On the intermittency front of stochastic heat equation driven by colored noises
Author(s) -
Yaozhong Hu,
Jingyu Huang,
David Nualart
Publication year - 2016
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/16-ecp4364
Subject(s) - mathematics , intermittency , covariance , heat equation , heat kernel , mathematical analysis , multiplicative function , moment (physics) , covariance function , gaussian , upper and lower bounds , noise (video) , space (punctuation) , statistical physics , statistics , physics , classical mechanics , quantum mechanics , turbulence , thermodynamics , linguistics , philosophy , artificial intelligence , computer science , image (mathematics)
We study the propagation of high peaks (intermittency front) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R}^d$. The noise is assumed to have a general homogeneous covariance in both time and space, and the solution is interpreted in the senses of the Wick product. We give some estimates for the upper and lower bounds of the propagation speed, based on a moment formula of the solution. When the space covariance is given by a Riesz kernel, we give more precise bounds for the propagation speed.
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