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arxiv: 0811.0643 · v2 · pith:ZAK2PQ45new · submitted 2008-11-05 · 🧮 math.PR · math.ST· stat.TH

An asymptotic theory for randomly forced discrete nonlinear heat equations

classification 🧮 math.PR math.STstat.TH
keywords mathbfconditionsdiscreteequationsheatmathcalnonlinearrandom
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We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+\sigma(u_n(x))\xi_n(x)$, for $n\in {\mathbf{Z}}_+$ and $x\in {\mathbf{Z}}^d$, where $\boldsymbol \xi:=\{\xi_n(x)\}_{n\ge 0,x\in {\mathbf{Z}}^d}$ denotes random forcing and $\mathcal {L}$ the generator of a random walk on ${\mathbf{Z}}^d$. 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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