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Resumen de On the chaotic character of the stochastic heat equation, before the onset of intermitttency

Daniel Conus, Mathew Joseph, Davar Khoshnevisan

  • We consider a nonlinear stochastic heat equation ∂tu=12∂xxu+σ(u)∂xtW, where ∂xtW denotes space–time white noise and σ:R→R is Lipschitz continuous. We establish that, at every fixed time t>0, the global behavior of the solution depends in a critical manner on the structure of the initial function u0: under suitable conditions on u0 and σ, supx∈Rut(x) is a.s. finite when u0 has compact support, whereas with probability one, lim sup|x|→∞ut(x)/(log|x|)1/6>0 when u0 is bounded uniformly away from zero. This sensitivity to the initial data of the stochastic heat equation is a way to state that the solution to the stochastic heat equation is chaotic at fixed times, well before the onset of intermittency.


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