On the Peaks of a Stochastic Heat Equation on a Sphere with a Large Radius
Abstract
For every R>0, consider the stochastic heat equation ∂t uR(t\,,x)=12 SR2uR(t\,,x)+σ(uR(t\,,x)) R(t\,,x) on SR2, where R=WR are centered Gaussian noises with the covariance structure given by E [WR(t,x)WR(s,y)]=hR(x,y)δ0(t-s), where hR is symmetric and semi-positive definite and there exist some fixed constants -2< Chup< 2 and 12Chup-1 <Chlo Chup such that for all R>0 and x\,,y ∈ SR2, ( R)Chlo/2=hlo(R)≤ hR(x,y) ≤ hup(R)=( R)Chup/2, SR2 denotes the Laplace-Beltrami operator defined on SR2 and σ:R R is Lipschitz continuous, positive and uniformly bounded away from 0 and ∞. Under the assumption that uR,0(x)=uR(0\,,x) is a nonrandom continuous function on x ∈ SR2 and the initial condition that there exists a finite positive U such that R>0x ∈ SR2 uR,0(x) U, we prove that for every finite positive t, there exist finite positive constants Clow(t) and Cup(t) which only depend on t such that as R ∞, x ∈ SR2 uR(t\,,x) is asymptotically bounded below by Clow(t)( R)1/4+Chlo/4-Chup/8 and asymptotically bounded above by Cup(t)( R)1/2+Chup/4 with high probability.
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