Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631611
Title: Some properties of a class of stochastic heat equations
Author: Omaba, McSylvester E.
ISNI:       0000 0004 5357 5000
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 2014
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Abstract:
We study stochastic heat equations of the forms $[\partial_t u-\sL u]\d t\d x=\lambda\int_\R\sigma(u,h)\tilde{N}(\d t,\d x,\d h),$ and $[\partial_t u-\sL u]\d t\d x=\lambda\int_{\R^d}\sigma(u,h)N(\d t,\d x,\d h)$. Here, $u(0,x)=u_0(x)$ is a non-random initial function, $N$ a Poisson random measure with its intensity $\d t\d x\nu(\d h)$ and $\nu(\d h)$ a L\'{e}vy measure; $\tilde{N}$ is the compensated Poisson random measure and $\sL$ a generator of a L\'{e}vy process. The function $\sigma:\R\rightarrow\R$ is Lipschitz continuous and $\lambda>0$ the noise level. The above discontinuous noise driven equations are not always easy to handle. They are discontinuous analogues of the equation introduced in \cite{Foondun} and also more general than those considered in \cite{Saint}. We do not only compare the growth moments of the two equations with each other but also compare them with growth moments of the class of equations studied in \cite{Foondun}. Some of our results are significant generalisations of those given in \cite{Saint} while the rest are completely new. Second and first growth moments properties and estimates were obtained under some linear growth conditions on $\sigma$. We also consider $\sL:=-(-\Delta)^{\alpha/2}$, the generator of $\alpha$-stable processes and use some explicit bounds on its corresponding fractional heat kernel to obtain more precise results. We also show that when the solutions satisfy some non-linear growth conditions on $\sigma$, the solutions cease to exist for both compensated and non-compensated noise terms for different conditions on the initial function $u_0(x)$. We consider also fractional heat equations of the form $\partial_t u(t,x)=-(-\Delta)^{\alpha/2}u(t,x)+\lambda\sigma(u(t,x)\dot{F}(t,x),\,\, \text{for}\,\, x\in\R^d,\,t>0,\,\alpha\in(1,2),$ where $\dot{F}$ denotes the Gaussian coloured noise. Under suitable assumptions, we show that the second moment $\E|u(t,x)|^2$ of the solution grows exponentially with time. In particular we give an affirmative answer to the open problem posed in \cite{Conus3}: given $u_0$ a positive function on a set of positive measure, does $\sup_{x\in\R^d}\E|u(t,x)|^2$ grow exponentially with time? Consequently we give the precise growth rate with respect to the parameter $\lambda$.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.631611  DOI: Not available
Keywords: Parabolic SPDEs ; Poisson random measures ; Noise excitability ; Non-global solutions ; Exponential growth indexes and growth rates ; White and coloured noises.
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