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Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains

Published 3 Jan 2018 in math.PR, math-ph, math.AP, and math.MP | (1801.00878v2)

Abstract: We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta){\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial condition, where $\alpha\in (0,2]$, $\xi>0$ is the noise level, $\sigma:\mathbb{R}\rightarrow\mathbb{R}$ is a globally Lipschitz function satisfying some growth conditions and the noise term behaves in space like the Riez kernel and is possibly correlated in time and $D$ is the unit open ball centered at the origin in $\mathbb{R}d$. When the noise term is not correlated in time, we establish a change in the growth of the solution of these equations depending on the noise level $\xi$. On the other hand when the noise term behaves in time like the fractional Brownian motion with index $H\in (1/2,1)$, We also derive explicit bounds leading to a well-known intermittency property.

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