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An asymptotic theory for randomly-forced discrete nonlinear heat equations

Abstract

We study discrete nonlinear parabolic stochastic heat equations of the form, un+1(x)un(x)=(\sLun)(x)+σ(un(x))ξn(x)u_{n+1}(x) - u_n(x) = (\sL u_n)(x) + \sigma(u_n(x))\xi_n(x), for nZ+n\in \Z_+ and xZdx\in \Z^d, where ξ:={ξn(x)}n0,xZd\bm\xi:=\{\xi_n(x)\}_{n\ge 0,x\in\Z^d} denotes random forcing and \sL\sL the generator of a random walk on Zd\Z^d. Under mild conditions, we prove that the preceding stochastic PDE has a unique solution that grows at most exponentially in time. And that, under natural conditions, it is "weakly intermittent." Along the way, we establish a comparison principle as well as a finite-support property.

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