{"title":"无漂移项非线性随机热方程的不变度量","authors":"Le Chen, Nicholas Eisenberg","doi":"10.1007/s10959-023-01302-4","DOIUrl":null,"url":null,"abstract":"<p>This paper deals with the long-term behavior of the solution to the nonlinear stochastic heat equation <span>\\(\\frac{\\partial u}{\\partial t} - \\frac{1}{2}\\Delta u = b(u){\\dot{W}}\\)</span>, where <i>b</i> is assumed to be a globally Lipschitz continuous function and the noise <span>\\({\\dot{W}}\\)</span> is a centered and spatially homogeneous Gaussian noise that is white in time. We identify a set of nearly optimal conditions on the initial data, the correlation measure of the noise, and the weight function <span>\\(\\rho \\)</span>, which together guarantee the existence of an invariant measure in the weighted space <span>\\(L^2_\\rho ({\\mathbb {R}}^d)\\)</span>. In particular, our result covers the <i>parabolic Anderson model</i> (i.e., the case when <span>\\(b(u) = \\lambda u\\)</span>) starting from the Dirac delta measure.</p>","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"23 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term\",\"authors\":\"Le Chen, Nicholas Eisenberg\",\"doi\":\"10.1007/s10959-023-01302-4\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>This paper deals with the long-term behavior of the solution to the nonlinear stochastic heat equation <span>\\\\(\\\\frac{\\\\partial u}{\\\\partial t} - \\\\frac{1}{2}\\\\Delta u = b(u){\\\\dot{W}}\\\\)</span>, where <i>b</i> is assumed to be a globally Lipschitz continuous function and the noise <span>\\\\({\\\\dot{W}}\\\\)</span> is a centered and spatially homogeneous Gaussian noise that is white in time. We identify a set of nearly optimal conditions on the initial data, the correlation measure of the noise, and the weight function <span>\\\\(\\\\rho \\\\)</span>, which together guarantee the existence of an invariant measure in the weighted space <span>\\\\(L^2_\\\\rho ({\\\\mathbb {R}}^d)\\\\)</span>. In particular, our result covers the <i>parabolic Anderson model</i> (i.e., the case when <span>\\\\(b(u) = \\\\lambda u\\\\)</span>) starting from the Dirac delta measure.</p>\",\"PeriodicalId\":54760,\"journal\":{\"name\":\"Journal of Theoretical Probability\",\"volume\":\"23 1\",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-02-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Theoretical Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s10959-023-01302-4\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Theoretical Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10959-023-01302-4","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term
This paper deals with the long-term behavior of the solution to the nonlinear stochastic heat equation \(\frac{\partial u}{\partial t} - \frac{1}{2}\Delta u = b(u){\dot{W}}\), where b is assumed to be a globally Lipschitz continuous function and the noise \({\dot{W}}\) is a centered and spatially homogeneous Gaussian noise that is white in time. We identify a set of nearly optimal conditions on the initial data, the correlation measure of the noise, and the weight function \(\rho \), which together guarantee the existence of an invariant measure in the weighted space \(L^2_\rho ({\mathbb {R}}^d)\). In particular, our result covers the parabolic Anderson model (i.e., the case when \(b(u) = \lambda u\)) starting from the Dirac delta measure.
期刊介绍:
Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.