Intermittence and nonlinear parabolic stochastic partial differential equations

Abstract

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + σ(u)\dot w$, where $\dot w$ denotes space-time white noise, $σ:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a Lévy process. We present precise criteria for existence as well as uniqueness of solutions. More significantly, we prove that these solutions grow in time with at most a precise exponential rate. We establish also that when $σ$ is globally Lipschitz and asymptotically sublinear, the solution to the nonlinear heat equation is ``weakly intermittent,'' provided that the symmetrization of $\sL$ is recurrent and the initial data is sufficiently large. Among other things, our results lead to general formulas for the upper second-moment Liapounov exponent of the parabolic Anderson model for $\sL$ in dimension $(1+1)$. When $\sL=κ\partial_{xx}$ for $κ>0$, these formulas agree with the earlier results of statistical physics \cite{Kardar,KrugSpohn,LL63}, and also probability theory \cite{BC,CM94} in the two exactly-solvable cases where $u_0=δ_0$ and $u_0\equiv 1$.