The effect of noise intensity on parabolic equations

Guangying Lv; Hongjun Gao; Jinlong Wei; Jiang-Lun Wu

doi:10.3934/dcdsb.2019248

Article Contents

2020, Volume 25, Issue 5: 1715-1728. Doi: 10.3934/dcdsb.2019248

This issue Previous Article Influence of feedback controls on the global stability of a stochastic predator-prey model with Holling type Ⅱ response and infinite delays Next Article A gradient-type algorithm for constrained optimization with application to microstructure optimization

The effect of noise intensity on parabolic equations

1.
College of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, China
2.
Institute of Mathematics, School of Mathematical Science, Nanjing Normal University, Nanjing 210023, China
3.
School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China
4.
Department of Mathematics, Swansea University, Swansea SA2 8PP, UK

^* Corresponding author: Jinlong Wei
^* Corresponding author: Jinlong Wei

Received: May 2019

Revised: July 2019

Early access: November 2019

Published: May 2020

This work is partially supported by China NSF Grant Nos. 11771123, 11531006, 11501577, PAPD of Jiangsu Higher Education Institutions, Jiangsu Center for Collaborative Innovation in Geographical Information Resource Development and Application, and China Postdoctoral Science Foundation No. 2016M600427 and No. 2017T100385, and Postdoctoral Science Foundation of Jiangsu Province (Grant No. 1601141B).

Abstract / Introduction Full Text(HTML) Related Papers Cited by

Abstract

In this paper, the effect of noise intensity on parabolic equations is considered. We focus on the effect of noise on the energy solutions of stochastic parabolic equations. By utilising Ito's formula and the energy estimate method, we obtain excitation indices of the solution $ u $ at time $ t $. Furthermore, we improve existing results by introducing a simple method to verify the existing results in the literature.

Keywords:

Mathematics Subject Classification: Primary: 60H15, 60H40; Secondary: 35K20.

Citation:

Full Text(HTML)

