The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency

Résumé

We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence of solutions under an optimal condition if $d=1,2$ and a close-to-optimal condition if $d\geq3$. Under an assumption that is general enough to include stable noises, we further prove that the solution is unique. By establishing tight moment bounds on the multiple L\'evy integrals arising in the chaos decomposition of $u$, we further show that the solution has finite $p$th moments for $p>0$ whenever the noise does. Finally, for any $p>0$, we derive upper and lower bounds on the moment Lyapunov exponents of order $p$ of the solution, which are asymptotically sharp in the limit as $\beta\to0$. One of our most striking findings is that the solution to the SHE exhibits a property called strong intermittency (which implies moment intermittency of all orders $p>1$ and pathwise mass concentration of the solution), for any non-trivial L\'evy measure, at any disorder intensity $\beta>0$, in any dimension $d\geq1$.
Fichier principal
Vignette du fichier
ManuscriptQBCCHL.pdf (847.23 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03451454 , version 1 (26-11-2021)

Identifiants

Citer

Quentin Berger, Carsten Chong, Hubert Lacoin. The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency. 2021. ⟨hal-03451454⟩
36 Consultations
92 Téléchargements

Altmetric

Partager

More