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    Chaos expansion of heat equations with white noise potentials

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    pp_whitechaos.pdf (282.5Kb)
    Issue Date
    2002-02
    Author
    Hu, Yaozhong
    Publisher
    KLUWER ACADEMIC PUBL
    Format
    289360 bytes
    Type
    Preprint
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    Abstract
    The asymptotic behavior as t --> infinity of the solution to the following stochastic heat equations [GRAPHICS] is investigated, where w is a space-time white noise or a space white noise. The use of lozenge means that the stochastic integral of 10 (Skorohod) type is considered. When d = 1, the exact L-2 Lyapunov exponents of the solution are studied. When the noise is space white and when d < 4 it is shown that the solution is in some "flat" L-2 distribution spaces. The Lyapunov exponents of the solution in these spaces are also estimated. The exact rate of convergence of the solution by its first finite chaos terms are also obtained.
    URI
    http://hdl.handle.net/1808/294
    DOI
    https://doi.org/10.1023/A:1024878703232
    Collections
    • Mathematics Scholarly Works [282]
    Citation
    Hu, YZ. Chaos expansion of heat equations with white noise potentials. POTENTIAL ANALYSIS. Feb 2002. 16(1). 45-66

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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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