NON-LINEAR NOISE EXCITATION AND INTERMITTENCY UNDER HIGH DISORDER

被引:16
|
作者
Khoshnevisan, Davar [1 ]
Kim, Kunwoo [1 ]
机构
[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
基金
美国国家科学基金会;
关键词
Stochastic heat equation; stochastic wave equation; intermittency; non-linear noise excitation; DIFFUSION;
D O I
10.1090/S0002-9939-2015-12517-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Consider the semilinear heat equation partial derivative(t)u = partial derivative(2)(x)u + lambda sigma(u)xi on the interval [0, L] with Dirichlet zero-boundary condition and a nice non-random initial function, where the forcing xi is space-time white noise and lambda > 0 denotes the level of the noise. We show that, when the solution is intermittent [that is, when inf(z) vertical bar sigma(z)/z vertical bar > 0], the expected L-2-energy of the solution grows at least as exp{c lambda(2)} and at most as exp{c lambda(4)} as lambda -> infinity. In the case that the Dirichlet boundary condition is replaced by a Neumann boundary condition, we prove that the L-2-energy of the solution is in fact of sharp exponential order exp{c lambda(4)}. We show also that, for a large family of one-dimensional randomly forced wave equations on R, the energy of the solution grows as exp{c lambda} as lambda -> infinity. Thus, we observe the surprising result that the stochastic wave equation is, quite typically, significantly less noise-excitable than its parabolic counterparts.
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页码:4073 / 4083
页数:11
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