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

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 نشر من قبل Daniel Conus
 تاريخ النشر 2011
  مجال البحث فيزياء
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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.

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