• Title of article

    Remarks on non-linear noise excitability of some stochastic heat equations

  • Author/Authors

    Foondun، نويسنده , , Mohammud and Joseph، نويسنده , , Mathew، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    12
  • From page
    3429
  • To page
    3440
  • Abstract
    We consider nonlinear parabolic SPDEs of the form ∂ t u = Δ u + λ σ ( u ) w ̇ on the interval ( 0 , L ) , where w ̇ denotes space–time white noise, σ is Lipschitz continuous. Under Dirichlet boundary conditions and a linear growth condition on σ , we show that the expected L 2 -energy is of order exp [ const × λ 4 ] as λ → ∞ . This significantly improves a recent result of Khoshnevisan and Kim. Our method is very different from theirs and it allows us to arrive at the same conclusion for the same equation but with Neumann boundary condition. This improves over another result in Khoshnevisan and Kim.
  • Keywords
    Stochastic partial differential equations
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579432