Publication

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

Abstract

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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Related concepts (33)
Neumann boundary condition
In mathematics, the Neumann (or second-type) boundary condition is a type of boundary condition, named after Carl Neumann. When imposed on an ordinary or a partial differential equation, the condition specifies the values of the derivative applied at the boundary of the domain. It is possible to describe the problem using other boundary conditions: a Dirichlet boundary condition specifies the values of the solution itself (as opposed to its derivative) on the boundary, whereas the Cauchy boundary condition, mixed boundary condition and Robin boundary condition are all different types of combinations of the Neumann and Dirichlet boundary conditions.
Dirichlet boundary condition
In the mathematical study of differential equations, the Dirichlet (or first-type) boundary condition is a type of boundary condition, named after Peter Gustav Lejeune Dirichlet (1805–1859). When imposed on an ordinary or a partial differential equation, it specifies the values that a solution needs to take along the boundary of the domain. In finite element method (FEM) analysis, essential or Dirichlet boundary condition is defined by weighted-integral form of a differential equation.
Chernoff bound
In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment generating function. The minimum of all such exponential bounds forms the Chernoff or Chernoff-Cramér bound, which may decay faster than exponential (e.g. sub-Gaussian). It is especially useful for sums of independent random variables, such as sums of Bernoulli random variables. The bound is commonly named after Herman Chernoff who described the method in a 1952 paper, though Chernoff himself attributed it to Herman Rubin.
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