Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527199 | Stochastic Processes and their Applications | 2014 | 12 Pages |
Abstract
We consider nonlinear parabolic SPDEs of the form âtu=Îu+λÏ(u)wÌ on the interval (0,L), where wÌ denotes space-time white noise, Ï is Lipschitz continuous. Under Dirichlet boundary conditions and a linear growth condition on Ï, we show that the expected L2-energy is of order exp[constÃλ4] as λââ. This significantly improves a recent result of Khoshnevisan and Kim. Our method is very different from theirs and it allows us to arrive at the same conclusion for the same equation but with Neumann boundary condition. This improves over another result in Khoshnevisan and Kim.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mohammud Foondun, Mathew Joseph,