Spatial asymptotic conjecture for the stochastic heat equation with compactly supported initial data

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Let u0u_0 satisfy

ptu0(x)<t>0, xR.p_t*|u_0|(x)<\infty\quad\forall t>0,\ x\in\mathbb{R}^{\ell}.

Let u(t,x)u(t,x) be the corresponding solution of the stochastic heat equation, and let ptu0(x)p_t*u_0(x) denote the heat-kernel convolution. In the space-time white-noise case, the spatial dimension and noise covariance are specialized so that the claimed constant below is well-defined.

Spatial asymptotic conjecture. In the particular case of space-time white noise,

limR(logR)23supxR(logu(t,x)logptu0(x))=34(2t3)13a.s.\lim_{R\to\infty}(\log R)^{-\frac23}\sup_{|x|\le R}\left(\log u(t,x)-\log p_t*u_0(x)\right)=\frac34\left(\frac{2t}{3}\right)^{\frac13}\quad\mathrm{a.s.}

The preceding asymptotic formulas are established under the bounded-covariance and Dalang covariance conditions, while this space-time white-noise asymptotic is presented as a conjecture. It predicts the almost-sure spatial growth after normalization by the deterministic heat evolution of the initial data.

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Primary source

Jingyu Huang and Khoa Lê, “Spatial asymptotic of the stochastic heat equation with compactly supported initial data”, arXiv:1703.00137 (2017).

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