Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups

Citation
Khoshnevisan, Davar et Kim, Kunwoo, Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups, Annals of probability , 43(4), 2015, pp. 1944-1991
Journal title
ISSN journal
00911798
Volume
43
Issue
4
Year of publication
2015
Pages
1944 - 1991
Database
ACNP
SICI code
Abstract
Consider the stochastic heat equation .tu=Lu+..(u)., where L denotes the generator of a Lévy process on a locally compact Hausdorff Abelian group G, .:R.R is Lipschitz continuous, ..1 is a large parameter, and . denotes space.time white noise on R+.G . The main result of this paper contains a near-dichotomy for the (expected squared) energy E(.ut.2L2(G)) of the solution. Roughly speaking, that dichotomy says that, in all known cases where u is intermittent, the energy of the solution behaves generically as exp{const..2} when G is discrete and .exp{const..4} when G is connected.