Comparison principle for the stochastic heat equation on Rd
In this talk, I will present a recent work on the strong comparison principle and strict positivity of solutions to the following nonlinear stochastic heat equation on Rd
(∂∂t−12Δ)u(t,x)=ρ(u(t,x))˙M(t,x),
for measure-valued initial data, where ˙M is a spatially homogeneous Gaussian noise that is white in time and ρ is Lipschitz continuous. These results are obtained under the condition that ∫Rd(1+|ξ|2)α−1ˆf(dξ)<∞ for some α∈(0,1], where ˆf is the spectral measure of the noise. The weak comparison principle and nonnegativity of solutions to the same equation are obtained under Dalang's condition, i.e., α=0. As some intermediate results, we obtain handy upper bounds for Lp(Ω)-moments of u(t,x) for all p≥2, and also prove that u is a.s. H\"older continuous with order α−ϵ in space and α/2−ϵ in time for any small ϵ>0.
This talk is based on the joint work with Jingyu Huang (AOP '19, Vol. 47, No. 2, 989--1035).