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Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds

Candil, David  
•
Chen, Le
•
Lee, Cheuk Yin
September 29, 2023
Stochastics And Partial Differential Equations-Analysis And Computations

We consider nonlinear parabolic stochastic PDEs on a bounded Lipschitz domain driven by a Gaussian noise that is white in time and colored in space, with Dirichlet or Neumann boundary condition. We establish existence, uniqueness and moment bounds of the random field solution under measure-valued initial data nu. We also study the two-point correlation function of the solution and obtain explicit upper and lower bounds. For C-1,C-alpha-domains with Dirichlet condition, the initial data nu is not required to be a finite measure and the moment bounds can be improved under the weaker condition that the leading eigenfunction of the differential operator is integrable with respect to |nu|. As an application, we show that the solution is fully intermittent for sufficiently high level lambda of noise under the Dirichlet condition, and for all lambda > 0 under the Neumann condition.

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