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
Link To Document