Asymptotic properties of stochastic partial differential equations in the sublinear regime

In this paper we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish nontrivial moment upper bounds and almost sure spatial asymptotic properties for solutions. These results shed light on the smoothing intermittency effect under weak diffusion (i.e., sublinear growth) previously observed by Zeldovich et al. (Proc. Natl. Acad. Sci. USA 84 (1987) 6323–6325). The sample-path spatial asymptotics obtained in this paper partially bridge a gap in earlier works of Conus et al. (Ann. Probab. 41 (2013) 2225–2260; Probab. Theory Related Fields 156 (2013) 483–533), which focused on two extreme scenarios: a linear diffusion coefficient and a bounded diffusion coefficient. Our approach is highly robust and applicable to a variety of stochastic partial differential equations, including the one-dimensional stochastic wave equation.

Authors

Institutions

Publication Details

Journal
The Annals of Probability
Published
2026-06-30
DOI
https://doi.org/10.1214/24-aop1741
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
preprint
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
preprint

Asymptotic properties of stochastic partial differential equations in the sublinear regime

Panqiu Xia, Le Chen
1 citations
The Annals of Probability
Stochastic processes and financial applications
preprint

Asymptotic properties of stochastic partial differential equations in the sublinear regime

Panqiu Xia, Le Chen
preprint en
1 citations

Abstract

In this paper we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish nontrivial moment upper bounds and almost sure spatial asymptotic properties for solutions. These results shed light on the smoothing intermittency effect under weak diffusion (i.e., sublinear growth) previously observed by Zeldovich et al. (Proc. Natl. Acad. Sci. USA 84 (1987) 6323–6325). The sample-path spatial asymptotics obtained in this paper partially bridge a gap in earlier works of Conus et al. (Ann. Probab. 41 (2013) 2225–2260; Probab. Theory Related Fields 156 (2013) 483–533), which focused on two extreme scenarios: a linear diffusion coefficient and a bounded diffusion coefficient. Our approach is highly robust and applicable to a variety of stochastic partial differential equations, including the one-dimensional stochastic wave equation.

The Annals of ProbabilityVol. 54(4)
Cardiff University (GB), Auburn University (US)
Openalex Percentile: Top 100%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.