30. candil.chen.ea:23:parabolic#
Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
David Candil, Le Chen, Cheuk Yin Lee
To appeare in stochastic Partial Differential Equations: Analysis and Computation
Abstract: We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment bounds of the random field solution under measure-valued initial data \(\nu\). We also study the two-point correlation function of the solution and obtain explicit upper and lower bounds. For \(C^{1, \alpha}\)-domains with Dirichlet condition, the initial data \(\nu\) is not required to be a finite measure and the moment bounds can be improved under the weaker condition that the leading eigenfunction of the differential operator is integrable with respect to \(|\nu|\). As an application, we show that the solution is fully intermittent for sufficiently high level \(\lambda\) of noise under the Dirichlet condition, and for all \(\lambda > 0\) under the Neumann condition.
MSC 2010 subject classifications: Primary 60H15; Secondary 35R60.
Keywords: Parabolic Anderson model, stochastic heat equation, Dirichlet/Neumann boundary conditions, Lipschitz domain, intermittency, two-point correlation, rough initial conditions.
[CCL23] David Candil, Le Chen & Cheuk Yin Lee (2023) ‘Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds’, preprint arXiv:2301.06435, to appear in Stoch. Partial Differ. Equ. Anal. Comput.
@article{candil.chen.ea:23:parabolic,
title = {Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds},
author = {David Candil and Le Chen and Cheuk Yin Lee},
year = {2023},
month = {January},
journal = {preprint arXiv:2301.06435, to appear in Stoch. Partial Differ. Equ. Anal. Comput.},
url = {http://arXiv.org/abs/2301.06435}
}
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