# Dense blowup for parabolic SPDEs

**Authors:** Le Chen, Jingyu Huang, D. Khoshnevisan, Kunwoo Kim

arXiv: 1702.08374 · 2017-02-28

## TL;DR

This paper constructs examples of three-dimensional parabolic SPDEs with solutions that, despite existing and being unique, exhibit unbounded oscillations everywhere, revealing complex irregular behavior in high dimensions.

## Contribution

It introduces the first known examples of 3D parabolic SPDE solutions with unbounded oscillations and analyzes their moment Lyapunov exponents growth, demonstrating super intermittency.

## Key findings

- Solutions exist and are unique but have unbounded oscillations.
- Moment Lyapunov exponents grow at least sub exponentially.
- Super intermittency phenomena are established in 3D SPDEs.

## Abstract

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that the solution exists and is unique as a random field in the sense of Dalang and Walsh, yet the solution has unbounded oscillations in every open neighborhood of every space-time point. We are not aware of the existence of such a construction in spatial dimensions below $3$. En route, it will be proved that there exist a large family of parabolic SPDEs whose moment Lyapunov exponents grow at least sub exponentially in its order parameter in the sense that there exist $A_1,\beta\in(0\,,1)$ such that \[   \underline{\gamma}(k) :=   \liminf_{t\to\infty}t^{-1}\inf_{x\in\mathbb{R}^3}   \log\mathbb{E}\left(|u(t\,,x)|^k\right) \ge A_1\exp(A_1 k^\beta)   \qquad\text{for all $k\ge 2$}.   \] This sort of "super intermittency" is combined with a local linearization of the solution, and with techniques from Gaussian analysis in order to establish the unbounded oscillations of the sample functions of the solution to our SPDE.

## Full text

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## References

30 references — full list in the complete paper: https://tomesphere.com/paper/1702.08374/full.md

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Source: https://tomesphere.com/paper/1702.08374