Related Papers

Cited by

References

[1]	G. K. Batchelor and A. Townsend, The nature of turbulent flow at large wave numbers, Proc. Royal Society A, 199 (1949), 238–255.
[2]	P.-L. Chow, Stochastic Partial Differential Equations, Applied Mathematics and Nonlinear Science Series, Chapman Hall/CRC, Boca Raton, FL, 2007. doi: 10.1201/9781420010305.
[3]	P.-L. Chow, Unbounded positive solutions of nonlinear parabolic Itô equations, Commun. Stoch. Anal., 3 (2009), 211-222. doi: 10.31390/cosa.3.2.04.
[4]	P.-L. Chow, Explosive solutions of stochastic reaction-diffusion equations in mean $L^p$-norm, J. Differential Equations, 250 (2011), 2567-2580. doi: 10.1016/j.jde.2010.11.008.
[5]	G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions, Encyclopedia of Mathematics and its Applications, 44, Cambridge University Press, Cambridge, 1992. doi: 10.1017/CBO9780511666223.
[6]	R. C. Dalang, Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e.'s, Electron. J. Probab., 4 (1999), 1-29. doi: 10.1214/EJP.v4-43.
[7]	R. C. Dalang, D. Khoshnevisan and T. Zhang, Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise, Ann. Probab., 47 (2019), 519-559. doi: 10.1214/18-AOP1270.
[8]	F. Delarue, F. Flandoli and D. Vincenzi, Noise prevents collapse of Vlasov-Poisson point charges, Comm. Pure Appl. Math., 67 (2014), 1700–1736. doi: 10.1002/cpa.21476.
[9]	M. Dozzi and J. L$\acute{o}$pez-Mimbela, Finite-time blowup and existence of global positive solutions of a semi-linear SPDE, Stochastic Process. Appl., 120 (2010), 767–776. doi: 10.1016/j.spa.2009.12.003.
[10]	H. W. Emmons, The laminar-turbulent transition in a boundary layer - Part 1, J. Aeronaut. Sci., 18 (1951), 490–498. doi: 10.2514/8.2010.
[11]	E. Fedrizzi and F. Flandoli, Noise prevents singularities in linear transport equations, J. Funct. Anal., 264 (2013), 1329–1354. doi: 10.1016/j.jfa.2013.01.003.
[12]	F. Flandoli, M. Gubinelli and E. Priola, Well-posedness of the transport equation by stochastic perturbation, Invent. Math., 180 (2010), 1–53. doi: 10.1007/s00222-009-0224-4.
[13]	M. Foondun and M. Joseph, Remarks on non-linear noise excitability of some stochastic heat equations, Stochastic Process. Appl., 124 (2014), 3429–3440. doi: 10.1016/j.spa.2014.04.015.
[14]	M. Foondun and D. Khoshnevisan, Intermittence and nonlinear parabolic stochastic partial differential equations, Electron. J. Probab., 14 (2009), 548-568. doi: 10.1214/EJP.v14-614.
[15]	M. Foondun, W. Liu and K. Tian, On some properties of a class of fractional stochastic heat equations, J. Theor. Probab., 30 (2016), 1310-1333. doi: 10.1007/s10959-016-0684-6.
[16]	D. Gilbarg and N. S. Trudinger, Elliptic partial differential equations of second order, Classics in Mathematics, 224, Springer-Verlag, Berlin, 1983. doi: 10.1007/978-3-642-61798-0.
[17]	E. Hsu, Y. Wang and Z. Wang, Stochastic De Giorgi iteration and regularity of stochastic partial differential equations, Ann. Probab., 45 (2017), 2855-2866. doi: 10.1214/16-AOP1126.
[18]	D. Khoshnevisan and K. Kim, Non-linear noise excitation of intermittent stochastic PDEs and the topology of LCA group, Ann. Probab., 43 (2015), 1944–1991. doi: 10.1214/14-AOP925.
[19]	D. Khoshnevisan and K. Kim, Non-linear noise excitation and intermittency under high disorder, Proc. Amer. Math. Soc., 143 (2015), 4073–4083. doi: 10.1090/S0002-9939-2015-12517-8.
[20]	W. Liu, Well-posedness of stochastic partial differential equations with Lyapunov condition, J. Differential Equations, 255 (2013), 572-592. doi: 10.1016/j.jde.2013.04.021.
[21]	W. Liu and M. R{ö}ckner, Stochastic Partial Differential Equations: An Introduction, Universitext, Springer, Cham, 2015. doi: 10.1007/978-3-319-22354-4.
[22]	G. Y. Lv and J. Duan, Impacts of noise on a class of partial differential equations, J. Differential Equations, 258 (2015), 2196–2220. doi: 10.1016/j.jde.2014.12.002.
[23]	E. Pardoux, Stochastic partial differential equations and filtering of diffusion processes, Stochastics, 3 (1979), 127–167. doi: 10.1080/17442507908833142.
[24]	S. Peszat and J. Zabczyk, Stochastic Partial Differential Equations with LÉvy Noise (An Evolution Equation Approach), Encyclopedia of Mathematics and its Applications, 113, Cambridge University Press, Cambridge, 2007. doi: 10.1017/CBO9780511721373.
[25]	K. Sato, Lévy Processes and Infinitely Divisible Distributions, Cambridge Studies in Advanced Mathematics, 68, Cambridge University Press, Cambridge, 1999.
[26]	T. Taniguchi, The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations, J. Math. Anal. Appl., 360 (2009), 245-253. doi: 10.1016/j.jmaa.2009.06.007.
[27]	H. C. Tuckwell, Stochastic process in the neurosciences, CBMS-NSF Regional Conference Series in Applied Mathematics, SIAM, Philadelphia, PA. doi: 10.1137/1.9781611970159.
[28]	B. Xie, Some effects of the noise intensity upon non-linear stochastic heat equations on $[0, 1]$, Stochastic Process. Appl., 126 (2016), 1184-1205. doi: 10.1016/j.spa.2015.10.014.
[29]	X. Zhang, Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes, Ann. Inst. Henri Poincaré Probab. Stat., 49 (2013), 1057–1079. doi: 10.1214/12-AIHP476.