dc.contributor.author
Foondun, Mohammud
dc.contributor.author
Nualart, Eulàlia
dc.date.issued
2020-03-20T08:49:04Z
dc.date.issued
2020-03-20T08:49:04Z
dc.identifier
Foondun M, Nualart E. On the behaviour of stochastic heat equations on bounded domains. ALEA Lat Am J Probab Math Stat. 2015;12(2):551-71.
dc.identifier
http://hdl.handle.net/10230/43972
dc.description.abstract
Consider the following equation ∂tut(x) = 1 2 ∂xxut(x) + λσ(ut(x))W˙ (t, x) on an interval. Under Dirichlet boundary condition, we show that in the long run, the second moment of the solution grows exponentially fast if λ is large enough. But if λ is small, then the second moment eventually decays exponentially. If we replace the Dirichlet boundary condition by the Neumann one, then the second moment grows exponentially fast no matter what λ is. We also provide various extensions.
dc.description.abstract
Research supported in part by the European Union programme FP7-PEOPLE-2012-CIG under grant agreement 333938.
dc.format
application/pdf
dc.format
application/pdf
dc.relation
ALEA Latin American Journal of Probability and Mathematical Statistics. 2015;12(2):551-71.
dc.relation
info:eu-repo/grantAgreement/EC/FP7/333938
dc.rights
© ALEA. Published at: http://alea.impa.br/english/index_v12.htm
dc.rights
info:eu-repo/semantics/openAccess
dc.subject
Stochastic partial differential equations
dc.title
On the behaviour of stochastic heat equations on bounded domains
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion
