Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1]
Abstract
Various effects of the noise intensity upon the solution u(t,x) of the stochastic heat equation with Dirichlet boundary conditions on [0,1] are investigated. We show that for small noise intensity, the p-th moment of x ∈ [0,1] |u(t,x)| is exponentially stable, however, for large one, it grows at least exponentially. We also prove that the noise excitation of the p-th energy of u(t,x) is 4, as the noise intensity goes to infinity. We formulate a common method to investigate the lower bounds of the above two different behaviors for large noise intensity, which are hard parts in FoJo-14, FoNu and KhKi-15.
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