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arxiv: 1506.05954 · v1 · pith:Z6S74FBInew · submitted 2015-06-19 · 🧮 math.PR

Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1]

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keywords noiseintensityciteeffectsexponentiallyheatlargestochastic
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Various effects of the noise intensity upon the solution $u(t,x)$ of the stochastic heat equation with Dirichlet boundary conditions on $[0,1]$ are investigated. We show that for small noise intensity, the $p$-th moment of $\sup_{x \in [0,1]} |u(t,x)|$ is exponentially stable, however, for large one, it grows at least exponentially. We also prove that the noise excitation of the $p$-th energy of $u(t,x)$ is $4$, as the noise intensity goes to infinity. We formulate a common method to investigate the lower bounds of the above two different behaviors for large noise intensity, which are hard parts in \cite{FoJo-14}, \cite{FoNu} and \cite{KhKi-15}.

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