An asymptotic theory for randomly forced discrete nonlinear heat equations

Abstract

We study discrete nonlinear parabolic stochastic heat equations of the form, $u_{n+1}(x)-u_n(x)=(\mathcal {L}u_n)(x)+σ(u_n(x))ξ_n(x)$, for $n\in {\mathbf{Z}}_+$ and $x\in {\mathbf{Z}}^d$, where $\boldsymbol ξ:=\{ξ_n(x)\}_{n\ge 0,x\in {\mathbf{Z}}^d}$ denotes random forcing and $\mathcal {L}$ the generator of a random walk on ${\mathbf{Z}}^d$. Under mild conditions, we prove that the preceding stochastic PDE has a unique solution that grows at most exponentially in time. And that, under natural conditions, it is "weakly intermittent." Along the way, we establish a comparison principle as well as a finite support property.