), we establish non-normalizability of the $Phi^3_3$-measure. Due to the singularity of the $Phi^3_3$-measure with respect to the massive Gaussian free field, this non-normalizability part poses a particular challenge as compared to our previous works. In order to overcome this issue, we first construct a $sigma$-finite version of the $Phi^3_3$-measure and show that this measure is not normalizable. Furthermore, we prove that the truncated $Phi^3_3$-measures have no weak limit in a natural space, even up to a subsequence. We also study the dynamical problem. By adapting the paracontrolled approach, in particular from the works by Gubinelli, Koch, and the first author (2018) and by the authors (2020), we prove almost sure global well-posedness of the hyperbolic $Phi^3_3$-model and invariance of the Gibbs measure in the weakly nonlinear regime. In the globalization part, we introduce a new, conceptually simple and straightforward approach, where we directly work with the (truncated) Gibbs measure, using the variational formula and ideas from theory of optimal transport.
183 - Viorel Barbu 2008
The existence and uniqueness of nonnegative strong solutions for stochastic porous media equations with noncoercive monotone diffusivity function and Wiener forcing term is proven. The finite time extinction of solutions with high probability is also proven in 1-D. The results are relevant for self-organized critical behaviour of stochastic nonlinear diffusion equations with critical states.
We consider a family of nonlinear stochastic heat equations of the form $partial_t u=mathcal{L}u + sigma(u)dot{W}$, where $dot{W}$ denotes space-time white noise, $mathcal{L}$ the generator of a symmetric Levy process on $R$, and $sigma$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_0$. Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $mathcal{L}f=cf$ for some $c>0$, we prove that if $u_0$ is a finite measure of compact support, then the solution is with probability one a bounded function for all times $t>0$.
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $Phi^4_3$ model. As a corollary, we prove that the Brownian bri dge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا