{ "id": "0805.0557", "version": "v1", "published": "2008-05-05T15:42:27.000Z", "updated": "2008-05-05T15:42:27.000Z", "title": "Intermittence and nonlinear parabolic stochastic partial differential equations", "authors": [ "Mohammud Foondun", "Davar Khoshnevisan" ], "categories": [ "math.PR" ], "abstract": "We consider nonlinear parabolic SPDEs of the form $\\partial_t u=\\sL u + \\sigma(u)\\dot w$, where $\\dot w$ denotes space-time white noise, $\\sigma:\\R\\to\\R$ is [globally] Lipschitz continuous, and $\\sL$ is the $L^2$-generator of a L\\'evy process. We present precise criteria for existence as well as uniqueness of solutions. More significantly, we prove that these solutions grow in time with at most a precise exponential rate. We establish also that when $\\sigma$ is globally Lipschitz and asymptotically sublinear, the solution to the nonlinear heat equation is ``weakly intermittent,'' provided that the symmetrization of $\\sL$ is recurrent and the initial data is sufficiently large. Among other things, our results lead to general formulas for the upper second-moment Liapounov exponent of the parabolic Anderson model for $\\sL$ in dimension $(1+1)$. When $\\sL=\\kappa\\partial_{xx}$ for $\\kappa>0$, these formulas agree with the earlier results of statistical physics \\cite{Kardar,KrugSpohn,LL63}, and also probability theory \\cite{BC,CM94} in the two exactly-solvable cases where $u_0=\\delta_0$ and $u_0\\equiv 1$.", "revisions": [ { "version": "v1", "updated": "2008-05-05T15:42:27.000Z" } ], "analyses": { "subjects": [ "60H15", "82B44" ], "keywords": [ "nonlinear parabolic stochastic partial differential", "parabolic stochastic partial differential equations", "denotes space-time white noise", "upper second-moment liapounov exponent", "intermittence" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2008arXiv0805.0557F" } } }