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research article

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.

  • Details
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Type
research article
DOI
10.1007/s40072-023-00310-z
Web of Science ID

WOS:001120589400001

Author(s)
Candil, David  
Chen, Le
Lee, Cheuk Yin
Date Issued

2023-09-29

Publisher

Springer

Published in
Stochastics And Partial Differential Equations-Analysis And Computations
Subjects

Physical Sciences

•

Parabolic Anderson Model

•

Stochastic Heat Equation

•

Dirichlet/Neumann Boundary Conditions

•

Lipschitz Domain

•

Intermittency

•

Two-Point Correlation

•

Rough Initial Conditions

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
FunderGrant Number

National Science and Technology Council, Taiwan

NSTC111-2115-M-007-015-MY2

Taiwan's National Science and Technology Council

DMS-2246850

NSF

959981

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Available on Infoscience
February 20, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/204560
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