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arxiv: 1510.06046 · v1 · pith:GODEHN3Tnew · submitted 2015-10-20 · 🧮 math.PR

Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency

classification 🧮 math.PR
keywords applicationboundscoloredequationfindheatintermittencymoment
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In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and nonnegative-definite function that satisfies {\it Dalang's condition}. We establish the existence and uniqueness of a random field solution starting from measure-valued initial data. We find the upper and lower bounds for the second moment. As a first application of these moments bounds, we find the necessary and sufficient conditions for the solution to have phase transition for the second moment Lyapunov exponents. As another application, we prove a localization result for the intermittency fronts.

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