On the behaviour of stochastic heat equations on bounded domains
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 e...
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Bibliographic Details
| Authors: |
Foondun, Mohammud,
Nualart, Eulàlia |
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| Format: | article
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| Status: | Published version |
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| Publication Date: | 2015 |
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| Country: | España |
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| Institution: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
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| Repository: | Recercat. Dipósit de la Recerca de Catalunya |
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| OAI Identifier: | oai:recercat.cat:10230/43972 |
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| Online Access: | http://hdl.handle.net/10230/43972
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| Access Level: | Open access |
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| Keyword: | Stochastic partial differential equations |
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